# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-057322
**Filing Date:** 2026-6
**Character Count:** 4755008
**Document Hash:** 1147f7c0dde040a68631b5fabf3ad1ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057322.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057322

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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
- **LEGAL ENTITY IDENTIFIER:** 549300I77JNLD629OV19

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 261069869

**BUSINESS ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 800-650-9744

**MAIL ADDRESS:**
- **STREET 1:** 425 MARKET STREET
- **STREET 2:** SUITE 1700
- **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):** 2026-05-31

**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:** 38 days

- **WAL:** 62 days

- **Total Value of Portfolio Securities:** $381073437196.44

- **Amortized Cost of Portfolio Securities:** $381093432514.00

- **Cash:** $10146000000.35

- **Total Other Assets:** $1012879061.83

- **Total Liabilities:** $1447579198.29

- **Net Assets of Series:** $390804732377.89

- **Number of Shares Outstanding (Series):** 390801638268.9100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $161675268088.71          | $214839106937.23           | 41.4800%                  | 55.1200%                   |
| 2026-05-04 | $166548372578.90          | $215606575559.96           | 42.6800%                  | 55.2500%                   |
| 2026-05-05 | $171084852724.02          | $214872327407.90           | 43.8400%                  | 55.0600%                   |
| 2026-05-06 | $169995085838.20          | $216558595431.02           | 43.3900%                  | 55.2800%                   |
| 2026-05-07 | $159815330089.88          | $214707634956.44           | 40.9900%                  | 55.0600%                   |
| 2026-05-08 | $160607684220.93          | $214851751311.58           | 41.1600%                  | 55.0600%                   |
| 2026-05-11 | $163946504466.93          | $214631240013.30           | 42.0000%                  | 54.9800%                   |
| 2026-05-12 | $167924901783.19          | $215136037882.83           | 42.9300%                  | 55.0000%                   |
| 2026-05-13 | $168989161660.51          | $217865455436.61           | 43.0000%                  | 55.4300%                   |
| 2026-05-14 | $158479274252.17          | $215345123585.72           | 40.5700%                  | 55.1300%                   |
| 2026-05-15 | $159410994527.15          | $214885093125.96           | 40.8000%                  | 55.0000%                   |
| 2026-05-18 | $165285910828.66          | $215138391248.63           | 42.2800%                  | 55.0300%                   |
| 2026-05-19 | $171834179898.72          | $215696396813.10           | 43.8800%                  | 55.0800%                   |
| 2026-05-20 | $170390903342.32          | $217823283937.58           | 43.1200%                  | 55.1200%                   |
| 2026-05-21 | $165815974152.60          | $214615624913.51           | 42.3300%                  | 54.7900%                   |
| 2026-05-22 | $170852540501.03          | $216155787896.67           | 43.5100%                  | 55.0500%                   |
| 2026-05-26 | $174599957363.95          | $216031884460.36           | 44.4900%                  | 55.0400%                   |
| 2026-05-27 | $171166747839.71          | $218713310445.83           | 43.3300%                  | 55.3600%                   |
| 2026-05-28 | $162536560835.87          | $216705665025.53           | 41.3400%                  | 55.1200%                   |
| 2026-05-29 | $159956753205.86          | $215830367864.47           | 40.7800%                  | 55.0200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.8300%             |
| 2026-05-04 | 3.8300%             |
| 2026-05-05 | 3.8200%             |
| 2026-05-06 | 3.8200%             |
| 2026-05-07 | 3.8200%             |
| 2026-05-08 | 3.8000%             |
| 2026-05-11 | 3.8000%             |
| 2026-05-12 | 3.8000%             |
| 2026-05-13 | 3.8000%             |
| 2026-05-14 | 3.8000%             |
| 2026-05-15 | 3.7900%             |
| 2026-05-18 | 3.7800%             |
| 2026-05-19 | 3.7800%             |
| 2026-05-20 | 3.7700%             |
| 2026-05-21 | 3.7700%             |
| 2026-05-22 | 3.7600%             |
| 2026-05-26 | 3.7600%             |
| 2026-05-27 | 3.7700%             |
| 2026-05-28 | 3.7800%             |
| 2026-05-29 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 1.0000                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 1.0000                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $248872259482.99

- **Number of Shares Outstanding:** 248870429440.2200

- **Expense Reimbursement/Waiver:** 906718.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1602834833.42            | $1208827777.28          |
| 2026-05-04 | $1272269795.97            | $1106328337.11          |
| 2026-05-05 | $1251744272.05            | $1285486923.26          |
| 2026-05-06 | $1100273474.34            | $1074280250.46          |
| 2026-05-07 | $1102521333.49            | $1178545517.49          |
| 2026-05-08 | $1089036916.49            | $1082235218.13          |
| 2026-05-11 | $1203370372.56            | $916594813.73           |
| 2026-05-12 | $1316114873.35            | $1362251617.20          |
| 2026-05-13 | $1075876703.28            | $991427682.34           |
| 2026-05-14 | $1036351962.39            | $997207165.33           |
| 2026-05-15 | $1076500422.24            | $986158066.26           |
| 2026-05-18 | $1141734436.23            | $1005003127.24          |
| 2026-05-19 | $1379776515.42            | $1243682124.19          |
| 2026-05-20 | $1149691173.75            | $1018008714.07          |
| 2026-05-21 | $1013530304.79            | $1001073633.53          |
| 2026-05-22 | $962919854.72             | $989370580.95           |
| 2026-05-26 | $1136202271.02            | $907096485.34           |
| 2026-05-27 | $1150647286.98            | $1555416645.77          |
| 2026-05-28 | $1002447054.06            | $1140302927.81          |
| 2026-05-29 | $1093529146.07            | $1053702079.49          |

**Total Gross Subscriptions (Month):** $23157373002.62

**Total Gross Redemptions (Month):** $22102999686.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4900%           |
| 2026-05-04 | 3.4900%           |
| 2026-05-05 | 3.4800%           |
| 2026-05-06 | 3.4800%           |
| 2026-05-07 | 3.4800%           |
| 2026-05-08 | 3.4600%           |
| 2026-05-11 | 3.4600%           |
| 2026-05-12 | 3.4600%           |
| 2026-05-13 | 3.4600%           |
| 2026-05-14 | 3.4600%           |
| 2026-05-15 | 3.4500%           |
| 2026-05-18 | 3.4400%           |
| 2026-05-19 | 3.4400%           |
| 2026-05-20 | 3.4300%           |
| 2026-05-21 | 3.4300%           |
| 2026-05-22 | 3.4200%           |
| 2026-05-26 | 3.4200%           |
| 2026-05-27 | 3.4300%           |
| 2026-05-28 | 3.4400%           |
| 2026-05-29 | 3.4700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $141932472894.90

- **Number of Shares Outstanding:** 141931208828.6900

- **Expense Reimbursement/Waiver:** 514820.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $967195210.05             | $656150821.88           |
| 2026-05-04 | $889724361.98             | $694948973.15           |
| 2026-05-05 | $696796074.02             | $812346731.29           |
| 2026-05-06 | $595450300.23             | $745569031.82           |
| 2026-05-07 | $682699902.72             | $685813877.80           |
| 2026-05-08 | $613744667.30             | $564479873.41           |
| 2026-05-11 | $661388344.59             | $503653740.98           |
| 2026-05-12 | $678962421.55             | $862261562.83           |
| 2026-05-13 | $650546182.60             | $820664215.67           |
| 2026-05-14 | $582533524.74             | $611204692.11           |
| 2026-05-15 | $802722159.89             | $609617885.15           |
| 2026-05-18 | $813839631.84             | $676036500.75           |
| 2026-05-19 | $838328433.45             | $656680625.40           |
| 2026-05-20 | $774053012.98             | $626370762.01           |
| 2026-05-21 | $700834235.18             | $628460780.17           |
| 2026-05-22 | $793035811.40             | $613373193.14           |
| 2026-05-26 | $955772077.44             | $482114734.61           |
| 2026-05-27 | $960247380.44             | $1036675580.66          |
| 2026-05-28 | $829703168.58             | $831090046.95           |
| 2026-05-29 | $618078010.80             | $653166891.12           |

**Total Gross Subscriptions (Month):** $15105654911.78

**Total Gross Redemptions (Month):** $13770680520.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6400%           |
| 2026-05-04 | 3.6400%           |
| 2026-05-05 | 3.6300%           |
| 2026-05-06 | 3.6300%           |
| 2026-05-07 | 3.6300%           |
| 2026-05-08 | 3.6100%           |
| 2026-05-11 | 3.6100%           |
| 2026-05-12 | 3.6100%           |
| 2026-05-13 | 3.6100%           |
| 2026-05-14 | 3.6100%           |
| 2026-05-15 | 3.6000%           |
| 2026-05-18 | 3.5900%           |
| 2026-05-19 | 3.5900%           |
| 2026-05-20 | 3.5800%           |
| 2026-05-21 | 3.5800%           |
| 2026-05-22 | 3.5700%           |
| 2026-05-26 | 3.5700%           |
| 2026-05-27 | 3.5800%           |
| 2026-05-28 | 3.5900%           |
| 2026-05-29 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9800%         | 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: 03664BF43, C.4 - ISIN: US03664BF437, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $126122450.10
- **C.18.a - Value (excl. sponsor support):** $126122450.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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: 03664BF50, C.4 - ISIN: US03664BF502, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $21984215.00
- **C.18.a - Value (excl. sponsor support):** $21984215.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, 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: 03664BFA9, C.4 - ISIN: US03664BFA98, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $24170108.16
- **C.18.a - Value (excl. sponsor support):** $24170108.16
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 4: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BFN1, C.4 - ISIN: US03664BFN10, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $199498140.00
- **C.18.a - Value (excl. sponsor support):** $199498140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BFP6, C.4 - ISIN: US03664BFP67, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $51564711.44
- **C.18.a - Value (excl. sponsor support):** $51564711.44
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BHD1, C.4 - ISIN: US03664BHD10, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $44636593.50
- **C.18.a - Value (excl. sponsor support):** $44636593.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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 7: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.830000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGW7, C.4 - ISIN: US04821PGW77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $99995323.00
- **C.18.a - Value (excl. sponsor support):** $99995323.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.860000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGZ0, C.4 - ISIN: US04821PGZ09, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100000116.00
- **C.18.a - Value (excl. sponsor support):** $100000116.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PHE6, C.4 - ISIN: US04821PHE60, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $150009549.00
- **C.18.a - Value (excl. sponsor support):** $150009549.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **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 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: 04821UHM7, C.4 - ISIN: US04821UHM71, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $198227600.00
- **C.18.a - Value (excl. sponsor support):** $198227600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **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 11: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CJ80, C.4 - ISIN: US05253CJ809, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $98934670.00
- **C.18.a - Value (excl. sponsor support):** $98934670.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 12: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CK70, C.4 - ISIN: US05253CK708, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $197243660.00
- **C.18.a - Value (excl. sponsor support):** $197243660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **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 13: 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: 0530A3F45, C.4 - ISIN: US0530A3F456, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $249847975.00
- **C.18.a - Value (excl. sponsor support):** $249847975.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 14: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05494MAA1, C.4 - ISIN: US05494MAA18, C.3 - LEI: 2549002PC81GBGZF0752
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **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 15: BMW US CAPITAL LLC

- **C.1 - Title:** BMW US CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0556C3F14, C.4 - ISIN: US0556C3F149, C.3 - LEI: KK5MZM9DIXLXZL9DZL15
- **C.18 - Value (incl. sponsor support):** $148954495.40
- **C.18.a - Value (excl. sponsor support):** $148954495.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 16: BMW US CAPITAL LLC

- **C.1 - Title:** BMW US CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0556C3F22, C.4 - ISIN: US0556C3F222, C.3 - LEI: KK5MZM9DIXLXZL9DZL15
- **C.18 - Value (incl. sponsor support):** $4348228.25
- **C.18.a - Value (excl. sponsor support):** $4348228.25
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 17: BMW US CAPITAL LLC

- **C.1 - Title:** BMW US CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0556C3F30, C.4 - ISIN: US0556C3F305, C.3 - LEI: KK5MZM9DIXLXZL9DZL15
- **C.18 - Value (incl. sponsor support):** $168464157.49
- **C.18.a - Value (excl. sponsor support):** $168464157.49
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 18: BMW US CAPITAL LLC

- **C.1 - Title:** BMW US CAPITAL LLC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0556C3F48, C.4 - ISIN: US0556C3F487, C.3 - LEI: KK5MZM9DIXLXZL9DZL15
- **C.18 - Value (incl. sponsor support):** $259841036.00
- **C.18.a - Value (excl. sponsor support):** $259841036.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 19: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CF55, C.4 - ISIN: US05571CF554, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $543614956.80
- **C.18.a - Value (excl. sponsor support):** $543614956.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, 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: 05571CH38, C.4 - ISIN: US05571CH386, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $993158000.00
- **C.18.a - Value (excl. sponsor support):** $993158000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 21: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CJ36, C.4 - ISIN: US05571CJ366, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $494899650.00
- **C.18.a - Value (excl. sponsor support):** $494899650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 22: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CK18, C.4 - ISIN: US05571CK182, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $986773700.00
- **C.18.a - Value (excl. sponsor support):** $986773700.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **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 23: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CL41, C.4 - ISIN: US05571CL412, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $588843595.60
- **C.18.a - Value (excl. sponsor support):** $588843595.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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 24: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CL58, C.4 - ISIN: US05571CL586, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $982933300.00
- **C.18.a - Value (excl. sponsor support):** $982933300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CM24, C.4 - ISIN: US05571CM246, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $411568584.00
- **C.18.a - Value (excl. sponsor support):** $411568584.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 26: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLH4, C.4 - ISIN: US05593DLH43, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200011460.00
- **C.18.a - Value (excl. sponsor support):** $200011460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 27: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLQ4, C.4 - ISIN: US05593DLQ42, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $500022600.00
- **C.18.a - Value (excl. sponsor support):** $500022600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DNT6, C.4 - ISIN: US05593DNT62, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $193033273.20
- **C.18.a - Value (excl. sponsor support):** $193033273.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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 29: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DP64, C.4 - ISIN: US05593DP647, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $106013578.60
- **C.18.a - Value (excl. sponsor support):** $106013578.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600137712.00
- **C.18.a - Value (excl. sponsor support):** $600137712.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 31: 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):** $515165526.15
- **C.18.a - Value (excl. sponsor support):** $515165526.15
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 32: 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):** $500207345.00
- **C.18.a - Value (excl. sponsor support):** $500207345.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 33: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.030000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPE6, C.4 - ISIN: US06050TPE63, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000013030.00
- **C.18.a - Value (excl. sponsor support):** $1000013030.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **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 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.920000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPJ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300084696.00
- **C.18.a - Value (excl. sponsor support):** $300084696.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **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 35: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.850000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPK2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $498889155.00
- **C.18.a - Value (excl. sponsor support):** $498889155.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **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 4.020000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPM8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000947080.00
- **C.18.a - Value (excl. sponsor support):** $1000947080.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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 4.020000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPY2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $621694212.36
- **C.18.a - Value (excl. sponsor support):** $621694212.36
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-04-27
- **C.12 - Maturity Date (WAL):** 2027-04-27
- **C.13 - Final Legal Maturity Date:** 2027-04-27
- **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 38: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.050000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TQC9, C.4 - ISIN: US06050TQC98, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $392852118.03
- **C.18.a - Value (excl. sponsor support):** $392852118.03
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-05-06
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **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 39: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXD1, C.4 - ISIN: US06051WXD19, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400079000.00
- **C.18.a - Value (excl. sponsor support):** $400079000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXN9, C.4 - ISIN: US06051WXN90, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499614000.00
- **C.18.a - Value (excl. sponsor support):** $499614000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 41: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCJ0, C.4 - ISIN: US06053RCJ05, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $335036716.00
- **C.18.a - Value (excl. sponsor support):** $335036716.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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 42: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMK8, C.4 - ISIN: US06054CMK89, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350113715.00
- **C.18.a - Value (excl. sponsor support):** $350113715.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 43: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CNC5, C.4 - ISIN: US06054CNC54, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $399306024.99
- **C.18.a - Value (excl. sponsor support):** $399306024.99
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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 44: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CND3, C.4 - ISIN: US06054CND38, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $300062010.00
- **C.18.a - Value (excl. sponsor support):** $300062010.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 45: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CNT8, C.4 - ISIN: US06054CNT89, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $150028635.00
- **C.18.a - Value (excl. sponsor support):** $150028635.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **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 46: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CPB5, C.4 - ISIN: US06054CPB53, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $750048975.00
- **C.18.a - Value (excl. sponsor support):** $750048975.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **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 47: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PFH4, C.4 - ISIN: US06054PFH47, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $199610660.00
- **C.18.a - Value (excl. sponsor support):** $199610660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **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 48: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGG5, C.4 - ISIN: US06054PGG54, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $497484000.00
- **C.18.a - Value (excl. sponsor support):** $497484000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 49: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGM2, C.4 - ISIN: US06054PGM23, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $497217000.00
- **C.18.a - Value (excl. sponsor support):** $497217000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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 50: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PJ31, C.4 - ISIN: US06054PJ315, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $197941800.00
- **C.18.a - Value (excl. sponsor support):** $197941800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 51: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PJU1, C.4 - ISIN: US06054PJU12, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $493477500.00
- **C.18.a - Value (excl. sponsor support):** $493477500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **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 52: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PK96, C.4 - ISIN: US06054PK966, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $147868860.00
- **C.18.a - Value (excl. sponsor support):** $147868860.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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 53: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PMJ2, C.4 - ISIN: US06054PMJ20, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $244533250.00
- **C.18.a - Value (excl. sponsor support):** $244533250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 54: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PNV4, C.4 - ISIN: US06054PNV49, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $97339780.00
- **C.18.a - Value (excl. sponsor support):** $97339780.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **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 55: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PP83, C.4 - ISIN: US06054PP833, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $388912200.00
- **C.18.a - Value (excl. sponsor support):** $388912200.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **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 56: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PPC4, C.4 - ISIN: US06054PPC40, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $194366600.00
- **C.18.a - Value (excl. sponsor support):** $194366600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **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 57: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.760000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDK5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499507345.00
- **C.18.a - Value (excl. sponsor support):** $499507345.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **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 58: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDT6, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $199833510.00
- **C.18.a - Value (excl. sponsor support):** $199833510.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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 59: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDX7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $99922246.00
- **C.18.a - Value (excl. sponsor support):** $99922246.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 60: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RDY5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $179781852.60
- **C.18.a - Value (excl. sponsor support):** $179781852.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 61: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.920000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RE32, C.4 - ISIN: US06054RE320, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200054836.00
- **C.18.a - Value (excl. sponsor support):** $200054836.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **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 62: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.770000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054REF5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499521740.00
- **C.18.a - Value (excl. sponsor support):** $499521740.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 63: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.860000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054REM0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $558055844.64
- **C.18.a - Value (excl. sponsor support):** $558055844.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **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 64: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.050000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054REW8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $628931332.07
- **C.18.a - Value (excl. sponsor support):** $628931332.07
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 65: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.070000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RF23, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $577064110.47
- **C.18.a - Value (excl. sponsor support):** $577064110.47
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **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 66: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.050000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RF64, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $336956530.37
- **C.18.a - Value (excl. sponsor support):** $336956530.37
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **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 67: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RFD9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $229845902.30
- **C.18.a - Value (excl. sponsor support):** $229845902.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **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 68: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3Y1, C.4 - ISIN: US06367L3Y10, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250021012.50
- **C.18.a - Value (excl. sponsor support):** $250021012.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **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 69: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3Z8, C.4 - ISIN: US06367L3Z84, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250000312.50
- **C.18.a - Value (excl. sponsor support):** $250000312.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 70: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367L4A2, C.4 - ISIN: US06367L4A25, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $200034206.00
- **C.18.a - Value (excl. sponsor support):** $200034206.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **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 71: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L4J3, C.4 - ISIN: US06367L4J34, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $800123136.00
- **C.18.a - Value (excl. sponsor support):** $800123136.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **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 72: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4V3, C.4 - ISIN: US06370B4V33, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $248956301.18
- **C.18.a - Value (excl. sponsor support):** $248956301.18
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 73: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5P5, C.4 - ISIN: US06370B5P55, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $196419076.33
- **C.18.a - Value (excl. sponsor support):** $196419076.33
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **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 74: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5R1, C.4 - ISIN: US06370B5R12, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100032250.00
- **C.18.a - Value (excl. sponsor support):** $100032250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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 75: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5X8, C.4 - ISIN: US06370B5X89, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $200009936.00
- **C.18.a - Value (excl. sponsor support):** $200009936.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **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 76: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6R0, C.4 - ISIN: US06370B6R03, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $350115762.50
- **C.18.a - Value (excl. sponsor support):** $350115762.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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 77: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NJY9, C.4 - ISIN: US06418NJY94, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $199060217.40
- **C.18.a - Value (excl. sponsor support):** $199060217.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 78: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NLJ9, C.4 - ISIN: US06418NLJ99, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $748280275.60
- **C.18.a - Value (excl. sponsor support):** $748280275.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **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 79: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMB5, C.4 - ISIN: US06418NMB54, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $299592567.75
- **C.18.a - Value (excl. sponsor support):** $299592567.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **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 80: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMG4, C.4 - ISIN: US06418NMG42, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $950057000.00
- **C.18.a - Value (excl. sponsor support):** $950057000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **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 81: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMZ2, C.4 - ISIN: US06418NMZ23, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $150007215.00
- **C.18.a - Value (excl. sponsor support):** $150007215.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **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 82: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNB4, C.4 - ISIN: US06418NNB46, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $1000048100.00
- **C.18.a - Value (excl. sponsor support):** $1000048100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **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 83: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNL2, C.4 - ISIN: US06418NNL28, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $500042150.00
- **C.18.a - Value (excl. sponsor support):** $500042150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **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 84: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNR9, C.4 - ISIN: US06418NNR97, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $1000283100.00
- **C.18.a - Value (excl. sponsor support):** $1000283100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 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: 06741EG79, C.4 - ISIN: US06741EG796, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $98001706.32
- **C.18.a - Value (excl. sponsor support):** $98001706.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? 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 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EGE4, C.4 - ISIN: US06741EGE41, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $199037600.00
- **C.18.a - Value (excl. sponsor support):** $199037600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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 87: 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: 06741EGP9, C.4 - ISIN: US06741EGP97, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $198837660.00
- **C.18.a - Value (excl. sponsor support):** $198837660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 88: 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: 06741EGQ7, C.4 - ISIN: US06741EGQ70, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $198815220.00
- **C.18.a - Value (excl. sponsor support):** $198815220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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 89: 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: 06741EGT1, C.4 - ISIN: US06741EGT10, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $156016850.30
- **C.18.a - Value (excl. sponsor support):** $156016850.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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 90: 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: 06741EGU8, C.4 - ISIN: US06741EGU82, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $198724940.00
- **C.18.a - Value (excl. sponsor support):** $198724940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 91: 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: 06741EH78, C.4 - ISIN: US06741EH786, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $98258163.30
- **C.18.a - Value (excl. sponsor support):** $98258163.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 92: 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: 06741EHD5, C.4 - ISIN: US06741EHD58, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $148774245.00
- **C.18.a - Value (excl. sponsor support):** $148774245.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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 93: 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: 06741EHL7, C.4 - ISIN: US06741EHL74, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $128833848.00
- **C.18.a - Value (excl. sponsor support):** $128833848.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 94: 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: 06741EJM3, C.4 - ISIN: US06741EJM30, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $296247090.00
- **C.18.a - Value (excl. sponsor support):** $296247090.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 95: 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: 06741EKG4, C.4 - ISIN: US06741EKG43, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $107340420.50
- **C.18.a - Value (excl. sponsor support):** $107340420.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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 96: 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: 06741EKN9, C.4 - ISIN: US06741EKN93, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $196824880.00
- **C.18.a - Value (excl. sponsor support):** $196824880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 97: 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: 06741EKS8, C.4 - ISIN: US06741EKS80, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $98369110.00
- **C.18.a - Value (excl. sponsor support):** $98369110.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **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 98: 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: 06741EKT6, C.4 - ISIN: US06741EKT63, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $196717660.00
- **C.18.a - Value (excl. sponsor support):** $196717660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **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 99: 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: 06741EL24, C.4 - ISIN: US06741EL242, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $98297270.00
- **C.18.a - Value (excl. sponsor support):** $98297270.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 100: 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: 06741EL99, C.4 - ISIN: US06741EL994, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $98225810.00
- **C.18.a - Value (excl. sponsor support):** $98225810.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-11-09
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **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 101: 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: 06741ELQ1, C.4 - ISIN: US06741ELQ16, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $196147900.00
- **C.18.a - Value (excl. sponsor support):** $196147900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-11-24
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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 102: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.020000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRS4, C.4 - ISIN: US06741HRS49, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $120064004.40
- **C.18.a - Value (excl. sponsor support):** $120064004.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **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 103: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRV7, C.4 - ISIN: US06741HRV77, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $296010448.80
- **C.18.a - Value (excl. sponsor support):** $296010448.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 104: 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: 06744RF11, C.4 - ISIN: US06744RF117, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $1770462324.40
- **C.18.a - Value (excl. sponsor support):** $1770462324.40
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 105: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHF1, C.4 - ISIN: US06745GHF19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500040800.00
- **C.18.a - Value (excl. sponsor support):** $500040800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 106: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHG9, C.4 - ISIN: US06745GHG91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $490040915.00
- **C.18.a - Value (excl. sponsor support):** $490040915.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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 107: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJC6, C.4 - ISIN: US06745GJC69, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000335700.00
- **C.18.a - Value (excl. sponsor support):** $1000335700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **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 108: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJX0, C.4 - ISIN: US06745GJX07, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $499910550.00
- **C.18.a - Value (excl. sponsor support):** $499910550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 109: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GKJ9, C.4 - ISIN: US06745GKJ93, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $499908100.00
- **C.18.a - Value (excl. sponsor support):** $499908100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 110: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GKK6, C.4 - ISIN: US06745GKK66, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $599893020.00
- **C.18.a - Value (excl. sponsor support):** $599893020.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-11-13
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **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 111: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GKL4, C.4 - ISIN: US06745GKL40, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $499966100.00
- **C.18.a - Value (excl. sponsor support):** $499966100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **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 112: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GKN0, C.4 - ISIN: US06745GKN06, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $499963050.00
- **C.18.a - Value (excl. sponsor support):** $499963050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **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 113: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GKY6, C.4 - ISIN: US06745GKY60, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000061200.00
- **C.18.a - Value (excl. sponsor support):** $1000061200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **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 114: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MFC5, C.4 - ISIN: US06945MFC55, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $199712960.00
- **C.18.a - Value (excl. sponsor support):** $199712960.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 115: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MFS0, C.4 - ISIN: US06945MFS08, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99708230.00
- **C.18.a - Value (excl. sponsor support):** $99708230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **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 116: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MHT6, C.4 - ISIN: US06945MHT62, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99040000.00
- **C.18.a - Value (excl. sponsor support):** $99040000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 117: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MHU3, C.4 - ISIN: US06945MHU36, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99029330.00
- **C.18.a - Value (excl. sponsor support):** $99029330.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 118: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDHQ1, C.4 - ISIN: US0727MDHQ12, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $100025460.00
- **C.18.a - Value (excl. sponsor support):** $100025460.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 119: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDHX6, C.4 - ISIN: US0727MDHX62, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $200035700.00
- **C.18.a - Value (excl. sponsor support):** $200035700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 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: 07644BFQ0, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $149595630.00
- **C.18.a - Value (excl. sponsor support):** $149595630.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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 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: 07644BJU7, C.4 - ISIN: US07644BJU70, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $296125140.00
- **C.18.a - Value (excl. sponsor support):** $296125140.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **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 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BKP6, C.4 - ISIN: US07644BKP66, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98436900.00
- **C.18.a - Value (excl. sponsor support):** $98436900.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **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 123: 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: 07644BKS0, C.4 - ISIN: US07644BKS06, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147606255.00
- **C.18.a - Value (excl. sponsor support):** $147606255.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **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 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BKT8, C.4 - ISIN: US07644BKT88, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98393390.00
- **C.18.a - Value (excl. sponsor support):** $98393390.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **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 125: 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: 07644BKV3, C.4 - ISIN: US07644BKV35, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147557745.00
- **C.18.a - Value (excl. sponsor support):** $147557745.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 126: 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: 07644BL59, C.4 - ISIN: US07644BL599, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98296300.00
- **C.18.a - Value (excl. sponsor support):** $98296300.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 127: 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: 07644BM74, C.4 - ISIN: US07644BM746, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $146919465.00
- **C.18.a - Value (excl. sponsor support):** $146919465.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 128: 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: 07644BPA4, C.4 - ISIN: US07644BPA43, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $145820775.00
- **C.18.a - Value (excl. sponsor support):** $145820775.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-02-10
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **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 129: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 3.900000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07647XAF8, C.4 - ISIN: US07647XAF87, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $150016185.00
- **C.18.a - Value (excl. sponsor support):** $150016185.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **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 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: 08224MF25, C.4 - ISIN: US08224MF259, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $127043297.75
- **C.18.a - Value (excl. sponsor support):** $127043297.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 131: 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: 08224MF33, C.4 - ISIN: US08224MF333, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $48475318.35
- **C.18.a - Value (excl. sponsor support):** $48475318.35
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 132: 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: 08224MF41, C.4 - ISIN: US08224MF416, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $302704873.63
- **C.18.a - Value (excl. sponsor support):** $302704873.63
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 133: 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: 08224MF58, C.4 - ISIN: US08224MF580, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $83004725.53
- **C.18.a - Value (excl. sponsor support):** $83004725.53
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 134: 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: 08224MHS6, C.4 - ISIN: US08224MHS61, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $242680805.50
- **C.18.a - Value (excl. sponsor support):** $242680805.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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 135: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 136: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3JB9, C.4 - ISIN: US1247P3JB95, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $74166562.50
- **C.18.a - Value (excl. sponsor support):** $74166562.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 137: CP CANYONS WFH LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12658PAB0, C.4 - ISIN: US12658PAB04, C.3 - LEI: 254900F9PG6QUBCJUL32
- **C.18 - Value (incl. sponsor support):** $15900000.00
- **C.18.a - Value (excl. sponsor support):** $15900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-02-01
- **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 138: 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: 12710HF29, C.4 - ISIN: US12710HF293, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $94961515.50
- **C.18.a - Value (excl. sponsor support):** $94961515.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 139: 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: 12710HGG7, C.4 - ISIN: US12710HGG74, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $248744000.00
- **C.18.a - Value (excl. sponsor support):** $248744000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 140: 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: 12710HH35, C.4 - ISIN: US12710HH356, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49653135.00
- **C.18.a - Value (excl. sponsor support):** $49653135.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 141: 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: 12710HKE7, C.4 - ISIN: US12710HKE70, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $118239120.00
- **C.18.a - Value (excl. sponsor support):** $118239120.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-14
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **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 142: 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: 12710HKK3, C.4 - ISIN: US12710HKK31, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $32359690.07
- **C.18.a - Value (excl. sponsor support):** $32359690.07
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **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 143: 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: 12710HL22, C.4 - ISIN: US12710HL226, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $117989184.00
- **C.18.a - Value (excl. sponsor support):** $117989184.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 144: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WF33, C.4 - ISIN: US12802WF339, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $499747600.00
- **C.18.a - Value (excl. sponsor support):** $499747600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 145: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WF82, C.4 - ISIN: US12802WF826, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $499493000.00
- **C.18.a - Value (excl. sponsor support):** $499493000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 146: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFA7, C.4 - ISIN: US12802WFA71, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $199756180.00
- **C.18.a - Value (excl. sponsor support):** $199756180.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 147: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFW9, C.4 - ISIN: US12802WFW91, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $996718800.00
- **C.18.a - Value (excl. sponsor support):** $996718800.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 148: California Municipal Finance Auth

- **C.1 - Title:** VARIABLE RATE DEMAND M/F HOUSING RB (ELOWEN OAK APTS) SERIES 2026 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 130483LB4, C.4 - ISIN: US130483LB47, C.3 - LEI: 5493000UQOV6R4ZWS346
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2066-03-01
- **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 149: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 3.700000%
- **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):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 150: California Enterprise Development Finance Auth

- **C.1 - Title:** RB (UNACEM NORTH AMERICA INC) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13067RGB3, C.4 - ISIN: US13067RGB33, C.3 - LEI: 549300544P6FSHU1HB46
- **C.18 - Value (incl. sponsor support):** $67500000.00
- **C.18.a - Value (excl. sponsor support):** $67500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2045-12-01
- **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 151: California Enterprise Development Finance Auth

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (UNACEM NORTH AMERICA INC) SERIES 2025B 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13067RGC1, C.4 - ISIN: US13067RGC16, C.3 - LEI: 549300544P6FSHU1HB46
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2045-12-01
- **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 152: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRB0, C.4 - ISIN: US13606DRB00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $250012575.00
- **C.18.a - Value (excl. sponsor support):** $250012575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 153: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSJ2, C.4 - ISIN: US13606DSJ27, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $98989753.50
- **C.18.a - Value (excl. sponsor support):** $98989753.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 154: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DVH2, C.4 - ISIN: US13606DVH24, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $250001350.00
- **C.18.a - Value (excl. sponsor support):** $250001350.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 155: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DVR0, C.4 - ISIN: US13606DVR06, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $249937600.00
- **C.18.a - Value (excl. sponsor support):** $249937600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **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 156: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 157: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WV90, C.4 - ISIN: US15963WV903, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $329157827.44
- **C.18.a - Value (excl. sponsor support):** $329157827.44
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 158: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WW57, C.4 - ISIN: US15963WW570, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $325000136.50
- **C.18.a - Value (excl. sponsor support):** $325000136.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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 159: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WW65, C.4 - ISIN: US15963WW653, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $250007125.00
- **C.18.a - Value (excl. sponsor support):** $250007125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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 160: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WX56, C.4 - ISIN: US15963WX560, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $128041844.48
- **C.18.a - Value (excl. sponsor support):** $128041844.48
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **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 161: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WX64, C.4 - ISIN: US15963WX644, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $160015860.80
- **C.18.a - Value (excl. sponsor support):** $160015860.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 162: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WX98, C.4 - ISIN: US15963WX982, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $211013050.35
- **C.18.a - Value (excl. sponsor support):** $211013050.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 163: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WGE1, C.4 - ISIN: US16115WGE12, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $59711274.00
- **C.18.a - Value (excl. sponsor support):** $59711274.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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 164: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WGF8, C.4 - ISIN: US16115WGF86, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49754100.00
- **C.18.a - Value (excl. sponsor support):** $49754100.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **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 165: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WJB4, C.4 - ISIN: US16115WJB46, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98888750.00
- **C.18.a - Value (excl. sponsor support):** $98888750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 166: 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: 16537JF35, C.4 - ISIN: US16537JF359, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149923815.00
- **C.18.a - Value (excl. sponsor support):** $149923815.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 167: 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: 16538CF13, C.4 - ISIN: US16538CF139, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99969550.00
- **C.18.a - Value (excl. sponsor support):** $99969550.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 168: 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: 16538CF47, C.4 - ISIN: US16538CF477, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199878040.00
- **C.18.a - Value (excl. sponsor support):** $199878040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 169: CITIGROUP GLOBAL MARKETS HOLDINGS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS HOLDINGS INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17291YLJ4, C.4 - ISIN: US17291YLJ46, C.3 - LEI: 82VOJDD5PTRDMVVMGV31
- **C.18 - Value (incl. sponsor support):** $785148880.00
- **C.18.a - Value (excl. sponsor support):** $785148880.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **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 170: CITIGROUP GLOBAL MARKETS HOLDINGS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS HOLDINGS INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17291YLK1, C.4 - ISIN: US17291YLK19, C.3 - LEI: 82VOJDD5PTRDMVVMGV31
- **C.18 - Value (incl. sponsor support):** $588794400.00
- **C.18.a - Value (excl. sponsor support):** $588794400.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **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 171: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCS4, C.4 - ISIN: US1730QPCS44, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $155004867.00
- **C.18.a - Value (excl. sponsor support):** $155004867.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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 172: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCU9, C.4 - ISIN: US1730QPCU99, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500014200.00
- **C.18.a - Value (excl. sponsor support):** $500014200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 173: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCZ8, C.4 - ISIN: US1730QPCZ86, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500036700.00
- **C.18.a - Value (excl. sponsor support):** $500036700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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 174: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPDG9, C.4 - ISIN: US1730QPDG96, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $620035154.00
- **C.18.a - Value (excl. sponsor support):** $620035154.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 175: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSA8, C.4 - ISIN: US19423RSA85, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $124005623.40
- **C.18.a - Value (excl. sponsor support):** $124005623.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 176: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSC4, C.4 - ISIN: US19423RSC42, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245011267.55
- **C.18.a - Value (excl. sponsor support):** $245011267.55
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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 177: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSD2, C.4 - ISIN: US19423RSD25, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365038912.65
- **C.18.a - Value (excl. sponsor support):** $365038912.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 178: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.220000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSG5, C.4 - ISIN: US19423RSG55, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $800655760.00
- **C.18.a - Value (excl. sponsor support):** $800655760.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **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 179: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.100000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RSL4, C.4 - ISIN: US19423RSL41, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263077400.90
- **C.18.a - Value (excl. sponsor support):** $263077400.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **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 180: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RT25, C.4 - ISIN: US19423RT254, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $284961439.50
- **C.18.a - Value (excl. sponsor support):** $284961439.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-01-12
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **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 181: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RT74, C.4 - ISIN: US19423RT742, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $233958488.40
- **C.18.a - Value (excl. sponsor support):** $233958488.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **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 182: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RT82, C.4 - ISIN: US19423RT825, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $129968280.00
- **C.18.a - Value (excl. sponsor support):** $129968280.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **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 183: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RTH2, C.4 - ISIN: US19423RTH20, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $212020623.36
- **C.18.a - Value (excl. sponsor support):** $212020623.36
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **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 184: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.110000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RTN9, C.4 - ISIN: US19423RTN97, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $600087300.00
- **C.18.a - Value (excl. sponsor support):** $600087300.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-02-23
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **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 185: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II BONDS SERIES 2023F2 3.720000%
- **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):** $23965000.00
- **C.18.a - Value (excl. sponsor support):** $23965000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 186: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II BONDS SERIES 2023A2 3.720000%
- **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):** $20155000.00
- **C.18.a - Value (excl. sponsor support):** $20155000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 187: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025N2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2A9, C.4 - ISIN: US19648G2A90, 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:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 188: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025O2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2X9, C.4 - ISIN: US19648G2X93, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $39520000.00
- **C.18.a - Value (excl. sponsor support):** $39520000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 189: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2026C2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G6Z0, C.4 - ISIN: US19648G6Z06, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **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 190: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SEIRES 2026F2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G7B2, C.4 - ISIN: US19648G7B29, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15500000.00
- **C.18.a - Value (excl. sponsor support):** $15500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 191: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 192: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 3.720000%
- **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):** $36760000.00
- **C.18.a - Value (excl. sponsor support):** $36760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 193: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 194: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 195: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 3.720000%
- **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):** $47490000.00
- **C.18.a - Value (excl. sponsor support):** $47490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 196: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025L2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 197: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024F2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 198: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025D2 3.720000%
- **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):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 199: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 200: COLUMBIA ORANGE CT LLC

- **C.1 - Title:** VARIABLE RATE DEMAND M/F HOUSING RB SERIES 2026A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 198238AA5, C.4 - ISIN: US198238AA53, C.3 - LEI: 549300A7LCJ1MYXC2720
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2046-03-11
- **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 201: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 3.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YQF1, C.4 - ISIN: US20259YQF15, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $999996000.00
- **C.18.a - Value (excl. sponsor support):** $999996000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 202: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 3.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YQG9, C.4 - ISIN: US20259YQG97, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $949998765.00
- **C.18.a - Value (excl. sponsor support):** $949998765.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 203: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272EJ82, C.4 - ISIN: US20272EJ822, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $494594000.00
- **C.18.a - Value (excl. sponsor support):** $494594000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 204: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FER2, C.4 - ISIN: US20272FER29, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $250018150.00
- **C.18.a - Value (excl. sponsor support):** $250018150.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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 205: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 3.840000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FES0, C.4 - ISIN: US20272FES02, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $250019375.00
- **C.18.a - Value (excl. sponsor support):** $250019375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **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 206: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632BF20, C.4 - ISIN: US20632BF201, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $114953287.00
- **C.18.a - Value (excl. sponsor support):** $114953287.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 207: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFB8, C.4 - ISIN: US20632CFB81, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $150000694.50
- **C.18.a - Value (excl. sponsor support):** $150000694.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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 208: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFF9, C.4 - ISIN: US20632CFF95, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $100006475.00
- **C.18.a - Value (excl. sponsor support):** $100006475.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 209: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFP7, C.4 - ISIN: US20632CFP77, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $211125838.29
- **C.18.a - Value (excl. sponsor support):** $211125838.29
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **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 210: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFQ5, C.4 - ISIN: US20632CFQ50, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $183072096.51
- **C.18.a - Value (excl. sponsor support):** $183072096.51
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 211: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFX0, C.4 - ISIN: US20632CFX02, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $63012977.37
- **C.18.a - Value (excl. sponsor support):** $63012977.37
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 212: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CGG6, C.4 - ISIN: US20632CGG69, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $57994275.40
- **C.18.a - Value (excl. sponsor support):** $57994275.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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 213: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LFB8, C.4 - ISIN: US20632LFB80, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $299600670.00
- **C.18.a - Value (excl. sponsor support):** $299600670.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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 214: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LHT7, C.4 - ISIN: US20632LHT70, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $217877000.00
- **C.18.a - Value (excl. sponsor support):** $217877000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 215: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684MAD2, C.4 - ISIN: US21684MAD20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250026100.00
- **C.18.a - Value (excl. sponsor support):** $250026100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 216: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684MAE0, C.4 - ISIN: US21684MAE03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249945375.00
- **C.18.a - Value (excl. sponsor support):** $249945375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **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 217: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X4T0, C.4 - ISIN: US21684X4T02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100005690.00
- **C.18.a - Value (excl. sponsor support):** $100005690.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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? No, C.23 Categorized at Level 3? No

### Security 218: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5C6, C.4 - ISIN: US21684X5C67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000580.00
- **C.18.a - Value (excl. sponsor support):** $100000580.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 219: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5P7, C.4 - ISIN: US21684X5P70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249991475.00
- **C.18.a - Value (excl. sponsor support):** $249991475.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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 220: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X6U5, C.4 - ISIN: US21684X6U56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249872875.00
- **C.18.a - Value (excl. sponsor support):** $249872875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 221: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536J3D5, C.4 - ISIN: US22536J3D50, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $125009025.00
- **C.18.a - Value (excl. sponsor support):** $125009025.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 222: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536J4W2, C.4 - ISIN: US22536J4W23, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $145012412.00
- **C.18.a - Value (excl. sponsor support):** $145012412.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 223: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XAH7, C.4 - ISIN: US22536XAH70, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $400022320.00
- **C.18.a - Value (excl. sponsor support):** $400022320.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 224: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XBR4, C.4 - ISIN: US22536XBR44, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $152024760.80
- **C.18.a - Value (excl. sponsor support):** $152024760.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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 225: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XER1, C.4 - ISIN: US22536XER17, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $400168600.00
- **C.18.a - Value (excl. sponsor support):** $400168600.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **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 226: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFE9, C.4 - ISIN: US22536XFE94, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $500175900.00
- **C.18.a - Value (excl. sponsor support):** $500175900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 227: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFF6, C.4 - ISIN: US22536XFF69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $658172856.60
- **C.18.a - Value (excl. sponsor support):** $658172856.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **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 228: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFK5, C.4 - ISIN: US22536XFK54, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $592048248.00
- **C.18.a - Value (excl. sponsor support):** $592048248.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **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 229: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XGA6, C.4 - ISIN: US22536XGA63, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $600005220.00
- **C.18.a - Value (excl. sponsor support):** $600005220.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **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 230: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 231: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1FN5, C.4 - ISIN: US2332K1FN55, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $299280300.00
- **C.18.a - Value (excl. sponsor support):** $299280300.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 232: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1G12, C.4 - ISIN: US2332K1G122, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $498347850.00
- **C.18.a - Value (excl. sponsor support):** $498347850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1GQ7, C.4 - ISIN: US2332K1GQ77, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $198864600.00
- **C.18.a - Value (excl. sponsor support):** $198864600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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 234: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1LA6, C.4 - ISIN: US2332K1LA60, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $294733230.00
- **C.18.a - Value (excl. sponsor support):** $294733230.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **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 235: DMT LANCASTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23347EAA1, C.4 - ISIN: US23347EAA10, C.3 - LEI: 254900N3M1UTXY73BU36
- **C.18 - Value (incl. sponsor support):** $20270000.00
- **C.18.a - Value (excl. sponsor support):** $20270000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2062-07-01
- **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 236: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 237: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 238: EDUCATION LOAN FINANCE INC

- **C.1 - Title:** TAXABLE BONDS SERIES 2026-1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 28140PAA4, C.4 - ISIN: US28140PAA49, C.3 - LEI: 54930082QM2EYHX0XK85
- **C.18 - Value (incl. sponsor support):** $82174000.00
- **C.18.a - Value (excl. sponsor support):** $82174000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 239: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3F30, C.4 - ISIN: US2960E3F309, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $699646780.00
- **C.18.a - Value (excl. sponsor support):** $699646780.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 240: 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: 30601WJR1, C.4 - ISIN: US30601WJR16, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $74050642.50
- **C.18.a - Value (excl. sponsor support):** $74050642.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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 241: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDZ5, C.4 - ISIN: US30608HDZ55, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $331010803.84
- **C.18.a - Value (excl. sponsor support):** $331010803.84
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 242: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HEE1, C.4 - ISIN: US30608HEE18, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $207005878.80
- **C.18.a - Value (excl. sponsor support):** $207005878.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 243: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HEG6, C.4 - ISIN: US30608HEG65, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $275007521.25
- **C.18.a - Value (excl. sponsor support):** $275007521.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 244: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HET8, C.4 - ISIN: US30608HET86, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $148515092.06
- **C.18.a - Value (excl. sponsor support):** $148515092.06
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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 245: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.950000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HEX9, C.4 - ISIN: US30608HEX98, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $135505490.46
- **C.18.a - Value (excl. sponsor support):** $135505490.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 246: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HFA8, C.4 - ISIN: US30608HFA86, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $265015250.75
- **C.18.a - Value (excl. sponsor support):** $265015250.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **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 247: 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: 31428GFP3, C.4 - ISIN: US31428GFP37, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $299224470.00
- **C.18.a - Value (excl. sponsor support):** $299224470.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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 248: 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: 31428GGV9, C.4 - ISIN: US31428GGV95, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $198722280.00
- **C.18.a - Value (excl. sponsor support):** $198722280.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **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 249: 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: 31428GGW7, C.4 - ISIN: US31428GGW78, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $248376525.00
- **C.18.a - Value (excl. sponsor support):** $248376525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 250: 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: 31428GJ38, C.4 - ISIN: US31428GJ384, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $296936970.00
- **C.18.a - Value (excl. sponsor support):** $296936970.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 251: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 252: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MF41, C.4 - ISIN: US38346MF411, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $199878040.00
- **C.18.a - Value (excl. sponsor support):** $199878040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 253: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MF90, C.4 - ISIN: US38346MF908, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $349606740.00
- **C.18.a - Value (excl. sponsor support):** $349606740.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 254: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFA7, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $249693200.00
- **C.18.a - Value (excl. sponsor support):** $249693200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 255: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFC3, C.4 - ISIN: US38346MFC38, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $149784720.00
- **C.18.a - Value (excl. sponsor support):** $149784720.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 256: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFF6, C.4 - ISIN: US38346MFF68, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $239580264.00
- **C.18.a - Value (excl. sponsor support):** $239580264.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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 257: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MG73, C.4 - ISIN: US38346MG732, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $74694255.00
- **C.18.a - Value (excl. sponsor support):** $74694255.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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? 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 258: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MJ13, C.4 - ISIN: US38346MJ132, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $98993700.00
- **C.18.a - Value (excl. sponsor support):** $98993700.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 259: 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: 39014JF13, C.4 - ISIN: US39014JF139, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $89972595.00
- **C.18.a - Value (excl. sponsor support):** $89972595.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 260: 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: 39014JF21, C.4 - ISIN: US39014JF212, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $239902512.00
- **C.18.a - Value (excl. sponsor support):** $239902512.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 261: 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: 39014JF39, C.4 - ISIN: US39014JF394, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $149923815.00
- **C.18.a - Value (excl. sponsor support):** $149923815.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 262: 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: 39014JF47, C.4 - ISIN: US39014JF477, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $279829256.00
- **C.18.a - Value (excl. sponsor support):** $279829256.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 263: 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: 39014JF54, C.4 - ISIN: US39014JF543, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $425696815.80
- **C.18.a - Value (excl. sponsor support):** $425696815.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 264: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 265: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PMD4, C.4 - ISIN: US40054PMD41, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $749939550.00
- **C.18.a - Value (excl. sponsor support):** $749939550.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 266: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVZ9, C.4 - ISIN: US40433FVZ97, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $600049560.00
- **C.18.a - Value (excl. sponsor support):** $600049560.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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 267: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAA0, C.4 - ISIN: US40451HAA05, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $11500000.00
- **C.18.a - Value (excl. sponsor support):** $11500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **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 268: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAB8, C.4 - ISIN: US40451HAB87, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **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 269: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.860000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHG6, C.4 - ISIN: US44988GHG64, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $300045630.00
- **C.18.a - Value (excl. sponsor support):** $300045630.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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? 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 270: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHW1, C.4 - ISIN: US44988GHW15, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500105250.00
- **C.18.a - Value (excl. sponsor support):** $500105250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 271: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 3.720000%
- **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):** $27595000.00
- **C.18.a - Value (excl. sponsor support):** $27595000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 272: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 3.720000%
- **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):** $12190000.00
- **C.18.a - Value (excl. sponsor support):** $12190000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 273: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 3.720000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 274: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 3.720000%
- **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):** $15250000.00
- **C.18.a - Value (excl. sponsor support):** $15250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 275: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MV65, C.4 - ISIN: US45203MV651, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $21665000.00
- **C.18.a - Value (excl. sponsor support):** $21665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2051-10-01
- **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 276: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $35500000.00
- **C.18.a - Value (excl. sponsor support):** $35500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **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 277: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687W2L7, C.4 - ISIN: US45687W2L74, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500138550.00
- **C.18.a - Value (excl. sponsor support):** $500138550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 278: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 3.720000%
- **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):** $46773000.00
- **C.18.a - Value (excl. sponsor support):** $46773000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 279: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 280: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.980000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HLX8, C.4 - ISIN: US46656HLX88, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $300048486.00
- **C.18.a - Value (excl. sponsor support):** $300048486.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **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 281: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 3.720000%
- **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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 282: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 3.720000%
- **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):** $41610000.00
- **C.18.a - Value (excl. sponsor support):** $41610000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 283: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 3.740000%
- **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):** $27400000.00
- **C.18.a - Value (excl. sponsor support):** $27400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 284: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.100000%
- **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):** $1810000.00
- **C.18.a - Value (excl. sponsor support):** $1810000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 285: 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: 53127UFN5, C.4 - ISIN: US53127UFN54, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $149626605.00
- **C.18.a - Value (excl. sponsor support):** $149626605.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 286: 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: 53127UFW5, C.4 - ISIN: US53127UFW53, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $24916430.00
- **C.18.a - Value (excl. sponsor support):** $24916430.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 287: 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: 53127UGW4, C.4 - ISIN: US53127UGW45, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $99350380.00
- **C.18.a - Value (excl. sponsor support):** $99350380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 288: 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: 53127UJP6, C.4 - ISIN: US53127UJP66, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $246893000.00
- **C.18.a - Value (excl. sponsor support):** $246893000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-23
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **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 289: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.940000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PBU3, C.4 - ISIN: US53128PBU30, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $125032250.00
- **C.18.a - Value (excl. sponsor support):** $125032250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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 290: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PBZ2, C.4 - ISIN: US53128PBZ27, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $299999460.00
- **C.18.a - Value (excl. sponsor support):** $299999460.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **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 291: 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: 53619YF44, C.4 - ISIN: US53619YF440, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $215868650.40
- **C.18.a - Value (excl. sponsor support):** $215868650.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 292: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC 3.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620ABB1, C.4 - ISIN: US53620ABB17, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $170002487.10
- **C.18.a - Value (excl. sponsor support):** $170002487.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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? Yes, C.23 Categorized at Level 3? No

### Security 293: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RFV5, C.4 - ISIN: US53944RFV50, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $84723299.50
- **C.18.a - Value (excl. sponsor support):** $84723299.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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 294: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHB7, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $101250917.89
- **C.18.a - Value (excl. sponsor support):** $101250917.89
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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 295: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHJ0, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49570925.00
- **C.18.a - Value (excl. sponsor support):** $49570925.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 296: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHR2, C.4 - ISIN: US53944RHR21, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $99066550.00
- **C.18.a - Value (excl. sponsor support):** $99066550.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 297: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHT8, C.4 - ISIN: US53944RHT86, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49522500.00
- **C.18.a - Value (excl. sponsor support):** $49522500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 298: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RHU5, C.4 - ISIN: US53944RHU59, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49517110.00
- **C.18.a - Value (excl. sponsor support):** $49517110.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **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 299: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJ82, C.4 - ISIN: US53944RJ828, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $100943165.70
- **C.18.a - Value (excl. sponsor support):** $100943165.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 300: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJ90, C.4 - ISIN: US53944RJ901, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $148356855.00
- **C.18.a - Value (excl. sponsor support):** $148356855.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **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 301: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJA7, C.4 - ISIN: US53944RJA77, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98893750.00
- **C.18.a - Value (excl. sponsor support):** $98893750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **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 302: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJB5, C.4 - ISIN: US53944RJB50, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98882920.00
- **C.18.a - Value (excl. sponsor support):** $98882920.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 303: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJE9, C.4 - ISIN: US53944RJE99, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98850400.00
- **C.18.a - Value (excl. sponsor support):** $98850400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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 304: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJF6, C.4 - ISIN: US53944RJF64, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98839550.00
- **C.18.a - Value (excl. sponsor support):** $98839550.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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 305: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJJ8, C.4 - ISIN: US53944RJJ86, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50490371.89
- **C.18.a - Value (excl. sponsor support):** $50490371.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 306: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RJN9, C.4 - ISIN: US53944RJN98, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98763530.00
- **C.18.a - Value (excl. sponsor support):** $98763530.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **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 307: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RLA4, C.4 - ISIN: US53944RLA40, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $100492491.99
- **C.18.a - Value (excl. sponsor support):** $100492491.99
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **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 308: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RLC0, C.4 - ISIN: US53944RLC06, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $48516431.60
- **C.18.a - Value (excl. sponsor support):** $48516431.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 309: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UF12, C.4 - ISIN: US54316UF127, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $180945265.60
- **C.18.a - Value (excl. sponsor support):** $180945265.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 310: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UF20, C.4 - ISIN: US54316UF200, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $34985877.50
- **C.18.a - Value (excl. sponsor support):** $34985877.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 311: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UF53, C.4 - ISIN: US54316UF531, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $199858440.00
- **C.18.a - Value (excl. sponsor support):** $199858440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 312: LOUISVILLE INVESTORS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (HARMONY AT TUCKER STATION) SERIES 2026A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 546724AA3, C.4 - ISIN: US546724AA39, C.3 - LEI: N/A
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2066-04-01
- **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: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQC5, C.4 - ISIN: US55381BQC53, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $661010972.60
- **C.18.a - Value (excl. sponsor support):** $661010972.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 314: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQF8, C.4 - ISIN: US55381BQF84, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $266010294.20
- **C.18.a - Value (excl. sponsor support):** $266010294.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 315: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQG6, C.4 - ISIN: US55381BQG67, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500026600.00
- **C.18.a - Value (excl. sponsor support):** $500026600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 316: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQL5, C.4 - ISIN: US55381BQL52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $529039146.00
- **C.18.a - Value (excl. sponsor support):** $529039146.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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 317: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQP6, C.4 - ISIN: US55381BQP66, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $496036952.00
- **C.18.a - Value (excl. sponsor support):** $496036952.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 318: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQV3, C.4 - ISIN: US55381BQV35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200018200.00
- **C.18.a - Value (excl. sponsor support):** $200018200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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 319: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQW1, C.4 - ISIN: US55381BQW18, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300018630.00
- **C.18.a - Value (excl. sponsor support):** $300018630.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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 320: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRN0, C.4 - ISIN: US55381BRN00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499939350.00
- **C.18.a - Value (excl. sponsor support):** $499939350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **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 321: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRP5, C.4 - ISIN: US55381BRP57, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $497738322.58
- **C.18.a - Value (excl. sponsor support):** $497738322.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **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 322: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRS9, C.4 - ISIN: US55381BRS96, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $219960928.00
- **C.18.a - Value (excl. sponsor support):** $219960928.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 323: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BSB5, C.4 - ISIN: US55381BSB52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $290016472.00
- **C.18.a - Value (excl. sponsor support):** $290016472.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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 324: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BSL3, C.4 - ISIN: US55381BSL35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $409999016.00
- **C.18.a - Value (excl. sponsor support):** $409999016.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 325: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTC2, C.4 - ISIN: US55381BTC27, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200073100.00
- **C.18.a - Value (excl. sponsor support):** $200073100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 326: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTE8, C.4 - ISIN: US55381BTE82, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500183900.00
- **C.18.a - Value (excl. sponsor support):** $500183900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **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 327: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTF5, C.4 - ISIN: US55381BTF57, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300110610.00
- **C.18.a - Value (excl. sponsor support):** $300110610.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 328: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTX6, C.4 - ISIN: US55381BTX63, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499885200.00
- **C.18.a - Value (excl. sponsor support):** $499885200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **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 329: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTZ1, C.4 - ISIN: US55381BTZ12, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $510078846.00
- **C.18.a - Value (excl. sponsor support):** $510078846.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-10-20
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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 330: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BUB2, C.4 - ISIN: US55381BUB25, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $660044682.00
- **C.18.a - Value (excl. sponsor support):** $660044682.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-10-21
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 331: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BUJ5, C.4 - ISIN: US55381BUJ50, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $204991533.50
- **C.18.a - Value (excl. sponsor support):** $204991533.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 332: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BVC9, C.4 - ISIN: US55381BVC98, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **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 333: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LF33, C.4 - ISIN: US55607LF333, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $299844390.00
- **C.18.a - Value (excl. sponsor support):** $299844390.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 334: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LGE8, C.4 - ISIN: US55607LGE83, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $273636137.50
- **C.18.a - Value (excl. sponsor support):** $273636137.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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 335: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ACE5, C.4 - ISIN: US56036ACE55, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200018714.00
- **C.18.a - Value (excl. sponsor support):** $200018714.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 336: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CF23, C.4 - ISIN: US56037CF232, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $27988626.40
- **C.18.a - Value (excl. sponsor support):** $27988626.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 337: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CF31, C.4 - ISIN: US56037CF315, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $59969526.00
- **C.18.a - Value (excl. sponsor support):** $59969526.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 338: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CF49, C.4 - ISIN: US56037CF497, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $20987194.20
- **C.18.a - Value (excl. sponsor support):** $20987194.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 339: Maricopa Cnty IDA

- **C.1 - Title:** RB (BANNER HEALTH) SERIES 2021B1 3.730000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56682HDD8, C.4 - ISIN: US56682HDD89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30700000.00
- **C.18.a - Value (excl. sponsor support):** $30700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2056-01-01
- **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 340: Massachusetts HFA

- **C.1 - Title:** HOUSING BONDS SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VDY6, C.4 - ISIN: US57586VDY65, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 341: Massachusetts HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 251 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587G3W3, C.4 - ISIN: US57587G3W39, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 342: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 343: Massachusetts S/F HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 248 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 344: 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: 59157UG12, C.4 - ISIN: US59157UG128, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $174398280.00
- **C.18.a - Value (excl. sponsor support):** $174398280.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 345: 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: 59157UG20, C.4 - ISIN: US59157UG201, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $31518934.53
- **C.18.a - Value (excl. sponsor support):** $31518934.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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? No, C.23 Categorized at Level 3? No

### Security 346: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 3.720000%
- **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:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 347: MICHELLE LEIGH LEGACY

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594109AA8, C.4 - ISIN: US594109AA83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52840000.00
- **C.18.a - Value (excl. sponsor support):** $52840000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2075-10-01
- **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 348: Michigan HDA

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 349: Michigan HDA

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2022C 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594654QF5, C.4 - ISIN: US594654QF55, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2052-06-01
- **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 350: Minnesota HFA

- **C.1 - Title:** RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026E 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UD36, C.4 - ISIN: US60416UD361, C.3 - LEI: 549300R89XDTQBK4GE22
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2052-07-01
- **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 351: Minnesota HFA

- **C.1 - Title:** RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026H 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UG58, C.4 - ISIN: US60416UG588, C.3 - LEI: 549300R89XDTQBK4GE22
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2056-07-01
- **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 352: Minnesota HFA

- **C.1 - Title:** RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026C 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 60416UYT6, C.4 - ISIN: US60416UYT68, C.3 - LEI: 549300R89XDTQBK4GE22
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2056-07-01
- **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 353: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCF9, C.4 - ISIN: US60683FCF99, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $500112350.00
- **C.18.a - Value (excl. sponsor support):** $500112350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **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 354: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDQ4, C.4 - ISIN: US60683FDQ46, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $92007810.80
- **C.18.a - Value (excl. sponsor support):** $92007810.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **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 355: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEX8, C.4 - ISIN: US60683FEX87, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400077520.00
- **C.18.a - Value (excl. sponsor support):** $400077520.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 356: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FFN9, C.4 - ISIN: US60683FFN96, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $370058423.00
- **C.18.a - Value (excl. sponsor support):** $370058423.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 357: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FFV1, C.4 - ISIN: US60683FFV13, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $382559440.50
- **C.18.a - Value (excl. sponsor support):** $382559440.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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 358: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FFZ2, C.4 - ISIN: US60683FFZ27, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $402073003.20
- **C.18.a - Value (excl. sponsor support):** $402073003.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 359: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FGN8, C.4 - ISIN: US60683FGN87, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $420217350.00
- **C.18.a - Value (excl. sponsor support):** $420217350.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 360: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FGR9, C.4 - ISIN: US60683FGR91, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $615352702.50
- **C.18.a - Value (excl. sponsor support):** $615352702.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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 361: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FHA5, C.4 - ISIN: US60683FHA57, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $490272734.00
- **C.18.a - Value (excl. sponsor support):** $490272734.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **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 362: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FHX5, C.4 - ISIN: US60683FHX50, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $230010971.00
- **C.18.a - Value (excl. sponsor support):** $230010971.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **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 363: 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: 60689QF82, C.4 - ISIN: US60689QF820, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $349642195.00
- **C.18.a - Value (excl. sponsor support):** $349642195.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 364: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A3Q4, C.4 - ISIN: US60701A3Q40, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $501034769.40
- **C.18.a - Value (excl. sponsor support):** $501034769.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 365: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A4P5, C.4 - ISIN: US60701A4P57, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $465035758.50
- **C.18.a - Value (excl. sponsor support):** $465035758.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **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 366: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A4V2, C.4 - ISIN: US60701A4V26, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $385037306.50
- **C.18.a - Value (excl. sponsor support):** $385037306.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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 367: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5U3, C.4 - ISIN: US60701A5U34, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $225006525.00
- **C.18.a - Value (excl. sponsor support):** $225006525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **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 368: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A6Q1, C.4 - ISIN: US60701A6Q13, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $476991891.00
- **C.18.a - Value (excl. sponsor support):** $476991891.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 369: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AB28, C.4 - ISIN: US60701AB289, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $509022243.30
- **C.18.a - Value (excl. sponsor support):** $509022243.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 370: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701ABR3, C.4 - ISIN: US60701ABR32, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $240095088.00
- **C.18.a - Value (excl. sponsor support):** $240095088.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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 371: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701ACD3, C.4 - ISIN: US60701ACD37, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $500207550.00
- **C.18.a - Value (excl. sponsor support):** $500207550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **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 372: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AD26, C.4 - ISIN: US60701AD269, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $499909650.00
- **C.18.a - Value (excl. sponsor support):** $499909650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **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 373: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AD34, C.4 - ISIN: US60701AD343, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $299936880.00
- **C.18.a - Value (excl. sponsor support):** $299936880.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 374: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AD42, C.4 - ISIN: US60701AD426, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $149980875.00
- **C.18.a - Value (excl. sponsor support):** $149980875.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **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 375: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AEF6, C.4 - ISIN: US60701AEF66, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $300053340.00
- **C.18.a - Value (excl. sponsor support):** $300053340.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 376: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 377: 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: 63254FK89, C.4 - ISIN: US63254FK898, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $493081000.00
- **C.18.a - Value (excl. sponsor support):** $493081000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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 378: 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: 63254FKU0, C.4 - ISIN: US63254FKU02, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $245977625.00
- **C.18.a - Value (excl. sponsor support):** $245977625.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-28
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **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 379: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G4E2, C.4 - ISIN: US63254G4E21, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250050775.00
- **C.18.a - Value (excl. sponsor support):** $250050775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-28
- **C.13 - Final Legal Maturity Date:** 2026-10-28
- **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 380: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TJV1, C.4 - ISIN: US63873TJV17, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $50000425.00
- **C.18.a - Value (excl. sponsor support):** $50000425.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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? No, C.23 Categorized at Level 3? No

### Security 381: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TKN7, C.4 - ISIN: US63873TKN71, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $999783900.00
- **C.18.a - Value (excl. sponsor support):** $999783900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 382: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TKP2, C.4 - ISIN: US63873TKP20, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $499893100.00
- **C.18.a - Value (excl. sponsor support):** $499893100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 383: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TLG1, C.4 - ISIN: US63873TLG12, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $699959050.00
- **C.18.a - Value (excl. sponsor support):** $699959050.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 384: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TMK1, C.4 - ISIN: US63873TMK15, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500027300.00
- **C.18.a - Value (excl. sponsor support):** $500027300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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 385: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TMM7, C.4 - ISIN: US63873TMM70, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $593993169.00
- **C.18.a - Value (excl. sponsor support):** $593993169.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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 386: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TNH7, C.4 - ISIN: US63873TNH76, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $559986448.00
- **C.18.a - Value (excl. sponsor support):** $559986448.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 387: 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: 65409SF29, C.4 - ISIN: US65409SF295, C.3 - LEI: 724500BM7HQ28ZIB2058
- **C.18 - Value (incl. sponsor support):** $436822578.00
- **C.18.a - Value (excl. sponsor support):** $436822578.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 388: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.805000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65557LEY5, C.4 - ISIN: US65557LEY56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $181005176.60
- **C.18.a - Value (excl. sponsor support):** $181005176.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 389: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65557LFA6, C.4 - ISIN: US65557LFA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299996730.00
- **C.18.a - Value (excl. sponsor support):** $299996730.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-09
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **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 390: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WRV2, C.4 - ISIN: US65558WRV27, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $149995500.00
- **C.18.a - Value (excl. sponsor support):** $149995500.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 391: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WSP4, C.4 - ISIN: US65558WSP40, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $499917200.00
- **C.18.a - Value (excl. sponsor support):** $499917200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **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 392: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WTN8, C.4 - ISIN: US65558WTN82, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $499983100.00
- **C.18.a - Value (excl. sponsor support):** $499983100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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 393: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WVQ8, C.4 - ISIN: US65558WVQ85, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $200012300.00
- **C.18.a - Value (excl. sponsor support):** $200012300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **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 394: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 3.720000%
- **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):** $40863000.00
- **C.18.a - Value (excl. sponsor support):** $40863000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 395: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE STUDENT LOAN NOTES SERIES 2026-1 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FV3, C.4 - ISIN: US662826FV31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2056-02-01
- **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 396: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 397: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.780000%
- **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:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 398: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 399: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.750000%
- **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:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 400: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.660000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67080R201, C.4 - ISIN: US67080R2013, C.3 - LEI: 549300B5AMVHD58MNL94
- **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:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 401: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 3.740000%
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 402: 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: 67983UF32, C.4 - ISIN: US67983UF327, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $149924025.00
- **C.18.a - Value (excl. sponsor support):** $149924025.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 403: 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: 67983UJB0, C.4 - ISIN: US67983UJB08, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $197765840.00
- **C.18.a - Value (excl. sponsor support):** $197765840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 404: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68047BAB3, C.4 - ISIN: US68047BAB36, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $200007306.00
- **C.18.a - Value (excl. sponsor support):** $200007306.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **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 405: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 3.900000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68047BAC1, C.4 - ISIN: US68047BAC19, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $150017542.50
- **C.18.a - Value (excl. sponsor support):** $150017542.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **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 406: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJL0, C.4 - ISIN: US69033NJL01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $275016060.00
- **C.18.a - Value (excl. sponsor support):** $275016060.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 407: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKE4, C.4 - ISIN: US69033NKE49, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250052900.00
- **C.18.a - Value (excl. sponsor support):** $250052900.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 408: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NNB7, C.4 - ISIN: US69033NNB72, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $499953850.00
- **C.18.a - Value (excl. sponsor support):** $499953850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 409: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NNG6, C.4 - ISIN: US69033NNG69, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $600028620.00
- **C.18.a - Value (excl. sponsor support):** $600028620.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **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 410: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NPG4, C.4 - ISIN: US69033NPG42, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299838300.00
- **C.18.a - Value (excl. sponsor support):** $299838300.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **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 411: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NPK5, C.4 - ISIN: US69033NPK53, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $300019590.00
- **C.18.a - Value (excl. sponsor support):** $300019590.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 412: 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: 69034BF21, C.4 - ISIN: US69034BF210, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $50979375.60
- **C.18.a - Value (excl. sponsor support):** $50979375.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 413: 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: 69034BF54, C.4 - ISIN: US69034BF541, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199858160.00
- **C.18.a - Value (excl. sponsor support):** $199858160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 414: 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: 69034BFB1, C.4 - ISIN: US69034BFB18, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199734680.00
- **C.18.a - Value (excl. sponsor support):** $199734680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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 415: 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: 69034BG79, C.4 - ISIN: US69034BG796, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $248976250.00
- **C.18.a - Value (excl. sponsor support):** $248976250.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 416: 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: 69034BG87, C.4 - ISIN: US69034BG879, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $248949025.00
- **C.18.a - Value (excl. sponsor support):** $248949025.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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? No, C.23 Categorized at Level 3? No

### Security 417: 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: 69034BHR4, C.4 - ISIN: US69034BHR42, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $297201960.00
- **C.18.a - Value (excl. sponsor support):** $297201960.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 418: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CTL2, C.4 - ISIN: US69034CTL27, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250031800.00
- **C.18.a - Value (excl. sponsor support):** $250031800.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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 419: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CTM0, C.4 - ISIN: US69034CTM00, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $300025020.00
- **C.18.a - Value (excl. sponsor support):** $300025020.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 420: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CTN8, C.4 - ISIN: US69034CTN82, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250020500.00
- **C.18.a - Value (excl. sponsor support):** $250020500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **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 421: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CTP3, C.4 - ISIN: US69034CTP31, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250018550.00
- **C.18.a - Value (excl. sponsor support):** $250018550.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **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 422: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NP16, C.4 - ISIN: US69901NP164, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $48664320.00
- **C.18.a - Value (excl. sponsor support):** $48664320.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-02-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **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 423: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NP40, C.4 - ISIN: US69901NP404, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $38918064.00
- **C.18.a - Value (excl. sponsor support):** $38918064.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-02-04
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **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 424: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NPS7, C.4 - ISIN: US69901NPS70, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $276587170.50
- **C.18.a - Value (excl. sponsor support):** $276587170.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **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 425: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3Z8, C.4 - ISIN: US69901Q3Z83, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $180030888.00
- **C.18.a - Value (excl. sponsor support):** $180030888.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 426: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 3.720000%
- **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):** $29727000.00
- **C.18.a - Value (excl. sponsor support):** $29727000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 427: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** EDUCATIONAL LOAN RB SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBU8, C.4 - ISIN: US70878CBU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 428: 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: 71838MF21, C.4 - ISIN: US71838MF217, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $474806437.50
- **C.18.a - Value (excl. sponsor support):** $474806437.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 429: 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: 71838MF39, C.4 - ISIN: US71838MF399, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $399796040.00
- **C.18.a - Value (excl. sponsor support):** $399796040.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 430: 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: 71838MF47, C.4 - ISIN: US71838MF472, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $449724330.00
- **C.18.a - Value (excl. sponsor support):** $449724330.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 431: 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: 71838MF54, C.4 - ISIN: US71838MF548, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $504638622.00
- **C.18.a - Value (excl. sponsor support):** $504638622.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 432: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GF20, C.4 - ISIN: US73044GF204, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99959100.00
- **C.18.a - Value (excl. sponsor support):** $99959100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 433: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GGE3, C.4 - ISIN: US73044GGE35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $218942658.00
- **C.18.a - Value (excl. sponsor support):** $218942658.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **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 434: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GHS1, C.4 - ISIN: US73044GHS12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148587495.00
- **C.18.a - Value (excl. sponsor support):** $148587495.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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 435: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GJF7, C.4 - ISIN: US73044GJF72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148253580.00
- **C.18.a - Value (excl. sponsor support):** $148253580.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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 436: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GJN0, C.4 - ISIN: US73044GJN07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98757940.00
- **C.18.a - Value (excl. sponsor support):** $98757940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **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 437: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GJQ3, C.4 - ISIN: US73044GJQ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148103475.00
- **C.18.a - Value (excl. sponsor support):** $148103475.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 438: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GKN8, C.4 - ISIN: US73044GKN87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147651840.00
- **C.18.a - Value (excl. sponsor support):** $147651840.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 439: 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: 74154GFH1, C.4 - ISIN: US74154GFH11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74853457.50
- **C.18.a - Value (excl. sponsor support):** $74853457.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **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 440: 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: 74154GJG9, C.4 - ISIN: US74154GJG91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49418935.00
- **C.18.a - Value (excl. sponsor support):** $49418935.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **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 441: 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: 74154GK10, C.4 - ISIN: US74154GK101, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49337965.00
- **C.18.a - Value (excl. sponsor support):** $49337965.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **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 442: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 3.720000%
- **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):** $38400000.00
- **C.18.a - Value (excl. sponsor support):** $38400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 443: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 444: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EPP4, C.4 - ISIN: US76582EPP42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $342159337.80
- **C.18.a - Value (excl. sponsor support):** $342159337.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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 445: 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: 76582KF48, C.4 - ISIN: US76582KF483, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6995731.40
- **C.18.a - Value (excl. sponsor support):** $6995731.40
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 446: 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: 76582KF97, C.4 - ISIN: US76582KF970, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179797752.00
- **C.18.a - Value (excl. sponsor support):** $179797752.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 447: 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: 76582KJF9, C.4 - ISIN: US76582KJF93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $312334905.60
- **C.18.a - Value (excl. sponsor support):** $312334905.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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 448: 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: 76582KJR3, C.4 - ISIN: US76582KJR32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155215350.67
- **C.18.a - Value (excl. sponsor support):** $155215350.67
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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 449: 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: 76582KKG5, C.4 - ISIN: US76582KKG57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226535510.00
- **C.18.a - Value (excl. sponsor support):** $226535510.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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 450: 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: 78013WM98, C.4 - ISIN: US78013WM983, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $489650950.00
- **C.18.a - Value (excl. sponsor support):** $489650950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 451: 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: 78013WQB9, C.4 - ISIN: US78013WQB99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $484566150.00
- **C.18.a - Value (excl. sponsor support):** $484566150.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-03-11
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **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 452: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.4 - ISIN: US78014XRJ80, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $300156150.00
- **C.18.a - Value (excl. sponsor support):** $300156150.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **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 453: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRV1, C.4 - ISIN: US78014XRV19, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $750146100.00
- **C.18.a - Value (excl. sponsor support):** $750146100.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 454: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSJ7, C.4 - ISIN: US78014XSJ71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1305481.81
- **C.18.a - Value (excl. sponsor support):** $1305481.81
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **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 455: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSN8, C.4 - ISIN: US78014XSN83, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000348000.00
- **C.18.a - Value (excl. sponsor support):** $1000348000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **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 456: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSR9, C.4 - ISIN: US78014XSR97, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $375067912.50
- **C.18.a - Value (excl. sponsor support):** $375067912.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-11
- **C.13 - Final Legal Maturity Date:** 2027-02-11
- **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 457: 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: 78015DQC7, C.4 - ISIN: US78015DQC73, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $484508350.00
- **C.18.a - Value (excl. sponsor support):** $484508350.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **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 458: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JTQ0, C.4 - ISIN: US78015JTQ03, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499968050.00
- **C.18.a - Value (excl. sponsor support):** $499968050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 459: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU88, C.4 - ISIN: US78015JU889, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $787526490.80
- **C.18.a - Value (excl. sponsor support):** $787526490.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 460: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWL7, C.4 - ISIN: US78015JWL78, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $499264835.40
- **C.18.a - Value (excl. sponsor support):** $499264835.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **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 461: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78017CAD2, C.4 - ISIN: US78017CAD20, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $500158375.00
- **C.18.a - Value (excl. sponsor support):** $500158375.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-11
- **C.13 - Final Legal Maturity Date:** 2027-05-11
- **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 462: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 463: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QFG0, C.4 - ISIN: US80285QFG01, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $245547114.00
- **C.18.a - Value (excl. sponsor support):** $245547114.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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 464: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QJ27, C.4 - ISIN: US80285QJ270, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $395972280.00
- **C.18.a - Value (excl. sponsor support):** $395972280.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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 465: 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: 82124MHK9, C.4 - ISIN: US82124MHK99, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $64438179.00
- **C.18.a - Value (excl. sponsor support):** $64438179.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **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: 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: 82124MKL3, C.4 - ISIN: US82124MKL36, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $98465600.00
- **C.18.a - Value (excl. sponsor support):** $98465600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-10-20
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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 467: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 468: SIENNA HILLS LLC

- **C.1 - Title:** M/F HOUSING RB (OVATION SIENNA HILLS) SERIES 2026A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 825920AA9, C.4 - ISIN: US825920AA96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63325000.00
- **C.18.a - Value (excl. sponsor support):** $63325000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2066-04-01
- **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: 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: 83050UG28, C.4 - ISIN: US83050UG281, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $199296240.00
- **C.18.a - Value (excl. sponsor support):** $199296240.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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? No, C.23 Categorized at Level 3? No

### Security 470: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSU9, C.4 - ISIN: US83050WSU98, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $300073740.00
- **C.18.a - Value (excl. sponsor support):** $300073740.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **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 471: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YFX3, C.4 - ISIN: US83050YFX31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99972690.00
- **C.18.a - Value (excl. sponsor support):** $99972690.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **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 472: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 473: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MF40, C.4 - ISIN: US85520MF405, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $439731688.00
- **C.18.a - Value (excl. sponsor support):** $439731688.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 474: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MF81, C.4 - ISIN: US85520MF819, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $114882665.50
- **C.18.a - Value (excl. sponsor support):** $114882665.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 475: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MH30, C.4 - ISIN: US85520MH302, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $208543167.00
- **C.18.a - Value (excl. sponsor support):** $208543167.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 476: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MJ12, C.4 - ISIN: US85520MJ126, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $296986380.00
- **C.18.a - Value (excl. sponsor support):** $296986380.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 477: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MK77, C.4 - ISIN: US85520MK777, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $295800000.00
- **C.18.a - Value (excl. sponsor support):** $295800000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **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 478: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MKN2, C.4 - ISIN: US85520MKN29, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $88592076.00
- **C.18.a - Value (excl. sponsor support):** $88592076.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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 479: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520ML27, C.4 - ISIN: US85520ML270, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $29494677.00
- **C.18.a - Value (excl. sponsor support):** $29494677.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 480: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TMF7, C.4 - ISIN: US86564TMF74, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $550017710.00
- **C.18.a - Value (excl. sponsor support):** $550017710.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 481: 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: 86564XHL1, C.4 - ISIN: US86564XHL10, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $495600750.00
- **C.18.a - Value (excl. sponsor support):** $495600750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 482: 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: 86564XHM9, C.4 - ISIN: US86564XHM92, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $470769365.00
- **C.18.a - Value (excl. sponsor support):** $470769365.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **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 483: 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: 86564XHQ0, C.4 - ISIN: US86564XHQ07, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $495384400.00
- **C.18.a - Value (excl. sponsor support):** $495384400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 484: 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: 86564XHR8, C.4 - ISIN: US86564XHR89, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $330880607.00
- **C.18.a - Value (excl. sponsor support):** $330880607.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 485: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GA67, C.4 - ISIN: US86565GA675, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300052170.00
- **C.18.a - Value (excl. sponsor support):** $300052170.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **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 486: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GA83, C.4 - ISIN: US86565GA832, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350141295.00
- **C.18.a - Value (excl. sponsor support):** $350141295.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 487: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GB90, C.4 - ISIN: US86565GB905, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $299372425.26
- **C.18.a - Value (excl. sponsor support):** $299372425.26
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 488: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GC24, C.4 - ISIN: US86565GC242, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $299972370.00
- **C.18.a - Value (excl. sponsor support):** $299972370.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **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 489: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GC32, C.4 - ISIN: US86565GC325, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $199981780.00
- **C.18.a - Value (excl. sponsor support):** $199981780.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **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 490: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GC57, C.4 - ISIN: US86565GC572, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500029000.00
- **C.18.a - Value (excl. sponsor support):** $500029000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 491: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GC73, C.4 - ISIN: US86565GC739, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500047800.00
- **C.18.a - Value (excl. sponsor support):** $500047800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **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 492: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVV9, C.4 - ISIN: US86565GVV93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $558011885.40
- **C.18.a - Value (excl. sponsor support):** $558011885.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 493: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWF3, C.4 - ISIN: US86565GWF35, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $514038755.60
- **C.18.a - Value (excl. sponsor support):** $514038755.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 494: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWR7, C.4 - ISIN: US86565GWR72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $320056864.00
- **C.18.a - Value (excl. sponsor support):** $320056864.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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? No, C.23 Categorized at Level 3? No

### Security 495: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXT2, C.4 - ISIN: US86565GXT20, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500096600.00
- **C.18.a - Value (excl. sponsor support):** $500096600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 496: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYD6, C.4 - ISIN: US86565GYD68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $495098059.50
- **C.18.a - Value (excl. sponsor support):** $495098059.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 497: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYX2, C.4 - ISIN: US86565GYX23, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $450101700.00
- **C.18.a - Value (excl. sponsor support):** $450101700.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 498: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYY0, C.4 - ISIN: US86565GYY06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300067710.00
- **C.18.a - Value (excl. sponsor support):** $300067710.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 499: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZG8, C.4 - ISIN: US86565GZG80, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $480178944.00
- **C.18.a - Value (excl. sponsor support):** $480178944.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 500: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZT0, C.4 - ISIN: US86565GZT02, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200118700.00
- **C.18.a - Value (excl. sponsor support):** $200118700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **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 501: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZU7, C.4 - ISIN: US86565GZU74, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200118500.00
- **C.18.a - Value (excl. sponsor support):** $200118500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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 502: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 3.720000%
- **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):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 503: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRX6, C.4 - ISIN: US86959TRX62, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $400107560.00
- **C.18.a - Value (excl. sponsor support):** $400107560.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **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 504: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TTG1, C.4 - ISIN: US86959TTG12, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $199996500.00
- **C.18.a - Value (excl. sponsor support):** $199996500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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 505: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TTP1, C.4 - ISIN: US86959TTP11, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $249836275.00
- **C.18.a - Value (excl. sponsor support):** $249836275.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **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 506: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TUL8, C.4 - ISIN: US86959TUL87, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $499657750.00
- **C.18.a - Value (excl. sponsor support):** $499657750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **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 507: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TVG8, C.4 - ISIN: US86959TVG83, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $500007800.00
- **C.18.a - Value (excl. sponsor support):** $500007800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 508: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TVK9, C.4 - ISIN: US86959TVK95, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $198937275.20
- **C.18.a - Value (excl. sponsor support):** $198937275.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **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 509: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TVS2, C.4 - ISIN: US86959TVS22, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $249993375.00
- **C.18.a - Value (excl. sponsor support):** $249993375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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 510: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TVT0, C.4 - ISIN: US86959TVT05, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $644737872.00
- **C.18.a - Value (excl. sponsor support):** $644737872.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-02-04
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **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 511: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KMU3, C.4 - ISIN: US86960KMU33, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $488539450.00
- **C.18.a - Value (excl. sponsor support):** $488539450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-28
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **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 512: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.870000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMZ0, C.4 - ISIN: US86960LMZ03, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250013425.00
- **C.18.a - Value (excl. sponsor support):** $250013425.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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 513: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNJ5, C.4 - ISIN: US86960LNJ51, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200046220.00
- **C.18.a - Value (excl. sponsor support):** $200046220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 514: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XG12, C.4 - ISIN: US87020XG128, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99662380.00
- **C.18.a - Value (excl. sponsor support):** $99662380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 515: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XH37, C.4 - ISIN: US87020XH373, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $248256950.00
- **C.18.a - Value (excl. sponsor support):** $248256950.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 516: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 3.810000%
- **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:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 517: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 518: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 519: 315/333 W DAWSON ASSOCIATES

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (CLEARWATER AT GLENDORA) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88556UAB2, C.4 - ISIN: US88556UAB26, C.3 - LEI: 254900K6G938JUXWC522
- **C.18 - Value (incl. sponsor support):** $43250000.00
- **C.18.a - Value (excl. sponsor support):** $43250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-12-01
- **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 520: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 3.720000%
- **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):** $53850000.00
- **C.18.a - Value (excl. sponsor support):** $53850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 521: 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: 88602UF47, C.4 - ISIN: US88602UF476, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $149908785.00
- **C.18.a - Value (excl. sponsor support):** $149908785.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 522: 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: 88602UJB7, C.4 - ISIN: US88602UJB70, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98897500.00
- **C.18.a - Value (excl. sponsor support):** $98897500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 523: 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: 88602UKF6, C.4 - ISIN: US88602UKF65, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98531750.00
- **C.18.a - Value (excl. sponsor support):** $98531750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **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 524: 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: 88602UKV1, C.4 - ISIN: US88602UKV16, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $29514099.00
- **C.18.a - Value (excl. sponsor support):** $29514099.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 525: 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: 88602UL40, C.4 - ISIN: US88602UL409, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98315930.00
- **C.18.a - Value (excl. sponsor support):** $98315930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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 526: 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: 88602UL99, C.4 - ISIN: US88602UL995, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $73696657.50
- **C.18.a - Value (excl. sponsor support):** $73696657.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-11-09
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **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 527: 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: 88602UPA2, C.4 - ISIN: US88602UPA24, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $145842195.00
- **C.18.a - Value (excl. sponsor support):** $145842195.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-02-10
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **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 528: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88605BAC3, C.4 - ISIN: US88605BAC37, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100018109.00
- **C.18.a - Value (excl. sponsor support):** $100018109.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **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 529: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEH5, C.4 - ISIN: US89115DEH52, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $416240510.40
- **C.18.a - Value (excl. sponsor support):** $416240510.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 530: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK54, C.4 - ISIN: US89115DK540, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $90084033.00
- **C.18.a - Value (excl. sponsor support):** $90084033.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **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 531: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DP59, C.4 - ISIN: US89115DP598, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $909322050.00
- **C.18.a - Value (excl. sponsor support):** $909322050.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 532: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQ90, C.4 - ISIN: US89115DQ901, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $244127072.76
- **C.18.a - Value (excl. sponsor support):** $244127072.76
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **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 533: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQZ2, C.4 - ISIN: US89115DQZ23, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $953438141.75
- **C.18.a - Value (excl. sponsor support):** $953438141.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **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 534: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRM0, C.4 - ISIN: US89115DRM01, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1129597136.90
- **C.18.a - Value (excl. sponsor support):** $1129597136.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **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 535: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DS98, C.4 - ISIN: US89115DS980, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $580215319.20
- **C.18.a - Value (excl. sponsor support):** $580215319.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **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 536: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DSV9, C.4 - ISIN: US89115DSV90, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $895307450.40
- **C.18.a - Value (excl. sponsor support):** $895307450.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **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 537: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DWZ5, C.4 - ISIN: US89115DWZ58, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $445224183.00
- **C.18.a - Value (excl. sponsor support):** $445224183.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-04-05
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **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 538: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M2C9, C.4 - ISIN: US89115M2C91, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $340387532.00
- **C.18.a - Value (excl. sponsor support):** $340387532.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-20
- **C.13 - Final Legal Maturity Date:** 2027-04-20
- **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 539: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M4J2, C.4 - ISIN: US89115M4J27, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $360442335.60
- **C.18.a - Value (excl. sponsor support):** $360442335.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **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 540: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M5G7, C.4 - ISIN: US89115M5G78, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1043718291.10
- **C.18.a - Value (excl. sponsor support):** $1043718291.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-05-05
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 541: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M7E0, C.4 - ISIN: US89115M7E03, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1500898350.00
- **C.18.a - Value (excl. sponsor support):** $1500898350.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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 542: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115MA48, C.4 - ISIN: US89115MA484, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $500041600.00
- **C.18.a - Value (excl. sponsor support):** $500041600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-05-18
- **C.12 - Maturity Date (WAL):** 2027-05-18
- **C.13 - Final Legal Maturity Date:** 2027-05-18
- **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 543: 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: 89119BSB3, C.4 - ISIN: US89119BSB35, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $962274600.00
- **C.18.a - Value (excl. sponsor support):** $962274600.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-11
- **C.12 - Maturity Date (WAL):** 2027-05-11
- **C.13 - Final Legal Maturity Date:** 2027-05-11
- **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 544: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89120FGA6, C.4 - ISIN: US89120FGA66, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $735256110.75
- **C.18.a - Value (excl. sponsor support):** $735256110.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **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 545: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFW0, C.4 - ISIN: US89152FFW05, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99668330.00
- **C.18.a - Value (excl. sponsor support):** $99668330.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 546: 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: 89232DGL2, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $54692814.00
- **C.18.a - Value (excl. sponsor support):** $54692814.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 547: 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: 89232DLG7, C.4 - ISIN: US89232DLG78, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $52872574.37
- **C.18.a - Value (excl. sponsor support):** $52872574.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-11-16
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **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 548: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HGQ1, C.4 - ISIN: US89233HGQ11, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $95436518.40
- **C.18.a - Value (excl. sponsor support):** $95436518.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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 549: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HHH0, C.4 - ISIN: US89233HHH03, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $99152590.00
- **C.18.a - Value (excl. sponsor support):** $99152590.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **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 550: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RPF6, C.4 - ISIN: US89602RPF63, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $60470000.00
- **C.18.a - Value (excl. sponsor support):** $60470000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 551: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LG81, C.4 - ISIN: US89788LG818, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $997012462.50
- **C.18.a - Value (excl. sponsor support):** $997012462.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 552: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LGA6, C.4 - ISIN: US89788LGA61, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500009650.00
- **C.18.a - Value (excl. sponsor support):** $500009650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 553: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LGN8, C.4 - ISIN: US89788LGN82, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $999948900.00
- **C.18.a - Value (excl. sponsor support):** $999948900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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 554: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LGP3, C.4 - ISIN: US89788LGP31, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $1000000800.00
- **C.18.a - Value (excl. sponsor support):** $1000000800.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 555: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LGQ1, C.4 - ISIN: US89788LGQ14, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $400004880.00
- **C.18.a - Value (excl. sponsor support):** $400004880.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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 556: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.901000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LGR9, C.4 - ISIN: US89788LGR96, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $750011925.00
- **C.18.a - Value (excl. sponsor support):** $750011925.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **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 557: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.850000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA30, C.4 - ISIN: US90276JA305, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $399999692.00
- **C.18.a - Value (excl. sponsor support):** $399999692.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **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 558: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA55, C.4 - ISIN: US90276JA552, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200001498.00
- **C.18.a - Value (excl. sponsor support):** $200001498.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 559: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA63, C.4 - ISIN: US90276JA636, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $250001775.00
- **C.18.a - Value (excl. sponsor support):** $250001775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-03
- **C.13 - Final Legal Maturity Date:** 2026-12-03
- **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 560: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA71, C.4 - ISIN: US90276JA719, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $250001657.50
- **C.18.a - Value (excl. sponsor support):** $250001657.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **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 561: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA97, C.4 - ISIN: US90276JA974, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $498040442.58
- **C.18.a - Value (excl. sponsor support):** $498040442.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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 562: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB21, C.4 - ISIN: US90276JB212, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500161920.00
- **C.18.a - Value (excl. sponsor support):** $500161920.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **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 563: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB39, C.4 - ISIN: US90276JB394, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500163225.00
- **C.18.a - Value (excl. sponsor support):** $500163225.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 564: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB62, C.4 - ISIN: US90276JB626, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $750373500.00
- **C.18.a - Value (excl. sponsor support):** $750373500.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 565: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB70, C.4 - ISIN: US90276JB709, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500246500.00
- **C.18.a - Value (excl. sponsor support):** $500246500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **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 566: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB96, C.4 - ISIN: US90276JB964, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $300002400.00
- **C.18.a - Value (excl. sponsor support):** $300002400.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **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 567: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JC61, C.4 - ISIN: US90276JC616, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $249676628.08
- **C.18.a - Value (excl. sponsor support):** $249676628.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **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 568: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UF16, C.4 - ISIN: US91058UF161, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1464555812.00
- **C.18.a - Value (excl. sponsor support):** $1464555812.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 569: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UF32, C.4 - ISIN: US91058UF328, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $549721590.00
- **C.18.a - Value (excl. sponsor support):** $549721590.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 570: Utah Housing Corp

- **C.1 - Title:** M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 917434DK5, C.4 - ISIN: US917434DK53, C.3 - LEI: 549300YXWQEI0S47WI02
- **C.18 - Value (incl. sponsor support):** $16350000.00
- **C.18.a - Value (excl. sponsor support):** $16350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-09-01
- **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 571: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 3.720000%
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 572: 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: 92512MK65, C.4 - ISIN: US92512MK650, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197202600.00
- **C.18.a - Value (excl. sponsor support):** $197202600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-06
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **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 573: 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: 92512MK73, C.4 - ISIN: US92512MK734, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197182280.00
- **C.18.a - Value (excl. sponsor support):** $197182280.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **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 574: 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: 92512ML64, C.4 - ISIN: US92512ML641, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196562060.00
- **C.18.a - Value (excl. sponsor support):** $196562060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **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 575: 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: 92512MLG2, C.4 - ISIN: US92512MLG23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196345360.00
- **C.18.a - Value (excl. sponsor support):** $196345360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-11-16
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **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 576: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LF47, C.4 - ISIN: US92646LF476, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $124923837.50
- **C.18.a - Value (excl. sponsor support):** $124923837.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 577: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LFA3, C.4 - ISIN: US92646LFA35, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $49938430.00
- **C.18.a - Value (excl. sponsor support):** $49938430.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 578: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LFC9, C.4 - ISIN: US92646LFC90, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $189726020.00
- **C.18.a - Value (excl. sponsor support):** $189726020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 579: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LG79, C.4 - ISIN: US92646LG797, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $497954150.00
- **C.18.a - Value (excl. sponsor support):** $497954150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? 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 580: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LJ19, C.4 - ISIN: US92646LJ197, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $98995460.00
- **C.18.a - Value (excl. sponsor support):** $98995460.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 581: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LJ43, C.4 - ISIN: US92646LJ437, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $296887950.00
- **C.18.a - Value (excl. sponsor support):** $296887950.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 582: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LJQ4, C.4 - ISIN: US92646LJQ41, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $118497468.00
- **C.18.a - Value (excl. sponsor support):** $118497468.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 583: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LJU5, C.4 - ISIN: US92646LJU52, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $246763600.00
- **C.18.a - Value (excl. sponsor support):** $246763600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-28
- **C.12 - Maturity Date (WAL):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **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 584: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930MG88, C.4 - ISIN: US93930MG883, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $448091685.00
- **C.18.a - Value (excl. sponsor support):** $448091685.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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? No, C.23 Categorized at Level 3? No

### Security 585: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930MH79, C.4 - ISIN: US93930MH790, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $74439030.00
- **C.18.a - Value (excl. sponsor support):** $74439030.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 586: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930MHM6, C.4 - ISIN: US93930MHM64, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $222975607.50
- **C.18.a - Value (excl. sponsor support):** $222975607.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **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 587: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 947184AA5, C.4 - ISIN: US947184AA57, C.3 - LEI: 549300MCMGT11YMCCO14
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **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 588: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVF8, C.4 - ISIN: US95001KVF82, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $749540700.00
- **C.18.a - Value (excl. sponsor support):** $749540700.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **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 589: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVG6, C.4 - ISIN: US95001KVG65, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $748727250.00
- **C.18.a - Value (excl. sponsor support):** $748727250.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **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 590: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVH4, C.4 - ISIN: US95001KVH49, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $499694650.00
- **C.18.a - Value (excl. sponsor support):** $499694650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **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 591: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVQ4, C.4 - ISIN: US95001KVQ48, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $249835300.00
- **C.18.a - Value (excl. sponsor support):** $249835300.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVR2, C.4 - ISIN: US95001KVR21, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $748614750.00
- **C.18.a - Value (excl. sponsor support):** $748614750.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 593: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVS0, C.4 - ISIN: US95001KVS04, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $499076500.00
- **C.18.a - Value (excl. sponsor support):** $499076500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **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 594: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KWY6, C.4 - ISIN: US95001KWY62, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $499770750.00
- **C.18.a - Value (excl. sponsor support):** $499770750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **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 595: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXN9, C.4 - ISIN: US95001KXN98, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $199822600.00
- **C.18.a - Value (excl. sponsor support):** $199822600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **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 596: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXQ2, C.4 - ISIN: US95001KXQ20, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $999560100.00
- **C.18.a - Value (excl. sponsor support):** $999560100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-12-11
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **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 597: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KYB4, C.4 - ISIN: US95001KYB42, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500340400.00
- **C.18.a - Value (excl. sponsor support):** $500340400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2027-01-14
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **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 598: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KYM0, C.4 - ISIN: US95001KYM07, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $199907980.00
- **C.18.a - Value (excl. sponsor support):** $199907980.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-04-16
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **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 599: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.800000%
- **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):** $55325000.00
- **C.18.a - Value (excl. sponsor support):** $55325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **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 600: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI374NR9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI374NR9
- **C.18 - Value (incl. sponsor support):** $500000450.00
- **C.18.a - Value (excl. sponsor support):** $500000450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 601: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3780V6, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI3780V6
- **C.18 - Value (incl. sponsor support):** $131004336.10
- **C.18.a - Value (excl. sponsor support):** $131004336.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **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 602: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI37R051, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI37R051
- **C.18 - Value (incl. sponsor support):** $300005460.00
- **C.18.a - Value (excl. sponsor support):** $300005460.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 603: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.780000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI388V66, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI388V66
- **C.18 - Value (incl. sponsor support):** $496905371.20
- **C.18.a - Value (excl. sponsor support):** $496905371.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 604: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38CGM9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI38CGM9
- **C.18 - Value (incl. sponsor support):** $349958175.00
- **C.18.a - Value (excl. sponsor support):** $349958175.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 605: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38D0P7, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38D0P7
- **C.18 - Value (incl. sponsor support):** $499999450.00
- **C.18.a - Value (excl. sponsor support):** $499999450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **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 606: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38DNF4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ACI38DNF4
- **C.18 - Value (incl. sponsor support):** $275003877.50
- **C.18.a - Value (excl. sponsor support):** $275003877.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **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 607: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38GNX8, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38GNX8
- **C.18 - Value (incl. sponsor support):** $299963310.00
- **C.18.a - Value (excl. sponsor support):** $299963310.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 608: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI38PGH1, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI38PGH1
- **C.18 - Value (incl. sponsor support):** $499897900.00
- **C.18.a - Value (excl. sponsor support):** $499897900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **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 609: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI396HV0, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI396HV0
- **C.18 - Value (incl. sponsor support):** $500214650.00
- **C.18.a - Value (excl. sponsor support):** $500214650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **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 610: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39DD15, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI39DD15
- **C.18 - Value (incl. sponsor support):** $250077975.00
- **C.18.a - Value (excl. sponsor support):** $250077975.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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 611: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39GP23, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI39GP23
- **C.18 - Value (incl. sponsor support):** $400111960.00
- **C.18.a - Value (excl. sponsor support):** $400111960.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **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 612: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39HRR4, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI39HRR4
- **C.18 - Value (incl. sponsor support):** $500136400.00
- **C.18.a - Value (excl. sponsor support):** $500136400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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 613: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.985000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39K872, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI39K872
- **C.18 - Value (incl. sponsor support):** $395113681.00
- **C.18.a - Value (excl. sponsor support):** $395113681.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 614: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39MSW1, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI39MSW1
- **C.18 - Value (incl. sponsor support):** $1000026900.00
- **C.18.a - Value (excl. sponsor support):** $1000026900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-04
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **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 615: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39NB80, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI39NB80
- **C.18 - Value (incl. sponsor support):** $1000021700.00
- **C.18.a - Value (excl. sponsor support):** $1000021700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 616: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI39X2F2, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI39X2F2
- **C.18 - Value (incl. sponsor support):** $599958660.00
- **C.18.a - Value (excl. sponsor support):** $599958660.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **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 617: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3B15F6, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI3B15F6
- **C.18 - Value (incl. sponsor support):** $599986080.00
- **C.18.a - Value (excl. sponsor support):** $599986080.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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 618: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1E2W15, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1E2W15
- **C.18 - Value (incl. sponsor support):** $299944086.00
- **C.18.a - Value (excl. sponsor support):** $299944086.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| B & G FOODS INC                SR SEC GLBL 28      | 2028-09-15      | 8.0000%  | 0.0000% | $800000.00         | $807779.56         | Corporate Debt Securities |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $6000.00           | $6052.82           | Corporate Debt Securities |
| EXETER ATMB REC TR 2026-2      E      20331115 7.5 | 2033-11-15      | 7.5400%  | 0.0000% | $1949000.00        | $1978071.72        | Asset-Backed Securities   |
| ADAMS HOMES INC                SR 144A NT 28       | 2028-10-15      | 9.2500%  | 0.0000% | $100000.00         | $104286.56         | Corporate Debt Securities |
| VIRIDIEN                       SR SEC 144A NT30    | 2030-10-15      | 10.0000% | 0.0000% | $356000.00         | $384900.87         | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30     | 2030-04-15      | 7.7500%  | 0.0000% | $843000.00         | $883415.29         | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $745000.00         | $805109.08         | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 30       | 2030-02-15      | 3.3750%  | 0.0000% | $1235000.00        | $1157812.50        | Corporate Debt Securities |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 29     | 2029-01-15      | 4.2500%  | 0.0000% | $336000.00         | $332895.17         | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30     | 2030-10-01      | 8.0000%  | 0.0000% | $243000.00         | $251983.44         | Corporate Debt Securities |
| OSISKO DEVELOPMENT CORP        SR COCO 31          | 2031-06-15      | 4.1250%  | 0.0000% | $2010000.00        | $2205660.94        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $356000.00         | $358431.08         | Corporate Debt Securities |
| INEOS FINANCE PLC              SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $200000.00         | $201685.00         | Corporate Debt Securities |
| INEOS FINANCE PLC              SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $800000.00         | $806740.00         | Corporate Debt Securities |
| NCL CORP LTD                   SR GLBL 144A 29     | 2029-02-15      | 7.7500%  | 0.0000% | $1247000.00        | $1330385.50        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $600000.00         | $632008.17         | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $4028000.00        | $4477039.20        | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $15416000.00       | $17134567.12       | Corporate Debt Securities |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $145000.00         | $152132.23         | Corporate Debt Securities |
| TIME WARNER CABLE ENTERPRISES  SRSUBDB 8.375%33    | 2033-07-15      | 8.3750%  | 0.0000% | $4678000.00        | $5404042.49        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28     | 2028-08-26      | 5.6250%  | 0.0000% | $400000.00         | $404244.50         | Corporate Debt Securities |
| LAND O LAKES INC               PERP JR SB 144A     | 2079-12-31      | 7.2500%  | 0.0000% | $1000.00           | $924.90            | Corporate Debt Securities |
| KOHLS CORP                     SR GLBL NT 45       | 2045-07-17      | 5.5500%  | 0.0000% | $78000.00          | $51645.36          | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 33     | 2033-04-15      | 6.2500%  | 0.0000% | $750000.00         | $759119.17         | Corporate Debt Securities |
| HUB INTL LTD                   SR SEC 144A NT30    | 2030-06-15      | 7.2500%  | 0.0000% | $332000.00         | $351912.62         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30     | 2030-11-15      | 7.1250%  | 0.0000% | $1213000.00        | $1226744.30        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30     | 2030-11-15      | 7.1250%  | 0.0000% | $1362000.00        | $1377432.59        | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL 144A 30     | 2030-03-22      | 5.3750%  | 0.0000% | $3863000.00        | $2531243.65        | Corporate Debt Securities |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $1450000.00        | $1398706.65        | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29     | 2029-10-15      | 6.3750%  | 0.0000% | $900000.00         | $922195.50         | Corporate Debt Securities |
| TUTOR PERINI CORP              SR GLBL 144A 29     | 2029-04-30      | 11.8750% | 0.0000% | $400000.00         | $438934.39         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29     | 2029-10-01      | 5.1250%  | 0.0000% | $311000.00         | $311051.92         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31    | 2031-05-15      | 2.4000%  | 0.0000% | $164000.00         | $125565.51         | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC GLBL 33      | 2033-01-15      | 7.5000%  | 0.0000% | $585000.00         | $566746.05         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31    | 2031-05-15      | 2.4000%  | 0.0000% | $375000.00         | $287116.25         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.5%46    | 2046-06-01      | 4.5000%  | 0.0000% | $456000.00         | $290490.24         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 33     | 2033-06-01      | 4.5000%  | 0.0000% | $8000.00           | $6998.00           | Corporate Debt Securities |
| VIASAT INC                     1LIEN GLBL 27       | 2027-04-15      | 5.6250%  | 0.0000% | $1000000.00        | $1005465.00        | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $1158000.00        | $1183851.39        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $1395778.00        | $1477270.30        | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $1000.00           | $1008.30           | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $10000.00          | $10082.99          | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $400000.00         | $403319.56         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $395000.00         | $376561.18         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $692000.00         | $678155.58         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 43      | 2043-03-15      | 4.3750%  | 0.0000% | $140000.00         | $88948.03          | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC 144A NT31    | 2031-11-15      | 8.8750%  | 0.0000% | $555000.00         | $586541.42         | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC 144A NT31    | 2031-11-15      | 8.8750%  | 0.0000% | $714000.00         | $754577.61         | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 27     | 2027-09-30      | 5.5000%  | 0.0000% | $300000.00         | $302398.17         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $1855000.00        | $1573688.22        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-30      | 9.5000%  | 0.0000% | $55000.00          | $53266.37          | Corporate Debt Securities |
| GULFPORT ENERGY CORP           SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $993000.00         | $1036304.73        | Corporate Debt Securities |
| GULFPORT ENERGY CORP           SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $759000.00         | $792099.99         | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR GLBL 144A 29     | 2029-06-01      | 4.8750%  | 0.0000% | $450000.00         | $433077.38         | Corporate Debt Securities |
| NABORS INDS INC                SR 144A NT 30       | 2030-01-31      | 9.1250%  | 0.0000% | $400000.00         | $431277.28         | Corporate Debt Securities |
| TRANSOCEAN INC                 1LIEN GLBL 30       | 2030-02-15      | 8.7500%  | 0.0000% | $1767000.00        | $1323492.62        | Corporate Debt Securities |
| AMC GLOBAL MEDIA INC           1LIEN GLBL 32       | 2032-07-15      | 10.5000% | 0.0000% | $876000.00         | $939390.28         | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 7.5000%  | 0.0000% | $1223000.00        | $1262810.69        | Corporate Debt Securities |
| DYCOM INDS INC                 SR GLBL 144A 29     | 2029-04-15      | 4.5000%  | 0.0000% | $225000.00         | $220871.25         | Corporate Debt Securities |
| MAGNERA CORP                   SR GLBL 144A 29     | 2029-11-15      | 4.7500%  | 0.0000% | $343000.00         | $320450.23         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $407000.00         | $396385.89         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $686000.00         | $668109.88         | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33     | 2033-07-15      | 6.8750%  | 0.0000% | $837000.00         | $841913.42         | Corporate Debt Securities |
| HEALTHEQUITY INC               SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $858000.00         | $838986.72         | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $379000.00         | $394981.17         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $1197000.00        | $1271885.98        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $1057000.00        | $941075.87         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $767000.00         | $751655.10         | Corporate Debt Securities |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $337000.00         | $340940.65         | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 31     | 2031-09-15      | 4.5000%  | 0.0000% | $594000.00         | $561918.06         | Corporate Debt Securities |
| TEINE ENERGY LTD               SR 144A NT 29       | 2029-04-15      | 6.8750%  | 0.0000% | $100000.00         | $101046.28         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $224000.00         | $230722.99         | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $1014000.00        | $1044913.90        | Corporate Debt Securities |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26       | 2026-09-30      | 6.5000%  | 0.0000% | $3000.00           | $609.37            | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $300000.00         | $298671.88         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 28     | 2028-08-26      | 5.6250%  | 0.0000% | $325000.00         | $328448.66         | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30       | 2030-10-15      | 10.2500% | 0.0000% | $600000.00         | $531946.67         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $186000.00         | $194201.00         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $1535000.00        | $1602680.28        | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $68000.00          | $69291.13          | Corporate Debt Securities |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35     | 2035-12-15      | 6.5000%  | 0.0000% | $1132000.00        | $1153493.54        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 27     | 2027-10-01      | 5.5000%  | 0.0000% | $500000.00         | $502700.56         | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-10-01      | 6.5000%  | 0.0000% | $250000.00         | $253150.56         | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-10-01      | 6.5000%  | 0.0000% | $1500000.00        | $1518903.33        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-09-30      | 11.0000% | 0.0000% | $1000.00           | $1060.08           | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-09-01      | 6.3750%  | 0.0000% | $1185000.00        | $1208407.70        | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31    | 2031-02-15      | 10.0000% | 0.0000% | $4694000.00        | $5028958.62        | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR GLBL PIK 31      | 2031-06-01      | 11.0000% | 0.0000% | $8331000.00        | $8140358.95        | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54    | 2054-12-10      | 6.7500%  | 0.0000% | $329000.00         | $353387.95         | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $472000.00         | $495049.33         | Corporate Debt Securities |
| COMPOSECURE HOLDINGS LLC       2LIEN GLBL 33       | 2033-02-01      | 5.6250%  | 0.0000% | $417000.00         | $413419.53         | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $101000.00         | $102825.29         | Corporate Debt Securities |
| AMWINS GROUP INC               SR SEC 144A NT29    | 2029-02-15      | 6.3750%  | 0.0000% | $575000.00         | $592299.83         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL         SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $17000.00          | $15900.67          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $874750.00         | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL         SR GLBL 144A 27     | 2027-09-15      | 6.2500%  | 0.0000% | $200000.00         | $202465.44         | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $22340912.00       | $23588037.56       | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $945.00            | $997.75            | Corporate Debt Securities |
| ERO COPPER CORP                SR GLBL 144A 30     | 2030-02-15      | 6.5000%  | 0.0000% | $100000.00         | $101455.78         | Corporate Debt Securities |
| LFS TOPCO LLC                  SR 144A NT 30       | 2030-07-15      | 8.7500%  | 0.0000% | $178000.00         | $182303.94         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $550000.00         | $534687.24         | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $200000.00         | $214818.67         | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $1281000.00        | $1375913.56        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $1448000.00        | $1410644.82        | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 31       | 2031-02-01      | 9.3750%  | 0.0000% | $438000.00         | $477883.92         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $138000.00         | $132266.83         | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $100000.00         | $102118.44         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $1518000.00        | $1454935.11        | Corporate Debt Securities |
| MCAFEE CORP                    SR 144A NT 30       | 2030-02-15      | 7.3750%  | 0.0000% | $1224000.00        | $1064372.72        | Corporate Debt Securities |
| TUTOR PERINI CORP              SR GLBL 144A 29     | 2029-04-30      | 11.8750% | 0.0000% | $851000.00         | $933832.91         | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $52000.00          | $51876.70          | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $638000.00         | $636487.23         | Corporate Debt Securities |
| FORESEA HLDG S A               1LIEN GLBL 30       | 2030-06-15      | 7.5000%  | 0.0000% | $682262.00         | $683324.05         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $200000.00         | $199114.58         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $50081000.00       | $49859287.24       | Corporate Debt Securities |
| AMENTUM ESCROW CORP            SR GLBL 144A 32     | 2032-08-01      | 7.2500%  | 0.0000% | $9000.00           | $9532.84           | Corporate Debt Securities |
| ALLIANCE RES OP PART LP/ALLIAN SR GLBL 144A 29     | 2029-06-15      | 8.6250%  | 0.0000% | $100000.00         | $108339.17         | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $338000.00         | $379209.71         | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $2538000.00        | $2847438.60        | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $1329000.00        | $1277406.37        | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $1199204.00        | $1266146.57        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 29     | 2029-03-15      | 8.6250%  | 0.0000% | $22000.00          | $23304.36          | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR 144A NT 33       | 2033-06-30      | 7.3750%  | 0.0000% | $649000.00         | $688442.52         | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31       | 2031-03-01      | 4.3750%  | 0.0000% | $527000.00         | $486154.57         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29       | 2029-11-07      | 5.8750%  | 0.0000% | $4227000.00        | $4302284.04        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87    | 2087-03-07      | 7.8000%  | 0.0000% | $5927000.00        | $6716140.54        | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $365000.00         | $369661.76         | Corporate Debt Securities |
| GEE AUTOMOTIVE HOLDINGS LLC    SR 144A NT 31       | 2031-03-01      | 7.2500%  | 0.0000% | $565000.00         | $581227.90         | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 30     | 2030-04-15      | 4.6250%  | 0.0000% | $137000.00         | $134226.13         | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 30       | 2030-04-15      | 8.8750%  | 0.0000% | $19000.00          | $20101.38          | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33     | 2033-05-15      | 8.0000%  | 0.0000% | $1501000.00        | $1579098.70        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 5.0000%  | 0.0000% | $1539000.00        | $1467504.90        | Corporate Debt Securities |
| SESI L L C                     SR SEC 144A NT30    | 2030-09-30      | 7.8750%  | 0.0000% | $215000.00         | $224669.89         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $440000.00         | $429228.80         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $614000.00         | $598969.28         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $3964000.00        | $4121564.60        | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32    | 2032-09-30      | 7.8750%  | 0.0000% | $883000.00         | $680524.79         | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       1LIEN GLBL 34       | 2034-04-15      | 7.2500%  | 0.0000% | $183000.00         | $185975.43         | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28      | 2028-07-15      | 5.2500%  | 0.0000% | $900000.00         | $913411.50         | Corporate Debt Securities |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $238000.00         | $241582.16         | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30     | 2030-04-15      | 5.2500%  | 0.0000% | $922000.00         | $888012.01         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32    | 2032-05-14      | 4.7000%  | 0.0000% | $483000.00         | $399783.12         | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $1500000.00        | $1601709.17        | Corporate Debt Securities |
| GEO GROUP INC                  SR GLBL NT 31       | 2031-04-15      | 10.2500% | 0.0000% | $738000.00         | $806912.80         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 29       | 2029-09-15      | 6.1250%  | 0.0000% | $402000.00         | $412789.79         | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $1644000.00        | $1601588.45        | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR GLBL 144A 34     | 2034-05-15      | 7.8750%  | 0.0000% | $1437000.00        | $1542824.27        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR 144A NT9.5%33    | 2033-06-01      | 9.5000%  | 0.0000% | $514000.00         | $530531.67         | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $623909.00         | $652086.12         | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 32     | 2032-06-01      | 7.3750%  | 0.0000% | $500000.00         | $497987.64         | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 32     | 2032-06-01      | 7.3750%  | 0.0000% | $1040000.00        | $1035814.29        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 31     | 2031-05-15      | 7.2500%  | 0.0000% | $1393000.00        | $1371964.93        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $197000.00         | $211112.10         | Corporate Debt Securities |
| PRESTIGE BRANDS IN             SR GLBL 144A 31     | 2031-04-01      | 3.7500%  | 0.0000% | $5000.00           | $4598.91           | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL 34       | 2034-07-31      | 6.1250%  | 0.0000% | $1190000.00        | $1203559.72        | Corporate Debt Securities |
| KOSMOS ENERGY LTD              SR GLBL REGS 31     | 2031-10-01      | 8.7500%  | 0.0000% | $400000.00         | $372638.89         | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $700000.00         | $748018.83         | Corporate Debt Securities |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 34     | 2034-03-01      | 5.8750%  | 0.0000% | $899000.00         | $905869.36         | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 31     | 2031-04-01      | 8.0000%  | 0.0000% | $200000.00         | $204437.78         | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $589000.00         | $577662.73         | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $6000.00           | $6198.72           | Corporate Debt Securities |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 31       | 2031-05-15      | 7.7500%  | 0.0000% | $196000.00         | $194944.54         | Corporate Debt Securities |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 31       | 2031-05-15      | 7.7500%  | 0.0000% | $3938000.00        | $3916793.87        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $500000.00         | $495290.56         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $783000.00         | $775625.01         | Corporate Debt Securities |
| AUNA SA & ONCOSALUD S A C      SR SEC REGS NT32    | 2032-11-06      | 8.7500%  | 0.0000% | $1600000.00        | $1610256.44        | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $480000.00         | $496241.87         | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 28     | 2028-02-15      | 5.7500%  | 0.0000% | $869000.00         | $880723.78         | Corporate Debt Securities |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $139000.00         | $151509.38         | Corporate Debt Securities |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $1361000.00        | $1483483.95        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 4.8%50     | 2050-03-01      | 4.8000%  | 0.0000% | $8634000.00        | $6467671.84        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $23000.00          | $15753.59          | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31       | 2031-03-01      | 4.3750%  | 0.0000% | $1189000.00        | $1096845.89        | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $7681.00           | $8767.18           | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $804075.00         | $917780.36         | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28     | 2028-10-15      | 6.5000%  | 0.0000% | $285000.00         | $287534.92         | Corporate Debt Securities |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $199000.00         | $205811.66         | Corporate Debt Securities |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $301000.00         | $311303.06         | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $14128603.00       | $16126548.37       | Corporate Debt Securities |
| ARCHES BUYER INC               1LIEN GLBL 28       | 2028-06-01      | 4.2500%  | 0.0000% | $11440000.00       | $11344634.89       | Corporate Debt Securities |
| BANIJAY ENTMT S A S            SR SEC GLBL 29      | 2029-05-01      | 8.1250%  | 0.0000% | $400000.00         | $414099.78         | Corporate Debt Securities |
| CPI CG INCORPORATED            SR SEC GLBL 29      | 2029-07-15      | 10.0000% | 0.0000% | $100000.00         | $109073.22         | Corporate Debt Securities |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 28      | 2028-11-15      | 10.0000% | 0.0000% | $330000.00         | $284528.44         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $833000.00         | $838830.07         | Corporate Debt Securities |
| CVR ENERGY INC                 SR 144A NT 34       | 2034-02-15      | 7.8750%  | 0.0000% | $243000.00         | $249739.91         | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR 1LIEN GLBL 28       | 2028-07-01      | 3.8750%  | 0.0000% | $119000.00         | $116920.86         | Corporate Debt Securities |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 29      | 2029-12-01      | 7.7500%  | 0.0000% | $800000.00         | $861383.56         | Corporate Debt Securities |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $6086000.00        | $6294320.40        | Corporate Debt Securities |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $12354000.00       | $12776870.56       | Corporate Debt Securities |
| ELMWOOD CLO 2021-9R LTD        E-R    20380420 FLT | 2038-04-20      | 8.3252%  | 0.0000% | $151089.00         | $152516.64         | Asset-Backed Securities   |
| FORVIA SE                      SR GLBL 144A 33     | 2033-09-15      | 6.7500%  | 0.0000% | $240000.00         | $244472.40         | Corporate Debt Securities |
| MIDWEST GAMING BORROWER LLC /  SR SEC 144A NT29    | 2029-05-01      | 4.8750%  | 0.0000% | $42000.00          | $41039.53          | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $155000.00         | $155612.38         | Corporate Debt Securities |
| GEOPARK LTD                    SR 144A NT 30       | 2030-01-31      | 8.7500%  | 0.0000% | $200000.00         | $207034.72         | Corporate Debt Securities |
| IAMGOLD CORP                   SR GLBL 144A 28     | 2028-10-15      | 5.7500%  | 0.0000% | $200000.00         | $201671.56         | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $1.00              | $1.05              | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR REGS NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $70000.00          | $70725.20          | Corporate Debt Securities |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32      | 2032-02-15      | 8.7500%  | 0.0000% | $2089000.00        | $2225866.64        | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $300000.00         | $320341.83         | Corporate Debt Securities |
| W & T OFFSHORE INC             SR SEC GLBL 29      | 2029-02-01      | 10.7500% | 0.0000% | $200000.00         | $213561.22         | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 32     | 2032-06-15      | 8.3750%  | 0.0000% | $300000.00         | $316749.83         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $574000.00         | $615118.49         | Corporate Debt Securities |
| PRESTIGE BRANDS IN             SR GLBL 144A 31     | 2031-04-01      | 3.7500%  | 0.0000% | $196000.00         | $180277.21         | Corporate Debt Securities |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31    | 2031-06-15      | 7.5000%  | 0.0000% | $76000.00          | $82234.79          | Corporate Debt Securities |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $20000.00          | $20268.51          | Corporate Debt Securities |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $75000.00          | $76006.92          | Corporate Debt Securities |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $1330000.00        | $1347855.99        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-07-15      | 5.2500%  | 0.0000% | $217000.00         | $196734.73         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $577000.00         | $623837.17         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $898000.00         | $970893.90         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT29    | 2029-02-01      | 4.3750%  | 0.0000% | $808000.00         | $710595.82         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $821000.00         | $846057.83         | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 29       | 2029-02-01      | 9.0000%  | 0.0000% | $231000.00         | $248156.37         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $2451000.00        | $2525807.24        | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $3996000.00        | $4117962.36        | Corporate Debt Securities |
| COREWEAVE INC                  SR REGS NT 31       | 2031-10-01      | 9.7500%  | 0.0000% | $100000.00         | $103992.75         | Corporate Debt Securities |
| LIBERTY COSTA RICA SR SECD FIN SR SEC REGS NT31    | 2031-01-15      | 10.8750% | 0.0000% | $565000.00         | $618431.58         | Corporate Debt Securities |
| COREWEAVE INC                  SR REGS NT 31       | 2031-10-01      | 9.7500%  | 0.0000% | $300000.00         | $311978.25         | Corporate Debt Securities |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $312000.00         | $329117.45         | Corporate Debt Securities |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 31     | 2031-11-15      | 4.8750%  | 0.0000% | $217000.00         | $207531.39         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $887000.00         | $782209.82         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $1074000.00        | $911127.30         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-07-15      | 4.7500%  | 0.0000% | $629000.00         | $540040.88         | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 29       | 2029-04-01      | 4.6500%  | 0.0000% | $344000.00         | $324420.09         | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 29       | 2029-04-01      | 4.6500%  | 0.0000% | $811000.00         | $764839.23         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 7%28     | 2028-03-15      | 7.0000%  | 0.0000% | $62000.00          | $62545.53          | Corporate Debt Securities |
| MCGRAW-HILL ED INC             SR SEC 144A NT28    | 2028-08-01      | 5.7500%  | 0.0000% | $9000.00           | $9126.15           | Corporate Debt Securities |
| MICHAELS COS INC               1LIEN 144A NT 33    | 2033-03-15      | 8.5000%  | 0.0000% | $640000.00         | $635874.13         | Corporate Debt Securities |
| NEWELL BRANDS INC              CR SEN SR GLBL46    | 2046-04-01      | 7.5000%  | 0.0000% | $1500000.00        | $1322345.00        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $338000.00         | $344777.65         | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $776000.00         | $829906.13         | Corporate Debt Securities |
| TTM TECHNOLOGIES INC           SR GLBL 144A 29     | 2029-03-01      | 4.0000%  | 0.0000% | $762000.00         | $745226.69         | Corporate Debt Securities |
| AZORRA FIN LTD                 SR 144A NT 34       | 2034-02-15      | 6.2500%  | 0.0000% | $84000.00          | $82375.98          | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $403000.00         | $404749.13         | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $905000.00         | $910828.70         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      1LIEN GLBL 31       | 2031-01-15      | 6.5000%  | 0.0000% | $32000.00          | $33641.17          | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      1LIEN GLBL 31       | 2031-01-15      | 6.5000%  | 0.0000% | $27000000.00       | $28384740.00       | Corporate Debt Securities |
| NATIONAL MENTOR HOLDINGS INC   SR SEC 144A NT30    | 2030-12-15      | 10.5000% | 0.0000% | $1199000.00        | $1319557.45        | Corporate Debt Securities |

### Security 619: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F14F6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F14F6
- **C.18 - Value (incl. sponsor support):** $499872595.00
- **C.18.a - Value (excl. sponsor support):** $499872595.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NATIONAL MENTOR HOLDINGS INC   SR SEC 144A NT30    | 2030-12-15      | 10.5000% | 0.0000% | $39532000.00       | $43506876.71       | Corporate Debt Securities |
| NATIONAL MENTOR HOLDINGS INC   SR SEC 144A NT30    | 2030-12-15      | 10.5000% | 0.0000% | $64061000.00       | $70502226.78       | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $1603000.00        | $1670403.92        | Corporate Debt Securities |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $59180000.00       | $51346146.13       | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34       | 2034-01-15      | 7.6250%  | 0.0000% | $100000.00         | $105315.19         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34       | 2034-01-15      | 7.6250%  | 0.0000% | $450000.00         | $473918.37         | Corporate Debt Securities |
| CHAMP ACQUISITION CORP         SR SEC GLBL 31      | 2031-12-01      | 8.3750%  | 0.0000% | $142000.00         | $154643.64         | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR 144A NT 6%33     | 2033-11-15      | 6.0000%  | 0.0000% | $275000.00         | $277847.17         | Corporate Debt Securities |
| MADISON IAQ LLC                SR 144A NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $257000.00         | $263277.47         | Corporate Debt Securities |
| MADISON IAQ LLC                SR 144A NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $1104000.00        | $1130966.27        | Corporate Debt Securities |
| MADISON IAQ LLC                SR 144A NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $1493000.00        | $1529467.98        | Corporate Debt Securities |
| MICHAELS COS INC               1LIEN 144A NT 33    | 2033-03-15      | 8.5000%  | 0.0000% | $13765000.00       | $13676261.63       | Corporate Debt Securities |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT32    | 2032-08-15      | 6.6250%  | 0.0000% | $27404000.00       | $27537152.99       | Corporate Debt Securities |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $34003000.00       | $33055260.83       | Corporate Debt Securities |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $839000.00         | $840231.93         | Corporate Debt Securities |
| AIMCO CLO 2015-A               SUB NT 20280118 FLT | 2028-01-18      | 0.0000%  | 0.0000% | $8423100.00        | $3855631.91        | Asset-Backed Securities   |
| PAYSAFE FIN PLC / PAYSAFE HLDG SR SEC 144A NT29    | 2029-06-15      | 4.0000%  | 0.0000% | $20000.00          | $17817.24          | Corporate Debt Securities |
| LEVEL 3 FING INC               SR 144A NT7.5%37    | 2037-02-15      | 7.5000%  | 0.0000% | $27837138.00       | $28567491.71       | Corporate Debt Securities |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $1114000.00        | $889467.11         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30       | 2030-06-30      | 7.3750%  | 0.0000% | $1369000.00        | $1400616.10        | Corporate Debt Securities |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $2241000.00        | $2244290.53        | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $45731000.00       | $42550853.56       | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $384000.00         | $404459.20         | Corporate Debt Securities |
| TRONOX INC                     SR SEC GLBL 30      | 2030-09-30      | 9.1250%  | 0.0000% | $1448000.00        | $1484322.88        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $200000.00         | $205407.94         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 32       | 2032-04-01      | 8.3750%  | 0.0000% | $900000.00         | $927956.75         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $100000.00         | $104204.86         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $691000.00         | $720055.59         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $706000.00         | $735686.32         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT7.5%31    | 2031-09-15      | 7.5000%  | 0.0000% | $810000.00         | $846892.80         | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 28     | 2028-12-15      | 11.2500% | 0.0000% | $789000.00         | $873549.24         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 31     | 2031-03-01      | 4.8750%  | 0.0000% | $478000.00         | $448988.59         | Corporate Debt Securities |
| LGI HOMES INC                  SR GLBL 144A 29     | 2029-07-15      | 4.0000%  | 0.0000% | $1273000.00        | $1182399.18        | Corporate Debt Securities |
| PAYSAFE FIN PLC / PAYSAFE HLDG SR SEC 144A NT29    | 2029-06-15      | 4.0000%  | 0.0000% | $480000.00         | $427613.87         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR SEC GLBL 31      | 2031-01-17      | 9.5000%  | 0.0000% | $900000.00         | $985665.00         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR SEC GLBL 31      | 2031-01-17      | 9.5000%  | 0.0000% | $100000.00         | $109518.33         | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $603000.00         | $654048.64         | Corporate Debt Securities |
| LSF12 HELIX PARENT LLC         SR SEC GLBL 33      | 2033-02-01      | 7.1250%  | 0.0000% | $379000.00         | $378849.35         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $700000.00         | $760421.08         | Corporate Debt Securities |
| LGI HOMES INC                  SR GLBL 144A 29     | 2029-07-15      | 4.0000%  | 0.0000% | $522000.00         | $484848.68         | Corporate Debt Securities |
| LAND O LAKES INC               PERP JR SB 144A     | 2079-12-31      | 7.2500%  | 0.0000% | $1000.00           | $924.90            | Corporate Debt Securities |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $7000.00           | $7716.59           | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87    | 2087-03-07      | 7.8000%  | 0.0000% | $19630000.00       | $22243603.63       | Corporate Debt Securities |
| LSF12 HELIX PARENT LLC         SR SEC GLBL 33      | 2033-02-01      | 7.1250%  | 0.0000% | $300000.00         | $299880.75         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-01      | 6.8750%  | 0.0000% | $317000.00         | $308684.21         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $573000.00         | $610376.47         | Corporate Debt Securities |
| EG GLOBAL FIN PLC              SR SEC 144A NT28    | 2028-11-30      | 12.0000% | 0.0000% | $1420000.00        | $1598290.47        | Corporate Debt Securities |
| VOLCAN COMPANIA MINERA S A A   1LIEN GLBL 32       | 2032-10-28      | 8.5000%  | 0.0000% | $1652000.00        | $1702319.00        | Corporate Debt Securities |
| UNITI SERVICES LLC             1LIEN GLBL 33       | 2033-10-15      | 7.5000%  | 0.0000% | $200000.00         | $213569.33         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $1501.00           | $1534.73           | Corporate Debt Securities |
| TITAN INTL INC ILL             SR SEC GLBL NT28    | 2028-04-30      | 7.0000%  | 0.0000% | $83000.00          | $83393.33          | Corporate Debt Securities |
| FRONTERA ENERGY CORP           SR REGS NT 28       | 2028-06-21      | 7.8750%  | 0.0000% | $200000.00         | $205662.50         | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 28     | 2028-02-15      | 4.5000%  | 0.0000% | $895000.00         | $892825.15         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $528000.00         | $521440.92         | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $1248000.00        | $1232496.72        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $571000.00         | $628428.96         | Corporate Debt Securities |
| CRC INS GROUP LLC & CRC        SR SEC 144A NT31    | 2031-06-01      | 7.1250%  | 0.0000% | $618000.00         | $638782.31         | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT30    | 2030-11-06      | 7.5000%  | 0.0000% | $1100000.00        | $1103252.33        | Corporate Debt Securities |
| AP CORE HOLDINGS II LLC        SR SEC 144A NT31    | 2031-05-15      | 11.0000% | 0.0000% | $22664000.00       | $23837642.65       | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT32    | 2032-07-01      | 6.7500%  | 0.0000% | $700000.00         | $697774.00         | Corporate Debt Securities |
| ALGONQUIN POWER & UTILITIES CO LW TIER II GLBL     | 2082-01-18      | 4.7500%  | 0.0000% | $719000.00         | $725481.59         | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $100000.00         | $102545.67         | Corporate Debt Securities |
| TKC HOLDINGS INCORPORATED      1LIEN GLBL 30       | 2030-08-15      | 8.5000%  | 0.0000% | $19388000.00       | $20282239.19       | Corporate Debt Securities |
| HAH GROUP HLDG CO LLC          SR SEC 144A NT31    | 2031-10-01      | 9.7500%  | 0.0000% | $22737000.00       | $20883441.86       | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $107000.00         | $111717.78         | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR STP 144A NT29    | 2029-06-30      | 9.0000%  | 0.0000% | $100000.00         | $106846.00         | Corporate Debt Securities |
| STAR LEASING CO LLC            144A NT 7.625%30    | 2030-02-15      | 7.6250%  | 0.0000% | $15000.00          | $14846.07          | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $298000.00         | $284089.19         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $18373000.00       | $18443368.59       | Corporate Debt Securities |
| PIONEER OPCO LLC               SR SEC 144A NT33    | 2033-05-15      | 7.0000%  | 0.0000% | $833000.00         | $849773.84         | Corporate Debt Securities |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 33     | 2033-10-01      | 6.5000%  | 0.0000% | $391000.00         | $386234.58         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 32     | 2032-10-15      | 6.0000%  | 0.0000% | $23196000.00       | $20814775.96       | Corporate Debt Securities |
| CALDERYS FING LLC              SR SEC GLBL 28      | 2028-06-01      | 11.2500% | 0.0000% | $700000.00         | $764543.50         | Corporate Debt Securities |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN 144A NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $1145000.00        | $1213975.75        | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR GLBL PIK 31      | 2031-06-01      | 11.0000% | 0.0000% | $48788000.00       | $47671567.93       | Corporate Debt Securities |
| ARETEC ESCROW ISSUER 2 INC     SR SEC 144A NT30    | 2030-08-15      | 10.0000% | 0.0000% | $300000.00         | $326315.67         | Corporate Debt Securities |
| AZULE ENERGY FIN PLC           SR 144A NT 33       | 2033-01-22      | 8.6250%  | 0.0000% | $600000.00         | $633484.25         | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL NT 29       | 2029-10-15      | 7.2500%  | 0.0000% | $20000.00          | $20431.62          | Corporate Debt Securities |
| TRANSPORTADORA DE GAS DEL SUR  SR 144A NT 35       | 2035-11-20      | 7.7500%  | 0.0000% | $300000.00         | $307661.25         | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29    | 2029-04-01      | 3.8750%  | 0.0000% | $4165000.00        | $4076173.28        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31    | 2031-07-31      | 8.5000%  | 0.0000% | $239000.00         | $246334.25         | Corporate Debt Securities |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 29     | 2029-06-15      | 4.5000%  | 0.0000% | $500000.00         | $491845.00         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $827000.00         | $871061.87         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31    | 2031-07-31      | 8.5000%  | 0.0000% | $53000.00          | $54626.42          | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $25789000.00       | $26245952.43       | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $424.00            | $433.53            | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL REGS 30     | 2030-03-22      | 5.3750%  | 0.0000% | $600000.00         | $393152.00         | Corporate Debt Securities |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29     | 2029-08-15      | 4.0000%  | 0.0000% | $687000.00         | $652908.01         | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $19247000.00       | $19675587.92       | Corporate Debt Securities |
| CLUE OPCO LLC                  1LIEN 144A NT 31    | 2031-10-15      | 9.5000%  | 0.0000% | $1722000.00        | $1625363.27        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $1896000.00        | $2086692.31        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $254000.00         | $279546.33         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $1851000.00        | $1940263.45        | Corporate Debt Securities |

### Security 620: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.910000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F14G4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F14G4
- **C.18 - Value (incl. sponsor support):** $599974248.00
- **C.18.a - Value (excl. sponsor support):** $599974248.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $24604821.00       | $28895628.40       | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $27096767.00       | $30640956.38       | Corporate Debt Securities |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $5000000.00        | $4640794.44        | Corporate Debt Securities |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $7936299.00        | $7366146.46        | Corporate Debt Securities |
| PARATUS ENERGY SVCS LTD        1LIEN PIK 144A26    | 2026-07-15      | 9.0000%  | 0.0000% | $644203.00         | $668199.56         | Corporate Debt Securities |
| ZAIS CLO 3 LTD 2015-3R         C-R    20310715 FLT | 2031-07-15      | 7.6647%  | 0.0000% | $345000.00         | $347379.80         | Asset-Backed Securities   |
| RAMP SERIES TRUST 2006-RS4     M-1    20360725 FLT | 2036-07-25      | 4.2238%  | 0.0000% | $2013500.00        | $1333603.34        | Asset-Backed Securities   |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT26    | 2026-10-31      | 0.0000%  | 0.0000% | $54657000.00       | $54247072.50       | Corporate Debt Securities |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 13.7300% | 0.0000% | $5475000.00        | $5842464.54        | Corporate Debt Securities |
| AKUMIN INC                     CR SEN SR SEC 31    | 2031-08-31      | 9.7500%  | 0.0000% | $52604011.00       | $51341514.74       | Corporate Debt Securities |
| AEGIS ABS 2004-3               M3     20340925 FLT | 2034-09-25      | 5.7988%  | 0.0000% | $4000000.00        | $749471.36         | Asset-Backed Securities   |
| MADISON PARK FUNDING 2024-67   E      20370427 FLT | 2037-04-27      | 10.4666% | 0.0000% | $1942200.00        | $1944875.64        | Asset-Backed Securities   |
| VISTRA CORP                    PERP JR SB GLBL     | 2500-12-31      | 8.8750%  | 0.0000% | $23036000.00       | $25531829.02       | Corporate Debt Securities |
| CARMAX SELECT REC TR 2025-B    E      20320915 6.8 | 2032-09-15      | 6.8900%  | 0.0000% | $2658000.00        | $2659407.26        | Asset-Backed Securities   |
| APIDOS CLO 2018-30R            D-R    20311020 FLT | 2031-10-20      | 9.4252%  | 0.0000% | $7400000.00        | $7533870.93        | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2023-2     E      20301115 9.7 | 2030-11-15      | 9.7500%  | 0.0000% | $4818000.00        | $5222946.48        | Asset-Backed Securities   |
| BATTALION CLO LTD 2021-19      D      20340417 FLT | 2034-04-17      | 7.1847%  | 0.0000% | $2000000.00        | $1910222.63        | Asset-Backed Securities   |
| BATT CLO VIII 2020-8R2 LTD     D-1-R2 20300718 FLT | 2030-07-18      | 10.6868% | 0.0000% | $3500000.00        | $3449065.94        | Asset-Backed Securities   |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $21481000.00       | $15500176.44       | Corporate Debt Securities |
| STEM INC                       1LIEN GLBL PIK30    | 2030-12-30      | 11.0000% | 0.0000% | $18063595.00       | $16487044.57       | Corporate Debt Securities |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $43000.00          | $26404.50          | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $28731935.00       | $32490000.27       | Corporate Debt Securities |
| ALLY BANK CR LKD NT 2024-B     E      20320915 6.6 | 2032-09-15      | 6.6780%  | 0.0000% | $2331065.00        | $1090628.44        | Asset-Backed Securities   |
| AMERICAN NEWS HOLDINGS LLC     SR SEC GLBL 27      | 2027-09-01      | 8.5000%  | 0.0000% | $39377295.00       | $45560624.13       | Corporate Debt Securities |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30    | 2029-04-15      | 6.0000%  | 0.0000% | $500000.00         | $479611.11         | Corporate Debt Securities |
| HINNT LLC 2024-A               D      20430316 7.0 | 2043-03-16      | 7.0000%  | 0.0000% | $7500000.00        | $2912327.68        | Asset-Backed Securities   |
| GALLATIN CLO VIII LTD 2017-1R  D-2-R  20310715 6.0 | 2031-07-15      | 6.0000%  | 0.0000% | $4378000.00        | $3755318.52        | Asset-Backed Securities   |
| MULTI-COLOR CORP               SR SEC GLBL 33      | 2033-05-11      | 8.5000%  | 0.0000% | $10905674.00       | $9495134.12        | Corporate Debt Securities |
| RIVIAN HOLDINGS LLC / RIVIAN   SR SEC GLBL 31      | 2031-01-15      | 10.0000% | 0.0000% | $25294000.00       | $25851283.03       | Corporate Debt Securities |
| THE REALREAL INC               SR SEC PIK 29       | 2029-03-01      | 13.0000% | 0.0000% | $36763616.00       | $39080745.02       | Corporate Debt Securities |
| UTD AUTO CR SEC TR 2023-1      E      20290910 10. | 2029-09-10      | 10.9800% | 0.0000% | $7310000.00        | $7623006.89        | Asset-Backed Securities   |
| NMEF FUNDING LLC 2025-B        E      20330118 7.6 | 2033-01-18      | 7.6600%  | 0.0000% | $3500000.00        | $3549955.11        | Asset-Backed Securities   |
| CLARITEV CORPORATION           SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $814297.00         | $482318.29         | Corporate Debt Securities |
| SE COSMOS LLC                  SR SEC 144A NT31    | 2031-05-01      | 8.8750%  | 0.0000% | $1617000.00        | $1690886.57        | Corporate Debt Securities |
| TRUMP MEDIA & TECHNOLOGY GROUP SR SEC GLBL         | 2028-05-29      | 0.0000%  | 0.0000% | $56102000.00       | $53296900.00       | Corporate Debt Securities |
| ATLAS SR LN FD LTD 2022-1      E      20300715 FLT | 2030-07-15      | 12.1831% | 0.0000% | $4400000.00        | $4481886.01        | Asset-Backed Securities   |
| ALLY BK AUTO CR LKD NT 2025-B  E      20330915 6.1 | 2033-09-15      | 6.1640%  | 0.0000% | $3571661.00        | $2733116.46        | Asset-Backed Securities   |
| BRC GROUP HOLDINGS INC         2LIEN GLBL 28       | 2028-01-01      | 8.0000%  | 0.0000% | $10067000.00       | $9796252.51        | Corporate Debt Securities |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $8191000.00        | $8578270.48        | Asset-Backed Securities   |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $37655000.00       | $39197850.87       | Corporate Debt Securities |
| SIGNATURE BK NEW YORK N Y      LW TIER II 30       | 2030-10-15      | 9.3323%  | 0.0000% | $22000000.00       | $14990934.64       | Corporate Debt Securities |
| LIVEPERSON INC                 2LIEN GLBL PIK29    | 2029-12-15      | 10.0000% | 0.0000% | $18531000.00       | $10532419.17       | Corporate Debt Securities |
| GLS AUTO RECV ISSUER TR 2025-2 E      20320615 7.7 | 2032-06-15      | 7.7300%  | 0.0000% | $1590000.00        | $1662273.63        | Asset-Backed Securities   |
| REPUBLIC FINANCE ISS TR 2025-A E      20341120 7.7 | 2034-11-20      | 7.7000%  | 0.0000% | $4052000.00        | $4056043.90        | Asset-Backed Securities   |
| RENASANT CORP                  SUB NT 6.25%36      | 2036-06-01      | 6.2500%  | 0.0000% | $7661000.00        | $7702441.75        | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2005-NC2 M7     20350525 FLT | 2035-05-25      | 4.7488%  | 0.0000% | $4500000.00        | $3686560.09        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS 2006-WF1 M6     20360225 FLT | 2036-02-25      | 4.4938%  | 0.0000% | $901000.00         | $886779.95         | Asset-Backed Securities   |
| MARLON LTD                     -B VR 144A NT 27    | 2027-06-07      | 14.8540% | 0.0000% | $7500000.00        | $8047753.35        | Corporate Debt Securities |
| HUNTINGT BK AT CR LK NT 2024-1 C      20320520 FLT | 2032-05-20      | 6.7751%  | 0.0000% | $1173000.00        | $399122.65         | Asset-Backed Securities   |
| LABRADOR AVIA FIN LTD 2016-1   A-1    20420115 FLT | 2042-01-15      | 4.3000%  | 0.0000% | $40475000.00       | $9043768.15        | Asset-Backed Securities   |
| STARZ CAP HOLDINGS LLC         SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $9148000.00        | $8271824.89        | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $56596699.00       | $70186195.28       | Corporate Debt Securities |
| CFG INVESTMENTS LTD 2025-1     B      20360325 9.1 | 2036-03-25      | 9.1600%  | 0.0000% | $4245000.00        | $4303894.19        | Asset-Backed Securities   |
| MARINER FIN ISSUANCE 2025-B    E      20381122 7.5 | 2038-11-22      | 7.5100%  | 0.0000% | $1494000.00        | $1484806.67        | Asset-Backed Securities   |

### Security 621: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.910000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1F6OQ9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1F6OQ9
- **C.18 - Value (incl. sponsor support):** $399983772.00
- **C.18.a - Value (excl. sponsor support):** $399983772.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34    | 2034-01-15      | 7.6250%  | 0.0000% | $8966000.00        | $9442560.33        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33    | 2033-03-15      | 7.5000%  | 0.0000% | $8359000.00        | $8878818.35        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC 144A NT32 | 2032-02-15      | 8.3750%  | 0.0000% | $20600000.00       | $22128817.56       | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC 144A NT32 | 2032-02-15      | 8.3750%  | 0.0000% | $11089000.00       | $11911963.97       | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT31 | 2031-07-31      | 8.5000%  | 0.0000% | $3683000.00        | $3796021.04        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR REGS NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $9024000.00        | $9268006.45        | Corporate Debt Securities |
| TRONOX INC                     SR SEC GLBL 30   | 2030-09-30      | 9.1250%  | 0.0000% | $2356000.00        | $2415099.93        | Corporate Debt Securities |
| TRONOX INC                     SR SEC GLBL 30   | 2030-09-30      | 9.1250%  | 0.0000% | $2872000.00        | $2944043.72        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC           SR SEC 144A NT34 | 2034-05-01      | 7.0000%  | 0.0000% | $15000000.00       | $14645783.33       | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $3482000.00        | $3576152.31        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27    | 2027-01-15      | 6.6250%  | 0.0000% | $5688000.00        | $5841801.94        | Corporate Debt Securities |
| ARC FALCON I INC / ARCLIN      1LIEN 144A NT 33 | 2033-03-01      | 9.7500%  | 0.0000% | $10000000.00       | $9867091.67        | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 28  | 2028-12-15      | 11.2500% | 0.0000% | $4000000.00        | $4428640.00        | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 28  | 2028-12-15      | 11.2500% | 0.0000% | $4211000.00        | $4662250.76        | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 29  | 2029-08-01      | 9.1250%  | 0.0000% | $12505000.00       | $13451750.08       | Corporate Debt Securities |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29    | 2029-06-15      | 11.1250% | 0.0000% | $5405000.00        | $5898805.30        | Corporate Debt Securities |
| SABRE FINL BORROWER LLC        1LIEN GLBL 29    | 2029-06-15      | 11.1250% | 0.0000% | $18655000.00       | $20359336.35       | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31 | 2031-06-01      | 8.6250%  | 0.0000% | $8417000.00        | $9143520.37        | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87 | 2087-03-07      | 7.8000%  | 0.0000% | $7951000.00        | $9009622.64        | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29    | 2029-02-01      | 9.2500%  | 0.0000% | $12596000.00       | $13417630.08       | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29    | 2029-02-01      | 9.2500%  | 0.0000% | $10820000.00       | $11525782.59       | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 31    | 2031-02-15      | 7.1250%  | 0.0000% | $5000000.00        | $5253616.67        | Corporate Debt Securities |
| VOLCAN COMPANIA MINERA S A A   1LIEN GLBL 32    | 2032-10-28      | 8.5000%  | 0.0000% | $598000.00         | $616214.75         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31 | 2031-06-30      | 9.5000%  | 0.0000% | $13466036.00       | $13768617.83       | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31 | 2031-06-30      | 9.5000%  | 0.0000% | $5938782.00        | $6072226.43        | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31 | 2031-06-30      | 9.5000%  | 0.0000% | $11035036.00       | $11282993.26       | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL 144A 30  | 2030-03-22      | 5.3750%  | 0.0000% | $7149000.00        | $4684406.12        | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL 144A 30  | 2030-03-22      | 5.3750%  | 0.0000% | $80528000.00       | $52766240.91       | Corporate Debt Securities |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30    | 2030-07-15      | 9.2500%  | 0.0000% | $8864000.00        | $9425096.12        | Corporate Debt Securities |
| CRC INS GROUP LLC & CRC        SR SEC 144A NT31 | 2031-06-01      | 7.1250%  | 0.0000% | $1805000.00        | $1865699.14        | Corporate Debt Securities |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33    | 2033-04-01      | 7.8750%  | 0.0000% | $2452000.00        | $2421540.03        | Corporate Debt Securities |
| FRONTERA ENERGY CORP           SR REGS NT 28    | 2028-06-21      | 7.8750%  | 0.0000% | $6230000.00        | $6406386.88        | Corporate Debt Securities |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29 | 2029-01-15      | 4.6250%  | 0.0000% | $22169000.00       | $22017702.73       | Corporate Debt Securities |
| FIESTA PURCHASER INC           SR SEC 144A NT31 | 2031-03-01      | 7.8750%  | 0.0000% | $3199000.00        | $3284573.25        | Corporate Debt Securities |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29 | 2029-01-15      | 4.6250%  | 0.0000% | $2808000.00        | $2788836.18        | Corporate Debt Securities |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29 | 2029-01-15      | 4.6250%  | 0.0000% | $7250000.00        | $7200520.76        | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL 144A 31  | 2031-03-15      | 7.5000%  | 0.0000% | $4500000.00        | $4614555.00        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 33   | 2033-04-15      | 8.8750%  | 0.0000% | $8267000.00        | $8298060.96        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 33   | 2033-04-15      | 8.8750%  | 0.0000% | $2430000.00        | $2439130.05        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 33   | 2033-04-15      | 8.8750%  | 0.0000% | $15738000.00       | $15797131.16       | Corporate Debt Securities |
| UNITI SVC LLC/ UNITI GROUP     1LIEN GLBL 28    | 2028-04-15      | 4.7500%  | 0.0000% | $2403000.00        | $2408756.52        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 33   | 2033-04-15      | 8.8750%  | 0.0000% | $3641000.00        | $3654680.05        | Corporate Debt Securities |
| PIONEER OPCO LLC               SR SEC 144A NT33 | 2033-05-15      | 7.0000%  | 0.0000% | $2530000.00        | $2580945.77        | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31 | 2031-06-30      | 9.5000%  | 0.0000% | $27302818.00       | $27916312.32       | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31 | 2031-06-30      | 9.5000%  | 0.0000% | $4632822.00        | $4736921.51        | Corporate Debt Securities |
| UNITI SERVICES LLC             1LIEN GLBL 33    | 2033-10-15      | 7.5000%  | 0.0000% | $3535000.00        | $3774837.97        | Corporate Debt Securities |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31    | 2031-10-01      | 8.2500%  | 0.0000% | $5655000.00        | $6042263.83        | Corporate Debt Securities |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31    | 2031-10-01      | 8.2500%  | 0.0000% | $3157000.00        | $3373196.62        | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30   | 2030-06-23      | 13.8750% | 0.0000% | $5010075.00        | $5665380.28        | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL REGS 30  | 2030-03-22      | 5.3750%  | 0.0000% | $4643000.00        | $3042341.25        | Corporate Debt Securities |
| PERU LNG S.R.L.                SR GLBL REGS 30  | 2030-03-22      | 5.3750%  | 0.0000% | $14000000.00       | $9173546.75        | Corporate Debt Securities |
| RAKUTEN GROUP INC              PERP SUB REGS NT | 2500-12-31      | 8.1250%  | 0.0000% | $3000000.00        | $3189851.67        | Corporate Debt Securities |
| PIONEER OPCO LLC               SR SEC 144A NT33 | 2033-05-15      | 7.0000%  | 0.0000% | $15521000.00       | $15833541.20       | Corporate Debt Securities |

### Security 622: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FGYF0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FGYF0
- **C.18 - Value (incl. sponsor support):** $609861042.00
- **C.18.a - Value (excl. sponsor support):** $609861042.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MONROE CAPMML CLO LTD 2024-16  E      20360723 FLT | 2036-07-23      | 11.4561% | 0.0000% | $2000000.00        | $1952432.12        | Asset-Backed Securities   |
| 2018 H4 III 5.04754 15DEC51 144A FR                | 2051-12-15      | 5.0501%  | 0.0000% | $12665600.00       | $10889754.18       | Asset-Backed Securities   |
| 2017 HI IV T 4.68375 15JUN50 144A F                | 2050-06-15      | 4.6813%  | 0.0000% | $18545600.00       | $16333165.21       | Asset-Backed Securities   |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.7431% | 0.0000% | $3500000.00        | $3340059.37        | Asset-Backed Securities   |
| JEFFERSON MILL CLO LTD 2015-R  E-R    20311020 FLT | 2031-10-20      | 10.3868% | 0.0000% | $1500000.00        | $1326258.61        | Asset-Backed Securities   |
| MADISON PK FDG LTD 2021-48R    E-R    20390119 FLT | 2039-01-19      | 9.6752%  | 0.0000% | $2000000.00        | $1942487.00        | Asset-Backed Securities   |
| VOYA CLO LTD 2024-5            E-2    20371015 FLT | 2037-10-15      | 10.6031% | 0.0000% | $2202400.00        | $2199722.64        | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2025-3 B-2    20700525 FLT | 2070-05-25      | 7.4921%  | 0.0000% | $7125000.00        | $7142457.31        | Asset-Backed Securities   |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $30000000.00       | $31731097.50       | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2024-6 B-2    20690725 FLT | 2069-07-25      | 7.8942%  | 0.0000% | $3739500.00        | $3794014.30        | Asset-Backed Securities   |
| VERUS SECURITIZAT TR 2024-8    B-2    20691025 FLT | 2069-10-25      | 7.6141%  | 0.0000% | $1570000.00        | $1583108.04        | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2021-30    E      20340725 FLT | 2034-07-25      | 10.2882% | 0.0000% | $4500000.00        | $3777097.80        | Asset-Backed Securities   |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $13466000.00       | $13736095.04       | Asset-Backed Securities   |
| EXETER ATMB REC TR 2026-2      E      20331115 7.5 | 2033-11-15      | 7.5400%  | 0.0000% | $4000000.00        | $4059664.89        | Asset-Backed Securities   |
| CENTEX HEQ LN TR 2005-B        M-5    20350325 FLT | 2035-03-25      | 4.7188%  | 0.0000% | $4000000.00        | $2418768.06        | Asset-Backed Securities   |
| CATAMARAN CLO 2014-1R LTD      D-R    20300422 FLT | 2030-04-22      | 10.7052% | 0.0000% | $6200000.00        | $5800860.23        | Asset-Backed Securities   |
| DRYDEN CLO LTD 2020-86R        E-R    20340717 FLT | 2034-07-17      | 10.4420% | 0.0000% | $6000000.00        | $5694733.93        | Asset-Backed Securities   |
| COLUMBIA CENT CLO 30 LTD 2020  E      20340120 FLT | 2034-01-20      | 10.8768% | 0.0000% | $1889200.00        | $1387699.09        | Asset-Backed Securities   |
| CATHEDRAL LAKE LTD 2021-6      E      20340425 FLT | 2034-04-25      | 11.1382% | 0.0000% | $1250000.00        | $1142100.78        | Asset-Backed Securities   |
| COULMBIA CENT CLO 2018-27R     E-R    20350125 FLT | 2035-01-25      | 11.1982% | 0.0000% | $5000000.00        | $5197884.78        | Asset-Backed Securities   |
| FIGRE TRUST 2026-HE2           E      20560125 FLT | 2056-01-25      | 7.0600%  | 0.0000% | $9000000.00        | $9110296.00        | Asset-Backed Securities   |
| FIGRE TRUST 2026-HE2           F      20560125 FLT | 2056-01-25      | 8.1700%  | 0.0000% | $7500000.00        | $7627218.33        | Asset-Backed Securities   |
| FLAGSHIP CR AUTO TR 2022-4     D      20281016 8.8 | 2028-10-16      | 8.8600%  | 0.0000% | $17620000.00       | $17741816.86       | Asset-Backed Securities   |
| OCP CLO LTD 2020-20R2          E-R2   20370420 FLT | 2037-04-20      | 10.2252% | 0.0000% | $2500000.00        | $2499338.50        | Asset-Backed Securities   |
| NEPTUNE BIDCO US INC           SR SEC 144A NT31    | 2031-05-15      | 10.3750% | 0.0000% | $1547000.00        | $1620644.51        | Corporate Debt Securities |
| OZLM VI LTD2018-6              D-S    20310417 FLT | 2031-04-17      | 9.9920%  | 0.0000% | $17375000.00       | $15866455.95       | Asset-Backed Securities   |
| AIM AVIATION FIN LTD 2015      A-1    20400215 FLT | 2040-02-15      | 6.2130%  | 0.0000% | $12999000.00       | $1747478.56        | Asset-Backed Securities   |
| AGL CLO LTD 2021-14R           E-R    20341204 FLT | 2034-12-04      | 9.9221%  | 0.0000% | $1540000.00        | $1364044.79        | Asset-Backed Securities   |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.0868% | 0.0000% | $2454135.00        | $2426077.88        | Asset-Backed Securities   |
| BAIN CAPITAL CREDIT 2019-3RR   E-RR   20341023 FLT | 2034-10-23      | 10.5221% | 0.0000% | $6500000.00        | $6037698.58        | Asset-Backed Securities   |
| BAYVIEW FINANCIAL TR 2006-D    M-1    20361228 FLT | 2036-12-28      | 4.3124%  | 0.0000% | $6500000.00        | $4154697.56        | Asset-Backed Securities   |
| AMUR EQUIP FIN RECEV 2024-2    E      20321020 8.8 | 2032-10-20      | 8.8800%  | 0.0000% | $1085000.00        | $1112248.69        | Asset-Backed Securities   |
| CARLYLE US CLO 2024-4 LTD      E      20370720 FLT | 2037-07-20      | 9.6252%  | 0.0000% | $8779900.00        | $8349564.90        | Asset-Backed Securities   |
| EATON VANCE CLO LTD 2014-1R    E      20300715 FLT | 2030-07-15      | 9.6347%  | 0.0000% | $500000.00         | $467652.88         | Asset-Backed Securities   |
| ECAF I LTD 2015-1              A-2    20400615 4.9 | 2040-06-15      | 4.9470%  | 0.0000% | $5000000.00        | $924267.80         | Asset-Backed Securities   |
| DRYDEN 64 CLO LTD 2018-64      E      20310418 FLT | 2031-04-18      | 9.5368%  | 0.0000% | $7500000.00        | $6850811.82        | Asset-Backed Securities   |
| DRYDEN 30-R SR LN FD           F-R    20281115 FLT | 2028-11-15      | 11.1627% | 0.0000% | $2000000.00        | $438045.92         | Asset-Backed Securities   |
| SHACKLETON CLO 2014-V-R LTD    E      20310507 FLT | 2031-05-07      | 10.0683% | 0.0000% | $9900000.00        | $8690940.97        | Asset-Backed Securities   |
| OZLM XV LTD 2016-15R           D-R    20330420 FLT | 2033-04-20      | 10.6868% | 0.0000% | $4745000.00        | $4412932.61        | Asset-Backed Securities   |
| VIASAT INC                     SR SEC 144A NT31    | 2031-05-30      | 7.5000%  | 0.0000% | $1682000.00        | $1763647.08        | Corporate Debt Securities |
| MOUNTAIN VIEW CLO I 2016-1R    E-R    20330414 FLT | 2033-04-14      | 11.3906% | 0.0000% | $4125000.00        | $4299372.83        | Asset-Backed Securities   |
| NASSAU LTD 2020-1R             E-R    20350116 FLT | 2035-01-16      | 12.1447% | 0.0000% | $8550000.00        | $7738293.22        | Asset-Backed Securities   |
| TIKEHAU US CLO LTD 2023-R      ER     20360122 FLT | 2036-01-22      | 12.2552% | 0.0000% | $4000000.00        | $3776506.00        | Asset-Backed Securities   |
| Z CAP CR PART BSL CLO 2024-1   E      20360416 FLT | 2036-04-16      | 11.0295% | 0.0000% | $4900000.00        | $4959819.93        | Asset-Backed Securities   |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $1280000.00        | $1311409.92        | Asset-Backed Securities   |
| LONG BEACH MTG LN TR 2005-WL1  I/IIM5 20350625 FLT | 2035-06-25      | 4.8238%  | 0.0000% | $24825148.00       | $19829009.80       | Asset-Backed Securities   |
| 2017 C41 III 4.48573 15NOV50 144A F                | 2050-11-15      | 4.4806%  | 0.0000% | $18076000.00       | $16033427.82       | Asset-Backed Securities   |
| MCF CLO LTD 2023-10R           E-R    20370415 FLT | 2037-04-15      | 10.1231% | 0.0000% | $5488000.00        | $5007457.98        | Asset-Backed Securities   |
| SOUND PNT CLO LTD 2022-33      E      20350425 FLT | 2035-04-25      | 10.3666% | 0.0000% | $3000000.00        | $2415224.24        | Asset-Backed Securities   |
| HILTON GRAND VAC TRUST 2024-1B D      20390915 8.8 | 2039-09-15      | 8.8500%  | 0.0000% | $2840000.00        | $841781.12         | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2020-28    E      20320126 FLT | 2032-01-26      | 10.8282% | 0.0000% | $6500000.00        | $5461007.94        | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO 2018-3        E      20301025 FLT | 2030-10-25      | 9.8782%  | 0.0000% | $10500000.00       | $7094751.53        | Asset-Backed Securities   |
| BLUEMOUNTAIN CLO 2013-2R       E-R    20301022 FLT | 2030-10-22      | 10.2253% | 0.0000% | $6950000.00        | $6982312.53        | Asset-Backed Securities   |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $2150000.00        | $818603.36         | Asset-Backed Securities   |
| JP MORGAN MTG ACQ 2006-NC1     M-2    20360425 FLT | 2036-04-25      | 4.2088%  | 0.0000% | $2208574.00        | $2002486.94        | Asset-Backed Securities   |
| AIM AVIATION FIN LTD 2015      A-1    20400215 FLT | 2040-02-15      | 6.2130%  | 0.0000% | $133605000.00      | $17960756.44       | Asset-Backed Securities   |
| ADAMS OUTDOOR ADVT LP 2023-1   C      20530715 11. | 2053-07-15      | 11.7100% | 0.0000% | $31800000.00       | $32709571.87       | Asset-Backed Securities   |
| EXETER AUTOMOBLE REC TR 2025-5 E      20330615 7.1 | 2033-06-15      | 7.1500%  | 0.0000% | $4400000.00        | $4423005.65        | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2022-5     E      20300415 10. | 2030-04-15      | 10.4500% | 0.0000% | $5140000.00        | $5423886.77        | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2022-5     E      20300415 10. | 2030-04-15      | 10.4500% | 0.0000% | $13854000.00       | $14619168.74       | Asset-Backed Securities   |
| ENBRIDGE INC                   LW TIER II GLBL     | 2084-01-15      | 8.5000%  | 0.0000% | $7631000.00        | $8964356.15        | Corporate Debt Securities |
| SOUTHWICK PRK CLO LTD 2019-1RR E-RR   20320720 FLT | 2032-07-20      | 9.9252%  | 0.0000% | $1340000.00        | $1154480.12        | Asset-Backed Securities   |
| SCULPTOR CLO XXVII LTD         E-RR   20370420 FLT | 2037-04-20      | 11.1052% | 0.0000% | $3750000.00        | $3785511.24        | Asset-Backed Securities   |
| 2018 C46 III 4.95317 15AUG51 144A F                | 2051-08-15      | 4.9529%  | 0.0000% | $13088800.00       | $11292561.88       | Asset-Backed Securities   |
| OCTAGON INVT PART LTD 2019-40R E-R    20350122 FLT | 2035-01-22      | 10.9368% | 0.0000% | $6250000.00        | $5434051.53        | Asset-Backed Securities   |
| STRUCTURED ASSET SECS 2005-NC1 M5     20350225 FLT | 2035-02-25      | 4.6897%  | 0.0000% | $3078000.00        | $1338512.08        | Asset-Backed Securities   |
| 2019 C52 IV 4.36776 15AUG52 144A FR                | 2052-08-15      | 4.3649%  | 0.0000% | $20300000.00       | $16553979.09       | Asset-Backed Securities   |
| BAIN CAPITAL CREDIT 2020-1     E-RR   20330418 FLT | 2033-04-18      | 9.9252%  | 0.0000% | $4000000.00        | $3886169.33        | Asset-Backed Securities   |
| BATTALION CLO 2018-12 LTD      E      20310519 FLT | 2031-05-19      | 10.0006% | 0.0000% | $2500000.00        | $1986814.31        | Asset-Backed Securities   |
| ANCHORAGE CAP CLO LTD 2015-7R3 E-R3   20370428 FLT | 2037-04-28      | 10.6701% | 0.0000% | $700000.00         | $710302.72         | Asset-Backed Securities   |
| ATLAS SENIOR LOAN FND 2019-15  E      20321025 FLT | 2032-10-25      | 11.4677% | 0.0000% | $3000000.00        | $2985818.01        | Asset-Backed Securities   |
| ARES CLO LTD 2020-56R2         E-R2   20380125 FLT | 2038-01-25      | 9.0166%  | 0.0000% | $3000000.00        | $2891993.24        | Asset-Backed Securities   |
| CARLYLE GLBL MRKT STGS 2015-5R D-R    20320120 FLT | 2032-01-20      | 10.6368% | 0.0000% | $3470000.00        | $3496973.15        | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC 2022-2   E      20291015 6.3 | 2029-10-15      | 6.3400%  | 0.0000% | $3730000.00        | $3630966.84        | Asset-Backed Securities   |
| LCM LTD 2013-13R               E-R    20340720 FLT | 2034-07-20      | 10.9252% | 0.0000% | $3000000.00        | $2582027.00        | Asset-Backed Securities   |
| KKR CLO LTD 2019-24            E      20320420 FLT | 2032-04-20      | 10.3168% | 0.0000% | $3000000.00        | $2896069.73        | Asset-Backed Securities   |
| LCM LTD 2021-34                E      20341020 FLT | 2034-10-20      | 10.4768% | 0.0000% | $6550000.00        | $4946100.91        | Asset-Backed Securities   |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87    | 2087-03-07      | 7.8000%  | 0.0000% | $1000.00           | $1133.14           | Corporate Debt Securities |
| LCM LTD 2022-37                E      20340417 FLT | 2034-04-17      | 11.3031% | 0.0000% | $10000000.00       | $7017849.00        | Asset-Backed Securities   |
| GENERATE CLO LTD 2024-18       E      20380120 FLT | 2038-01-20      | 9.6752%  | 0.0000% | $5575000.00        | $5405138.11        | Asset-Backed Securities   |
| HALCYON LN ADV FDG LTD 2018-2  D      20310122 FLT | 2031-01-22      | 10.8253% | 0.0000% | $3900000.00        | $3808880.21        | Asset-Backed Securities   |
| HUNTINGT BK AT CR LK NT 2024-1 D      20320520 FLT | 2032-05-20      | 8.8751%  | 0.0000% | $2733000.00        | $937293.57         | Asset-Backed Securities   |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $3000000.00        | $3122891.25        | Asset-Backed Securities   |
| LCM 33 LTD                     E      20340720 FLT | 2034-07-20      | 10.2868% | 0.0000% | $6000000.00        | $3437304.46        | Asset-Backed Securities   |
| OPORTUN ISSUANCE TRUST 2025-C  E      20330708 9.2 | 2033-07-08      | 9.2000%  | 0.0000% | $1240000.00        | $1244781.03        | Asset-Backed Securities   |
| OPORTUN ISSUANCE TRUST 2025-B  E      20330509 9.4 | 2033-05-09      | 9.4000%  | 0.0000% | $2250000.00        | $2277903.00        | Asset-Backed Securities   |
| POST CLO 202 10.01476 15OCT34 144A                 | 2034-10-15      | 9.3731%  | 0.0000% | $1500000.00        | $1443180.02        | Asset-Backed Securities   |
| RAD CLO 3 LTD                  E-1-R2 20370715 FLT | 2037-07-15      | 9.5531%  | 0.0000% | $2500000.00        | $2310760.03        | Asset-Backed Securities   |
| LCM XVIII LTD 2015-18R         E-R    20310721 FLT | 2031-07-21      | 9.8868%  | 0.0000% | $1500000.00        | $811216.11         | Asset-Backed Securities   |
| OCTAGON INV PTNS 2018-36       E      20310415 FLT | 2031-04-15      | 9.3647%  | 0.0000% | $7250000.00        | $7075534.24        | Asset-Backed Securities   |
| FLAGSHIP CR AUTO TR 2023-1     E      20300415 11. | 2030-04-15      | 11.4400% | 0.0000% | $17791000.00       | $13759877.66       | Asset-Backed Securities   |
| HUNTINGTON CR LKD NT 2025-1    D      20330321 FLT | 2033-03-21      | 7.1251%  | 0.0000% | $2576116.00        | $1527167.43        | Asset-Backed Securities   |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 11.9831% | 0.0000% | $4000000.00        | $3940968.04        | Asset-Backed Securities   |
| SIXTH STREET CLO LTD 2025-23R  E-R    20381018 FLT | 2038-10-18      | 8.5304%  | 0.0000% | $1000000.00        | $992402.11         | Asset-Backed Securities   |
| NORTHWOOD CAPITAL 2019-18      E      20320520 FLT | 2032-05-20      | 10.4835% | 0.0000% | $7480000.00        | $6784217.00        | Asset-Backed Securities   |
| LCM LTD 2019-30R               E-R    20310421 FLT | 2031-04-21      | 10.4368% | 0.0000% | $3600000.00        | $2776055.68        | Asset-Backed Securities   |
| GLS AUTO RECEIVABLES 2023-4    E      20300815 9.7 | 2030-08-15      | 9.7200%  | 0.0000% | $3010000.00        | $3225338.41        | Asset-Backed Securities   |
| ELARA HGV TIMESHARE 2023-A     D      20380225 10. | 2038-02-25      | 10.1000% | 0.0000% | $1089000.00        | $485439.79         | Asset-Backed Securities   |
| ALGONQUIN POWER & UTILITIES CO LW TIER II GLBL     | 2082-01-18      | 4.7500%  | 0.0000% | $9927000.00        | $10016489.15       | Corporate Debt Securities |
| AMUR EQPMNT FIN REC LLC 2025-1 E      20340120 8.3 | 2034-01-20      | 8.3500%  | 0.0000% | $854000.00         | $870832.77         | Asset-Backed Securities   |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $38803000.00       | $40637605.84       | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC 2022-3   E      20300115 9.0 | 2030-01-15      | 9.0900%  | 0.0000% | $14949000.00       | $15071820.98       | Asset-Backed Securities   |
| BCC MIDDLE MK CLO LLC 2018-1RR D-RR   20380420 FLT | 2038-04-20      | 11.3757% | 0.0000% | $8000000.00        | $8133980.94        | Asset-Backed Securities   |
| BNC MTG LN TR 2007-2           A4     20370525 FLT | 2037-05-25      | 3.9888%  | 0.0000% | $16250000.00       | $14022554.00       | Asset-Backed Securities   |
| FLAGSHIP CR AUTO TR 2023-3     E      20300617 9.7 | 2030-06-17      | 9.7400%  | 0.0000% | $5450000.00        | $3762815.04        | Asset-Backed Securities   |
| MARBLE POINT CLO 2021-20 LTD   E      20340424 FLT | 2034-04-24      | 11.0377% | 0.0000% | $700000.00         | $667924.37         | Asset-Backed Securities   |
| IVY HILL MID MKT CR FD 2024-22 E      20360421 FLT | 2036-04-20      | 11.5252% | 0.0000% | $5587800.00        | $5615658.90        | Asset-Backed Securities   |
| INVESCO CLO LTD 2021-2         E      20340717 FLT | 2034-07-17      | 10.0847% | 0.0000% | $12250000.00       | $11418785.52       | Asset-Backed Securities   |
| MCF CLO LLC 2017-5RR           E-R2   20371020 FLT | 2037-10-20      | 11.1752% | 0.0000% | $4261600.00        | $4085585.26        | Asset-Backed Securities   |
| SYMPHONY CLO LTD 2020-23R2     E-R2   20340117 FLT | 2034-01-17      | 9.1731%  | 0.0000% | $4755000.00        | $4489630.90        | Asset-Backed Securities   |
| SOUND POINT CLO  LTD 2020-27R  E-R    20341025 FLT | 2034-10-25      | 10.4882% | 0.0000% | $5300000.00        | $5239997.88        | Asset-Backed Securities   |
| SAXON ASSET SEC TR 2006-3      A-4    20361125 FLT | 2036-11-25      | 4.1788%  | 0.0000% | $4944000.00        | $4395553.34        | Asset-Backed Securities   |
| PPM CLO 2019-3R LTD            E-R    20340717 FLT | 2034-07-17      | 10.5520% | 0.0000% | $6500000.00        | $4634569.26        | Asset-Backed Securities   |
| MP CLO VIII LTD 2015-8RR       E-RR   20340428 FLT | 2034-04-28      | 11.1517% | 0.0000% | $1500000.00        | $1408144.33        | Asset-Backed Securities   |
| 2019 C52 III 4.36776 15AUG52 144A F                | 2052-08-15      | 4.3649%  | 0.0000% | $13500000.00       | $10325163.83       | Asset-Backed Securities   |
| SAXON ASSET SEC CO 2004-2      MV-1   20350825 FLT | 2035-08-25      | 4.5688%  | 0.0000% | $2640000.00        | $506140.55         | Asset-Backed Securities   |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3396%  | 0.0000% | $4500000.00        | $4516801.02        | Asset-Backed Securities   |
| CARRINGTON MTG LN 2007-FRE1    A-4    20361225 FLT | 2036-12-25      | 4.1188%  | 0.0000% | $13201000.00       | $11358948.74       | Asset-Backed Securities   |
| CIFC FUNDING 2015-IIV R3       E-R3   20390118 FLT | 2039-01-18      | 8.4304%  | 0.0000% | $1000000.00        | $1015685.44        | Asset-Backed Securities   |
| CARVAL CLO LTD 2018-1          E      20310716 FLT | 2031-07-16      | 9.7111%  | 0.0000% | $2500000.00        | $2392948.51        | Asset-Backed Securities   |
| DRYDEN 2019-68R CLO LTD        E-R    20350716 FLT | 2035-07-16      | 10.6847% | 0.0000% | $5000000.00        | $4647245.45        | Asset-Backed Securities   |
| DRYDEN 55 CLO LTD 2018-55      E      20310415 FLT | 2031-04-15      | 9.3347%  | 0.0000% | $1000000.00        | $973779.09         | Asset-Backed Securities   |
| BAIN CAPITAL CR LTD 2019-2R3   E-R-3  20321018 FLT | 2032-10-18      | 9.5804%  | 0.0000% | $1200000.00        | $1147364.53        | Asset-Backed Securities   |
| BARINGS CLO LTD  2021-III      E      20350118 FLT | 2035-01-18      | 10.5868% | 0.0000% | $1000000.00        | $937889.08         | Asset-Backed Securities   |

### Security 623: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FR1Y1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FR1Y1
- **C.18 - Value (incl. sponsor support):** $875185500.00
- **C.18.a - Value (excl. sponsor support):** $875185500.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BECTON DICKINSON & CO          SR GLBL NT 29       | 2029-06-07      | 5.0810%  | 0.0000% | $390000.00         | $402228.80         | Corporate Debt Securities                         |
| ASSURANT INC                   SR GLBL NT 36       | 2036-02-15      | 5.5500%  | 0.0000% | $775000.00         | $783380.33         | Corporate Debt Securities                         |
| BANK OF AMER CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $13598000.00       | $13819707.84       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB DEB 7.625%26    | 2026-10-15      | 7.6250%  | 0.0000% | $23000.00          | $23507.37          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5.045%020637     | 2037-02-06      | 5.0450%  | 0.0000% | $180000.00         | $179941.62         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $900000.00         | $882843.00         | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT5.2%45    | 2045-09-15      | 5.2000%  | 0.0000% | $973000.00         | $906124.63         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.1%30    | 2030-11-20      | 4.1000%  | 0.0000% | $164000.00         | $161714.66         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.338%091531     | 2031-09-15      | 4.3380%  | 0.0000% | $25000.00          | $24791.42          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $1301000.00        | $1275682.54        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -E NT 33    | 2033-03-15      | 6.3000%  | 0.0000% | $139000.00         | $150746.89         | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $11019000.00       | $11080069.75       | Corporate Debt Securities                         |
| EVERGY INC                     SR GLBL NT2.9%29    | 2029-09-15      | 2.9000%  | 0.0000% | $125000.00         | $119282.64         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL A NT5%30    | 2030-06-15      | 5.0000%  | 0.0000% | $168000.00         | $173960.27         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 3.3%41      | 2041-06-15      | 3.3000%  | 0.0000% | $245000.00         | $189334.37         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 3.3%41      | 2041-06-15      | 3.3000%  | 0.0000% | $629000.00         | $486087.01         | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     NT 144A 6.75%37     | 2037-09-15      | 6.7500%  | 0.0000% | $130000.00         | $143243.75         | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     NT 144A 6.75%37     | 2037-09-15      | 6.7500%  | 0.0000% | $325000.00         | $358109.38         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $490000.00         | $498230.37         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $594000.00         | $603977.22         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 33       | 2033-09-15      | 6.0500%  | 0.0000% | $2172000.00        | $2304787.63        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 4.3%28      | 2028-03-15      | 4.3000%  | 0.0000% | $533000.00         | $536746.40         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT6.3%56    | 2056-05-15      | 6.3000%  | 0.0000% | $376000.00         | $380465.00         | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $37000.00          | $37293.41          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 29       | 2029-02-15      | 4.1500%  | 0.0000% | $55000.00          | $55136.89          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64    | 2064-04-18      | 5.9000%  | 0.0000% | $373000.00         | $370851.31         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $8991000.00        | $9641131.72        | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL 144A NT4%29    | 2029-10-01      | 4.0000%  | 0.0000% | $169000.00         | $165669.76         | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $855000.00         | $861780.15         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $8785000.00        | $9657535.96        | Corporate Debt Securities                         |
| CSMC 2022-NQM5 TR              B-2    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $14330750.00       | $11603412.42       | Private Label Collateralized Mortgage Obligations |
| BRIDGECREST LENDIN AUTO 2024-4 A-3    20280915 4.7 | 2028-09-15      | 4.7200%  | 0.0000% | $1000.00           | $471.53            | Asset-Backed Securities                           |
| CHEVRON USA INC                GLBL NT 4.98%35     | 2035-04-15      | 4.9800%  | 0.0000% | $382000.00         | $388362.85         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B-16     A-5    20530218 2.7 | 2053-02-18      | 2.7320%  | 0.0000% | $133587.00         | $124357.46         | Private Label Collateralized Mortgage Obligations |
| BERRY GLOBAL INC               1LIEN GLBL NT 31    | 2031-06-15      | 5.8000%  | 0.0000% | $438000.00         | $466457.83         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT31    | 2031-01-25      | 5.5000%  | 0.0000% | $244000.00         | $254378.40         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL RR NT 32    | 2032-04-15      | 5.1000%  | 0.0000% | $510000.00         | $521094.20         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32       | 2032-02-15      | 2.6500%  | 0.0000% | $97000.00          | $86703.99          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.493%011632     | 2032-01-16      | 4.4930%  | 0.0000% | $42000.00          | $41947.50          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 31       | 2031-05-24      | 2.7500%  | 0.0000% | $995000.00         | $903631.08         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 31       | 2031-05-24      | 2.7500%  | 0.0000% | $1500000.00        | $1362257.92        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-1     B4     20581125 FLT | 2058-11-25      | 3.8154%  | 0.0000% | $18923000.00       | $12480939.65       | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $500000.00         | $484448.06         | Corporate Debt Securities                         |
| GE AEROSPACE                   SR NT 4.5%44        | 2044-03-11      | 4.5000%  | 0.0000% | $385000.00         | $346346.00         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.5%29    | 2029-07-17      | 4.5000%  | 0.0000% | $46000.00          | $47003.72          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.484%29      | 2029-10-24      | 6.4840%  | 0.0000% | $210000.00         | $219902.32         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 56       | 2056-01-28      | 5.7340%  | 0.0000% | $2000.00           | $2012.15           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $185000.00         | $180399.68         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-01-15      | 6.3500%  | 0.0000% | $323000.00         | $349416.91         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-01-15      | 6.3500%  | 0.0000% | $612000.00         | $662053.10         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 26       | 2026-07-15      | 2.6500%  | 0.0000% | $15000.00          | $15116.31          | Corporate Debt Securities                         |
| LIBERTY UTILITIES CO DE        SR 144A NT5.1%31    | 2031-05-15      | 5.1000%  | 0.0000% | $20000.00          | $20037.27          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.7%35    | 2035-03-01      | 5.7000%  | 0.0000% | $20000.00          | $20516.87          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $60000.00          | $60699.00          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $2299000.00        | $2325783.35        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 7%37     | 2037-08-11      | 7.0000%  | 0.0000% | $571000.00         | $659470.74         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6245%  | 0.0000% | $2327377.00        | $2154573.59        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT3.8%37    | 2037-11-15      | 3.8000%  | 0.0000% | $663000.00         | $535742.31         | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 5.3%53      | 2053-05-19      | 5.3000%  | 0.0000% | $275000.00         | $258118.36         | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                -2018B BD5.75%38    | 2038-11-15      | 5.7500%  | 0.0000% | $325000.00         | $322515.74         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 5.6%34        | 2034-03-31      | 5.6000%  | 0.0000% | $165000.00         | $170853.83         | Corporate Debt Securities                         |
| QTS FAYETTEVILLE I DC1-2       SR SEC 144A NT36    | 2036-04-15      | 5.7000%  | 0.0000% | $1526000.00        | $1491659.91        | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR GLBL 144A 31     | 2031-03-24      | 4.8500%  | 0.0000% | $659000.00         | $657996.31         | Corporate Debt Securities                         |
| ENGIE ENERGIA CHILE SA         SR GLBL REGS 30     | 2030-01-28      | 3.4000%  | 0.0000% | $400000.00         | $380263.11         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR REGS NT 29       | 2029-01-21      | 6.2500%  | 0.0000% | $210000.00         | $222014.57         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR REGS NT4.8%35    | 2035-02-01      | 4.8000%  | 0.0000% | $444000.00         | $407185.00         | Corporate Debt Securities                         |
| RPM INTL INC                   SR GLBL NT 27       | 2027-03-15      | 3.7500%  | 0.0000% | $903000.00         | $906104.81         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 26       | 2026-10-05      | 3.2440%  | 0.0000% | $881000.00         | $882071.30         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 29       | 2029-11-07      | 2.3750%  | 0.0000% | $152000.00         | $142478.93         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.4%31    | 2031-07-25      | 4.4000%  | 0.0000% | $706000.00         | $698153.20         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.4%31    | 2031-07-25      | 4.4000%  | 0.0000% | $939000.00         | $928563.54         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.4%31    | 2031-07-25      | 4.4000%  | 0.0000% | $1255000.00        | $1241051.37        | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $8496000.00        | $8415052.00        | Corporate Debt Securities                         |
| SEMPRA                         SR NT 6%39          | 2039-10-15      | 6.0000%  | 0.0000% | $262000.00         | $269918.51         | Corporate Debt Securities                         |
| SEMPRA                         3.8%38              | 2038-02-01      | 3.8000%  | 0.0000% | $82000.00          | $70497.50          | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 36       | 2036-03-15      | 4.9500%  | 0.0000% | $170000.00         | $167129.55         | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 36       | 2036-03-15      | 4.9500%  | 0.0000% | $255000.00         | $250694.33         | Corporate Debt Securities                         |
| MELLON CAP IV                  PERP JR SB GLBL     | 2079-12-31      | 4.5119%  | 0.0000% | $75000.00          | $64326.98          | Corporate Debt Securities                         |
| METLIFE CAPITAL TRUST IV       7.875%67            | 2067-12-15      | 7.8750%  | 0.0000% | $1804000.00        | $2033820.58        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 012026-010930    | 2030-01-09      | 4.4349%  | 0.0000% | $1000.00           | $1003.93           | Corporate Debt Securities                         |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 6.9673%  | 0.0000% | $121000.00         | $120080.10         | Private Label Collateralized Mortgage Obligations |
| IDAHO PWR CO                   FR 4.85%030136      | 2036-03-01      | 4.8500%  | 0.0000% | $1000.00           | $986.94            | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 28       | 2028-02-10      | 4.8750%  | 0.0000% | $34000.00          | $34713.67          | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT6.5%28    | 2028-05-01      | 6.5000%  | 0.0000% | $705000.00         | $707880.32         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            SR NT 4.488%29      | 2029-05-07      | 4.4880%  | 0.0000% | $1970000.00        | $1973373.95        | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 45       | 2045-12-15      | 5.8500%  | 0.0000% | $366000.00         | $360733.26         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%35     | 2035-07-15      | 5.0000%  | 0.0000% | $212000.00         | $210475.96         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL30    | 2030-06-15      | 4.6250%  | 0.0000% | $25000.00          | $25453.74          | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT6.5%28    | 2028-05-01      | 6.5000%  | 0.0000% | $200000.00         | $200817.11         | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT 36       | 2036-03-16      | 4.9500%  | 0.0000% | $6958000.00        | $6931472.62        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $2448000.00        | $2542996.68        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL FL NT 28    | 2028-04-04      | 4.8056%  | 0.0000% | $1000000.00        | $1010081.91        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 32       | 2032-09-09      | 4.1500%  | 0.0000% | $92000.00          | $91865.88          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 36       | 2036-01-15      | 5.8500%  | 0.0000% | $155000.00         | $164331.77         | Corporate Debt Securities                         |
| WABTEC                         SR GLBL NT5.5%35    | 2035-05-29      | 5.5000%  | 0.0000% | $532000.00         | $543677.40         | Corporate Debt Securities                         |
| WALMART INC                    SR NT 4%43          | 2043-04-11      | 4.0000%  | 0.0000% | $286000.00         | $245045.75         | Corporate Debt Securities                         |
| UNITED AIRLINES PT TR 2016-2   A      20300407 3.1 | 2030-04-07      | 3.1000%  | 0.0000% | $1000.00           | $556.96            | Asset-Backed Securities                           |
| ELEVANCE HEALTH INC FORMERLY A SR NT 4.625%42      | 2042-05-15      | 4.6250%  | 0.0000% | $143000.00         | $127125.37         | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT5.7%34    | 2034-03-15      | 5.7000%  | 0.0000% | $435000.00         | $454878.05         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 31       | 2031-05-22      | 4.6500%  | 0.0000% | $43000.00          | $43202.71          | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR REGS NT 48       | 2048-06-25      | 4.8750%  | 0.0000% | $1000000.00        | $855344.17         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $1002000.00        | $1014201.02        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL OO NT 34    | 2034-05-15      | 5.3000%  | 0.0000% | $898000.00         | $910150.94         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.5%34    | 2034-06-01      | 5.5000%  | 0.0000% | $253000.00         | $263364.00         | Corporate Debt Securities                         |
| MERCADOLIBRE  INC              SR GLBL NT4.9%33    | 2033-01-15      | 4.9000%  | 0.0000% | $200000.00         | $199527.78         | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILDA BANKEN  SNR PREF 144A 29    | 2029-03-12      | 4.3187%  | 0.0000% | $1991000.00        | $2013295.88        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 27       | 2027-11-15      | 3.2500%  | 0.0000% | $200000.00         | $196368.78         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 5%31     | 2031-02-21      | 5.0000%  | 0.0000% | $210000.00         | $214996.13         | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.8%41        | 2041-10-01      | 4.8000%  | 0.0000% | $361000.00         | $325034.77         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        LW TIER II 33       | 2033-06-06      | 4.6260%  | 0.0000% | $573000.00         | $568960.64         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 29       | 2029-02-04      | 4.5500%  | 0.0000% | $39000.00          | $39141.75          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.9%33    | 2033-02-06      | 4.9000%  | 0.0000% | $573000.00         | $556687.01         | Corporate Debt Securities                         |
| LEAR CORP                      SR GLBL NT 29       | 2029-05-15      | 4.2500%  | 0.0000% | $55000.00          | $54342.90          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $9548000.00        | $10316242.69       | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 50       | 2050-07-01      | 3.1250%  | 0.0000% | $60000.00          | $40583.83          | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 27       | 2027-03-12      | 4.3750%  | 0.0000% | $24000.00          | $24294.90          | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $1514000.00        | $1468249.44        | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $1522000.00        | $1601106.80        | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 33       | 2033-10-15      | 6.1250%  | 0.0000% | $490000.00         | $522362.59         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $191000.00         | $200138.71         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT7.5%27    | 2027-10-15      | 7.5000%  | 0.0000% | $544000.00         | $570028.59         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%47    | 2047-05-11      | 4.1000%  | 0.0000% | $1264000.00        | $976263.04         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53       | 2053-02-06      | 5.5500%  | 0.0000% | $920000.00         | $768329.57         | Corporate Debt Securities                         |
| OBX TR 2026-NQM5               B-1A   20660125 FLT | 2066-01-25      | 6.6231%  | 0.0000% | $4538331.00        | $4485150.89        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 56       | 2056-05-15      | 6.1250%  | 0.0000% | $786000.00         | $793666.67         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%47    | 2047-05-11      | 4.1000%  | 0.0000% | $660000.00         | $509757.60         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 62       | 2062-08-05      | 5.0500%  | 0.0000% | $1258000.00        | $1075441.14        | Corporate Debt Securities                         |
| AT&T INC                       GLBL REGS NT 33     | 2033-12-01      | 2.5500%  | 0.0000% | $350000.00         | $300533.92         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $146000.00         | $147777.79         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR REGS NT 29       | 2029-08-13      | 4.6500%  | 0.0000% | $55000.00          | $55651.29          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL OO NT 34    | 2034-05-15      | 5.3000%  | 0.0000% | $414000.00         | $419601.88         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL OO NT 34    | 2034-05-15      | 5.3000%  | 0.0000% | $760000.00         | $770283.64         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL XX NT 38    | 2038-05-01      | 5.1000%  | 0.0000% | $2092000.00        | $2047283.50        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $7639000.00        | $7776128.54        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 34       | 2034-06-15      | 6.4500%  | 0.0000% | $1075000.00        | $1197800.83        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR GLBL REGS 37     | 2037-09-15      | 6.8000%  | 0.0000% | $190000.00         | $211144.68         | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR REGS NT 34       | 2034-04-16      | 5.8750%  | 0.0000% | $205000.00         | $213394.21         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL REGS 30     | 2030-09-01      | 6.5000%  | 0.0000% | $842000.00         | $902715.68         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL REGS 32     | 2032-03-15      | 6.2500%  | 0.0000% | $504000.00         | $520439.08         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $250000.00         | $250395.00         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.21%042028      | 2028-04-20      | 4.2100%  | 0.0000% | $270000.00         | $270829.12         | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $100000.00         | $118070.42         | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   B-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $499096.00         | $500372.30         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 51       | 2051-08-12      | 3.0500%  | 0.0000% | $7000.00           | $4441.89           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $945000.00         | $1016655.15        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 31       | 2031-09-01      | 4.9500%  | 0.0000% | $100000.00         | $102260.00         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $200000.00         | $210946.56         | Corporate Debt Securities                         |
| FIRTRESS CR OPPOR LTD 2017-9R  B-R    20331017 FLT | 2033-10-17      | 5.8847%  | 0.0000% | $107262.00         | $107943.37         | Asset-Backed Securities                           |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $1969000.00        | $2119805.71        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 41       | 2041-05-15      | 3.2500%  | 0.0000% | $768000.00         | $583414.19         | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 54       | 2054-12-01      | 5.9500%  | 0.0000% | $226000.00         | $222734.17         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 2%32     | 2032-01-15      | 2.0000%  | 0.0000% | $118000.00         | $102846.96         | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    SR GLBL 144A 32     | 2032-06-13      | 6.1440%  | 0.0000% | $221000.00         | $232976.14         | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-CHRS         E      20380806 FLT | 2038-08-06      | 4.2665%  | 0.0000% | $20000000.00       | $18224287.78       | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         A      20341115 FLT | 2034-11-15      | 4.6975%  | 0.0000% | $71513000.00       | $48520065.78       | Private Label Collateralized Mortgage Obligations |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.15%29     | 2029-06-15      | 5.1500%  | 0.0000% | $3000.00           | $3116.52           | Corporate Debt Securities                         |
| BBCMS MTG TR 2019-C3           D      20520517 FLT | 2052-05-17      | 3.0000%  | 0.0000% | $1295255.00        | $1047078.10        | Private Label Collateralized Mortgage Obligations |
| AMERICAN NATIONAL GROUP INC    SR GLBL 144A 32     | 2032-06-13      | 6.1440%  | 0.0000% | $1351000.00        | $1424211.59        | Corporate Debt Securities                         |
| APTIV PLC                      SR GLBL NT4.4%46    | 2046-10-01      | 4.4000%  | 0.0000% | $265000.00         | $207044.21         | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT 29       | 2029-05-02      | 3.7500%  | 0.0000% | $162000.00         | $158805.77         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 35       | 2035-03-15      | 5.3500%  | 0.0000% | $335000.00         | $342037.42         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $1919000.00        | $1686041.93        | Corporate Debt Securities                         |
| CITIGROUP INC                  LW TIER II 36       | 2036-08-25      | 6.1250%  | 0.0000% | $826000.00         | $876363.74         | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 39      | 2039-09-19      | 5.4110%  | 0.0000% | $1099000.00        | $1097693.72        | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC21   D      20470510 FLT | 2047-05-10      | 4.7092%  | 0.0000% | $11965500.00       | $11168067.95       | Private Label Collateralized Mortgage Obligations |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $1171000.00        | $1085672.81        | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT6.5%55    | 2055-05-20      | 6.5000%  | 0.0000% | $40000.00          | $42231.80          | Corporate Debt Securities                         |
| ELEMENT FLEET MGMT CORP        SR 144A NT 28       | 2028-12-04      | 6.3190%  | 0.0000% | $1000000.00        | $1068527.36        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-10-01      | 4.9000%  | 0.0000% | $3000.00           | $3028.48           | Corporate Debt Securities                         |
| CONSTELLATION SOFTWARE INC     SR 144A NT 34       | 2034-02-16      | 5.4610%  | 0.0000% | $100000.00         | $99987.45          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47    | 2047-04-15      | 5.3000%  | 0.0000% | $470000.00         | $425095.16         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.5%27    | 2027-06-01      | 5.5000%  | 0.0000% | $659000.00         | $682713.75         | Corporate Debt Securities                         |
| COSTCO WHOLESALE CORPORATION   GLBL NT 1.75%32     | 2032-04-20      | 1.7500%  | 0.0000% | $45000.00          | $39199.31          | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-07-10      | 4.9500%  | 0.0000% | $284000.00         | $290509.99         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 53     | 2053-12-15      | 5.8000%  | 0.0000% | $1894000.00        | $1629014.67        | Corporate Debt Securities                         |
| FS RIALTO 2026-FL11 2026-FL11  A      20440119 5.1 | 2044-01-19      | 5.0628%  | 0.0000% | $4837500.00        | $4847302.40        | Private Label Collateralized Mortgage Obligations |
| ENERGY TRANSFER L P            SR GLBL 144A 29     | 2029-02-01      | 6.0000%  | 0.0000% | $600000.00         | $616576.00         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 26     | 2026-09-15      | 3.3500%  | 0.0000% | $381000.00         | $382404.41         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT3.7%49    | 2049-09-15      | 3.7000%  | 0.0000% | $15000.00          | $10971.68          | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.5%35    | 2035-05-15      | 4.5000%  | 0.0000% | $300000.00         | $293970.00         | Corporate Debt Securities                         |
| AUGUSTA SPINCO CORP            SR GLBL NT 36       | 2036-03-23      | 5.2450%  | 0.0000% | $1512000.00        | $1523242.98        | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 33       | 2033-02-01      | 4.7500%  | 0.0000% | $516000.00         | $516061.63         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT3.7%49    | 2049-09-15      | 3.7000%  | 0.0000% | $40000.00          | $29257.82          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $4500000.00        | $4612615.00        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT5.7%30    | 2030-02-01      | 5.7000%  | 0.0000% | $19000.00          | $19806.42          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52     | 2052-01-30      | 3.2000%  | 0.0000% | $100000.00         | $66163.78          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 5%30     | 2030-04-15      | 5.0000%  | 0.0000% | $6000.00           | $6115.09           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.812%33    | 2033-02-13      | 4.8120%  | 0.0000% | $100000.00         | $101266.87         | Corporate Debt Securities                         |
| BLACKROCK INC                  SR GLBL NT 33       | 2033-05-25      | 4.7500%  | 0.0000% | $29000.00          | $29238.03          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-10-30      | 7.6240%  | 0.0000% | $307000.00         | $339867.90         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-10-30      | 7.6240%  | 0.0000% | $694000.00         | $768300.72         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 33       | 2033-07-20      | 4.9180%  | 0.0000% | $1697000.00        | $1725327.74        | Corporate Debt Securities                         |
| AUGUSTA SPINCO CORP            SR GLBL NT 36       | 2036-03-23      | 5.2450%  | 0.0000% | $476000.00         | $479539.46         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-01-15      | 3.1250%  | 0.0000% | $208000.00         | $208907.28         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 41       | 2041-05-12      | 2.8750%  | 0.0000% | $275000.00         | $204629.60         | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT4.3%52    | 2052-04-15      | 4.3000%  | 0.0000% | $302000.00         | $235806.30         | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 52       | 2052-06-01      | 5.6500%  | 0.0000% | $10000.00          | $9371.36           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35      | 2035-02-15      | 5.2000%  | 0.0000% | $245000.00         | $249141.04         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35      | 2035-02-15      | 5.2000%  | 0.0000% | $715000.00         | $727085.09         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT5.4%35    | 2035-01-31      | 5.4000%  | 0.0000% | $75000.00          | $77391.00          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $16000.00          | $17830.52          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.7%31    | 2031-04-15      | 2.7000%  | 0.0000% | $1239000.00        | $1130723.79        | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    GLBL NT 5.75%29     | 2029-10-01      | 5.7500%  | 0.0000% | $26000.00          | $26592.64          | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    GLBL NT 5.75%29     | 2029-10-01      | 5.7500%  | 0.0000% | $144000.00         | $147282.32         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-03-15      | 3.6500%  | 0.0000% | $519000.00         | $520439.07         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $10000000.00       | $9258565.28        | Corporate Debt Securities                         |
| WEA FIN LLC                    GLBL 144A NT 48     | 2048-09-20      | 4.6250%  | 0.0000% | $1258000.00        | $1023678.11        | Corporate Debt Securities                         |
| COLBUN SA                      SR REGS NT 35       | 2035-09-11      | 5.3750%  | 0.0000% | $400000.00         | $397486.33         | Corporate Debt Securities                         |
| SOCIEDAD TRANSMISORA           SR SEC REGS 55      | 2055-12-15      | 6.3850%  | 0.0000% | $200000.00         | $204615.11         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $33000.00          | $32638.39          | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT 27       | 2027-08-15      | 3.4500%  | 0.0000% | $1967000.00        | $1962331.65        | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 66       | 2066-05-15      | 6.4500%  | 0.0000% | $779000.00         | $786173.94         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.5%27    | 2027-06-01      | 5.5000%  | 0.0000% | $145000.00         | $150217.74         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $528000.00         | $461120.59         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $649000.00         | $566794.05         | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 33       | 2033-03-01      | 4.8750%  | 0.0000% | $100000.00         | $98528.62          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.75%33     | 2033-02-15      | 4.7500%  | 0.0000% | $99000.00          | $99036.85          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D35    | 2035-09-11      | 5.4030%  | 0.0000% | $281000.00         | $283721.91         | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -I NT 35    | 2035-10-01      | 5.0500%  | 0.0000% | $498000.00         | $492863.68         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT4.4%52    | 2052-04-05      | 4.4000%  | 0.0000% | $16000.00          | $12998.24          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT4.5%31    | 2031-02-15      | 4.5000%  | 0.0000% | $30000.00          | $30091.80          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-09-11      | 5.1740%  | 0.0000% | $154000.00         | $154771.59         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $610000.00         | $644598.52         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.2%45    | 2045-04-01      | 5.2000%  | 0.0000% | $301000.00         | $269213.73         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.2%45    | 2045-04-01      | 5.2000%  | 0.0000% | $892000.00         | $797802.82         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $754000.00         | $796766.04         | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR NT 4.15%43       | 2043-02-15      | 4.1500%  | 0.0000% | $188000.00         | $153798.83         | Corporate Debt Securities                         |
| GS MTG SECS TR 2014-GC24       D      20470912 FLT | 2047-09-12      | 4.3762%  | 0.0000% | $15038900.00       | $10428029.10       | Private Label Collateralized Mortgage Obligations |
| MOBILITY GLOBAL INC            SR 144A NT 31       | 2031-06-15      | 5.4500%  | 0.0000% | $13621000.00       | $13760887.67       | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           B-1    20650725 FLT | 2065-07-25      | 6.8380%  | 0.0000% | $17084000.00       | $16840030.98       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $13033000.00       | $12716735.42       | Private Label Collateralized Mortgage Obligations |
| EQUINOR ASA                    SR GLBL DEB 27      | 2027-09-23      | 7.2500%  | 0.0000% | $5000000.00        | $5263058.33        | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.5%40    | 2040-04-01      | 3.5000%  | 0.0000% | $406000.00         | $341039.55         | Corporate Debt Securities                         |
| KEYCORP                        FR 6.401%030635     | 2035-03-06      | 6.4010%  | 0.0000% | $19000.00          | $20484.24          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30    | 2030-11-15      | 2.3000%  | 0.0000% | $162000.00         | $146392.02         | Corporate Debt Securities                         |
| NATIONAL GRID PLC              SR GLBL NT 33       | 2033-06-12      | 5.8090%  | 0.0000% | $240000.00         | $256866.55         | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR NT 4.85%31       | 2031-05-29      | 4.8500%  | 0.0000% | $7636000.00        | $7648828.48        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $493000.00         | $511030.11         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.8%28    | 2028-06-23      | 5.8000%  | 0.0000% | $150000.00         | $156996.50         | Corporate Debt Securities                         |
| REXFORD INDUSTRIAL REALTY L P  SR GLBL NT 30       | 2030-12-01      | 2.1250%  | 0.0000% | $311000.00         | $278698.59         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL 31      | 2031-03-15      | 4.5000%  | 0.0000% | $200000.00         | $199948.00         | Corporate Debt Securities                         |
| SPIRE INC                      JR SB GLBL -B 56    | 2056-06-01      | 6.4500%  | 0.0000% | $8644000.00        | $8917287.26        | Corporate Debt Securities                         |
| STORE CAP CORP                 SR GLBL NT 29       | 2029-03-15      | 4.6250%  | 0.0000% | $208000.00         | $207772.64         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.2%29      | 2029-08-14      | 4.2000%  | 0.0000% | $190000.00         | $191903.80         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.7%48    | 2048-04-15      | 4.7000%  | 0.0000% | $100000.00         | $83640.44          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 53       | 2053-03-01      | 5.6500%  | 0.0000% | $800000.00         | $755584.89         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.7%34    | 2034-09-15      | 5.7000%  | 0.0000% | $542000.00         | $561661.95         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $982000.00         | $1051934.77        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 26       | 2026-11-03      | 2.4500%  | 0.0000% | $126000.00         | $125403.95         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-21      | 4.5160%  | 0.0000% | $282000.00         | $281863.76         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34    | 2034-01-07      | 6.1000%  | 0.0000% | $1099000.00        | $1176810.42        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-02-26      | 2.3500%  | 0.0000% | $112000.00         | $111022.33         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $774000.00         | $785923.69         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-02-26      | 2.3500%  | 0.0000% | $2515000.00        | $2493046.15        | Corporate Debt Securities                         |
| OBX TR 2026-NQM5               B-1B   20660125 FLT | 2066-01-25      | 6.6231%  | 0.0000% | $12710000.00       | $12307016.89       | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 50       | 2050-03-01      | 3.9500%  | 0.0000% | $87000.00          | $63752.34          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $1211000.00        | $1036563.52        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $684000.00         | $585474.36         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53       | 2053-02-06      | 5.5500%  | 0.0000% | $200000.00         | $167028.17         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $426000.00         | $432562.65         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53       | 2053-02-06      | 5.5500%  | 0.0000% | $701000.00         | $585433.72         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $1064000.00        | $910737.89         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 32     | 2032-03-15      | 6.2500%  | 0.0000% | $471000.00         | $486362.71         | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         GLBL 144A NT 35     | 2035-04-02      | 5.8750%  | 0.0000% | $1683000.00        | $1728141.57        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL FL NT 29    | 2029-02-04      | 4.7424%  | 0.0000% | $1200000.00        | $1202113.88        | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT5.7%28    | 2028-02-01      | 5.7000%  | 0.0000% | $244000.00         | $252089.41         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL FL NT 29    | 2029-02-04      | 4.7424%  | 0.0000% | $103000.00         | $103181.44         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $7798000.00        | $8066853.38        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL     | 2082-10-31      | 8.1250%  | 0.0000% | $6214000.00        | $6494469.75        | Corporate Debt Securities                         |
| COLBUN SA                      SR GLBL REGS 30     | 2030-03-06      | 3.1500%  | 0.0000% | $300000.00         | $283500.75         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL REGS 27     | 2027-08-15      | 3.5000%  | 0.0000% | $150000.00         | $149548.67         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.4%47    | 2047-01-15      | 4.4000%  | 0.0000% | $394000.00         | $328449.34         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT5.1%44    | 2044-01-15      | 5.1000%  | 0.0000% | $29000.00          | $27104.37          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 33       | 2033-06-15      | 4.7500%  | 0.0000% | $160000.00         | $162124.62         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 32       | 2032-02-15      | 4.7500%  | 0.0000% | $50000.00          | $50024.61          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.238%010930     | 2030-01-09      | 4.2380%  | 0.0000% | $100000.00         | $100366.62         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $240000.00         | $253612.53         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-01-08      | 2.3500%  | 0.0000% | $15000.00          | $13569.96          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 28       | 2028-04-15      | 5.3500%  | 0.0000% | $198000.00         | $201844.94         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 51       | 2051-12-14      | 3.1500%  | 0.0000% | $395000.00         | $257396.81         | Corporate Debt Securities                         |
| TRI-STATE GENERATION &TRANSMIS 1M GLBL 144A 40     | 2040-06-15      | 6.0000%  | 0.0000% | $259000.00         | $267584.12         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         4.6%29              | 2029-05-23      | 4.6000%  | 0.0000% | $22000.00          | $22006.53          | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.967%32    | 2032-03-10      | 2.9670%  | 0.0000% | $35000.00          | $31719.48          | Corporate Debt Securities                         |
| STORE CAP CORP                 SR GLBL NT2.7%31    | 2031-12-01      | 2.7000%  | 0.0000% | $80000.00          | $71311.20          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%47     | 2047-11-15      | 4.0000%  | 0.0000% | $102000.00         | $69048.45          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 36       | 2036-07-15      | 3.8500%  | 0.0000% | $2260000.00        | $1916820.26        | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         GLBL 144A NT 35     | 2035-04-02      | 5.8750%  | 0.0000% | $557000.00         | $571939.90         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP -PP NT 6.1%    | 2500-12-31      | 6.1000%  | 0.0000% | $59000.00          | $59549.75          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40        | 2040-11-02      | 5.2000%  | 0.0000% | $427000.00         | $421867.46         | Corporate Debt Securities                         |
| US BANCORP                     FR 5.424%021236     | 2036-02-12      | 5.4240%  | 0.0000% | $4177000.00        | $4316893.30        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533     | 2033-07-25      | 4.8970%  | 0.0000% | $24090000.00       | $24350351.34       | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.35%45       | 2045-05-15      | 5.3500%  | 0.0000% | $115000.00         | $104897.31         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $9445000.00        | $9254179.52        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.6%35    | 2035-03-15      | 5.6000%  | 0.0000% | $376000.00         | $389186.74         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 28     | 2028-04-01      | 5.5000%  | 0.0000% | $900000.00         | $917371.00         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $4643000.00        | $4792024.82        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 33       | 2033-04-01      | 5.2500%  | 0.0000% | $86000.00          | $87251.73          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2099-12-31      | 7.0500%  | 0.0000% | $1837000.00        | $1943444.97        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 33       | 2033-04-01      | 5.2500%  | 0.0000% | $216000.00         | $219143.88         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 35       | 2035-04-27      | 4.8540%  | 0.0000% | $676000.00         | $666485.07         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 35     | 2035-03-18      | 6.4500%  | 0.0000% | $3705000.00        | $3772989.84        | Corporate Debt Securities                         |
| STORE CAP CORP                 SR GLBL NT2.7%31    | 2031-12-01      | 2.7000%  | 0.0000% | $20000.00          | $17827.80          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50    | 2050-06-01      | 5.5000%  | 0.0000% | $155000.00         | $145103.94         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR NT 5.7%66        | 2066-05-20      | 5.7000%  | 0.0000% | $481000.00         | $482551.22         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 53       | 2053-03-01      | 5.6500%  | 0.0000% | $500000.00         | $472240.56         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $700000.00         | $645156.17         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $1310000.00        | $1207363.68        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT34    | 2034-01-25      | 5.8750%  | 0.0000% | $425000.00         | $439078.60         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $1042000.00        | $1054843.23        | Corporate Debt Securities                         |
| FIRST INDL L P                 SR GLBL NT 31       | 2031-01-15      | 5.2500%  | 0.0000% | $1125000.00        | $1158538.13        | Corporate Debt Securities                         |
| FIRST INDL L P                 SR GLBL NT 31       | 2031-01-15      | 5.2500%  | 0.0000% | $555000.00         | $571545.48         | Corporate Debt Securities                         |
| FIRST INDL L P                 SR GLBL NT 31       | 2031-01-15      | 5.2500%  | 0.0000% | $1086000.00        | $1118375.47        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-J51       A-2    20320125 4.6 | 2032-01-25      | 4.6960%  | 0.0000% | $15000000.00       | $15017661.65       | Private Label Collateralized Mortgage Obligations |
| EXELON CORP                    SR GLBL NT4.7%50    | 2050-04-15      | 4.7000%  | 0.0000% | $200000.00         | $169566.89         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL 144A NT 27     | 2027-05-25      | 3.6250%  | 0.0000% | $900000.00         | $894548.50         | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31    | 2031-09-01      | 3.1000%  | 0.0000% | $293000.00         | $262495.12         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%45       | 2045-03-15      | 5.1500%  | 0.0000% | $182000.00         | $164032.25         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL NT 26       | 2026-09-01      | 2.9500%  | 0.0000% | $731000.00         | $733983.29         | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $419000.00         | $382429.91         | Corporate Debt Securities                         |
| EAGLE MATLS INC                SR GLBL NT 5%36     | 2036-03-15      | 5.0000%  | 0.0000% | $423000.00         | $411468.08         | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          SR NT 5.6%41        | 2041-07-15      | 5.6000%  | 0.0000% | $4000.00           | $4030.82           | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 4.75%34     | 2034-08-15      | 4.7500%  | 0.0000% | $96000.00          | $95725.65          | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD 54       | 2054-06-01      | 5.7500%  | 0.0000% | $11000.00          | $11191.96          | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $730000.00         | $666286.01         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL -V NT2.9%27    | 2027-03-01      | 2.9000%  | 0.0000% | $1368000.00        | $1363155.76        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 39       | 2039-06-15      | 4.1250%  | 0.0000% | $277000.00         | $252389.01         | Corporate Debt Securities                         |
| BROADSTONE NET LEASE LLC       SR GLBL NT 5%32     | 2032-11-01      | 5.0000%  | 0.0000% | $232000.00         | $229313.18         | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $2492000.00        | $2560084.76        | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 2.25%28     | 2028-04-01      | 2.2500%  | 0.0000% | $105000.00         | $101165.93         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $1329000.00        | $1099863.42        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $1457000.00        | $1205794.58        | Corporate Debt Securities                         |
| BANK 2019-BNK21                A-5    20521018 FLT | 2052-10-18      | 2.8510%  | 0.0000% | $4768800.00        | $4499345.84        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK21                A-5    20521018 FLT | 2052-10-18      | 2.8510%  | 0.0000% | $5200000.00        | $4906181.51        | Private Label Collateralized Mortgage Obligations |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT 33       | 2033-02-15      | 4.8500%  | 0.0000% | $386000.00         | $384923.49         | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-5      I-A-1  20360825 FLT | 2036-08-25      | 4.0388%  | 0.0000% | $287525806.00      | $10503231.89       | Private Label Collateralized Mortgage Obligations |
| CLOROX CO DEL                  SR NT 4.7%31        | 2031-05-15      | 4.7000%  | 0.0000% | $1605000.00        | $1599061.50        | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR NT 4.7%31        | 2031-05-15      | 4.7000%  | 0.0000% | $1998000.00        | $1990607.40        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 4%31     | 2031-03-01      | 4.0000%  | 0.0000% | $400000.00         | $389051.11         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL 144A 31     | 2031-02-01      | 7.3750%  | 0.0000% | $419000.00         | $444690.40         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.5%31    | 2031-02-15      | 4.5000%  | 0.0000% | $729000.00         | $730100.79         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $8822000.00        | $9017858.20        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-08-04      | 4.9324%  | 0.0000% | $1339000.00        | $1347186.00        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29    | 2029-01-10      | 4.8445%  | 0.0000% | $852000.00         | $861090.54         | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT4.5%47    | 2047-05-15      | 4.5000%  | 0.0000% | $245000.00         | $203168.70         | Corporate Debt Securities                         |
| MPLX LP                        5.5%49              | 2049-02-15      | 5.5000%  | 0.0000% | $210000.00         | $196631.17         | Corporate Debt Securities                         |
| KROGER CO                      SR NT 4.45%47       | 2047-02-01      | 4.4500%  | 0.0000% | $150000.00         | $126059.42         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.25%042134      | 2034-04-21      | 5.2500%  | 0.0000% | $6595000.00        | $6698750.34        | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 5%28     | 2028-01-15      | 5.0000%  | 0.0000% | $330000.00         | $336187.87         | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            SUB NT 6.219%36     | 2036-06-01      | 6.2190%  | 0.0000% | $5144000.00        | $5150076.35        | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            SUB NT 6.219%36     | 2036-06-01      | 6.2190%  | 0.0000% | $8890000.00        | $8900501.31        | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT 30       | 2030-07-08      | 3.7500%  | 0.0000% | $479000.00         | $464049.21         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR REGS NT 26       | 2026-11-21      | 6.1250%  | 0.0000% | $875000.00         | $882280.97         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR REGS NT7.5%32    | 2032-10-14      | 7.5000%  | 0.0000% | $421000.00         | $476633.04         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $7780000.00        | $8405987.44        | Corporate Debt Securities                         |
| CENCOSUD S A                   GLBL REGS NT 31     | 2031-05-28      | 5.9500%  | 0.0000% | $2084000.00        | $2150907.40        | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    SR GLBL REGS 27     | 2027-01-15      | 4.8750%  | 0.0000% | $252000.00         | $256499.46         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR REGS NT 26       | 2026-11-21      | 6.1250%  | 0.0000% | $300000.00         | $302496.33         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.1%44    | 2044-01-15      | 5.1000%  | 0.0000% | $100000.00         | $94297.33          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.577%052029     | 2029-05-20      | 4.5770%  | 0.0000% | $9779000.00        | $9779432.72        | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 53       | 2053-03-02      | 5.7500%  | 0.0000% | $900000.00         | $884525.25         | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD3.7%47    | 2047-12-01      | 3.7000%  | 0.0000% | $200000.00         | $153952.89         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT5.5%35    | 2035-02-15      | 5.5000%  | 0.0000% | $1382000.00        | $1426098.08        | Corporate Debt Securities                         |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47    | 2047-05-15      | 4.2700%  | 0.0000% | $370000.00         | $298416.31         | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $52000.00          | $52909.31          | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $239000.00         | $243179.31         | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR GLBL 144A 36     | 2036-03-24      | 5.5000%  | 0.0000% | $1312000.00        | $1318796.89        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT5.5%35    | 2035-02-15      | 5.5000%  | 0.0000% | $341000.00         | $351880.93         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT5.5%35    | 2035-02-15      | 5.5000%  | 0.0000% | $651000.00         | $671772.69         | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $1562000.00        | $1589314.17        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $82000.00          | $83195.81          | Corporate Debt Securities                         |
| SYNOPSYS INC                   SR GLBL NT 28       | 2028-04-01      | 4.6500%  | 0.0000% | $70000.00          | $70746.32          | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $1702000.00        | $1731762.31        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.1250%  | 0.0000% | $6000000.00        | $6214397.50        | Corporate Debt Securities                         |
| WEA FIN LLC                    SR GLBL REGS 27     | 2027-01-15      | 2.8750%  | 0.0000% | $350000.00         | $350171.99         | Corporate Debt Securities                         |
| WEA FIN LLC                    SR GLBL REGS 27     | 2027-01-15      | 2.8750%  | 0.0000% | $475000.00         | $475233.41         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 43       | 2043-02-10      | 5.6250%  | 0.0000% | $480000.00         | $474567.00         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 43       | 2043-02-10      | 5.6250%  | 0.0000% | $484000.00         | $478521.72         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 28       | 2028-04-24      | 4.5430%  | 0.0000% | $41000.00          | $41265.14          | Corporate Debt Securities                         |
| PACKAGING CORP AMER            SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $100000.00         | $101257.22         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.2%35    | 2035-09-26      | 5.2000%  | 0.0000% | $1850000.00        | $1765843.50        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 37       | 2037-04-23      | 5.1480%  | 0.0000% | $326000.00         | $325031.13         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34    | 2034-04-14      | 6.2000%  | 0.0000% | $455000.00         | $471971.50         | Corporate Debt Securities                         |
| WELLS FARGO & CO               VR 091525-091529    | 2029-09-15      | 4.5183%  | 0.0000% | $17351000.00       | $17551299.58       | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 28     | 2028-03-17      | 2.2500%  | 0.0000% | $620000.00         | $594499.40         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55    | 2055-08-15      | 6.3750%  | 0.0000% | $539000.00         | $562482.43         | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT 32       | 2032-03-12      | 5.2500%  | 0.0000% | $719000.00         | $740454.36         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL WW NT 33    | 2033-05-01      | 4.5000%  | 0.0000% | $1308000.00        | $1282369.74        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31    | 2031-10-15      | 4.5000%  | 0.0000% | $610000.00         | $606516.90         | Corporate Debt Securities                         |
| NEWCASTLE COAL INFRASTRUCTURE  SR SEC 144A NT31    | 2031-05-12      | 4.7000%  | 0.0000% | $325000.00         | $303739.89         | Corporate Debt Securities                         |
| ENEL FIN AMER LLC              SR 144A NT 41       | 2041-07-12      | 2.8750%  | 0.0000% | $231000.00         | $164804.86         | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31    | 2031-09-01      | 3.1000%  | 0.0000% | $307000.00         | $275037.55         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26       | 2026-08-16      | 2.2750%  | 0.0000% | $171000.00         | $171446.14         | Corporate Debt Securities                         |
| ELEMENT FLEET MGMT CORP        SR GLBL 144A 27     | 2027-03-13      | 5.6430%  | 0.0000% | $962000.00         | $981396.81         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL 144A 31     | 2031-02-01      | 7.3750%  | 0.0000% | $400000.00         | $424525.44         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $306000.00         | $375309.00         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR NT 5.3%36        | 2036-06-01      | 5.3000%  | 0.0000% | $1942000.00        | $1935704.68        | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE GLBL 144A NT 42     | 2042-07-17      | 4.2500%  | 0.0000% | $830000.00         | $690048.17         | Corporate Debt Securities                         |
| EASTMAN CHEM CO                SR GLBL NT4.5%31    | 2031-02-20      | 4.5000%  | 0.0000% | $80000.00          | $79434.00          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.9%33    | 2033-05-01      | 4.9000%  | 0.0000% | $175000.00         | $173958.94         | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 27       | 2027-07-15      | 5.6250%  | 0.0000% | $33000.00          | $34035.13          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 39     | 2039-03-01      | 8.3750%  | 0.0000% | $195000.00         | $222604.63         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.4%090831       | 2031-09-08      | 4.4000%  | 0.0000% | $30000.00          | $30084.30          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27       | 2027-03-06      | 4.3500%  | 0.0000% | $44000.00          | $44544.68          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-08-04      | 4.9324%  | 0.0000% | $1197000.00        | $1204317.88        | Corporate Debt Securities                         |
| DLLAD LLC 2024-1               A-3    20290720 5.3 | 2029-07-20      | 5.3000%  | 0.0000% | $179905.00         | $182306.73         | Asset-Backed Securities                           |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35       | 2035-01-15      | 5.7500%  | 0.0000% | $1466000.00        | $1511743.27        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-03-09      | 3.7500%  | 0.0000% | $11000.00          | $11054.49          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35       | 2035-01-15      | 5.7500%  | 0.0000% | $25000.00          | $25780.07          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 49       | 2049-10-26      | 4.2500%  | 0.0000% | $254000.00         | $206859.08         | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2024-4 A-2B   20271215 FLT | 2027-12-15      | 4.0929%  | 0.0000% | $10000.00          | $498.79            | Asset-Backed Securities                           |
| BANK OF AMER CORP              SR NT FXD/FLT 28    | 2028-01-20      | 3.8240%  | 0.0000% | $475000.00         | $479898.52         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 36       | 2036-09-11      | 5.1970%  | 0.0000% | $72000.00          | $70840.81          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 36       | 2036-09-11      | 5.1970%  | 0.0000% | $200000.00         | $196780.03         | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 1.875%081526     | 2026-08-15      | 1.8750%  | 0.0000% | $316000.00         | $315859.91         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-07-15      | 3.5500%  | 0.0000% | $225000.00         | $226152.88         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 27       | 2027-06-15      | 2.8750%  | 0.0000% | $200000.00         | $198259.44         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 27       | 2027-06-15      | 2.8750%  | 0.0000% | $220000.00         | $218085.39         | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 5.3%062526       | 2026-06-25      | 5.3000%  | 0.0000% | $2000.00           | $2046.22           | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33     | 2033-05-02      | 5.5000%  | 0.0000% | $200000.00         | $205139.00         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 5%34        | 2034-02-26      | 5.0000%  | 0.0000% | $157000.00         | $160797.31         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   4.5%28              | 2028-12-01      | 4.5000%  | 0.0000% | $327000.00         | $333173.76         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.85%64     | 2064-11-01      | 5.8500%  | 0.0000% | $436000.00         | $426652.16         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.85%64     | 2064-11-01      | 5.8500%  | 0.0000% | $1029000.00        | $1006938.24        | Corporate Debt Securities                         |
| AUGUSTA SPINCO CORP            SR GLBL NT 29       | 2029-03-23      | 4.3980%  | 0.0000% | $605000.00         | $606151.31         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.1%31    | 2031-01-15      | 5.1000%  | 0.0000% | $677000.00         | $669907.30         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 32       | 2032-11-15      | 4.3750%  | 0.0000% | $110000.00         | $108609.75         | Corporate Debt Securities                         |
| BANK OF AMER CORP              VR 012425-012429    | 2029-01-24      | 4.4635%  | 0.0000% | $1814000.00        | $1826966.44        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $53000.00          | $53177.01          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 6%34     | 2034-06-17      | 6.0000%  | 0.0000% | $2000.00           | $2158.04           | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2026-VLT9 A      20450315 FLT | 2045-03-15      | 5.3271%  | 0.0000% | $4780000.00        | $4789902.47        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             LW TIER II 32       | 2032-11-22      | 3.2250%  | 0.0000% | $600000.00         | $541774.25         | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2026-VLT9 C      20450315 FLT | 2045-03-15      | 6.1771%  | 0.0000% | $100032.00         | $100334.82         | Private Label Collateralized Mortgage Obligations |
| BIOGEN INC                     SR GLBL NT 55       | 2055-05-15      | 6.4500%  | 0.0000% | $850000.00         | $902469.08         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             LW TIER II 30       | 2030-12-03      | 2.7490%  | 0.0000% | $200000.00         | $183315.91         | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI LW TIER II 34       | 2034-11-15      | 7.8830%  | 0.0000% | $200000.00         | $227825.12         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.3%082329       | 2029-08-23      | 3.3000%  | 0.0000% | $40000.00          | $38846.00          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 6%34     | 2034-06-17      | 6.0000%  | 0.0000% | $1528000.00        | $1648742.56        | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 31       | 2031-12-01      | 5.3750%  | 0.0000% | $1192000.00        | $1241380.26        | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 30       | 2030-05-01      | 2.2500%  | 0.0000% | $964000.00         | $881057.44         | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         4.8%29              | 2029-05-03      | 4.8000%  | 0.0000% | $8000.00           | $8044.53           | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 29       | 2029-03-01      | 5.8750%  | 0.0000% | $184000.00         | $188421.72         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $82000.00          | $81813.70          | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $100000.00         | $99772.81          | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $1016000.00        | $1013691.70        | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT 34       | 2034-05-15      | 6.1500%  | 0.0000% | $802000.00         | $847899.80         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $337000.00         | $395529.79         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 36       | 2036-05-19      | 5.3750%  | 0.0000% | $2734000.00        | $2718615.93        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT3.2%29    | 2029-11-21      | 3.2000%  | 0.0000% | $766000.00         | $735268.93         | Corporate Debt Securities                         |
| AMERICAN HOMES 4 RENT L P      GLBL NT 5.5%34      | 2034-07-15      | 5.5000%  | 0.0000% | $191000.00         | $196950.07         | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT2.8%30    | 2030-05-15      | 2.8000%  | 0.0000% | $495000.00         | $461171.15         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 36       | 2036-04-01      | 5.9500%  | 0.0000% | $102000.00         | $108294.02         | Corporate Debt Securities                         |
| ALPHABET INC                   SR NT 5.7%75        | 2075-11-15      | 5.7000%  | 0.0000% | $2535000.00        | $2473441.75        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.5%32      | 2032-10-15      | 5.5000%  | 0.0000% | $8000.00           | $8284.10           | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT5.3%31    | 2031-03-01      | 5.3000%  | 0.0000% | $2530000.00        | $2613073.96        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 5.5%56        | 2056-03-15      | 5.5000%  | 0.0000% | $300000.00         | $295740.67         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 26       | 2026-08-15      | 1.9980%  | 0.0000% | $15000.00          | $15026.13          | Corporate Debt Securities                         |
| ENBRIDGE INC                   FR 4.85%032731      | 2031-03-27      | 4.8500%  | 0.0000% | $2418000.00        | $2444773.98        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL 2003F 33    | 2033-08-01      | 5.2500%  | 0.0000% | $12000.00          | $12355.06          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.75%33     | 2033-09-15      | 5.7500%  | 0.0000% | $1000000.00        | $1057009.44        | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT6.3%56    | 2056-05-15      | 6.3000%  | 0.0000% | $8846000.00        | $8951046.25        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT4.2%27    | 2027-04-15      | 4.2000%  | 0.0000% | $446000.00         | $447740.89         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $310000.00         | $327212.92         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 34       | 2034-06-25      | 4.9500%  | 0.0000% | $159000.00         | $162215.78         | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $252000.00         | $263667.81         | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $470000.00         | $491761.39         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-10-22      | 4.6030%  | 0.0000% | $112000.00         | $112306.98         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR DEB 6.25%36      | 2036-01-15      | 6.2500%  | 0.0000% | $319000.00         | $335423.36         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.255%31      | 2031-10-22      | 4.2550%  | 0.0000% | $89000.00          | $87588.74          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.81%36       | 2036-10-22      | 4.8100%  | 0.0000% | $416000.00         | $405401.82         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL REGS NT 47     | 2047-05-25      | 4.7500%  | 0.0000% | $600000.00         | $505390.67         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR GLBL REGS 29     | 2029-06-14      | 4.8750%  | 0.0000% | $350000.00         | $359853.81         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 48       | 2048-03-15      | 4.4500%  | 0.0000% | $295000.00         | $242772.38         | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 51     | 2051-02-10      | 2.8000%  | 0.0000% | $15000.00          | $8928.87           | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR -J NT 3.9%45     | 2045-04-01      | 3.9000%  | 0.0000% | $346000.00         | $266777.53         | Corporate Debt Securities                         |
| SEMPRA                         3.25%27             | 2027-06-15      | 3.2500%  | 0.0000% | $500000.00         | $501307.78         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT5.2%35    | 2035-02-10      | 5.2000%  | 0.0000% | $777000.00         | $797423.01         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.4%041730       | 2030-04-17      | 4.4000%  | 0.0000% | $10000.00          | $9989.03           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 64       | 2064-11-01      | 5.8500%  | 0.0000% | $43000.00          | $40598.02          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.3%34    | 2034-07-08      | 4.3000%  | 0.0000% | $820000.00         | $750563.77         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.3%34    | 2034-07-08      | 4.3000%  | 0.0000% | $129000.00         | $118076.50         | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.6879%  | 0.0000% | $27043702.00       | $26971597.78       | Private Label Collateralized Mortgage Obligations |
| NORDSON CORP                   SR GLBL NT5.8%33    | 2033-09-15      | 5.8000%  | 0.0000% | $1227000.00        | $1291763.79        | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 30       | 2030-02-10      | 2.6250%  | 0.0000% | $10000.00          | $9318.18           | Corporate Debt Securities                         |
| ENLINK MIDSTREAM PARTNERS LP   SR NT 5.6%44        | 2044-04-01      | 5.6000%  | 0.0000% | $1080000.00        | $1022146.80        | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR GLBL 144A 28     | 2028-03-24      | 4.4000%  | 0.0000% | $5000.00           | $5011.12           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $12201000.00       | $12284861.54       | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 32       | 2032-10-07      | 4.4730%  | 0.0000% | $350000.00         | $346419.85         | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 32      | 2032-06-15      | 6.6250%  | 0.0000% | $236000.00         | $263229.81         | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 47       | 2047-06-15      | 4.3680%  | 0.0000% | $301000.00         | $252683.08         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $1194000.00        | $1226618.75        | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL DB6.2%36    | 2036-06-01      | 6.2000%  | 0.0000% | $18000.00          | $20098.18          | Corporate Debt Securities                         |
| CWALT INC 2006-6CB             1-A-1  20360525 5.5 | 2036-05-25      | 5.5000%  | 0.0000% | $1137000.00        | $38074.75          | Private Label Collateralized Mortgage Obligations |
| ENBRIDGE INC                   FR 4.85%032731      | 2031-03-27      | 4.8500%  | 0.0000% | $27000.00          | $27298.97          | Corporate Debt Securities                         |
| ENBRIDGE INC                   FR 4.85%032731      | 2031-03-27      | 4.8500%  | 0.0000% | $645000.00         | $652141.94         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $200000.00         | $175116.22         | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 40       | 2040-05-11      | 2.9780%  | 0.0000% | $3000.00           | $2281.44           | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR GLBL 144A 36     | 2036-11-03      | 6.4500%  | 0.0000% | $202000.00         | $215669.00         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 30       | 2030-06-01      | 2.4500%  | 0.0000% | $834000.00         | $778742.40         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR GLBL NT 36       | 2036-11-30      | 4.7500%  | 0.0000% | $30000.00          | $29971.44          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.55%45     | 2045-11-01      | 5.5500%  | 0.0000% | $159000.00         | $151640.95         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $48000.00          | $48160.31          | Corporate Debt Securities                         |
| AUTOMATIC DATA PROCESSING INC  SR GLBL NT 32       | 2032-05-08      | 4.7500%  | 0.0000% | $266000.00         | $267372.78         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 6.2%56      | 2056-10-30      | 6.2000%  | 0.0000% | $798000.00         | $805033.93         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.75%33     | 2033-04-30      | 4.7500%  | 0.0000% | $235000.00         | $235329.39         | Corporate Debt Securities                         |
| AIRCASTLE LTD                  SR GLBL 144A 29     | 2029-02-15      | 5.9500%  | 0.0000% | $4000.00           | $4169.44           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 28       | 2028-03-13      | 3.8500%  | 0.0000% | $422000.00         | $423433.86         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $284000.00         | $289972.52         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $306000.00         | $312435.18         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 2.95%26       | 2026-10-01      | 2.9500%  | 0.0000% | $60000.00          | $60060.17          | Corporate Debt Securities                         |
| FEDEX CORP                     SR NT 4.9%34        | 2034-01-15      | 4.9000%  | 0.0000% | $433000.00         | $436108.46         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $2084000.00        | $1768921.20        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT5.6%33    | 2033-03-02      | 5.6000%  | 0.0000% | $1201000.00        | $1232854.52        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 33       | 2033-08-21      | 5.6250%  | 0.0000% | $468000.00         | $480669.93         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $455000.00         | $359705.81         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.5%38    | 2038-04-15      | 6.5000%  | 0.0000% | $2348000.00        | $2411406.44        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $852000.00         | $891241.23         | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $25000.00          | $24165.72          | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $9928000.00        | $9875141.67        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP GLBL -L NT     | 2500-12-31      | 6.1000%  | 0.0000% | $1597000.00        | $1608178.11        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $9971000.00        | $9917912.73        | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $449000.00         | $477944.47         | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $300000.00         | $289988.67         | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -Q NT 36    | 2036-04-01      | 5.2000%  | 0.0000% | $62000.00          | $61871.38          | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT4.2%33    | 2033-02-01      | 4.2000%  | 0.0000% | $260000.00         | $251000.53         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 35       | 2035-08-15      | 5.5500%  | 0.0000% | $1769000.00        | $1825560.83        | Corporate Debt Securities                         |
| STIFEL FINL CORP               SR GLBL NT 4%30     | 2030-05-15      | 4.0000%  | 0.0000% | $882000.00         | $857017.84         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $5000.00           | $5000.50           | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $104000.00         | $105799.32         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT4.2%33    | 2033-02-01      | 4.2000%  | 0.0000% | $25000.00          | $24134.67          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT6.2%38    | 2038-04-15      | 6.2000%  | 0.0000% | $20000.00          | $22449.16          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 48       | 2048-05-30      | 5.2500%  | 0.0000% | $90000.00          | $83910.08          | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NEGARA PT   FR 5.45%020336      | 2036-02-03      | 5.4500%  | 0.0000% | $575000.00         | $565961.64         | Corporate Debt Securities                         |
| UNUM GROUP                     SR 144A NT 41       | 2041-08-15      | 4.0460%  | 0.0000% | $450000.00         | $368108.30         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $152000.00         | $160120.68         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.2%36    | 2036-05-01      | 5.2000%  | 0.0000% | $8704000.00        | $8588672.00        | Corporate Debt Securities                         |
| VENTURE CLO LTD 2019-37        D      20320715 FLT | 2032-07-15      | 7.8347%  | 0.0000% | $188843.00         | $184283.53         | Asset-Backed Securities                           |
| PACIFICORP                     1M GLBL BD2.7%30    | 2030-09-15      | 2.7000%  | 0.0000% | $100000.00         | $92305.00          | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL69    | 2069-08-01      | 10.7500% | 0.0000% | $1281000.00        | $1694053.47        | Corporate Debt Securities                         |
| SYNCHRONY BANK                 SR GLBL ACR NT27    | 2027-08-23      | 5.6250%  | 0.0000% | $500000.00         | $512545.00         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         LW TIER II 43       | 2043-01-09      | 5.3000%  | 0.0000% | $250000.00         | $236320.28         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 36       | 2036-03-25      | 4.9500%  | 0.0000% | $2000000.00        | $1958750.00        | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $253000.00         | $269309.47         | Corporate Debt Securities                         |
| WSP GLOBAL INC                 SR GLBL 144A 36     | 2036-09-18      | 5.7140%  | 0.0000% | $100000.00         | $100648.93         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 33       | 2033-03-15      | 5.6500%  | 0.0000% | $885000.00         | $925288.64         | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 55       | 2055-11-15      | 6.3750%  | 0.0000% | $2067000.00        | $2070326.15        | Corporate Debt Securities                         |
| ANTOFAGASTA PLC                SR GLBL REGS 35     | 2035-09-09      | 5.6250%  | 0.0000% | $300000.00         | $305373.00         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 33       | 2033-03-15      | 5.6500%  | 0.0000% | $1658000.00        | $1733478.61        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             FR 6%100739         | 2039-10-07      | 6.0000%  | 0.0000% | $195000.00         | $200356.00         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 28       | 2028-02-10      | 4.8750%  | 0.0000% | $163000.00         | $166421.44         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 30       | 2030-11-15      | 5.4500%  | 0.0000% | $392000.00         | $380545.54         | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.25%42       | 2042-12-15      | 4.2500%  | 0.0000% | $359000.00         | $304550.87         | Corporate Debt Securities                         |
| INVITATION HOMES OPER PARTNERS SR GLBL NT2.7%34    | 2034-01-15      | 2.7000%  | 0.0000% | $1858000.00        | $1574004.70        | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31       | 2031-02-01      | 4.8750%  | 0.0000% | $96000.00          | $97373.68          | Corporate Debt Securities                         |
| MONDELEZ INTL HLDGS NETH B V   SR GLBL 144A 26     | 2026-09-24      | 1.2500%  | 0.0000% | $2200000.00        | $2184483.28        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB 2026A NT58    | 2058-04-01      | 6.0000%  | 0.0000% | $8056000.00        | $8188333.23        | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31       | 2031-02-01      | 4.8750%  | 0.0000% | $336000.00         | $340807.88         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 48       | 2048-03-15      | 4.4500%  | 0.0000% | $249000.00         | $204916.35         | Corporate Debt Securities                         |
| HILT COML MTG TR 2024-ORL      D      20370515 FLT | 2037-05-15      | 6.8160%  | 0.0000% | $102000.00         | $102302.29         | Private Label Collateralized Mortgage Obligations |
| HALLIBURTON CO                 SR GLBL NT 30       | 2030-03-01      | 2.9200%  | 0.0000% | $250000.00         | $237181.94         | Corporate Debt Securities                         |
| SEMPRA                         3.25%27             | 2027-06-15      | 3.2500%  | 0.0000% | $446000.00         | $447166.54         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 28       | 2028-08-01      | 6.0500%  | 0.0000% | $350000.00         | $366247.19         | Corporate Debt Securities                         |
| NORDSON CORP                   SR GLBL NT5.8%33    | 2033-09-15      | 5.8000%  | 0.0000% | $43000.00          | $45269.64          | Corporate Debt Securities                         |
| NORDSON CORP                   SR GLBL NT5.8%33    | 2033-09-15      | 5.8000%  | 0.0000% | $306000.00         | $322151.36         | Corporate Debt Securities                         |
| NORDSON CORP                   SR GLBL NT5.8%33    | 2033-09-15      | 5.8000%  | 0.0000% | $790000.00         | $831697.96         | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 31     | 2031-02-10      | 1.8000%  | 0.0000% | $346000.00         | $302967.98         | Corporate Debt Securities                         |
| SEMPRA                         3.25%27             | 2027-06-15      | 3.2500%  | 0.0000% | $48000.00          | $48125.55          | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 41     | 2041-02-10      | 2.5000%  | 0.0000% | $200000.00         | $136501.89         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.5%44    | 2044-06-10      | 4.5000%  | 0.0000% | $882000.00         | $766365.39         | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67    | 2067-05-01      | 6.2977%  | 0.0000% | $9859000.00        | $9501010.81        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $9908000.00        | $10619986.13       | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $490000.00         | $482647.82         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 33       | 2033-12-01      | 6.5500%  | 0.0000% | $231000.00         | $258296.37         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT 29       | 2029-11-15      | 3.1250%  | 0.0000% | $1500000.00        | $1430812.92        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $10535000.00       | $10588351.00       | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 35       | 2035-10-30      | 5.5500%  | 0.0000% | $2000.00           | $2045.96           | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $7813000.00        | $8164190.01        | Corporate Debt Securities                         |
| COMCAST CORP NEW               3.4%46              | 2046-07-15      | 3.4000%  | 0.0000% | $100000.00         | $70057.56          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.4%34    | 2034-04-15      | 5.4000%  | 0.0000% | $185000.00         | $189612.05         | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $508000.00         | $546874.70         | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $99000.00          | $106575.98         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 27       | 2027-04-05      | 3.6500%  | 0.0000% | $1986000.00        | $1986645.45        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $500000.00         | $513659.44         | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT3.9%27    | 2027-05-15      | 3.9000%  | 0.0000% | $182000.00         | $181577.15         | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 27       | 2027-02-15      | 2.1250%  | 0.0000% | $609000.00         | $599383.21         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31      | 2031-12-02      | 2.6000%  | 0.0000% | $65000.00          | $58816.12          | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%34     | 2034-04-02      | 5.1500%  | 0.0000% | $45000.00          | $45309.79          | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 31       | 2031-12-01      | 5.3750%  | 0.0000% | $668000.00         | $695672.83         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31      | 2031-12-02      | 2.6000%  | 0.0000% | $204000.00         | $184592.12         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US1 NT48    | 2048-04-01      | 4.4640%  | 0.0000% | $100000.00         | $83934.20          | Corporate Debt Securities                         |
| BANK OF AMER CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $7111000.00        | $7379033.34        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 45       | 2045-06-15      | 4.3500%  | 0.0000% | $100000.00         | $83146.67          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.25%36     | 2036-10-30      | 5.2500%  | 0.0000% | $195000.00         | $193494.44         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.25%32     | 2032-02-01      | 2.2500%  | 0.0000% | $69000.00          | $60726.56          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.3%27      | 2027-06-01      | 2.3000%  | 0.0000% | $2020000.00        | $2004632.29        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.25%36     | 2036-10-30      | 5.2500%  | 0.0000% | $930000.00         | $922819.63         | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 5.515%120335     | 2035-12-03      | 5.5150%  | 0.0000% | $200000.00         | $208402.44         | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 5.515%120335     | 2035-12-03      | 5.5150%  | 0.0000% | $300000.00         | $312603.67         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.3%52      | 2052-02-01      | 3.3000%  | 0.0000% | $520000.00         | $337353.47         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.3%52      | 2052-02-01      | 3.3000%  | 0.0000% | $700000.00         | $454129.67         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.85%46     | 2046-04-30      | 5.8500%  | 0.0000% | $384000.00         | $381448.32         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.85%46     | 2046-04-30      | 5.8500%  | 0.0000% | $1600000.00        | $1589368.00        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.75%31     | 2031-06-01      | 2.7500%  | 0.0000% | $1874000.00        | $1732301.65        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.55%32     | 2032-11-01      | 4.5500%  | 0.0000% | $10000.00          | $9853.69           | Corporate Debt Securities                         |
| AON PLC                        GLBL NT 4.6%44      | 2044-06-14      | 4.6000%  | 0.0000% | $29000.00          | $25738.76          | Corporate Debt Securities                         |
| NISOURCE INC                   SR NT 4.75%31       | 2031-05-18      | 4.7500%  | 0.0000% | $1000000.00        | $999311.39         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT4.4%49    | 2049-07-01      | 4.4000%  | 0.0000% | $2000000.00        | $1566997.78        | Corporate Debt Securities                         |
| FEDEX CORP                     SR NT 4.1%43        | 2043-04-15      | 4.1000%  | 0.0000% | $340000.00         | $274101.58         | Corporate Debt Securities                         |
| JP MORGAN MORTGAG TR 2025-NQM2 A-1    20650925 FLT | 2065-09-25      | 5.5670%  | 0.0000% | $31902.00          | $24592.66          | Private Label Collateralized Mortgage Obligations |
| FEDEX CORP                     SR NT 3.9%35        | 2035-02-01      | 3.9000%  | 0.0000% | $1002000.00        | $929849.32         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 27       | 2027-03-15      | 3.1250%  | 0.0000% | $10000.00          | $9976.74           | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $645000.00         | $674241.07         | Corporate Debt Securities                         |
| ONEOK PARTNERS LP              GTD SR NT6.85%37    | 2037-10-15      | 6.8500%  | 0.0000% | $44000.00          | $48706.78          | Corporate Debt Securities                         |
| FLORIDA GAS TRANSMISSION CO    SR 144A NT 30       | 2030-07-01      | 2.5500%  | 0.0000% | $1130000.00        | $1049909.37        | Corporate Debt Securities                         |
| TYSON FOODS INC                SR NT 4.875%34      | 2034-08-15      | 4.8750%  | 0.0000% | $2000.00           | $1990.11           | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 48       | 2048-03-01      | 4.3500%  | 0.0000% | $480000.00         | $373355.20         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $812000.00         | $823060.34         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $2330000.00        | $2361737.19        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR 144A NT 36       | 2036-05-01      | 5.2500%  | 0.0000% | $20000.00          | $19824.80          | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.4%073035       | 2035-07-30      | 5.4000%  | 0.0000% | $2225000.00        | $2257440.50        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.5500%  | 0.0000% | $9336000.00        | $9516210.73        | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $1343000.00        | $1038100.20        | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $1440000.00        | $1113078.40        | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR GLBL NT 38       | 2038-04-17      | 4.5500%  | 0.0000% | $300000.00         | $273269.50         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-27      | 1.9920%  | 0.0000% | $420000.00         | $372082.48         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 33       | 2033-06-15      | 7.9500%  | 0.0000% | $1364000.00        | $1562962.13        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.9%63    | 2063-02-10      | 5.9000%  | 0.0000% | $944000.00         | $926331.99         | Corporate Debt Securities                         |
| FEDEX CORP                     SR NT 3.9%35        | 2035-02-01      | 3.9000%  | 0.0000% | $404000.00         | $374909.31         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         SR GLBL NT5.4%29    | 2029-06-01      | 5.4000%  | 0.0000% | $32000.00          | $33584.00          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 31       | 2031-05-06      | 4.8500%  | 0.0000% | $94000.00          | $94151.21          | Corporate Debt Securities                         |
| EAGLE MATLS INC                SR GLBL NT 5%36     | 2036-03-15      | 5.0000%  | 0.0000% | $3000.00           | $2918.21           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 2.55%31     | 2031-06-15      | 2.5500%  | 0.0000% | $1000000.00        | $914756.67         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL 144A 31     | 2031-02-01      | 7.3750%  | 0.0000% | $220000.00         | $233488.99         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 2.55%31     | 2031-06-15      | 2.5500%  | 0.0000% | $1042000.00        | $953176.45         | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT1.8%27    | 2027-10-15      | 1.8000%  | 0.0000% | $79000.00          | $76765.09          | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.5%36    | 2036-04-15      | 5.5000%  | 0.0000% | $1591000.00        | $1583500.20        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $100000.00         | $96943.67          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $705000.00         | $683452.85         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 35       | 2035-11-14      | 4.7500%  | 0.0000% | $2000.00           | $1967.16           | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.5%36    | 2036-04-15      | 5.5000%  | 0.0000% | $906000.00         | $901729.22         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT5.9%26    | 2026-11-15      | 5.9000%  | 0.0000% | $288000.00         | $290429.12         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 46       | 2046-04-15      | 4.4500%  | 0.0000% | $343000.00         | $286960.28         | Corporate Debt Securities                         |
| ENBRIDGE INC                   FR 5.45%032736      | 2036-03-27      | 5.4500%  | 0.0000% | $94000.00          | $96076.09          | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL 144A NT 27     | 2027-05-25      | 3.6250%  | 0.0000% | $794000.00         | $789190.57         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT4.2%46    | 2046-12-15      | 4.2000%  | 0.0000% | $2358000.00        | $1949955.96        | Corporate Debt Securities                         |
| APTARGROUP INC                 SR GLBL NT 31       | 2031-03-30      | 4.7500%  | 0.0000% | $90000.00          | $90078.72          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 36       | 2036-05-19      | 5.3750%  | 0.0000% | $320000.00         | $318199.38         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.3%31    | 2031-09-15      | 2.3000%  | 0.0000% | $4000.00           | $3555.83           | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT4.2%46    | 2046-12-15      | 4.2000%  | 0.0000% | $1176000.00        | $972497.12         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT4.6%32    | 2032-09-15      | 4.6000%  | 0.0000% | $219000.00         | $217063.07         | Corporate Debt Securities                         |
| ALLIANT ENERGY FIN LLC         SR GLBL 144A 27     | 2027-06-06      | 5.4000%  | 0.0000% | $357000.00         | $368909.52         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.4%34      | 2034-02-15      | 5.4000%  | 0.0000% | $426000.00         | $441310.44         | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 35       | 2035-03-15      | 4.5500%  | 0.0000% | $348000.00         | $340734.73         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 34       | 2034-01-15      | 5.7500%  | 0.0000% | $129000.00         | $135340.71         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 34       | 2034-01-15      | 5.7500%  | 0.0000% | $158000.00         | $165766.14         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT4.2%49    | 2049-06-15      | 4.2000%  | 0.0000% | $5000.00           | $3973.32           | Corporate Debt Securities                         |
| COSTCO WHOLESALE CORPORATION   SR GLBL NT 3%27     | 2027-05-18      | 3.0000%  | 0.0000% | $181000.00         | $179661.81         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 27       | 2027-03-15      | 5.1500%  | 0.0000% | $75000.00          | $76160.71          | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $26000.00          | $26033.29          | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR 144A NT 44       | 2044-07-15      | 5.4500%  | 0.0000% | $471000.00         | $456566.73         | Corporate Debt Securities                         |
| FIRSTENERGY CORP               SR GLBL -C NT 50    | 2050-03-01      | 3.4000%  | 0.0000% | $11562000.00       | $7951547.11        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-03-15      | 4.7500%  | 0.0000% | $571000.00         | $571721.68         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.5%29    | 2029-07-01      | 3.5000%  | 0.0000% | $78000.00          | $76045.23          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 42       | 2042-08-01      | 3.8750%  | 0.0000% | $527000.00         | $426601.96         | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $215000.00         | $220066.36         | Corporate Debt Securities                         |
| UTD AIRLINES INC 2023-1        A      20370715 5.8 | 2037-07-15      | 5.8000%  | 0.0000% | $12000.00          | $11559.05          | Asset-Backed Securities                           |
| TORONTO DOMINION BK ONT        FR 4.866%042233     | 2033-04-22      | 4.8660%  | 0.0000% | $115000.00         | $114670.64         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT2.8%27    | 2027-04-01      | 2.8000%  | 0.0000% | $400000.00         | $396176.44         | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR NT 5.7%36        | 2036-06-01      | 5.7000%  | 0.0000% | $676000.00         | $679421.69         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL FL NT 28    | 2028-08-03      | 4.3920%  | 0.0000% | $1030000.00        | $1025405.43        | Corporate Debt Securities                         |
| SOLVAY FIN AMER LLC            SR GLBL REGS 34     | 2034-06-04      | 5.8500%  | 0.0000% | $200000.00         | $210011.50         | Corporate Debt Securities                         |
| HELMERICH & PAYNE INC          SR GLBL NT2.9%31    | 2031-09-29      | 2.9000%  | 0.0000% | $282000.00         | $255044.56         | Corporate Debt Securities                         |
| HELMERICH & PAYNE INC          SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $324000.00         | $329583.96         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 27       | 2027-03-25      | 3.7500%  | 0.0000% | $94000.00          | $94276.05          | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR NT 4.85%36       | 2036-05-20      | 4.8500%  | 0.0000% | $3808000.00        | $3776403.12        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39       | 2039-01-26      | 6.8750%  | 0.0000% | $755000.00         | $845086.29         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.2%36    | 2036-05-22      | 5.2000%  | 0.0000% | $4011000.00        | $4057090.85        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $352000.00         | $325694.26         | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT3.6%27    | 2027-09-01      | 3.6000%  | 0.0000% | $200000.00         | $199790.00         | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30       | 2030-01-15      | 5.6250%  | 0.0000% | $300000.00         | $292811.25         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $362000.00         | $334946.94         | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT4.5%47    | 2047-05-15      | 4.5000%  | 0.0000% | $240000.00         | $199022.40         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 4%28     | 2028-03-15      | 4.0000%  | 0.0000% | $40000.00          | $39973.69          | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30       | 2030-01-15      | 5.6250%  | 0.0000% | $400000.00         | $390415.00         | Corporate Debt Securities                         |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $16772845.00       | $10634136.36       | Private Label Collateralized Mortgage Obligations |
| MARRIOTT INTL INC NEW          SR GLBL X NT4%28    | 2028-04-15      | 4.0000%  | 0.0000% | $837000.00         | $835567.80         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39       | 2039-01-26      | 6.8750%  | 0.0000% | $522000.00         | $584284.82         | Corporate Debt Securities                         |
| WEA FIN LLC                    SR GLBL REGS 27     | 2027-01-15      | 2.8750%  | 0.0000% | $220000.00         | $220108.11         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL REGS 34     | 2034-07-15      | 4.2000%  | 0.0000% | $73000.00          | $68381.53          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.25%021927      | 2027-02-19      | 5.2500%  | 0.0000% | $710000.00         | $725281.57         | Corporate Debt Securities                         |
| SOCIEDAD TRANSMISORA           SR SEC 144A 55      | 2055-12-15      | 6.3850%  | 0.0000% | $200000.00         | $204615.11         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.5%46    | 2046-04-01      | 4.5000%  | 0.0000% | $180000.00         | $150598.80         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $699000.00         | $713699.97         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $737000.00         | $752499.11         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.45%041230      | 2030-04-12      | 4.4500%  | 0.0000% | $422000.00         | $419548.06         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT4.5%28    | 2028-03-23      | 4.5000%  | 0.0000% | $170000.00         | $171320.90         | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 28       | 2028-03-28      | 4.0170%  | 0.0000% | $326000.00         | $327107.29         | Corporate Debt Securities                         |
| UNITED AIRLINES PT TR 2020-1   A      20290415 5.8 | 2029-04-15      | 5.8750%  | 0.0000% | $3000.00           | $953.83            | Asset-Backed Securities                           |
| TYSON FOODS INC                SR GLBL NT 36       | 2036-02-20      | 4.9500%  | 0.0000% | $45000.00          | $44514.56          | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO              SR GLBL NT 33       | 2033-05-15      | 5.2500%  | 0.0000% | $26000.00          | $26162.02          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.844%052032     | 2032-05-20      | 4.8440%  | 0.0000% | $6000.00           | $5994.37           | Corporate Debt Securities                         |
| PROGRESS ENERGY INC            SR GLBL NT 31       | 2031-03-01      | 7.7500%  | 0.0000% | $843000.00         | $961647.57         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 31       | 2031-03-15      | 5.3500%  | 0.0000% | $555000.00         | $566109.56         | Corporate Debt Securities                         |
| FORTIVE CORP                   SR GLBL NT 36       | 2036-05-15      | 5.2500%  | 0.0000% | $73000.00          | $72929.74          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.2%35    | 2035-09-26      | 5.2000%  | 0.0000% | $8000.00           | $7636.08           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.2%35    | 2035-09-26      | 5.2000%  | 0.0000% | $211000.00         | $201401.61         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $204000.00         | $188180.14         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-10-17      | 4.9500%  | 0.0000% | $76000.00          | $64767.58          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $158000.00         | $128623.15         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-01-17      | 4.3500%  | 0.0000% | $474000.00         | $481200.06         | Corporate Debt Securities                         |

### Security 624: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.270000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FSC35, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FSC35
- **C.18 - Value (incl. sponsor support):** $300201630.00
- **C.18.a - Value (excl. sponsor support):** $300201630.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| FIRST TR EXCHANGE-TRADED FD    BITC ST F15 OCTO | 2500-12-31      | N/A      | 0.0000% | $934.00            | $15882.67          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $2127.00           | $48219.09          | Equities   |
| JANUS DETROIT STR TR           HENDERSON ASSET  | 2500-12-31      | N/A      | 0.0000% | $4015.00           | $200770.08         | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $57400.00          | $115948.00         | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $104490.00         | $130612.50         | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD   | 2500-12-31      | N/A      | 0.0000% | $46173.00          | $1201421.46        | Equities   |
| PROSHARES TR                   PSHS ULTSH 20YRS | 2500-12-31      | N/A      | 0.0000% | $3520.00           | $125734.40         | Equities   |
| ISHARES GOLD TRUST MICRO       SHS REPSTG UN TR | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $309120.00         | Equities   |
| NUSHARES ETF TR                NUVE PFD INC ETF | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $54829.74          | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE US | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $175750.00         | Equities   |
| THEMES ETF TR                  CLOUD COMPUTING  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6444.48           | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $328.00            | $6140.16           | Equities   |
| TIDAL TRUST I                  SMAR EARN 30 ETF | 2500-12-31      | N/A      | 0.0000% | $952.00            | $34805.12          | Equities   |
| NORTHERN LTS FD TR II          GGM MAC ALI ETF  | 2500-12-31      | N/A      | 0.0000% | $299.00            | $8716.81           | Equities   |
| TOUCHSTONE ETF TRUST           DYNAMIC INTL ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $13735.26          | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE FIDELIS  | 2500-12-31      | N/A      | 0.0000% | $4707.00           | $192233.88         | Equities   |
| NORTHERN LIGHTS FD TR          DF TACTI 30 ETF  | 2500-12-31      | N/A      | 0.0000% | $1581.00           | $48687.69          | Equities   |
| 2023 ETF SERIES TRUST          PIC ENH INTL ETF | 2500-12-31      | N/A      | 0.0000% | $4514.00           | $101739.69         | Equities   |
| SPINNAKER ETF SERIES           OBRA DE HIGH ETF | 2500-12-31      | N/A      | 0.0000% | $9.00              | $89.69             | Equities   |
| SPROTT FDS TR                  JUNIOR URANIUM   | 2500-12-31      | N/A      | 0.0000% | $3698.00           | $104505.48         | Equities   |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $42.00             | $3633.00           | Equities   |
| FRANKLIN TEMPLETON ETF TR      US EQUITY INDEX  | 2500-12-31      | N/A      | 0.0000% | $18988.00          | $1252068.72        | Equities   |
| GRI BIO INC                    COM SHS          | 2500-12-31      | N/A      | 0.0000% | $972.00            | $2050.92           | Equities   |
| MORGAN STANLEY PATHWAY FDS     LARGE CAP EQTY   | 2500-12-31      | N/A      | 0.0000% | $3043.00           | $180054.31         | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT US MDCP  | 2500-12-31      | N/A      | 0.0000% | $2089.00           | $151608.34         | Equities   |
| HARBOR ETF TRUST               ALPH SM EARN ETF | 2500-12-31      | N/A      | 0.0000% | $535.00            | $20258.42          | Equities   |
| MORGAN STANLEY ETF TRUST       EATO VA ULTR ETF | 2500-12-31      | N/A      | 0.0000% | $14666.00          | $747379.36         | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $448635.00         | $843433.80         | Equities   |
| LISTED FDS TR                  RELA ST MANA ETF | 2500-12-31      | N/A      | 0.0000% | $4121.00           | $121642.03         | Equities   |
| TIDAL TRUST III                VIST TA DRUK ETF | 2500-12-31      | N/A      | 0.0000% | $1560.00           | $31414.66          | Equities   |
| MANAGED PORTFOLIO SERIES       LEUTHOLD SELECT  | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $92361.40          | Equities   |
| HORIZON FDS                    EXPEDITION PLUS  | 2500-12-31      | N/A      | 0.0000% | $1794.00           | $59090.41          | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14883.00          | $39439.95          | Equities   |
| INVEST GREEN ACQUISITION CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $8680.00           | $86800.00          | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US 500 VOL | 2500-12-31      | N/A      | 0.0000% | $8630.00           | $831441.82         | Equities   |
| VANECK ETF TRUST               FABLE SEMIC ETF  | 2500-12-31      | N/A      | 0.0000% | $965.00            | $60466.90          | Equities   |
| VANECK FDS                     EMER MARK BD ETF | 2500-12-31      | N/A      | 0.0000% | $2222.00           | $114566.32         | Equities   |
| XYLEM INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $11636.00          | $1271233.00        | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $345.00            | $5730.66           | Equities   |
| TIDAL TRUST II                 DEFI DA QBTS ETF | 2500-12-31      | N/A      | 0.0000% | $7032.00           | $24049.44          | Equities   |
| TIDAL TRUST II                 DEFI 2X QUAN ETF | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $61848.00          | Equities   |
| YORKVILLE AMER INVTS TR        AMERN NEXT FR    | 2500-12-31      | N/A      | 0.0000% | $187.00            | $6337.73           | Equities   |
| TOUCHSTONE ETF TRUST           SANDS CAP US ETF | 2500-12-31      | N/A      | 0.0000% | $1986.00           | $58686.70          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII EXPAN TECHN ETF  | 2500-12-31      | N/A      | 0.0000% | $609.00            | $24605.55          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI ENERGY IDX  | 2500-12-31      | N/A      | 0.0000% | $9636.00           | $304593.96         | Equities   |
| FIDELITY COVINGTON TRUST       INT HG DIV ETF   | 2500-12-31      | N/A      | 0.0000% | $1350.00           | $38091.33          | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA MID CP GR ALPH   | 2500-12-31      | N/A      | 0.0000% | $26693.00          | $2825638.23        | Equities   |
| COLUMBIA ETF TR I              RESEARCH ENHAN   | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1304.73           | Equities   |
| COHEN & STEERS ETF TRUST       INFRASTRUCTURE   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1143.20           | Equities   |
| AMPLIFY ETF TR                 SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $751.00            | $19900.37          | Equities   |
| EA SERIES TRUST                MANZIL RUSSELL   | 2500-12-31      | N/A      | 0.0000% | $1976.00           | $119132.45         | Equities   |
| AMESITE INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2794.00           | $4805.68           | Equities   |
| ADVISORS INNER CIRCLE FD       CAMBIAR AGGRES   | 2500-12-31      | N/A      | 0.0000% | $71.00             | $2456.10           | Equities   |
| BARON ETF TR                   FIRST PRINC ETF  | 2500-12-31      | N/A      | 0.0000% | $457744.00         | $11100292.00       | Equities   |
| ETFIS SER TR I                 INFRACP REIT PFD | 2500-12-31      | N/A      | 0.0000% | $1965.00           | $34544.70          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6  LOW BETA  | 2500-12-31      | N/A      | 0.0000% | $83.00             | $3147.75           | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6  LOW BETA  | 2500-12-31      | N/A      | 0.0000% | $2732.00           | $103610.28         | Equities   |
| EXCHANGE LISTED FDS TR         QRAFT AI US MMTM | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $77493.00          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUE CORE BD ETF | 2500-12-31      | N/A      | 0.0000% | $4571.00           | $115052.07         | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $11101.00          | $276081.87         | Equities   |
| BNY MELLON ETF TRUST           US SMLCP CORE    | 2500-12-31      | N/A      | 0.0000% | $2591.00           | $332151.17         | Equities   |
| BARON ETF TR                   SMID CAP ETF     | 2500-12-31      | N/A      | 0.0000% | $848.00            | $20335.04          | Equities   |
| DIREXION SHARES ETF TRUST      DAIL BIOT 5 ETF  | 2500-12-31      | N/A      | 0.0000% | $792.00            | $23516.62          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANG GL COAL ETF | 2500-12-31      | N/A      | 0.0000% | $4684.00           | $127779.52         | Equities   |
| GOLDMAN SACHS ETF TR           JUST US LRG CP   | 2500-12-31      | N/A      | 0.0000% | $8700.00           | $935718.93         | Equities   |
| SPDR SERIES TRUST              ST STR SP600 SML | 2500-12-31      | N/A      | 0.0000% | $7533.00           | $409493.88         | Equities   |
| MAN ETF SER TR                 ACTIVE TREND     | 2500-12-31      | N/A      | 0.0000% | $6595.00           | $203003.33         | Equities   |
| PACER FDS TR                   CASH COWS ETF    | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3186.81           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE IN ETF | 2500-12-31      | N/A      | 0.0000% | $2186.00           | $121148.12         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1236404.00        | $3424839.08        | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST MSTR  | 2500-12-31      | N/A      | 0.0000% | $22953.00          | $91812.00          | Equities   |
| LEIFRAS CO LTD                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2222.00           | $6577.12           | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $55.00             | $1159.40           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP MATL   | 2500-12-31      | N/A      | 0.0000% | $3289.00           | $351756.25         | Equities   |
| ISHARES U S ETF TR             BLOOMBERG ROLL   | 2500-12-31      | N/A      | 0.0000% | $8345.00           | $506708.40         | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $19400.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $8117.00           | $629716.86         | Equities   |
| ISHARES TR                     IBONDS 29 TRM TS | 2500-12-31      | N/A      | 0.0000% | $84.00             | $1821.51           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII MULTI MGR SML CP | 2500-12-31      | N/A      | 0.0000% | $110.00            | $3127.20           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    UT COM SHS ETF   | 2500-12-31      | N/A      | 0.0000% | $1876.00           | $116956.97         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI FIRST TR BLOOMBE | 2500-12-31      | N/A      | 0.0000% | $609.00            | $26750.32          | Equities   |
| ACLARION INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4761.00           | $14997.15          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II BLOOMBERG AI ETF | 2500-12-31      | N/A      | 0.0000% | $80.00             | $4360.31           | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $144.00            | $3624.48           | Equities   |
| AB ACTIVE ETFS INC             US EQUITY ETF    | 2500-12-31      | N/A      | 0.0000% | $187.00            | $5020.99           | Equities   |
| AB ACTIVE ETFS INC             TAX AWA LONG ETF | 2500-12-31      | N/A      | 0.0000% | $572.00            | $14322.88          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $143.00            | $3602.17           | Equities   |
| AB ACTIVE ETFS INC             CONSERVATIVE     | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2587.01           | Equities   |
| AB ACTIVE ETFS INC             US HIG DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $74.00             | $6632.71           | Equities   |
| AGF INVTS TR                   US MARKET NETRL  | 2500-12-31      | N/A      | 0.0000% | $5700.00           | $66091.50          | Equities   |
| ALPS ETF TR                    OSHARES US QUALT | 2500-12-31      | N/A      | 0.0000% | $6362.00           | $375230.76         | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $205624.00         | $232355.12         | Equities   |
| BBH TR                         SELE LAR CAP ETF | 2500-12-31      | N/A      | 0.0000% | $5821.00           | $98840.58          | Equities   |
| BITWISE FUNDS TRUST            MARA OPTION INCM | 2500-12-31      | N/A      | 0.0000% | $617.00            | $10982.54          | Equities   |
| BITWISE FUNDS TRUST            ETHEREUM OPTION  | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $24359.16          | Equities   |
| BBH TR                         SELECT MID CAP   | 2500-12-31      | N/A      | 0.0000% | $67606.00          | $769018.25         | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $470584.00         | $1016461.44        | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $60.00             | $2460.60           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY ORCL BEAR  | 2500-12-31      | N/A      | 0.0000% | $2654.00           | $62407.22          | Equities   |
| ETF SER SOLUTIONS              ACQUIRERS FD     | 2500-12-31      | N/A      | 0.0000% | $281.00            | $11229.57          | Equities   |
| DIREXION SHARES ETF TRUST      DLY NFLX BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $28918.24          | Equities   |
| DIREXION SHARES ETF TRUST      DAIL JR GOLD ETF | 2500-12-31      | N/A      | 0.0000% | $40.00             | $6934.40           | Equities   |
| COLUMBIA BKG SYS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $144654.00         | $4287544.56        | Equities   |
| ETF OPPORTUNITIES TRUST        REX AI EQUIT ETF | 2500-12-31      | N/A      | 0.0000% | $11252.00          | $436465.08         | Equities   |
| SPDR SERIES TRUST              ST STR SP HCEQ   | 2500-12-31      | N/A      | 0.0000% | $3125.00           | $251093.75         | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2031 | 2500-12-31      | N/A      | 0.0000% | $7036.00           | $174774.24         | Equities   |
| RBB FD INC                     FM ULTRASHORT TR | 2500-12-31      | N/A      | 0.0000% | $20813.00          | $1041022.55        | Equities   |
| SPDR INDEX SHS FDS             ST S&P INTL ETF  | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2943.35           | Equities   |
| SCHWAB STRATEGIC TR            ARIEL OPPOR ETF  | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1807.00           | Equities   |
| NORTHERN LTS FD TR II          BEAC SE RISK ETF | 2500-12-31      | N/A      | 0.0000% | $1407.00           | $42625.63          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP UTIL   | 2500-12-31      | N/A      | 0.0000% | $1122.00           | $73989.17          | Equities   |
| ISHARES TR                     CYBERSECURITY    | 2500-12-31      | N/A      | 0.0000% | $96.00             | $5347.20           | Equities   |
| ISHARES TR                     AGENCY BOND ETF  | 2500-12-31      | N/A      | 0.0000% | $34.00             | $3717.56           | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $51964.00          | $461440.32         | Equities   |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $26462.00          | $1185232.98        | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP TAXAB | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $10235.00          | Equities   |
| GRAYSCALE FUNDS TRUST          ETHE CO CALL ETF | 2500-12-31      | N/A      | 0.0000% | $679.00            | $6998.05           | Equities   |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $19881.00          | $1069001.37        | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $131.00            | $3612.98           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT CSMR | 2500-12-31      | N/A      | 0.0000% | $288.00            | $31785.32          | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST T     | 2500-12-31      | N/A      | 0.0000% | $1463.00           | $20182.08          | Equities   |
| GRANITESHARES ETF TR           2X LONG NBIS DLY | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $42030.00          | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $66.00             | $5889.18           | Equities   |
| UNIFIED SER TR                 BALLAST SMLMD CP | 2500-12-31      | N/A      | 0.0000% | $2224.00           | $107775.04         | Equities   |
| TON STRATEGY CO                COM              | 2500-12-31      | N/A      | 0.0000% | $814.00            | $3060.64           | Equities   |
| WISDOMTREE TR                  US SMALLCAP DIVD | 2500-12-31      | N/A      | 0.0000% | $15299.00          | $593448.21         | Equities   |
| BITCOIN INFRASTRUCTURE ACQUIS  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $17237.00          | $172197.63         | Equities   |
| ELME COMMUNITIES               SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $426616.00         | $857498.16         | Equities   |
| ITHAX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $10365.00          | $103442.70         | Equities   |
| BLUEPORT ACQUISITION LTD       USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $2255.00           | $22752.95          | Equities   |
| PUTNAM ETF TRUST               ESG HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $673.00            | $34450.87          | Equities   |
| SPDR SERIES TRUST              ST STR SP CAPMKT | 2500-12-31      | N/A      | 0.0000% | $338.00            | $51085.32          | Equities   |
| SPDR SERIES TRUST              ST NUVE TERM ETF | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $95740.00          | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $88823.00          | $116358.13         | Equities   |
| T ROWE PRICE ETF INC           US EQUI RESH ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $14301.00          | Equities   |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $18949.00          | $563164.28         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ BIOTECH   | 2500-12-31      | N/A      | 0.0000% | $3094.00           | $92321.25          | Equities   |
| VENTURE GLOBAL INC             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $14205.00          | $178130.70         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $5038.00           | $223933.05         | Equities   |
| ISHARES TR                     NEW YORK MUN ETF | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $337365.00         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $17.00             | $1717.00           | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $207.00            | $24585.39          | Equities   |
| T-MOBILE US INC                COM              | 2500-12-31      | N/A      | 0.0000% | $5740.00           | $1084917.40        | Equities   |
| NATIXIS ETF TR                 GATEWAY QUALITY  | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1072.26           | Equities   |
| NATIXIS ETF TRUST II           VAUGHAN NELSN SL | 2500-12-31      | N/A      | 0.0000% | $177.00            | $7429.03           | Equities   |
| TIDAL TRUST I                  FUND GRAN US ETF | 2500-12-31      | N/A      | 0.0000% | $13900.00          | $380721.00         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $263580.00         | $6572367.30        | Equities   |
| RBB FD INC                     US TREAS 7 YR NT | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1381.26           | Equities   |
| SSGA ACTIVE TR                 ST ST SH DU ETF  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2507.03           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $393.00            | $8292.30           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $191752.00         | $4896387.32        | Equities   |
| FIRST TR EXCH TRADED FD III    NEW YORK MUNI    | 2500-12-31      | N/A      | 0.0000% | $749.00            | $19968.34          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8825.46           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII CONFLUENCE BDC   | 2500-12-31      | N/A      | 0.0000% | $1395.00           | $23687.10          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ LUX DIGI  | 2500-12-31      | N/A      | 0.0000% | $227.00            | $3910.07           | Equities   |
| MORGAN STANLEY ETF TRUST       EATO VAN MTG ETF | 2500-12-31      | N/A      | 0.0000% | $1582.00           | $79716.98          | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST HOOD  | 2500-12-31      | N/A      | 0.0000% | $22050.00          | $134324.19         | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $14079.00          | $62510.76          | Equities   |
| GRAYSCALE FUNDS TRUST          BITCOIN PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $726.00            | $17566.95          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $94626.00          | $257382.72         | Equities   |
| EA SERIES TRUST                AOT GRWT AND INV | 2500-12-31      | N/A      | 0.0000% | $1621.00           | $103647.23         | Equities   |
| ADVISORS INNER CIRCLE FD II    3EDGE DYN US ETF | 2500-12-31      | N/A      | 0.0000% | $1171.00           | $37139.79          | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $8710.00           | $309466.30         | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $104537.00         | $2113738.14        | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $105735.00         | $268566.90         | Equities   |
| ADVISORS INNER CIRCLE FD III   GQG US EQUIT ETF | 2500-12-31      | N/A      | 0.0000% | $2372.00           | $62265.00          | Equities   |
| ALPS ETF TR                    ACTIVE EQTY OPPT | 2500-12-31      | N/A      | 0.0000% | $200.00            | $14889.94          | Equities   |
| THE ALGER ETF TRUST            RUSSE INNOV ETF  | 2500-12-31      | N/A      | 0.0000% | $3347.00           | $70547.73          | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS MACRO  | 2500-12-31      | N/A      | 0.0000% | $388.00            | $17999.32          | Equities   |
| EA SERIES TRUST                BURNEY US FCTR   | 2500-12-31      | N/A      | 0.0000% | $1105.00           | $63311.97          | Equities   |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $558.00            | $13944.70          | Equities   |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $4521.00           | $112982.05         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $77956.32          | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6829.00           | $80240.75          | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $55.00             | $5502.75           | Equities   |
| DIREXION SHARES ETF TRUST      DAI FTS BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $7108.00           | $221129.88         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $28483.00          | $786985.29         | Equities   |
| DIREXION SHARES ETF TRUST      DLY TSM BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $39808.00          | $3444188.16        | Equities   |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3581.00           | $18334.72          | Equities   |
| CAPITAL GROUP DIVIDEND GROWERS SHS ETF          | 2500-12-31      | N/A      | 0.0000% | $6454.00           | $241121.44         | Equities   |
| CITIUS ONCOLOGY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $212144.00         | $171115.35         | Equities   |
| DIREXION SHARES ETF TRUST      DA TE BE 3X ETF  | 2500-12-31      | N/A      | 0.0000% | $143614.00         | $1026840.10        | Equities   |
| BANK MONTREAL MEDIUM           CAL LKD 43       | 2500-12-31      | N/A      | 0.0000% | $843.00            | $28628.28          | Equities   |
| BNY MELLON ETF TRUST II        ACTI CORE BD ETF | 2500-12-31      | N/A      | 0.0000% | $4507.00           | $107717.30         | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $43527.00          | $1785042.27        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY PLTR BR1X  | 2500-12-31      | N/A      | 0.0000% | $65860.00          | $491315.60         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $52.00             | $4881.76           | Equities   |
| BNY MELLON ETF TRUST II        CORE PLUS ETF    | 2500-12-31      | N/A      | 0.0000% | $375.00            | $9330.00           | Equities   |
| THEMES ETF TR                  US CASH FLOW ETF | 2500-12-31      | N/A      | 0.0000% | $712.00            | $25186.00          | Equities   |
| TIDAL TRUST I                  SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1091.82           | Equities   |
| T ROWE PRICE ETF INC           SMALL MID CAP    | 2500-12-31      | N/A      | 0.0000% | $11940.00          | $496704.00         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $80.00             | $5213.26           | Equities   |
| ONE AND ONE GREEN TECHNOLOGIES USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $5440.00           | Equities   |
| GRANITESHARES ETF TR           1.25X LNG TESLA  | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1055.97           | Equities   |
| INNOVATOR ETFS TRUST           BUFF STEP UP ETF | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1062.91           | Equities   |
| LATTICE STRATEGIES TR          HART DI EQUI ETF | 2500-12-31      | N/A      | 0.0000% | $56.00             | $4033.68           | Equities   |
| LATTICE STRATEGIES TR          HART DI EQUI ETF | 2500-12-31      | N/A      | 0.0000% | $6336.00           | $456382.08         | Equities   |
| NORTHERN FDS                   2035 INF LIN ETF | 2500-12-31      | N/A      | 0.0000% | $457.00            | $46124.78          | Equities   |
| BLOCK INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $49363.00          | $3670139.05        | Equities   |
| GRANITESHARES ETF TR           2X LONG ISRG ETF | 2500-12-31      | N/A      | 0.0000% | $5700.00           | $111742.23         | Equities   |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $936.00            | $3968.64           | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $23400.00          | $905814.00         | Equities   |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $89.00             | $4879.87           | Equities   |
| GRANITESHARES ETF TR           YIELD BOOST QQQ  | 2500-12-31      | N/A      | 0.0000% | $3540.00           | $49002.45          | Equities   |
| GRAYSCALE BITCOIN TRUST ETF    SHS REP COM UT   | 2500-12-31      | N/A      | 0.0000% | $8300.00           | $472602.00         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY URANI ETF  | 2500-12-31      | N/A      | 0.0000% | $1231.00           | $43232.72          | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $6100.00           | $200812.00         | Equities   |
| ETF OPPORTUNITIES TRUST        SMI REAL ETF     | 2500-12-31      | N/A      | 0.0000% | $400.00            | $12142.00          | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $903.00            | $84966.79          | Equities   |
| ETF SER SOLUTIONS              HOYA CAPT HI DIV | 2500-12-31      | N/A      | 0.0000% | $4490.00           | $43306.05          | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MS KORE ETF | 2500-12-31      | N/A      | 0.0000% | $4210.00           | $4631547.30        | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $4760.00           | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR      | 2500-12-31      | N/A      | 0.0000% | $2294.00           | $100328.55         | Equities   |
| BNY MELLON ETF TRUST II        MUNICIPAL SHT DU | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2425.74           | Equities   |
| ANNOVIS BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $2470.00           | Equities   |
| AMPLIFY ETF TR                 ENER NAT RES ETF | 2500-12-31      | N/A      | 0.0000% | $1722.00           | $58668.54          | Equities   |
| AKAMAI TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $104799.00         | $14999880.87       | Equities   |
| AMERICAN CENTY ETF TR          AVAN US VALU ETF | 2500-12-31      | N/A      | 0.0000% | $123.00            | $9763.74           | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $2975.00           | $141461.25         | Equities   |
| ETF SER SOLUTIONS              ACQUIRERS SMALL  | 2500-12-31      | N/A      | 0.0000% | $227.00            | $9211.71           | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC COR   | 2500-12-31      | N/A      | 0.0000% | $1331.00           | $58164.70          | Equities   |
| DEFI TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $758403.00         | $502062.79         | Equities   |
| DIREXION SHARES ETF TRUST      DAI SEM BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $8514.00           | $60534.54          | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $208000.00         | $499200.00         | Equities   |
| ETFIS SER TR I                 INFRAC ACT MLP   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1845.60           | Equities   |
| DIREXION SHARES ETF TRUST      DAI ENE BUL ETF  | 2500-12-31      | N/A      | 0.0000% | $31004.00          | $2708509.44        | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MID CAP ETF | 2500-12-31      | N/A      | 0.0000% | $22.00             | $1496.22           | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MID CAP ETF | 2500-12-31      | N/A      | 0.0000% | $7298.00           | $496336.98         | Equities   |
| NORTHERN LTS FD TR IV          INSPI GROWT ETF  | 2500-12-31      | N/A      | 0.0000% | $8526.00           | $356472.06         | Equities   |
| ZENATECH INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $988.00            | $1610.44           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 VAL   | 2500-12-31      | N/A      | 0.0000% | $5562.00           | $779462.57         | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $57554.00          | $3643743.74        | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1043.28           | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $177.00            | $9757.62           | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $10662.00          | $43927.44          | Equities   |
| MOBILE-HEALTH NETWORK SOLUTION CLASS A SHARES   | 2500-12-31      | N/A      | 0.0000% | $2043.00           | $1577.20           | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $1829268.00        | $14999997.60       | Equities   |
| DANAOS CORPORATION             SHS              | 2500-12-31      | N/A      | 0.0000% | $48.00             | $6044.16           | Equities   |
| VANGUARD MALVERN FDS           STRM INFPROIDX   | 2500-12-31      | N/A      | 0.0000% | $84.00             | $4233.60           | Equities   |
| VANECK ETF TRUST               DIGITAL NATIVE   | 2500-12-31      | N/A      | 0.0000% | $2128.00           | $75373.76          | Equities   |
| VIRTUS ETF TR II               US DIVIDEND ETF  | 2500-12-31      | N/A      | 0.0000% | $82.00             | $2445.96           | Equities   |
| VOLATILITY SHS TR              XRP ETF          | 2500-12-31      | N/A      | 0.0000% | $13459.00          | $98320.69          | Equities   |
| GMO ETF TRUST                  GMO US VALUE     | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6070.00           | Equities   |
| VIRTUS ETF TR II               NEWF SHOR BD ETF | 2500-12-31      | N/A      | 0.0000% | $273.00            | $6983.20           | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $732.00            | $11119.08          | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $415396.00         | $14999949.56       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $9071.00           | $298526.61         | Equities   |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $13008.00          | $3878075.04        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SHORT TERM ETF   | 2500-12-31      | N/A      | 0.0000% | $46.00             | $4856.22           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LEISU ENTMT ETF  | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1003.68           | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $601.00            | $17302.79          | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $19532.00          | $562326.28         | Equities   |
| ISHARES TR                     ESG MSCI USA ETF | 2500-12-31      | N/A      | 0.0000% | $2554.00           | $172343.92         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $426.00            | $42007.86          | Equities   |
| PROSHARES TR                   ULTRA ENERG NEW  | 2500-12-31      | N/A      | 0.0000% | $35830.00          | $683278.10         | Equities   |
| PROSHARES TR                   SMART MATLS ETF  | 2500-12-31      | N/A      | 0.0000% | $496.00            | $21075.73          | Equities   |
| PROSHARES TR                   ULTR SHO S&P 500 | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2815.12           | Equities   |
| BIOHARVEST SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $5850.00           | Equities   |
| BLACKROCK ETF TRUST II         ISHAR INTER ETF  | 2500-12-31      | N/A      | 0.0000% | $83.00             | $1998.64           | Equities   |
| BANK MONTREAL MEDIUM           CAL LKD 45       | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1117.92           | Equities   |
| BLACKROCK ETF TRUST            ISHA I IN TE ETF | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2959.44           | Equities   |
| BOXLIGHT CORP                  CL A COM         | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $2082.30           | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $2251.00           | $89634.82          | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $9739.00           | $287982.23         | Equities   |
| AMPLIFY ETF TR                 BLACKSWAN ISWN   | 2500-12-31      | N/A      | 0.0000% | $1209.00           | $27035.05          | Equities   |
| AUREUS GREENWAY HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $2592.00           | Equities   |
| EXCHANGE LISTED FDS TR         LG QR AI PO ETF  | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2219.31           | Equities   |
| DIREXION SHARES ETF TRUST      AUSPCE CMD STG   | 2500-12-31      | N/A      | 0.0000% | $76.00             | $2599.96           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $6993.00           | $1790686.32        | Equities   |
| DIREXION SHARES ETF TRUST      DAIL CONS DI ETF | 2500-12-31      | N/A      | 0.0000% | $6454.00           | $318504.90         | Equities   |
| DIREXION SHARES ETF TRUST      DAI MAR BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $69377.00          | $1101706.76        | Equities   |
| GOLDMAN SACHS ETF TR           MSCI WORLD PRIV  | 2500-12-31      | N/A      | 0.0000% | $4089.00           | $246015.91         | Equities   |
| GRANITESHARES ETF TR           2X SHORT COIN    | 2500-12-31      | N/A      | 0.0000% | $4096.00           | $189440.00         | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $31.00             | $1676.79           | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $116.00            | $6274.44           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI TR SM GR ST ETF  | 2500-12-31      | N/A      | 0.0000% | $129.00            | $3992.55           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM   | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2221.65           | Equities   |
| FLEXSHARES TR                  ESG & CLM US LRG | 2500-12-31      | N/A      | 0.0000% | $2434.00           | $199343.14         | Equities   |
| FEDERATED HERMES ETF TRUST     SHOR DU CORP ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7288.50           | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $7677.00           | $271268.33         | Equities   |
| FUNDX INVT TR                  CONSERVATIVE ETF | 2500-12-31      | N/A      | 0.0000% | $367.00            | $18136.85          | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $5917.00           | $26626.50          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ OIL GAS    | 2500-12-31      | N/A      | 0.0000% | $4447.00           | $158896.65         | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1441.60           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $2519.00           | $78351.98          | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  ALT ABSLT STRG   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3392.00           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSY WRGH VLU   | 2500-12-31      | N/A      | 0.0000% | $2145.00           | $82170.23          | Equities   |
| GLOBAL X FDS                   PURE MS TECH ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3320.00           | Equities   |
| GLOBAL X FDS                   SHOR TER TRE ETF | 2500-12-31      | N/A      | 0.0000% | $160.00            | $7976.00           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE CHINA       | 2500-12-31      | N/A      | 0.0000% | $1219.00           | $26769.24          | Equities   |
| PGIM ETF TR                    JENNISON FOC GWT | 2500-12-31      | N/A      | 0.0000% | $3264.00           | $390690.68         | Equities   |
| HARBOR ETF TRUST               LONG SHO EQU ETF | 2500-12-31      | N/A      | 0.0000% | $1859.00           | $64222.87          | Equities   |
| KRANESHARES TRUST              KWEB COVERD CALL | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $31850.00          | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $226.00            | $5606.02           | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $94444.00          | $371164.92         | Equities   |
| PROSHARES TR                   ULSH 20YRTRE NEW | 2500-12-31      | N/A      | 0.0000% | $74.00             | $5094.90           | Equities   |
| SPDR SERIES TRUST              ST STR P400MID   | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3720.96           | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1663.96           | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 VAL    | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1974.06           | Equities   |
| PGIM ETF TR                    MUN INCO OPP ETF | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1681.85           | Equities   |
| TIDAL TRUST II                 CARB COLL BD ETF | 2500-12-31      | N/A      | 0.0000% | $575.00            | $11531.62          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $431.00            | $26015.16          | Equities   |
| TRON INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1093.00           | $2196.93           | Equities   |
| ISHARES TR                     CR 5 10 YR ETF   | 2500-12-31      | N/A      | 0.0000% | $700.00            | $30604.00          | Equities   |
| STUBHUB HLDGS INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $650356.00         | $6373488.80        | Equities   |
| OIO GROUP                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $9216.00           | Equities   |
| GENERAL PURP ACQUISITION CORP  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $36936.00          | $368621.28         | Equities   |
| MANCHESTER UTD PLC NEW         ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $79700.00          | $1601173.00        | Equities   |
| KRANESHARES TRUST              ARTI INT TEC ETF | 2500-12-31      | N/A      | 0.0000% | $226952.00         | $10721212.48       | Equities   |
| TIDAL TRUST I                  SOUND EQUIT ETF  | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1108.11           | Equities   |
| TORTOISE CAPITAL SERIES TRUST  AI INFRA ETF     | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $338624.00         | Equities   |
| TIDAL TRUST II                 YIELD UNIVE ETFS | 2500-12-31      | N/A      | 0.0000% | $115994.00         | $1003348.10        | Equities   |
| TIDAL TRUST II                 DEFI DA RKLB ETF | 2500-12-31      | N/A      | 0.0000% | $22945.00          | $39694.85          | Equities   |
| GLOBAL X FDS                   X EMERGING MKT   | 2500-12-31      | N/A      | 0.0000% | $294.00            | $7008.96           | Equities   |
| GOLDMAN SACHS ETF TR           ULT SHO MUN ETF  | 2500-12-31      | N/A      | 0.0000% | $318.00            | $16014.48          | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS INVT GR   | 2500-12-31      | N/A      | 0.0000% | $600.00            | $27564.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $98610.00          | Equities   |
| JANUS DETROIT STR TR           HEND GLOB AR ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10255.56          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $247781.00         | $12537718.60       | Equities   |
| ISHARES TR                     RESIDENTIAL MULT | 2500-12-31      | N/A      | 0.0000% | $70.00             | $6379.10           | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $21.00             | $2476.11           | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $1268.00           | $96266.56          | Equities   |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1426.00           | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $536.00            | $52635.36          | Equities   |
| HARBOR ETF TRUST               ARES SYSTEMATIC  | 2500-12-31      | N/A      | 0.0000% | $1450.00           | $66095.35          | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2209.00           | $62360.07          | Equities   |
| INNOVATOR ETFS TRUST           INDE AUT INC ETF | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $90965.00          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF MACKAY HIGH INCM | 2500-12-31      | N/A      | 0.0000% | $581.00            | $15137.95          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $624.00            | $27007.28          | Equities   |
| FIDELITY COVINGTON TRUST       LOW VOLITY ETF   | 2500-12-31      | N/A      | 0.0000% | $92.00             | $6477.72           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $104.00            | $2250.56           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $2886.00           | $62453.04          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P 500 ECON ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2603.61           | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $11320.00          | $2140385.60        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST 20 PLUS YEA | 2500-12-31      | N/A      | 0.0000% | $2791.00           | $51382.31          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV CORE INVESTMENT  | 2500-12-31      | N/A      | 0.0000% | $60881.00          | $1269673.26        | Equities   |
| TIDAL TR IV                    VOYA CORE BOND   | 2500-12-31      | N/A      | 0.0000% | $6953.00           | $344208.27         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $235.00            | $14899.45          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $1520.00           | $12768.00          | Equities   |
| 2023 ETF SERIES TRUST          PICT AI AUTO ETF | 2500-12-31      | N/A      | 0.0000% | $3224.00           | $101623.06         | Equities   |
| PROSHARES TR II                ULSHT BLOOMB OIL | 2500-12-31      | N/A      | 0.0000% | $83550.00          | $2248330.50        | Equities   |
| UBS AG LONDON BRANCH           CAL LKD 51       | 2500-12-31      | N/A      | 0.0000% | $786.00            | $25113.72          | Equities   |
| PROSHARES TR                   ULTRA ENERGY     | 2500-12-31      | N/A      | 0.0000% | $71.00             | $4004.40           | Equities   |
| PROSHARES TR II                ULTRA SHORT SILV | 2500-12-31      | N/A      | 0.0000% | $10100.00          | $203616.00         | Equities   |
| SPDR SERIES TRUST              ST STR CORPO ETF | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $151216.00         | Equities   |
| KRANESHARES TRUST              EMRNG MKT CONS   | 2500-12-31      | N/A      | 0.0000% | $506.00            | $13062.90          | Equities   |
| SELECT SECTOR SPDR TR          ST DISC INCO ETF | 2500-12-31      | N/A      | 0.0000% | $2234.00           | $52968.14          | Equities   |
| SPDR SERIES TRUST              SP KENSHO CLEAN  | 2500-12-31      | N/A      | 0.0000% | $366.00            | $44659.32          | Equities   |
| LAUDER ESTEE COS INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $165070.00         | $14999910.90       | Equities   |
| ISHARES TR                     0 1 YR TI BD ETF | 2500-12-31      | N/A      | 0.0000% | $3325.00           | $169408.75         | Equities   |
| GLOBAL X FDS                   INT RT VOLTLTY   | 2500-12-31      | N/A      | 0.0000% | $283.00            | $5558.12           | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $1608.00           | $78976.92          | Equities   |
| ISHARES TR                     IBONDS OCT 2028  | 2500-12-31      | N/A      | 0.0000% | $6223.00           | $164380.54         | Equities   |
| ISHARES TR                     IBONDS DEC 2031  | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $139896.00         | Equities   |
| TOUCHSTONE ETF TRUST           DIVIDEND SELECT  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1916.68           | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $360920.00         | $14999835.20       | Equities   |
| 2023 ETF SERIES TRUST          EAGL CAP SEL ETF | 2500-12-31      | N/A      | 0.0000% | $28815.00          | $951759.45         | Equities   |
| TIDAL TRUST III                NAACP MINO ETF   | 2500-12-31      | N/A      | 0.0000% | $80.00             | $4748.94           | Equities   |
| AMERICAN STRATEGIC INVEST CO   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $700.00            | $6237.00           | Equities   |
| NORTHERN FDS                   2030 INF LIN ETF | 2500-12-31      | N/A      | 0.0000% | $2002.00           | $202582.38         | Equities   |
| TIDAL TRUST II                 YIE AMD INC ETF  | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $137328.00         | Equities   |
| PROSHARES TR                   ULTR S& 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $25600.00          | $1206947.84        | Equities   |
| PROFESIONALLY MANAGED PORTFOLI AKRE FOCUS ETF   | 2500-12-31      | N/A      | 0.0000% | $2697.00           | $147391.05         | Equities   |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $420.00            | $10550.40          | Equities   |
| PROSHARES TR                   PSHS ULDOW30 NEW | 2500-12-31      | N/A      | 0.0000% | $6479.00           | $119602.34         | Equities   |
| PROSHARES TR                   SHOR S&P 500 NEW | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2667.33           | Equities   |
| PURPLE INNOVATION INC          COM              | 2500-12-31      | N/A      | 0.0000% | $8400.00           | $3497.76           | Equities   |
| MNTN INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $103919.00         | $932153.43         | Equities   |
| SELECT SECTOR SPDR TR          ST UTIL INCO ETF | 2500-12-31      | N/A      | 0.0000% | $4809.00           | $117315.55         | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15452.00          | $156374.24         | Equities   |
| TWELVE SEAS INVT CO III        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15124.00          | $150786.28         | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $2398.00           | $24843.28          | Equities   |
| BTC DIGITAL LTD                SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $78353.00          | $87755.36          | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $18055.00          | $13721.80          | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2030 | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7420.56           | Equities   |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $151697.00         | $13006500.78       | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $330008.00         | $970223.52         | Equities   |
| GLOBAL X FDS                   GLB X GURU INDEX | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1079.20           | Equities   |
| GLOBAL X FDS                   GLOBX SUPDV US   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $1909.71           | Equities   |
| ETFIS SER TR I                 VIRTUS PVT CR    | 2500-12-31      | N/A      | 0.0000% | $3873.00           | $61077.21          | Equities   |
| DIREXION SHARES ETF TRUST      DLY PANW BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $93.00             | $1495.52           | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL SUSTAINA  | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $72968.00          | Equities   |
| DIREXION SHARES ETF TRUST      DAIL ENER 5 ETF  | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $192596.50         | Equities   |
| DIREXION SHARES ETF TRUST      DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $23482.00          | $980138.68         | Equities   |
| BONDBLOXX ETF TRUST            CCC RT USD HI YL | 2500-12-31      | N/A      | 0.0000% | $13600.00          | $503608.00         | Equities   |
| DIREXION SHARES ETF TRUST      DAI ENE BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $54521.00          | $636260.07         | Equities   |
| DIMENSIONAL ETF TRUST          EMGR CRE EQT MNG | 2500-12-31      | N/A      | 0.0000% | $10700.00          | $433671.00         | Equities   |
| DIREXION SHARES ETF TRUST      DA TE 5 BE ETF   | 2500-12-31      | N/A      | 0.0000% | $3628.00           | $58725.71          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $696.00            | $91539.45          | Equities   |
| LUNAI BIOWORKS INC             COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $6688.00           | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $559.00            | $29705.26          | Equities   |
| AMG ETF TRUST                  GW&K MUN INC ETF | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1001.99           | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $82554.00          | $385527.18         | Equities   |
| BLACKROCK ETF TRUST            ISHA US THEM ETF | 2500-12-31      | N/A      | 0.0000% | $131942.00         | $5710449.76        | Equities   |
| BNY MELLON ETF TRUST           US MDCP CORE EQT | 2500-12-31      | N/A      | 0.0000% | $54.00             | $6508.44           | Equities   |
| CARILLON SER TR                RJ EA MUN IN ETF | 2500-12-31      | N/A      | 0.0000% | $105.00            | $2689.57           | Equities   |
| CALAMOS ETF TR                 RUSSE 2000 OCTOB | 2500-12-31      | N/A      | 0.0000% | $99.00             | $2769.03           | Equities   |
| BNY MELLON ETF TRUST           ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $35616.00          | $1773648.31        | Equities   |
| DIREXION SHARES ETF TRUST      DAI BET BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $77.00             | $1693.23           | Equities   |
| DIREXION SHARES ETF TRUST      DAI MAR BUL ETF  | 2500-12-31      | N/A      | 0.0000% | $76.00             | $7121.20           | Equities   |
| DIREXION SHARES ETF TRUST      DA BI BU 3X ETF  | 2500-12-31      | N/A      | 0.0000% | $7211.00           | $1382060.26        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $170805.00         | $819864.00         | Equities   |
| ETF SER SOLUTIONS              AAM BRENTVIEW    | 2500-12-31      | N/A      | 0.0000% | $106.00            | $2575.41           | Equities   |
| CAE INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1000.74           | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $337141.00         | $1574448.47        | Equities   |
| BANK MONTREAL MEDIUM           MICR FA IN 3X IN | 2500-12-31      | N/A      | 0.0000% | $89.00             | $1799.71           | Equities   |
| AMPLIFY ETF TR                 BLUE ISRA TE ETF | 2500-12-31      | N/A      | 0.0000% | $76.00             | $5192.72           | Equities   |
| AMERICAN CENTY ETF TR          AVAN U S QUA ETF | 2500-12-31      | N/A      | 0.0000% | $283.00            | $18980.10          | Equities   |
| AMPLIFY ETF TR                 BLACKSWAN GRWT   | 2500-12-31      | N/A      | 0.0000% | $3827.00           | $129935.83         | Equities   |
| AMPLIFY ETF TR                 CASH FLOW DIVID  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $17746.55          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ FOD BVRG   | 2500-12-31      | N/A      | 0.0000% | $554.00            | $12449.10          | Equities   |
| FEDERATED HERMES ETF TRUST     TOTA RETU BD ETF | 2500-12-31      | N/A      | 0.0000% | $44100.00          | $1110482.10        | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $177325.00         | $14999921.75       | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INC ADV ETF  | 2500-12-31      | N/A      | 0.0000% | $1959.00           | $112936.35         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  BLOOM DATA ETF   | 2500-12-31      | N/A      | 0.0000% | $181.00            | $12526.63          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $8184.00           | $439398.96         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1761.60           | Equities   |
| MORGAN STANLEY ETF TRUST       EATO VA DURA ETF | 2500-12-31      | N/A      | 0.0000% | $2820.00           | $144116.10         | Equities   |
| PROSHARES TR                   ETHER ETF        | 2500-12-31      | N/A      | 0.0000% | $11188.00          | $276455.48         | Equities   |
| LISTED FDS TR                  ALPHADROID DEFN  | 2500-12-31      | N/A      | 0.0000% | $890.00            | $23526.88          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $514932.00         | $14999969.16       | Equities   |
| QUANTUM CYBER NV               SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $9536.00           | Equities   |
| LISTED FDS TR                  ROUNDHILL BALL   | 2500-12-31      | N/A      | 0.0000% | $462.00            | $8879.64           | Equities   |
| JANUS DETROIT STR TR           HENDERSN SML ETF | 2500-12-31      | N/A      | 0.0000% | $5278.00           | $504933.07         | Equities   |
| TIDAL TRUST II                 YIELD CVNA ETF   | 2500-12-31      | N/A      | 0.0000% | $2084.00           | $51326.42          | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $1716.00           | $164821.80         | Equities   |
| TIDAL TRUST II                 YIELDMAX NVDA    | 2500-12-31      | N/A      | 0.0000% | $68421.00          | $927788.76         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA US    | 2500-12-31      | N/A      | 0.0000% | $17837.00          | $1545092.67        | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTIFACTR SML   | 2500-12-31      | N/A      | 0.0000% | $77.00             | $3635.94           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ULTRA SHT MUNCPL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5094.00           | Equities   |
| RBB FD INC                     F M 2YEAR INVES  | 2500-12-31      | N/A      | 0.0000% | $1081.00           | $54460.78          | Equities   |
| TIDAL TRUST I                  ACADEMY VETERAN  | 2500-12-31      | N/A      | 0.0000% | $4875.00           | $96427.50          | Equities   |
| ISHARES TR                     IBONDS OCT 2026  | 2500-12-31      | N/A      | 0.0000% | $3752.00           | $97834.53          | Equities   |
| TEUCRIUM COMMODITY TR          CORN FD SHS      | 2500-12-31      | N/A      | 0.0000% | $553485.00         | $10078961.85       | Equities   |
| TEUCRIUM COMMODITY TR          SOYBEAN FD       | 2500-12-31      | N/A      | 0.0000% | $7750.00           | $195455.00         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $11114.00          | $284962.96         | Equities   |
| TIDAL TRUST II                 YIELDMAX DORSEY  | 2500-12-31      | N/A      | 0.0000% | $4199.00           | $107313.84         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN DIVER   | 2500-12-31      | N/A      | 0.0000% | $4830.00           | $663798.01         | Equities   |
| GLOBAL X FDS                   PURE MS STAP ETF | 2500-12-31      | N/A      | 0.0000% | $299.00            | $8013.20           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  EQUITY FOCUS ETF | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $236221.27         | Equities   |
| SPDR SERIES TRUST              ST STR SP HCSVC  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $11562.88          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLT TSLA RE ETF | 2500-12-31      | N/A      | 0.0000% | $15885.00          | $295721.51         | Equities   |
| SPDR INDEX SHS FDS             ST STR EUROP ETF | 2500-12-31      | N/A      | 0.0000% | $41133.00          | $2280002.19        | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $119.00            | $2321.48           | Equities   |
| PGIM ETF TR                    ACTI AGGR BD ETF | 2500-12-31      | N/A      | 0.0000% | $600.00            | $25392.00          | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1197.38           | Equities   |
| MANULIFE FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $22928.00          | $877913.12         | Equities   |
| HARBOR ETF TRUST               SMID CAP CORE    | 2500-12-31      | N/A      | 0.0000% | $151.00            | $4066.23           | Equities   |
| GLOBAL X FDS                   GLOBAL X GOLD EX | 2500-12-31      | N/A      | 0.0000% | $78.00             | $6186.89           | Equities   |
| TIDAL TRUST III                VISTASHARES TRGT | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1126.80           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT ENRG | 2500-12-31      | N/A      | 0.0000% | $388.00            | $22481.61          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $2615.00           | $331979.22         | Equities   |
| INNOVATOR ETFS TRUST           INTL DE PWR DECE | 2500-12-31      | N/A      | 0.0000% | $3086.00           | $105294.32         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $359.00            | $23842.99          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MDCP 400 REV | 2500-12-31      | N/A      | 0.0000% | $4870.00           | $690372.66         | Equities   |
| SPDR INDEX SHS FDS             ST DOW GLOBA ETF | 2500-12-31      | N/A      | 0.0000% | $45398.00          | $2242661.20        | Equities   |
| TIDAL TRUST II                 YIELD MARA ETF   | 2500-12-31      | N/A      | 0.0000% | $201.00            | $1338.66           | Equities   |
| TIDAL TRUST II                 DEFI DA SMCI ETF | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $71430.00          | Equities   |
| TIDAL TRUST II                 YIELDMAX NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $2152.00           | $92987.92          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRE STRAT ETF  | 2500-12-31      | N/A      | 0.0000% | $62269.00          | $1812027.90        | Equities   |
| SPDR SERIES TRUST              ST STR R1K YLD   | 2500-12-31      | N/A      | 0.0000% | $961.00            | $123065.66         | Equities   |
| SPHERE 3D CORP NEW             COM SHS          | 2500-12-31      | N/A      | 0.0000% | $20315.00          | $39004.80          | Equities   |
| PROSHARES TR                   S&P KENSHO SMRT  | 2500-12-31      | N/A      | 0.0000% | $499.00            | $35685.54          | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $692.00            | $67670.68          | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $3537808.00        | $1220543.76        | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $24791.00          | $68175.25          | Equities   |
| GRANITESHARES ETF TR           YIEL SIN STK ETF | 2500-12-31      | N/A      | 0.0000% | $868.00            | $13020.00          | Equities   |
| SPDR SERIES TRUST              ST NUVE HIGH ETF | 2500-12-31      | N/A      | 0.0000% | $16969.00          | $427279.42         | Equities   |
| INTERCONT CAYMAN LTD           CL A SHS NEW     | 2500-12-31      | N/A      | 0.0000% | $6057.00           | $23501.16          | Equities   |
| LISTED FDS TR                  YIEL YOU INC ETF | 2500-12-31      | N/A      | 0.0000% | $15563.00          | $153139.92         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $22947.00          | $1512207.30        | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $28000.00          | $49840.00          | Equities   |
| HARBOR ETF TRUST               DISCI BD ETF     | 2500-12-31      | N/A      | 0.0000% | $415.00            | $16915.40          | Equities   |
| QNITY ELECTRONICS INC          COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $389293.04         | Equities   |
| YORKVILLE AMER INVTS TR        AMERN SEC DE ETF | 2500-12-31      | N/A      | 0.0000% | $663.00            | $18001.18          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SM EN ET NEW | 2500-12-31      | N/A      | 0.0000% | $11697.00          | $697141.20         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 31 MUN | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $100490.40         | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $851.00            | $24262.01          | Equities   |
| BAYTEX ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $598663.00         | $2939435.33        | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $939.00            | $41447.46          | Equities   |
| CAPITAL GROUP EQUITY ETF TR I  US SM MI CA ETF  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6358.00           | Equities   |
| DIREXION SHARES ETF TRUST      DAIL CSI 300 ETF | 2500-12-31      | N/A      | 0.0000% | $79937.00          | $1948064.69        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY FINANCIAL  | 2500-12-31      | N/A      | 0.0000% | $254.00            | $11602.72          | Equities   |
| DBX ETF TR                     XTRCKR RUSL 1000 | 2500-12-31      | N/A      | 0.0000% | $125.00            | $8205.00           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $92.00             | $6902.76           | Equities   |
| COHEN & STEERS ETF TRUST       SHORT DURATN PFD | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1006.33           | Equities   |
| COLUMBIA BKG SYS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $124182.00         | $3680754.48        | Equities   |
| DIREXION SHARES ETF TRUST      DA 500 BE 3X ETF | 2500-12-31      | N/A      | 0.0000% | $64.00             | $1669.12           | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $800.00            | $22808.00          | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1476.87           | Equities   |
| ANDERSEN GROUP INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $11600.00          | $444396.00         | Equities   |
| BNY MELLON ETF TRUST II        CONCENTRATED GRW | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $47725.81          | Equities   |

### Security 625: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1FVH33, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1FVH33
- **C.18 - Value (incl. sponsor support):** $526937429.29
- **C.18.a - Value (excl. sponsor support):** $526937429.29
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| DIREXION SHARES ETF TRUST      DLY META BULL 2X | 2500-12-31      | N/A      | 0.0000% | $48145.00          | $1280175.55        | Equities   |
| CALAMOS ETF TR                 ANTE GLOB SU ETF | 2500-12-31      | N/A      | 0.0000% | $650.00            | $24317.93          | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $36132.00          | $26578699.20       | Equities   |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $66709.00          | $3068614.00        | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $184.00            | $5134.54           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $232088.00         | $16923856.96       | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSN ETF | 2500-12-31      | N/A      | 0.0000% | $320.00            | $22126.34          | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2535.00           | $81614.32          | Equities   |
| KRANESHARES TRUST              DRAG CAP VIE ETF | 2500-12-31      | N/A      | 0.0000% | $233.00            | $5511.38           | Equities   |
| SELECT SECTOR SPDR TR          ST STR MATER ETF | 2500-12-31      | N/A      | 0.0000% | $242424.00         | $12450896.64       | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $1416.00           | $44618.16          | Equities   |
| RBB FD INC                     F M ULTR TAX ETF | 2500-12-31      | N/A      | 0.0000% | $4909.00           | $245670.90         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $143300.00         | $5955548.00        | Equities   |
| TIDAL TRUST III                NEST DYNA IN ETF | 2500-12-31      | N/A      | 0.0000% | $6609.00           | $267135.78         | Equities   |
| PROSHARES TR                   ULTR S& 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $25600.00          | $1206947.84        | Equities   |
| MOONLAKE IMMUNOTHERAPEUTICS    CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $1018632.00        | $19028045.76       | Equities   |
| ANGEL OAK FUNDS TRUST          INCOME ETF       | 2500-12-31      | N/A      | 0.0000% | $70332.00          | $1465718.88        | Equities   |
| DIREXION SHARES ETF TRUST      DLY TSLA BULL 2X | 2500-12-31      | N/A      | 0.0000% | $59660.00          | $978424.00         | Equities   |
| BNY MELLON ETF TRUST           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $14727.00          | $618239.46         | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $43915.00          | $2333643.10        | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $35220.00          | $26577012.00       | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15452.00          | $156374.24         | Equities   |
| TWELVE SEAS INVT CO III        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15124.00          | $150786.28         | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $120909.00         | $8075512.11        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3373024.00        | $26579429.12       | Equities   |
| SPDR INDEX SHS FDS             ST STR MSCI WLD  | 2500-12-31      | N/A      | 0.0000% | $6456.00           | $988643.43         | Equities   |
| PALISADE BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $3867680.00        | $7967420.80        | Equities   |
| PGIM ETF TR                    MUN INCO OPP ETF | 2500-12-31      | N/A      | 0.0000% | $4712.00           | $240147.08         | Equities   |
| NORTHERN FDS                   SHORT-TERM TAX   | 2500-12-31      | N/A      | 0.0000% | $11877.00          | $597053.23         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVT GRD DEFSV   | 2500-12-31      | N/A      | 0.0000% | $4842.00           | $118629.00         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1749800.00        | $26579462.00       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $127632.00         | $26579364.00       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $35057.00          | $26579165.69       | Equities   |
| SPDR INDEX SHS FDS             ST STR MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $34860.00          | $3411200.90        | Equities   |
| HCM III ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $35411.00          | $362608.64         | Equities   |
| GENERAL PURP ACQUISITION CORP  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $36936.00          | $368621.28         | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $362020.00         | $26579508.40       | Equities   |
| VICTORY PORTFOLIOS II          VICT WES U S ETF | 2500-12-31      | N/A      | 0.0000% | $6574.00           | $335602.70         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1493.00           | $124525.76         | Equities   |
| SPDR INDEX SHS FDS             ST MAR DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $20091.00          | $831968.31         | Equities   |
| PROSHARES TR                   ULTR SHO S&P 500 | 2500-12-31      | N/A      | 0.0000% | $21630.00          | $790792.80         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NE ST GA ETF   | 2500-12-31      | N/A      | 0.0000% | $1796.00           | $55443.06          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $15405.00          | $1161382.95        | Equities   |
| ISHARES TR                     US TECH BRKTHR   | 2500-12-31      | N/A      | 0.0000% | $154.00            | $11080.30          | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1220620.00        | $2911178.70        | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $2169.00           | $111248.01         | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4885936.00        | $26579491.84       | Equities   |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $22870.00          | $3664460.10        | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $144896.00         | $24956887.04       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NASDAQ INTERNT   | 2500-12-31      | N/A      | 0.0000% | $33036.00          | $1612487.16        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $87764.00          | $26579327.40       | Equities   |
| WISDOMTREE TR                  WSDM EMKTBD FD   | 2500-12-31      | N/A      | 0.0000% | $6111.00           | $403662.11         | Equities   |
| DUKE ROBOTICS CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $11329.00          | $79416.29          | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $52332.00          | $2232483.12        | Equities   |
| M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $37682.00          | $381718.66         | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD         | 2500-12-31      | N/A      | 0.0000% | $17873.00          | $179444.92         | Equities   |
| 1RT ACQUISITION CORP.          USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $48484.00          | $496476.16         | Equities   |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $702350.00         | $1355535.50        | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $201137.00         | $181023.30         | Equities   |
| DIMENSIONAL ETF TRUST          INTL COR FIX ETF | 2500-12-31      | N/A      | 0.0000% | $122975.00         | $6537965.88        | Equities   |
| ADVISORSHARES TR               PURE US CANN ETF | 2500-12-31      | N/A      | 0.0000% | $81664.00          | $418119.68         | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $77620.00          | $362485.40         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1146.00           | $42884.92          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL FIN   | 2500-12-31      | N/A      | 0.0000% | $12449.00          | $935610.82         | Equities   |
| ISHARES TR                     CYBERSECURITY    | 2500-12-31      | N/A      | 0.0000% | $8207.00           | $457129.90         | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $214340.00         | $510129.20         | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $111215.00         | $1135505.15        | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE PLUS INCM   | 2500-12-31      | N/A      | 0.0000% | $63290.00          | $1417063.10        | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $4456.00           | $107634.68         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $264012.00         | $181349.84         | Equities   |
| TALPHERA INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5877.00           | $4828.54           | Equities   |
| ABRDN FDS                      INTL SMA CAP ETF | 2500-12-31      | N/A      | 0.0000% | $4180.00           | $157704.71         | Equities   |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $5079.00           | $126926.75         | Equities   |
| LISTED FDS TR                  ALEX PRA TAC ETF | 2500-12-31      | N/A      | 0.0000% | $9531.00           | $380946.45         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $9670.00           | $587374.17         | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $10501.00          | $456932.11         | Equities   |
| ITHAX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $37028.00          | $369539.44         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $20642.00          | $221075.82         | Equities   |
| IMMATICS N.V                   SHS              | 2500-12-31      | N/A      | 0.0000% | $456432.00         | $5226146.40        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2031 CP | 2500-12-31      | N/A      | 0.0000% | $22458.00          | $368648.07         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $13664.00          | $818473.60         | Equities   |
| VANGUARD WORLD FD              COMM SRVC ETF    | 2500-12-31      | N/A      | 0.0000% | $363.00            | $72396.72          | Equities   |
| EXCHANGE LISTED FDS TR         AXS KNO LEA ETF  | 2500-12-31      | N/A      | 0.0000% | $775.00            | $48348.76          | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $550752.00         | $26579291.52       | Equities   |
| WISDOMTREE TR                  1 3 YR LADDERED  | 2500-12-31      | N/A      | 0.0000% | $1544.00           | $77709.52          | Equities   |
| CALISA ACQUISITION CORP        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $11778.00          | $118722.24         | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $528000.00         | $14625600.00       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $1297192.00        | $26579464.08       | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $31502.00          | $24225.04          | Equities   |
| COHEN CIRCLE ACQUISIT CORP II  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $60492.00          | $621252.84         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $89482.00          | $956562.58         | Equities   |
| HELIX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $82991.00          | $853977.39         | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTE ACC CLO ETF | 2500-12-31      | N/A      | 0.0000% | $704.00            | $17568.32          | Equities   |
| BLACKROCK ETF TRUST II         ISHA FLEX IN ETF | 2500-12-31      | N/A      | 0.0000% | $508212.00         | $26579487.60       | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $50307.00          | $240467.46         | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $152488.00         | $172311.44         | Equities   |
| HARBOR ETF TRUST               EME MAR EQU ETF  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $2912.26           | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $18662.00          | $679296.80         | Equities   |
| VANGUARD MALVERN FDS           CORE BD ETF      | 2500-12-31      | N/A      | 0.0000% | $7859.00           | $607029.16         | Equities   |
| VANECK ETF TRUST               MORTGAGE REIT    | 2500-12-31      | N/A      | 0.0000% | $66959.00          | $679633.85         | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $184.00            | $17099.12          | Equities   |
| LEXICON PHARMACEUTICALS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2916976.00        | $6446516.96        | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $143.00            | $4064.72           | Equities   |
| CALAMOS ETF TR                 S&P 500 STR JULY | 2500-12-31      | N/A      | 0.0000% | $1562.00           | $43017.48          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $667648.00         | $26579066.88       | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $69951.00          | $728889.42         | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14800.00          | $39220.00          | Equities   |
| CANTOR EQUITY PARTNERS II INC. CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $357536.00         | $4880366.40        | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJ ALP LOW ETF | 2500-12-31      | N/A      | 0.0000% | $224.00            | $5708.64           | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $996976.00         | $26579380.16       | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $71106.00          | $735236.04         | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $224764.00         | $6711453.04        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GAMMA EMERGING   | 2500-12-31      | N/A      | 0.0000% | $11815.00          | $315165.12         | Equities   |
| SPDR SERIES TRUST              ST STR MSCI GEN  | 2500-12-31      | N/A      | 0.0000% | $3968.00           | $618938.96         | Equities   |
| CANTOR EQUITY PARTNERS V INC   SHS CL A S       | 2500-12-31      | N/A      | 0.0000% | $60318.00          | $620069.04         | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $205539.00         | $1227067.83        | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1318576.00        | $2478922.88        | Equities   |
| FRANKLIN TEMPLETON ETF TR      US DIVID BOOSTER | 2500-12-31      | N/A      | 0.0000% | $5018.00           | $159123.79         | Equities   |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $2982.00           | $170551.91         | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $424.00            | $13613.45          | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $8364.00           | $567121.02         | Equities   |
| FRANKLIN TEMPLETON ETF TR      PUTNA STK ETF    | 2500-12-31      | N/A      | 0.0000% | $703.00            | $19201.95          | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1994688.00        | $5265976.32        | Equities   |

### Security 626: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GG8L5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GG8L5
- **C.18 - Value (incl. sponsor support):** $749361397.50
- **C.18.a - Value (excl. sponsor support):** $749361397.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PNC FINL SVCS GROUP INC        SR GLBL NT 34       | 2034-08-18      | 5.9390%  | 0.0000% | $2000.00           | $2135.66           | Corporate Debt Securities                         |
| ORIX CORP                      GLBL NT 4%32        | 2032-04-13      | 4.0000%  | 0.0000% | $183000.00         | $176016.92         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $87000.00          | $85415.05          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-04-01      | 2.9500%  | 0.0000% | $375000.00         | $346913.54         | Corporate Debt Securities                         |
| FORTINET INC                   SR GLBL NT2.2%31    | 2031-03-15      | 2.2000%  | 0.0000% | $3000.00           | $2690.29           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.2%45    | 2045-11-05      | 5.2000%  | 0.0000% | $35000.00          | $33807.78          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-09-26      | 4.4500%  | 0.0000% | $489000.00         | $476954.71         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $44000.00          | $35819.10          | Corporate Debt Securities                         |
| JOHN SEVIER COMBINED CYCLE LLC SR SEC AMZ -A 42    | 2042-01-15      | 4.6260%  | 0.0000% | $85000.00          | $63061.85          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43    | 2043-08-15      | 4.6500%  | 0.0000% | $79000.00          | $70785.05          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 27       | 2027-03-16      | 4.1250%  | 0.0000% | $3000.00           | $3026.26           | Corporate Debt Securities                         |
| RPM INTL INC                   SR GLBL NT 32       | 2032-01-15      | 2.9500%  | 0.0000% | $80000.00          | $73147.24          | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT 33       | 2033-03-15      | 4.6250%  | 0.0000% | $55000.00          | $54075.37          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 54       | 2054-03-15      | 5.2500%  | 0.0000% | $48000.00          | $45776.72          | Corporate Debt Securities                         |
| VMWARE LLC                     CR SEN SR GLBL30    | 2030-05-15      | 4.7000%  | 0.0000% | $2000.00           | $2009.66           | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT4.5%28    | 2028-09-15      | 4.5000%  | 0.0000% | $15000.00          | $15105.15          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL DEB 31      | 2031-02-15      | 7.7500%  | 0.0000% | $1000.00           | $1147.22           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-03-01      | 4.0500%  | 0.0000% | $1000.00           | $816.97            | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE TR 2024-3  A1A    20650725 FLT | 2065-07-25      | 4.9777%  | 0.0000% | $499999.00         | $331118.13         | Asset-Backed Securities                           |
| TRAVELERS COMPANIES INC        SR GLBL NT 40       | 2040-11-01      | 5.3500%  | 0.0000% | $45000.00          | $44845.70          | Corporate Debt Securities                         |
| NISOURCE INC                   SR NT 5.25%43       | 2043-02-15      | 5.2500%  | 0.0000% | $25000.00          | $23791.92          | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $4000.00           | $4156.03           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.05%090528      | 2028-09-05      | 4.0500%  | 0.0000% | $64000.00          | $64306.56          | Corporate Debt Securities                         |
| TIME WARNER CABLE ENTERPRISES  SRSUBDB 8.375%33    | 2033-07-15      | 8.3750%  | 0.0000% | $1000.00           | $1155.20           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $40000.00          | $34294.69          | Corporate Debt Securities                         |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.0188%  | 0.0000% | $338000.00         | $1446.15           | Asset-Backed Securities                           |
| TOTAL CAP INTL                 SR GLBL NT 29       | 2029-02-19      | 3.4550%  | 0.0000% | $76000.00          | $75181.27          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 6%55     | 2055-05-01      | 6.0000%  | 0.0000% | $337000.00         | $323983.94         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 46       | 2046-11-30      | 4.2500%  | 0.0000% | $25000.00          | $21097.55          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-09-15      | 1.8750%  | 0.0000% | $33000.00          | $29014.07          | Corporate Debt Securities                         |
| INEOS FINANCE PLC              SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $8321000.00        | $8391104.43        | Corporate Debt Securities                         |
| IDEX CORP                      SR GLBL NT 31       | 2031-06-15      | 2.6250%  | 0.0000% | $76000.00          | $69729.11          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $2000.00           | $2022.18           | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT 46       | 2046-09-22      | 4.7500%  | 0.0000% | $20000.00          | $17554.41          | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         GLBL NT 6.4%40      | 2040-04-30      | 6.4000%  | 0.0000% | $4000.00           | $4291.26           | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 47       | 2047-02-06      | 4.2500%  | 0.0000% | $98000.00          | $84910.17          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 4.2%43        | 2043-04-01      | 4.2000%  | 0.0000% | $69000.00          | $59163.13          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $9430000.00        | $8247166.81        | Corporate Debt Securities                         |
| HASBRO INC                     SR NT 6.35%40       | 2040-03-15      | 6.3500%  | 0.0000% | $2000.00           | $2115.85           | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4744%  | 0.0000% | $35433000.00       | $93.67             | Private Label Collateralized Mortgage Obligations |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -L NT 48    | 2048-02-01      | 3.8500%  | 0.0000% | $125000.00         | $93683.68          | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 45       | 2045-05-11      | 4.3750%  | 0.0000% | $89000.00          | $76269.22          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 32       | 2032-05-24      | 2.8040%  | 0.0000% | $122651000.00      | $110860491.23      | Corporate Debt Securities                         |
| WEX INC                        SR GLBL 144A 33     | 2033-03-15      | 6.5000%  | 0.0000% | $3000.00           | $3024.42           | Corporate Debt Securities                         |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $40000.00          | $18061.30          | Asset-Backed Securities                           |
| UNITED AIRLINES PT TR 2020-1   A      20290415 5.8 | 2029-04-15      | 5.8750%  | 0.0000% | $6000.00           | $1907.66           | Asset-Backed Securities                           |
| FIRST CASH INC                 SR GLBL REGS 28     | 2028-09-01      | 4.6250%  | 0.0000% | $5000.00           | $4986.43           | Corporate Debt Securities                         |
| NEXT PROPERTIES TR 2401        SR REGS NT 50       | 2050-01-15      | 6.3900%  | 0.0000% | $500000.00         | $464232.50         | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            SR GLBL NT3.5%51    | 2051-11-15      | 3.5000%  | 0.0000% | $191000.00         | $118181.46         | Corporate Debt Securities                         |
| HOWARD UNIV                    GLBL 2020B BD 30    | 2030-10-01      | 2.8010%  | 0.0000% | $1000.00           | $923.08            | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 28       | 2028-03-03      | 3.7500%  | 0.0000% | $2000.00           | $1994.98           | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT5.3%31    | 2031-05-15      | 5.3000%  | 0.0000% | $40000.00          | $40051.02          | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL REGS 28     | 2028-09-01      | 3.8750%  | 0.0000% | $3000.00           | $2963.65           | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               SR REGS NT7.2%34    | 2034-10-30      | 7.2000%  | 0.0000% | $4000.00           | $3687.28           | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.4%29    | 2029-03-26      | 6.4000%  | 0.0000% | $3000.00           | $3126.84           | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 44       | 2044-09-15      | 4.7500%  | 0.0000% | $26000.00          | $22915.20          | Corporate Debt Securities                         |
| LBJ INFRASTRUCTURE GROUP LLC   SR SEC 144A 57      | 2057-12-31      | 3.7970%  | 0.0000% | $175000.00         | $126672.94         | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               EXTND-B 144A 30     | 2030-07-08      | 10.0130% | 0.0000% | $20491000.00       | $20633107.39       | Corporate Debt Securities                         |
| JACKSON NATL LIFE GLOBAL FDG   SR SEC GLBL 29      | 2029-06-21      | 3.0500%  | 0.0000% | $79000.00          | $75691.96          | Corporate Debt Securities                         |
| INDUSTRIAS PENOLES SAB DE CV   SR GLBL 144A 49     | 2049-09-12      | 5.6500%  | 0.0000% | $470000.00         | $440848.12         | Corporate Debt Securities                         |
| LIBERTY UTILS FIN GP1          SR GLBL 144A 30     | 2030-09-15      | 2.0500%  | 0.0000% | $4000.00           | $3599.94           | Corporate Debt Securities                         |
| WESTPAC BKG CORP               FR 4.15%051128      | 2028-05-11      | 4.1500%  | 0.0000% | $4896000.00        | $4892862.48        | Corporate Debt Securities                         |
| WEYERHAEUSER CO                GLBL NT 3.375%33    | 2033-03-09      | 3.3750%  | 0.0000% | $4009000.00        | $3652720.17        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.572%021131     | 2031-02-11      | 2.5720%  | 0.0000% | $1000.00           | $934.43            | Corporate Debt Securities                         |
| IAMGOLD CORP                   SR GLBL REGS 28     | 2028-10-15      | 5.7500%  | 0.0000% | $2000.00           | $2016.72           | Corporate Debt Securities                         |
| BAUSCH PLUS LOMB CORP          1LIEN GLBL 28       | 2028-10-01      | 8.3750%  | 0.0000% | $3000.00           | $3147.31           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL REGS 66     | 2066-04-22      | 6.2500%  | 0.0000% | $400000.00         | $395761.44         | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          SR GLBL DEB 29      | 2029-03-01      | 3.9500%  | 0.0000% | $5000.00           | $4985.88           | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 61       | 2061-08-15      | 3.3750%  | 0.0000% | $9000.00           | $5529.24           | Corporate Debt Securities                         |
| VZ SECD FING BV                SR SEC GLBL 33      | 2033-01-15      | 7.5000%  | 0.0000% | $2841000.00        | $2752351.33        | Corporate Debt Securities                         |
| TRUIST FINL CORP               PERP SUB GLBL -Q    | 2079-12-31      | 5.1000%  | 0.0000% | $500000.00         | $504733.33         | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 28       | 2028-07-13      | 5.1180%  | 0.0000% | $4000.00           | $4142.38           | Corporate Debt Securities                         |
| REVVITY INC                    SR GLBL NT1.9%28    | 2028-09-15      | 1.9000%  | 0.0000% | $35000.00          | $33058.39          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 65       | 2065-08-03      | 6.1250%  | 0.0000% | $40000.00          | $35002.64          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 GLBL NT 3.15%29     | 2029-12-15      | 3.1500%  | 0.0000% | $60000.00          | $57968.40          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           VR 092225-092228    | 2028-09-22      | 4.3862%  | 0.0000% | $2000.00           | $2019.38           | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-02-28      | 1.8750%  | 0.0000% | $30000.00          | $26438.09          | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT3.9%29    | 2029-05-01      | 3.9000%  | 0.0000% | $2000.00           | $1963.61           | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-AIRC D      20410815 FLT | 2041-08-15      | 6.7163%  | 0.0000% | $51576000.00       | $44957906.91       | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 1.65%012831      | 2031-01-28      | 1.6500%  | 0.0000% | $155000.00         | $137634.70         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2016A 46    | 2046-01-02      | 4.3000%  | 0.0000% | $70000.00          | $59371.78          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 33       | 2033-02-01      | 1.8750%  | 0.0000% | $295000.00         | $241462.17         | Corporate Debt Securities                         |
| ALLEGION PLC                   SR GLBL NT3.5%29    | 2029-10-01      | 3.5000%  | 0.0000% | $75000.00          | $72454.42          | Corporate Debt Securities                         |
| ACUITY BRANDS LIGHTING INC     SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $73000.00          | $65979.18          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2015A NT 45     | 2045-03-01      | 3.7500%  | 0.0000% | $57000.00          | $44600.03          | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT2.8%30    | 2030-05-15      | 2.8000%  | 0.0000% | $7000.00           | $6521.61           | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -K NT 49    | 2049-06-15      | 3.8000%  | 0.0000% | $83000.00          | $63269.33          | Corporate Debt Securities                         |
| AETNA INC NEW                  SR NT 4.75%44       | 2044-03-15      | 4.7500%  | 0.0000% | $98000.00          | $84544.98          | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-1     A      20300815 4.0 | 2030-08-15      | 4.0000%  | 0.0000% | $5000.00           | $2790.69           | Asset-Backed Securities                           |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 34       | 2034-03-15      | 2.9500%  | 0.0000% | $554000.00         | $473029.51         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $1565000.00        | $1562252.12        | Corporate Debt Securities                         |
| ALPHABET INC                   SR NT 5.7%75        | 2075-11-15      | 5.7000%  | 0.0000% | $21284000.00       | $20767153.53       | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 3%29     | 2029-02-22      | 3.0000%  | 0.0000% | $15000.00          | $14583.20          | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 46       | 2046-04-15      | 4.4500%  | 0.0000% | $73000.00          | $61073.18          | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT4.5%29    | 2029-01-15      | 4.5000%  | 0.0000% | $4000.00           | $4041.68           | Corporate Debt Securities                         |
| TELEDYNE FLIR LLC              SR GLBL NT2.5%30    | 2030-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1848.59           | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT5.5%45    | 2045-11-15      | 5.5000%  | 0.0000% | $2408000.00        | $2258893.96        | Corporate Debt Securities                         |
| ENDURANCE SPECIALTY HLDGS LTD  SR NT 7%34          | 2034-07-15      | 7.0000%  | 0.0000% | $1000.00           | $1129.96           | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 50       | 2050-04-03      | 4.1250%  | 0.0000% | $95000.00          | $73509.73          | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 27       | 2027-08-01      | 3.2500%  | 0.0000% | $5767000.00        | $5762979.12        | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 3.75%33     | 2033-02-14      | 3.7500%  | 0.0000% | $70000.00          | $68670.52          | Corporate Debt Securities                         |
| EASTMAN CHEM CO                SR GLBL BD 44       | 2044-10-15      | 4.6500%  | 0.0000% | $11000.00          | $9434.30           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT2.8%30    | 2030-01-31      | 2.8000%  | 0.0000% | $35000.00          | $33319.84          | Corporate Debt Securities                         |
| EQUIFAX INC                    GLBL NT 2.35%31     | 2031-09-15      | 2.3500%  | 0.0000% | $25000.00          | $22134.76          | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT1.1%30    | 2030-08-15      | 1.1000%  | 0.0000% | $424000.00         | $374000.98         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 32       | 2032-08-22      | 4.2980%  | 0.0000% | $131000.00         | $128567.42         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 44      | 2044-09-01      | 4.5500%  | 0.0000% | $95000.00          | $84607.21          | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL DEB 38      | 2038-02-15      | 6.6250%  | 0.0000% | $2000.00           | $2230.30           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-09-12      | 3.7500%  | 0.0000% | $90000.00          | $70565.47          | Corporate Debt Securities                         |
| BOEING CO                      3.9%49              | 2049-05-01      | 3.9000%  | 0.0000% | $24000.00          | $17899.52          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 1.95%020227      | 2027-02-02      | 1.9500%  | 0.0000% | $3000.00           | $2975.96           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           VR 091124-090828    | 2028-09-08      | 4.6397%  | 0.0000% | $2000.00           | $2029.39           | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.875%040144     | 2044-04-01      | 4.8750%  | 0.0000% | $56000.00          | $52373.11          | Corporate Debt Securities                         |
| CONSOLIDATED ENERGY FIN S A    SR 144A NT 12%31    | 2031-02-15      | 12.0000% | 0.0000% | $3735000.00        | $4056832.50        | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $4000.00           | $3886.68           | Corporate Debt Securities                         |
| EXELON CORP                    SR NT 7.6%32        | 2032-04-01      | 7.6000%  | 0.0000% | $1000.00           | $1133.98           | Corporate Debt Securities                         |
| CITADEL FINANCE LLC            SR 144A NT 31       | 2031-02-14      | 5.1500%  | 0.0000% | $975000.00         | $966772.63         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC 2017-C 4%57         | 2057-11-15      | 4.0000%  | 0.0000% | $35000.00          | $25771.04          | Corporate Debt Securities                         |
| DUQUESNE LT HLDGS INC          SR 144A NT 30       | 2030-10-01      | 2.5320%  | 0.0000% | $64000.00          | $57837.40          | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 50       | 2050-05-11      | 3.0780%  | 0.0000% | $95000.00          | $64161.01          | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 31       | 2031-03-15      | 4.6500%  | 0.0000% | $50000.00          | $49921.75          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 4.2838%  | 0.0000% | $7527000.00        | $2762.28           | Asset-Backed Securities                           |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4916.72           | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 48       | 2048-03-01      | 4.3500%  | 0.0000% | $3000.00           | $2333.47           | Corporate Debt Securities                         |
| LOEWS CORP                     SR NT 4.125%43      | 2043-05-15      | 4.1250%  | 0.0000% | $70000.00          | $58154.19          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54       | 2054-04-15      | 5.3750%  | 0.0000% | $25296000.00       | $23786573.63       | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $1500000.00        | $1503121.67        | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 49       | 2049-04-01      | 4.2500%  | 0.0000% | $29000.00          | $23467.30          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL DDD BD26    | 2026-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2059.25           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 27       | 2027-11-22      | 2.2510%  | 0.0000% | $625000.00         | $618636.06         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 34     | 2034-10-01      | 4.2780%  | 0.0000% | $6000.00           | $5638.69           | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR 144A NT 37       | 2037-03-10      | 5.6250%  | 0.0000% | $350000.00         | $349778.62         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                GLBL NT 2.9%31      | 2031-11-15      | 2.9000%  | 0.0000% | $43000.00          | $37935.79          | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 3%51        | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1270.87           | Corporate Debt Securities                         |
| ABBVIE INC                     4.875%48            | 2048-11-14      | 4.8750%  | 0.0000% | $27000.00          | $24339.72          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 2.7%40      | 2040-05-15      | 2.7000%  | 0.0000% | $80000.00          | $59284.80          | Corporate Debt Securities                         |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 30      | 2030-11-15      | 9.0000%  | 0.0000% | $419.00            | $351.33            | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 44       | 2044-06-15      | 4.8500%  | 0.0000% | $5000.00           | $4684.72           | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 44       | 2044-06-01      | 4.6500%  | 0.0000% | $47000.00          | $41081.84          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.55%33     | 2033-12-01      | 2.5500%  | 0.0000% | $9208000.00        | $7906618.01        | Corporate Debt Securities                         |
| AEP TEX INC                    SR -K NT 4.7%32     | 2032-05-15      | 4.7000%  | 0.0000% | $74000.00          | $73145.88          | Corporate Debt Securities                         |
| ANGI GROUP LLC                 SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $4000.00           | $3569.46           | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     FR 4.9%082132       | 2032-08-21      | 4.9000%  | 0.0000% | $5000000.00        | $5014294.44        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT3.8%57    | 2057-12-01      | 3.8000%  | 0.0000% | $110000.00         | $76647.88          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 32       | 2032-08-01      | 4.7500%  | 0.0000% | $3000.00           | $3017.61           | Corporate Debt Securities                         |
| ANDREW W MELLON FNDTN          SR -2020 BD 27      | 2027-08-01      | 0.9470%  | 0.0000% | $5000.00           | $4826.02           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           SR GLBL NT 28       | 2028-11-06      | 4.2340%  | 0.0000% | $1000.00           | $998.90            | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT3.8%27    | 2027-11-15      | 3.8000%  | 0.0000% | $2000.00           | $1990.22           | Corporate Debt Securities                         |
| BNSF RAILWAY CO 2015-1         CTF    20280616 3.4 | 2028-06-16      | 3.4420%  | 0.0000% | $8000.00           | $4809.44           | Asset-Backed Securities                           |
| AMGEN INC                      SR GLBL NT2.3%31    | 2031-02-25      | 2.3000%  | 0.0000% | $131000.00         | $118887.16         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US2 NT49    | 2049-07-29      | 4.3000%  | 0.0000% | $66000.00          | $53350.66          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.726%032531     | 2031-03-25      | 2.7260%  | 0.0000% | $4927000.00        | $4518434.55        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.7%52    | 2052-03-15      | 3.7000%  | 0.0000% | $10000.00          | $7373.36           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 50       | 2050-05-01      | 3.9500%  | 0.0000% | $86000.00          | $66685.45          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34       | 2034-01-15      | 7.6250%  | 0.0000% | $2000.00           | $2106.30           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AE BD 31    | 2031-04-01      | 2.3500%  | 0.0000% | $100000.00         | $90352.61          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE SR SEC -X BD 44     | 2044-04-01      | 4.5000%  | 0.0000% | $5000.00           | $4395.10           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  VR 111425-111428    | 2028-11-14      | 4.2137%  | 0.0000% | $5973000.00        | $5999117.54        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 53       | 2053-06-01      | 5.8750%  | 0.0000% | $541000.00         | $538483.60         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT4.7%48    | 2048-05-01      | 4.7000%  | 0.0000% | $99000.00          | $86880.97          | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.45              | Asset-Backed Securities                           |
| BRITISH AIRWAYS PLC 2021-1     A      20360915 2.9 | 2036-09-15      | 2.9000%  | 0.0000% | $18000.00          | $12949.72          | Asset-Backed Securities                           |
| EOG RES INC                    SR NT 3.9%35        | 2035-04-01      | 3.9000%  | 0.0000% | $33000.00          | $30625.43          | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR GLBL NT 38       | 2038-11-15      | 5.3190%  | 0.0000% | $79000.00          | $78014.75          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT 29       | 2029-11-15      | 3.1250%  | 0.0000% | $67000.00          | $63909.64          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT4.8%45    | 2045-12-15      | 4.8000%  | 0.0000% | $75000.00          | $67250.00          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-05-15      | 5.9500%  | 0.0000% | $5634000.00        | $5448550.63        | Corporate Debt Securities                         |
| CHOBANI LLC / CHOBANI FIN CORP 1LIEN GLBL 28       | 2028-11-15      | 4.6250%  | 0.0000% | $2000.00           | $1985.10           | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR NT 4.375%34      | 2034-09-18      | 4.3750%  | 0.0000% | $57000.00          | $55712.28          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT5.5%56    | 2056-03-15      | 5.5000%  | 0.0000% | $3230000.00        | $3147636.79        | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 5.65%54     | 2054-06-01      | 5.6500%  | 0.0000% | $453000.00         | $427825.03         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         NT       7.75%37    | 2037-07-15      | 7.7500%  | 0.0000% | $1000.00           | $1168.69           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.125%011829     | 2029-01-18      | 4.1250%  | 0.0000% | $4687000.00        | $4679979.26        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.5%44    | 2044-06-10      | 4.5000%  | 0.0000% | $1448000.00        | $1258159.96        | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          SR GLBL DEB 32      | 2032-04-15      | 7.9500%  | 0.0000% | $3000.00           | $3480.53           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45      | 2045-05-22      | 5.1500%  | 0.0000% | $80000.00          | $73067.31          | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 48       | 2048-12-17      | 4.8750%  | 0.0000% | $69000.00          | $62766.37          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              LW TIER II 47       | 2047-03-03      | 5.9080%  | 0.0000% | $1000000.00        | $992153.56         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 34       | 2034-09-11      | 4.6250%  | 0.0000% | $5000.00           | $4930.05           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT2.6%32    | 2032-07-15      | 2.6000%  | 0.0000% | $20000.00          | $18198.76          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51      | 2051-08-25      | 2.9000%  | 0.0000% | $5000.00           | $3152.46           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 43       | 2043-06-01      | 4.7500%  | 0.0000% | $47000.00          | $43855.05          | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR -2011A NT 41     | 2041-09-15      | 5.1500%  | 0.0000% | $31000.00          | $29816.61          | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.5%44    | 2044-09-01      | 5.5000%  | 0.0000% | $76000.00          | $74571.54          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 29       | 2029-09-11      | 4.2500%  | 0.0000% | $4820000.00        | $4828041.37        | Corporate Debt Securities                         |
| IRWIN HOME EQUITY TR 2006-1    IIA-3  20350925 FLT | 2035-09-25      | 6.2700%  | 0.0000% | $1740000.00        | $4239.11           | Asset-Backed Securities                           |
| HYUNDAI CAP AMER               SR REGS NT1.8%28    | 2028-01-10      | 1.8000%  | 0.0000% | $717000.00         | $690779.31         | Corporate Debt Securities                         |
| 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 |
| SOUTHERN CALIF EDISON CO       1M GLBL 2009A 39    | 2039-03-15      | 6.0500%  | 0.0000% | $2000.00           | $2056.15           | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 31     | 2031-02-10      | 1.8000%  | 0.0000% | $27000.00          | $23642.01          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $75000.00          | $67825.92          | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 34       | 2034-01-15      | 5.3500%  | 0.0000% | $2000.00           | $2094.99           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 31       | 2031-02-12      | 4.2150%  | 0.0000% | $22000.00          | $21933.95          | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT 55       | 2055-12-15      | 2.9790%  | 0.0000% | $9000.00           | $5723.47           | Corporate Debt Securities                         |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.2988%  | 0.0000% | $942000.00         | $4088.11           | Asset-Backed Securities                           |
| TYSON FOODS INC                SR GLBL NT5.1%48    | 2048-09-28      | 5.1000%  | 0.0000% | $4890000.00        | $4529126.15        | Corporate Debt Securities                         |
| XCEL ENERGY INC                JR SB GLBL NT 56    | 2056-12-03      | 5.7500%  | 0.0000% | $8780000.00        | $8803584.06        | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT2.4%31    | 2031-02-01      | 2.4000%  | 0.0000% | $80000.00          | $72454.93          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT 55       | 2055-10-13      | 5.2500%  | 0.0000% | $38000.00          | $33483.26          | Corporate Debt Securities                         |
| ZOETIS INC                     SR NT 4.7%43        | 2043-02-01      | 4.7000%  | 0.0000% | $59000.00          | $53514.51          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27    | 2027-05-15      | 3.7500%  | 0.0000% | $3411000.00        | $3404206.42        | Corporate Debt Securities                         |
| WEST TECHNOLOGY GROUP LLC      SR 144A NT8.5%27    | 2027-04-10      | 8.5000%  | 0.0000% | $25000.00          | $1039.24           | Corporate Debt Securities                         |
| YAMANA GOLD INC                SR GLBL NT 31       | 2031-08-15      | 2.6300%  | 0.0000% | $48000.00          | $42980.53          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 59       | 2059-06-19      | 5.1250%  | 0.0000% | $17000.00          | $15365.92          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 52     | 2052-03-16      | 4.7500%  | 0.0000% | $1300000.00        | $1108538.53        | Corporate Debt Securities                         |
| PINNACLE FINL PARTNERS INC     SB GLBL NT5.9%29    | 2029-02-07      | 7.5380%  | 0.0000% | $3000.00           | $3170.73           | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1MTG BD 4.25%46     | 2046-05-01      | 4.2500%  | 0.0000% | $73000.00          | $60474.34          | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1ST MTG BD4.4%44    | 2044-10-15      | 4.4000%  | 0.0000% | $393000.00         | $336163.47         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    FR 4.306%101628     | 2028-10-16      | 4.3060%  | 0.0000% | $2000.00           | $2004.11           | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT 36       | 2036-07-01      | 4.2500%  | 0.0000% | $30000.00          | $28185.97          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT2.4%30    | 2030-01-24      | 2.4000%  | 0.0000% | $533000.00         | $503036.52         | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1026.02           | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2020A 30    | 2030-04-30      | 3.7000%  | 0.0000% | $97000.00          | $94096.84          | Corporate Debt Securities                         |
| MCKESSON CORP                  GLBL NT 4.25%29     | 2029-09-15      | 4.2500%  | 0.0000% | $396000.00         | $396794.42         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 43      | 2043-03-15      | 4.3750%  | 0.0000% | $2000.00           | $1270.69           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $95000.00          | $69786.16          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 51       | 2051-11-01      | 3.4770%  | 0.0000% | $75000.00          | $53657.57          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 50       | 2050-09-17      | 4.2500%  | 0.0000% | $44000.00          | $34526.80          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 40       | 2040-11-20      | 2.6500%  | 0.0000% | $75000.00          | $53523.19          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD2.7%30    | 2030-09-15      | 2.7000%  | 0.0000% | $21000.00          | $19384.05          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34       | 2034-07-01      | 5.6250%  | 0.0000% | $4000.00           | $4215.34           | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD7.7%31    | 2031-11-15      | 7.7000%  | 0.0000% | $1000.00           | $1131.99           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT2.3%31    | 2031-05-13      | 2.3000%  | 0.0000% | $297000.00         | $266305.71         | Corporate Debt Securities                         |
| SALESFORCE INC                 SR GLBL NT4.9%31    | 2031-09-15      | 4.9000%  | 0.0000% | $4000.00           | $4038.82           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 5%36     | 2036-02-15      | 5.0000%  | 0.0000% | $983000.00         | $985288.21         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.4557%  | 0.0000% | $9705000.00        | $4161.21           | Private Label Collateralized Mortgage Obligations |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $2000.00           | $2023.39           | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT4.1%47    | 2047-03-01      | 4.1000%  | 0.0000% | $68000.00          | $56182.43          | Corporate Debt Securities                         |
| UDR INC                        FR 2.1%061533       | 2033-06-15      | 2.1000%  | 0.0000% | $19000.00          | $15938.85          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47    | 2047-09-15      | 3.6000%  | 0.0000% | $60000.00          | $45234.60          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 013125-013128    | 2028-01-31      | 4.4525%  | 0.0000% | $3000.00           | $3025.33           | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT 32       | 2032-02-25      | 4.9470%  | 0.0000% | $93000.00          | $91865.14          | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR NT 4.1%42        | 2042-06-15      | 4.1000%  | 0.0000% | $80000.00          | $68129.42          | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 49       | 2049-08-26      | 3.2500%  | 0.0000% | $4535000.00        | $3163415.70        | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 49       | 2049-06-15      | 4.4500%  | 0.0000% | $10000.00          | $8525.92           | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 4.15%072528      | 2028-07-25      | 4.1500%  | 0.0000% | $4000.00           | $4035.30           | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT3.9%29    | 2029-09-17      | 3.9000%  | 0.0000% | $4000.00           | $3935.00           | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 30       | 2030-05-13      | 3.2500%  | 0.0000% | $98000.00          | $94349.94          | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT3.6%30    | 2030-05-01      | 3.6000%  | 0.0000% | $2000.00           | $1929.14           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.133%101829     | 2029-10-18      | 4.1330%  | 0.0000% | $5000.00           | $4962.79           | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 34       | 2034-08-28      | 4.7500%  | 0.0000% | $486000.00         | $482285.47         | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.1988%  | 0.0000% | $7000000.00        | $2456.30           | Asset-Backed Securities                           |
| SMUCKER J M CO                 SR GLBL NT 45       | 2045-03-15      | 4.3750%  | 0.0000% | $80000.00          | $67188.24          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 30       | 2030-07-15      | 2.6500%  | 0.0000% | $54000.00          | $50699.19          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.8%43        | 2043-11-08      | 4.8000%  | 0.0000% | $80000.00          | $74036.00          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL SSS BD48    | 2048-05-15      | 4.1500%  | 0.0000% | $80000.00          | $63276.31          | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -M NT 35    | 2035-01-15      | 5.2000%  | 0.0000% | $21000.00          | $21384.42          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 38       | 2038-12-15      | 6.3750%  | 0.0000% | $2000.00           | $2251.52           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M6     20360525 FLT | 2036-05-25      | 4.5688%  | 0.0000% | $9500000.00        | $3711.96           | Asset-Backed Securities                           |
| NORTHROP GRUMMAN CORP          SR GLBL NT 40       | 2040-05-01      | 5.1500%  | 0.0000% | $14000.00          | $13741.50          | Corporate Debt Securities                         |
| NORDSON CORP                   SR GLBL NT5.6%28    | 2028-09-15      | 5.6000%  | 0.0000% | $2000.00           | $2061.22           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $1000.00           | $1035.27           | Corporate Debt Securities                         |
| FLEX INTER HOLDCO LLC          SR SEC 144A NT39    | 2039-12-30      | 4.3170%  | 0.0000% | $95000.00          | $81917.32          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.35%54     | 2054-08-01      | 5.3500%  | 0.0000% | $26000.00          | $24861.62          | Corporate Debt Securities                         |
| FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27    | 2027-11-30      | 8.8750%  | 0.0000% | $2176.00           | $2244.82           | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT5.3%36    | 2036-06-02      | 5.3000%  | 0.0000% | $4694000.00        | $4615367.68        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 4.3138%  | 0.0000% | $5000000.00        | $1847.41           | Asset-Backed Securities                           |
| JABIL INC                      3.95%28             | 2028-01-12      | 3.9500%  | 0.0000% | $4000.00           | $4021.33           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-11   20500625 FLT | 2050-06-25      | 4.7688%  | 0.0000% | $905000.00         | $1523.23           | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                 SR GLBL NT1.5%28    | 2028-09-15      | 1.5000%  | 0.0000% | $95000.00          | $89842.77          | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT3.9%62    | 2062-03-01      | 3.9000%  | 0.0000% | $61000.00          | $44946.83          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL 144A 29     | 2029-04-02      | 5.1500%  | 0.0000% | $68000.00          | $67095.88          | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5919996.00        | $131.11            | Asset-Backed Securities                           |
| HERSHEY CO                     GLBL NT 4.5%33      | 2033-05-04      | 4.5000%  | 0.0000% | $3504000.00        | $3485936.88        | Corporate Debt Securities                         |
| MOBILITY GLOBAL INC            SR 144A NT 29       | 2029-06-15      | 5.0500%  | 0.0000% | $1177000.00        | $1181213.66        | Corporate Debt Securities                         |
| MCKESSON CORP                  SR NT 4.883%44      | 2044-03-15      | 4.8830%  | 0.0000% | $15000.00          | $13698.26          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.3%30    | 2030-11-15      | 4.3000%  | 0.0000% | $72000.00          | $70607.68          | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 47     | 2047-07-26      | 4.5000%  | 0.0000% | $50000.00          | $42106.25          | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 4%31          | 2031-03-15      | 4.0000%  | 0.0000% | $2000.00           | $1971.42           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 54       | 2054-05-15      | 5.6250%  | 0.0000% | $19000.00          | $17859.19          | Corporate Debt Securities                         |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT2.6%31    | 2031-05-01      | 2.6000%  | 0.0000% | $96000.00          | $85811.73          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 44       | 2044-05-06      | 4.4500%  | 0.0000% | $1812000.00        | $1621727.42        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT1.2%28    | 2028-02-08      | 1.2000%  | 0.0000% | $45000.00          | $43060.95          | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR NT 4.125%42      | 2042-02-24      | 4.1250%  | 0.0000% | $37000.00          | $32234.60          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 32       | 2032-08-08      | 3.3500%  | 0.0000% | $153000.00         | $146930.36         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5%012144         | 2044-01-21      | 5.0000%  | 0.0000% | $3615000.00        | $3463017.37        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31       | 2031-03-12      | 5.3500%  | 0.0000% | $4000000.00        | $3933278.89        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.7%54      | 2054-11-01      | 5.7000%  | 0.0000% | $165000.00         | $155867.80         | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 2.05%30     | 2030-05-15      | 2.0500%  | 0.0000% | $60000.00          | $54671.83          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT4.5%35    | 2035-05-15      | 4.5000%  | 0.0000% | $159000.00         | $150875.10         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2014A NT 44     | 2044-08-15      | 4.1500%  | 0.0000% | $99000.00          | $82905.46          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -L NT 52    | 2052-05-15      | 5.2500%  | 0.0000% | $765000.00         | $691706.63         | Corporate Debt Securities                         |
| AKUMIN INC                     CR SEN SR SEC 31    | 2031-08-31      | 9.7500%  | 0.0000% | $1000.00           | $976.00            | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 4.75%43       | 2043-04-15      | 4.7500%  | 0.0000% | $753000.00         | $695331.91         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $64000.00          | $48209.13          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 28       | 2028-11-14      | 4.2500%  | 0.0000% | $63000.00          | $63065.57          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 2%32     | 2032-05-18      | 2.0000%  | 0.0000% | $39000.00          | $32805.67          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.25%32     | 2032-02-01      | 2.2500%  | 0.0000% | $6000.00           | $5280.57           | Corporate Debt Securities                         |
| VMWARE LLC                     SR GLBL NT1.4%26    | 2026-08-15      | 1.4000%  | 0.0000% | $3554000.00        | $3547796.30        | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT 48       | 2048-03-01      | 4.8500%  | 0.0000% | $50000.00          | $44063.28          | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 4%51     | 2051-05-17      | 4.0000%  | 0.0000% | $557000.00         | $418353.42         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL E REGS28    | 2028-11-13      | 4.7500%  | 0.0000% | $520000.00         | $520962.58         | Corporate Debt Securities                         |
| MADISON IAQ LLC                SR REGS NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $2000.00           | $2048.85           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT2.5%29    | 2029-09-01      | 2.5000%  | 0.0000% | $80000.00          | $75904.89          | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.15%45       | 2045-05-15      | 4.1500%  | 0.0000% | $43000.00          | $35424.86          | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| UNIVERSITY SOUTHN CALIF        GLBL 2021A BD 51    | 2051-10-01      | 2.9450%  | 0.0000% | $8344000.00        | $5440243.96        | Corporate Debt Securities                         |
| CLUE OPCO LLC                  1LIEN REGS NT 31    | 2031-10-15      | 9.5000%  | 0.0000% | $2000.00           | $1887.76           | Corporate Debt Securities                         |
| UNITED UTILITIES GROUP PLC     SR GLBL NT 28       | 2028-08-15      | 6.8750%  | 0.0000% | $1000.00           | $1064.59           | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT 47       | 2047-10-01      | 4.8750%  | 0.0000% | $36000.00          | $32189.91          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $5000.00           | $4377.91           | Corporate Debt Securities                         |
| CARGILL INC                    SR 144A NT 35       | 2035-02-11      | 5.1250%  | 0.0000% | $2000.00           | $2055.77           | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.6%51    | 2051-01-13      | 3.6000%  | 0.0000% | $2000.00           | $1490.88           | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 123 BD47    | 2047-08-15      | 3.7500%  | 0.0000% | $10000.00          | $7642.83           | Corporate Debt Securities                         |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $569.39            | Asset-Backed Securities                           |
| COMCAST CORP NEW               3.2%36              | 2036-07-15      | 3.2000%  | 0.0000% | $89000.00          | $75530.84          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 54       | 2054-10-13      | 5.2500%  | 0.0000% | $117000.00         | $98660.05          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-01-24      | 3.8780%  | 0.0000% | $4567000.00        | $4021404.61        | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.875%47    | 2047-10-15      | 3.8750%  | 0.0000% | $54000.00          | $41458.83          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 30    | 2030-04-01      | 3.3750%  | 0.0000% | $60000.00          | $57688.65          | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 46      | 2046-05-18      | 4.7500%  | 0.0000% | $7674000.00        | $6547007.02        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT2.8%51    | 2051-01-15      | 2.8000%  | 0.0000% | $5000.00           | $2934.71           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 32       | 2032-03-15      | 2.8500%  | 0.0000% | $35000.00          | $32025.29          | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR NT 6%32          | 2032-08-15      | 6.0000%  | 0.0000% | $1000.00           | $1087.82           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT2.5%31    | 2031-05-15      | 2.5000%  | 0.0000% | $25000.00          | $22420.06          | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3118.65           | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 30       | 2030-06-15      | 1.7500%  | 0.0000% | $16000.00          | $14481.80          | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT4.4%28    | 2028-07-15      | 4.4000%  | 0.0000% | $3000.00           | $3050.72           | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 30       | 2030-05-01      | 2.2500%  | 0.0000% | $30000.00          | $27418.80          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 5.375%35     | 2035-09-15      | 5.3750%  | 0.0000% | $1000.00           | $1039.74           | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR -U NT 4.4%44     | 2044-05-15      | 4.4000%  | 0.0000% | $130000.00         | $108147.14         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $2000.00           | $1700.61           | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR NT 5.05%41       | 2041-09-01      | 5.0500%  | 0.0000% | $80000.00          | $75350.76          | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 31       | 2031-03-07      | 4.3750%  | 0.0000% | $155000.00         | $153353.17         | Corporate Debt Securities                         |
| DEXKO GLOBAL INC               SR GLBL 144A 32     | 2032-04-15      | 7.5000%  | 0.0000% | $150.00            | $131.31            | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-09-10      | 5.0500%  | 0.0000% | $3000.00           | $2912.50           | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL REGS 30     | 2030-09-01      | 3.6250%  | 0.0000% | $5000.00           | $4775.51           | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR 144A NT6.4%57    | 2057-05-10      | 6.4000%  | 0.0000% | $1065000.00        | $1064337.33        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 52       | 2052-03-15      | 4.6250%  | 0.0000% | $312000.00         | $253823.53         | Corporate Debt Securities                         |
| TEXAS EASTN TRANSMISSION LP    SR 144A NT 48       | 2048-01-15      | 4.1500%  | 0.0000% | $50000.00          | $39885.36          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 40       | 2040-04-15      | 4.3750%  | 0.0000% | $92000.00          | $81928.50          | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 34       | 2034-08-15      | 5.3750%  | 0.0000% | $3000.00           | $3095.75           | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT31    | 2031-07-15      | 2.3750%  | 0.0000% | $74000.00          | $66178.22          | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 6%36     | 2036-01-15      | 6.0000%  | 0.0000% | $2000.00           | $2162.37           | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT4.5%34    | 2034-01-15      | 4.5000%  | 0.0000% | $394000.00         | $392242.76         | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 44       | 2044-05-15      | 4.3500%  | 0.0000% | $80000.00          | $67463.33          | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $2264000.00        | $1457360.70        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.7%34    | 2034-09-27      | 4.7000%  | 0.0000% | $25000.00          | $23329.36          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $15000.00          | $15103.10          | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.6%011028       | 2028-01-10      | 4.6000%  | 0.0000% | $3000.00           | $3073.26           | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT4.2%29    | 2029-03-02      | 4.2000%  | 0.0000% | $34000.00          | $33909.90          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-02-15      | 2.5500%  | 0.0000% | $81000.00          | $74203.02          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1ST MTG BDS 6.2%    | 2037-07-01      | 6.2000%  | 0.0000% | $1000.00           | $1111.43           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 4.9688%  | 0.0000% | $3015000.00        | $1260.97           | Asset-Backed Securities                           |
| AMERICAN ELEC PWR CO INC       SR GLBL -L NT 50    | 2050-03-01      | 3.2500%  | 0.0000% | $12000.00          | $8145.53           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 5.375%44      | 2044-01-31      | 5.3750%  | 0.0000% | $1457000.00        | $1385253.48        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.1%62    | 2062-04-13      | 4.1000%  | 0.0000% | $25000.00          | $18800.22          | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 30       | 2030-12-15      | 1.4500%  | 0.0000% | $28000.00          | $24529.28          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR NT 5.5%30        | 2030-09-01      | 5.5000%  | 0.0000% | $21676000.00       | $21700806.98       | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            4.276%49            | 2049-05-01      | 4.2760%  | 0.0000% | $25000.00          | $20032.14          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 4.3238%  | 0.0000% | $7200000.00        | $2624.28           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 5.7238%  | 0.0000% | $3000000.00        | $1460.95           | Asset-Backed Securities                           |
| ALABAMA PWR CO                 GLBL 2022C NT 32    | 2032-09-01      | 3.9400%  | 0.0000% | $24000.00          | $23271.87          | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT4.5%42    | 2042-05-15      | 4.5000%  | 0.0000% | $75000.00          | $63548.25          | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 33       | 2033-06-01      | 5.3500%  | 0.0000% | $2000.00           | $2104.35           | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT5.3%31    | 2031-03-01      | 5.3000%  | 0.0000% | $7000.00           | $7229.85           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.1%51    | 2051-05-12      | 3.1000%  | 0.0000% | $115000.00         | $75773.95          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 53       | 2053-05-10      | 4.8500%  | 0.0000% | $403000.00         | $374112.85         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 65       | 2065-11-20      | 5.5500%  | 0.0000% | $405000.00         | $383339.59         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.1%31    | 2031-02-15      | 4.1000%  | 0.0000% | $2319000.00        | $2312303.24        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-03-02      | 5.6500%  | 0.0000% | $5000.00           | $4922.77           | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $5.00              | $5.00              | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT2.3%30    | 2030-02-01      | 2.3000%  | 0.0000% | $62000.00          | $57830.43          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 1.85%27     | 2027-05-15      | 1.8500%  | 0.0000% | $90000.00          | $88191.85          | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT3.1%30    | 2030-04-15      | 3.1000%  | 0.0000% | $3000.00           | $2869.08           | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR GLBL 144A 54     | 2054-10-01      | 5.6950%  | 0.0000% | $94000.00          | $89953.80          | Corporate Debt Securities                         |
| DELTA AIR LINES INC            GLBL NT 3.75%29     | 2029-10-28      | 3.7500%  | 0.0000% | $90000.00          | $87186.53          | Corporate Debt Securities                         |
| EAST OHIO GAS CO               SR GLBL 144A 30     | 2030-06-15      | 2.0000%  | 0.0000% | $3000.00           | $2727.75           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.5%43        | 2043-01-15      | 4.5000%  | 0.0000% | $10000.00          | $8348.50           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 41       | 2041-05-05      | 2.8750%  | 0.0000% | $3000.00           | $2282.45           | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL A BD4%43    | 2043-04-01      | 4.0000%  | 0.0000% | $75000.00          | $61909.83          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION VR 060525-010527    | 2027-01-05      | 4.0358%  | 0.0000% | $1000.00           | $1006.34           | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 32       | 2032-02-15      | 3.2500%  | 0.0000% | $78000.00          | $72318.39          | Corporate Debt Securities                         |
| DH EUROPE FIN II S A R L       SR GLBL NT3.4%49    | 2049-11-15      | 3.4000%  | 0.0000% | $36000.00          | $25593.20          | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 31     | 2031-07-15      | 9.8750%  | 0.0000% | $3000.00           | $3276.05           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 30       | 2030-04-30      | 3.2500%  | 0.0000% | $223000.00         | $211564.13         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.5%31    | 2031-07-15      | 2.5000%  | 0.0000% | $62000.00          | $55705.48          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $3000.00           | $2869.88           | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD4.3%49    | 2049-02-01      | 4.3000%  | 0.0000% | $5000.00           | $4084.42           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 2.55%31     | 2031-06-15      | 2.5500%  | 0.0000% | $50000.00          | $45737.83          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 46       | 2046-09-01      | 3.7500%  | 0.0000% | $40000.00          | $30206.27          | Corporate Debt Securities                         |
| LEIGHTON FINANCE (USA) PTY LTD CR SEN GLBL 34      | 2034-03-25      | 7.0000%  | 0.0000% | $3000.00           | $3238.57           | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 2.015%011127     | 2027-01-11      | 2.0150%  | 0.0000% | $2350000.00        | $2337413.79        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC -2018 E 4.65%48     | 2048-12-01      | 4.6500%  | 0.0000% | $60000.00          | $52719.10          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-04-24      | 4.2810%  | 0.0000% | $1133000.00        | $934398.79         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.7%28    | 2028-09-01      | 3.7000%  | 0.0000% | $74000.00          | $73689.53          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR NT 4.6%43        | 2043-03-15      | 4.6000%  | 0.0000% | $15000.00          | $13151.48          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT4.7%47    | 2047-09-20      | 4.7000%  | 0.0000% | $38000.00          | $32766.96          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 36       | 2036-09-11      | 5.1970%  | 0.0000% | $69000.00          | $67889.11          | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 29     | 2029-05-23      | 3.2500%  | 0.0000% | $3000.00           | $2908.06           | Corporate Debt Securities                         |
| BKV UPSTREAM MIDSTREAM         SR GLBL 144A 30     | 2030-10-15      | 7.5000%  | 0.0000% | $248000.00         | $254211.57         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 4.508%27    | 2027-09-11      | 4.5080%  | 0.0000% | $3000.00           | $3029.96           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48      | 2048-12-15      | 4.1500%  | 0.0000% | $50000.00          | $41344.28          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT2.4%31    | 2031-05-15      | 2.4000%  | 0.0000% | $73000.00          | $65576.87          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 42       | 2042-08-01      | 3.8750%  | 0.0000% | $70000.00          | $56664.40          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT5.5%46    | 2046-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4940.72           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.45%43       | 2043-02-15      | 4.4500%  | 0.0000% | $310000.00         | $275157.72         | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD1.5%26    | 2026-09-01      | 1.5000%  | 0.0000% | $3000.00           | $2986.40           | Corporate Debt Securities                         |
| EASTERN GAS TRANSMISSION AND S SR GLBL NT4.6%44    | 2044-12-15      | 4.6000%  | 0.0000% | $80000.00          | $70066.04          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%49    | 2049-05-15      | 4.8000%  | 0.0000% | $97000.00          | $77851.88          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.9%30    | 2030-03-25      | 3.9000%  | 0.0000% | $19037000.00       | $18622056.86       | Corporate Debt Securities                         |
| INTERNATIONAL PAPER CO         SR NT 5%35          | 2035-09-15      | 5.0000%  | 0.0000% | $1602000.00        | $1592720.86        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 30       | 2030-03-12      | 2.2500%  | 0.0000% | $72000.00          | $66457.62          | Corporate Debt Securities                         |
| FLEX LTD                       SR GLBL NT 35       | 2035-11-13      | 5.3750%  | 0.0000% | $12000.00          | $11826.11          | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT 35       | 2035-12-15      | 4.9500%  | 0.0000% | $5000.00           | $4990.60           | Corporate Debt Securities                         |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $6354000.00        | $5748781.50        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 GLBL NT 4.9%46      | 2046-10-01      | 4.9000%  | 0.0000% | $220000.00         | $194991.38         | Corporate Debt Securities                         |
| PFIZER INC                     4.1%38              | 2038-09-15      | 4.1000%  | 0.0000% | $17000.00          | $15499.03          | Corporate Debt Securities                         |
| AIR CDA INC                    1LIEN GLBL 26       | 2026-08-15      | 3.8750%  | 0.0000% | $2000.00           | $2018.19           | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 29       | 2029-08-15      | 4.2500%  | 0.0000% | $90000.00          | $88063.90          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD 35       | 2035-07-15      | 5.2500%  | 0.0000% | $4000.00           | $4123.61           | Corporate Debt Securities                         |
| NORTHWESTERN MEM HEALTHCARE    SR 2021 SNK BD51    | 2051-07-15      | 2.6330%  | 0.0000% | $50000.00          | $30328.53          | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            SR GLBL NT 30       | 2030-09-15      | 4.7500%  | 0.0000% | $2000.00           | $2019.95           | Corporate Debt Securities                         |
| PROGRESS ENERGY INC            SR GLBL NT 7%31     | 2031-10-30      | 7.0000%  | 0.0000% | $4000.00           | $4427.48           | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   SR SEC GLBL 29      | 2029-09-16      | 2.5000%  | 0.0000% | $5000.00           | $4685.90           | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $9000.00           | $3901.05           | Asset-Backed Securities                           |
| PUBLIC SVC ELEC & GAS CO       FR 3.65%090128      | 2028-09-01      | 3.6500%  | 0.0000% | $557000.00         | $553653.67         | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP 2020-1    1A     20340515 4.0 | 2034-05-15      | 4.0000%  | 0.0000% | $190000.00         | $114692.99         | Asset-Backed Securities                           |
| HESS CORP                      SR NT 6%40          | 2040-01-15      | 6.0000%  | 0.0000% | $6558000.00        | $7077743.36        | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 45       | 2045-04-27      | 5.0540%  | 0.0000% | $77000.00          | $72079.89          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $4000.00           | $4089.51           | Corporate Debt Securities                         |
| NISOURCE INC                   SR NT 4.8%44        | 2044-02-15      | 4.8000%  | 0.0000% | $74000.00          | $66416.97          | Corporate Debt Securities                         |
| NORTH HAVEN PRIVATE INCOME FD  SR GLBL 144A 28     | 2028-09-25      | 5.1250%  | 0.0000% | $3000.00           | $2960.01           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB4.4%31    | 2031-03-01      | 4.4000%  | 0.0000% | $80000.00          | $80129.87          | Corporate Debt Securities                         |
| INFRAESTRUCTURA ENERGETICA     SR GLBL REGS 51     | 2051-01-15      | 4.7500%  | 0.0000% | $716000.00         | $540172.28         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT3.4%29    | 2029-03-15      | 3.4000%  | 0.0000% | $3000.00           | $2945.40           | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL -5 BD 47    | 2047-08-15      | 3.7000%  | 0.0000% | $140000.00         | $105543.04         | Corporate Debt Securities                         |
| NUCOR CORP                     SR NT 5.2%43        | 2043-08-01      | 5.2000%  | 0.0000% | $2000.00           | $1968.85           | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 49    | 2049-06-01      | 3.8000%  | 0.0000% | $95000.00          | $72357.59          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 72       | 2072-02-14      | 3.8500%  | 0.0000% | $37000.00          | $26156.75          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT2.7%32    | 2032-03-15      | 2.7000%  | 0.0000% | $57000.00          | $51078.27          | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2014-15       SUB    20261019 FLT | 2026-10-19      | 0.0000%  | 0.0000% | $317568.00         | $0.32              | Asset-Backed Securities                           |
| TELUS CORPORATION              GLBL NT 3.4%32      | 2032-05-13      | 3.4000%  | 0.0000% | $70000.00          | $64069.68          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR REGS NT 34       | 2034-09-01      | 5.4500%  | 0.0000% | $465000.00         | $449535.13         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 47       | 2047-09-12      | 3.9500%  | 0.0000% | $400000.00         | $315343.44         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR REGS NT 5%35     | 2035-09-30      | 5.0000%  | 0.0000% | $1750000.00        | $1720100.28        | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR GLBL REGS 29     | 2029-04-18      | 3.6250%  | 0.0000% | $3000.00           | $2932.71           | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $4000.00           | $3991.54           | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 5%35     | 2035-08-17      | 5.0000%  | 0.0000% | $453000.00         | $453052.85         | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4%43          | 2043-01-17      | 4.0000%  | 0.0000% | $85000.00          | $71222.92          | Corporate Debt Securities                         |
| WYNDHAM HOTELS & RESORTS INC   SR GLBL REGS 28     | 2028-08-15      | 4.3750%  | 0.0000% | $4000.00           | $3988.28           | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT2.4%31    | 2031-12-15      | 2.4000%  | 0.0000% | $50000.00          | $44604.67          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 26       | 2026-07-15      | 5.0500%  | 0.0000% | $2000.00           | $2039.27           | Corporate Debt Securities                         |
| ASHTEAD CAP INC                SR GLBL 144A 31     | 2031-08-12      | 2.4500%  | 0.0000% | $420000.00         | $373817.62         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 4.75%41       | 2041-11-01      | 4.7500%  | 0.0000% | $3000.00           | $2715.13           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.809%041632     | 2032-04-16      | 4.8090%  | 0.0000% | $1500000.00        | $1500705.75        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-8        A-5    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $2246420.00        | $1531569.72        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $91000.00          | $77849.96          | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      4.25%47             | 2047-12-15      | 4.2500%  | 0.0000% | $98000.00          | $81409.69          | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR ACRD NT 28       | 2028-05-26      | 5.5040%  | 0.0000% | $168867000.00      | $170754707.90      | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 48       | 2048-01-15      | 4.6500%  | 0.0000% | $92000.00          | $79160.33          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.2%040150       | 2050-04-01      | 4.2000%  | 0.0000% | $75000.00          | $60257.00          | Corporate Debt Securities                         |
| MERCEDES BENZ AUTO REC 2022-1  A-3    20270816 5.2 | 2027-08-16      | 5.2100%  | 0.0000% | $125000.00         | $3655.32           | Asset-Backed Securities                           |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 29     | 2029-02-15      | 5.6250%  | 0.0000% | $4000.00           | $4066.92           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR NT 3.7%45        | 2045-02-10      | 3.7000%  | 0.0000% | $50000.00          | $39673.64          | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $2000.00           | $2039.19           | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT 2%30     | 2030-10-01      | 2.0000%  | 0.0000% | $14000.00          | $12464.37          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT1.9%27    | 2027-02-01      | 1.9000%  | 0.0000% | $2000.00           | $1986.92           | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 4.35%47     | 2047-04-15      | 4.3500%  | 0.0000% | $40000.00          | $33589.87          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 3%031040         | 2040-03-10      | 3.0000%  | 0.0000% | $20000.00          | $15397.87          | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN GLBL NT 49    | 2049-09-15      | 3.2500%  | 0.0000% | $95000.00          | $64743.50          | Corporate Debt Securities                         |
| TOYOTA AUTO REC TR 2024-D      A-2B   20270816 FLT | 2027-08-16      | 4.0329%  | 0.0000% | $200000.00         | $2714.56           | Asset-Backed Securities                           |
| TITAN INTL INC ILL             SR SEC GLBL NT28    | 2028-04-30      | 7.0000%  | 0.0000% | $133000.00         | $133630.27         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 45     | 2045-09-06      | 5.3790%  | 0.0000% | $5835000.00        | $5641520.64        | Corporate Debt Securities                         |
| PULTE GROUP INC                SR NT 7.875%32      | 2032-06-15      | 7.8750%  | 0.0000% | $72000.00          | $85497.48          | Corporate Debt Securities                         |
| PROTECTIVE LIFE CORP           SR NT 8.45%39       | 2039-10-15      | 8.4500%  | 0.0000% | $92000.00          | $111089.80         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.8%36    | 2036-02-15      | 4.8000%  | 0.0000% | $2000.00           | $1971.15           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 1.749%30    | 2030-08-10      | 1.7490%  | 0.0000% | $68000.00          | $61252.06          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.6%50    | 2050-06-01      | 2.6000%  | 0.0000% | $127000.00         | $79600.50          | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT 32       | 2032-08-15      | 3.2500%  | 0.0000% | $183000.00         | $173119.63         | Corporate Debt Securities                         |
| ELANCO ANIMAL HEALTH INC       CR SEN SR GLBL28    | 2028-08-28      | 6.4000%  | 0.0000% | $2000.00           | $2086.62           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $3000.00           | $3025.88           | Corporate Debt Securities                         |
| ECOLAB INC                     SR NT 4.8%31        | 2031-06-15      | 4.8000%  | 0.0000% | $5378000.00        | $5415161.98        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT5.4%43    | 2043-10-01      | 5.4000%  | 0.0000% | $3439000.00        | $3410387.52        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 3.9%030929       | 2029-03-09      | 3.9000%  | 0.0000% | $4350000.00        | $4338639.25        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR NT 6.489%31      | 2031-10-30      | 6.4890%  | 0.0000% | $3000.00           | $3224.60           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30    | 2030-01-15      | 2.9000%  | 0.0000% | $8000.00           | $7609.00           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 48       | 2048-06-15      | 4.5630%  | 0.0000% | $8000.00           | $6936.06           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 2%32     | 2032-01-15      | 2.0000%  | 0.0000% | $20000.00          | $17431.69          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 28       | 2028-07-15      | 5.2500%  | 0.0000% | $3000.00           | $3100.81           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 30       | 2030-02-21      | 2.4500%  | 0.0000% | $109000.00         | $101835.37         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT3.8%29    | 2029-08-15      | 3.8000%  | 0.0000% | $2000.00           | $1974.14           | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 45       | 2045-03-01      | 4.2500%  | 0.0000% | $30000.00          | $25174.17          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 54       | 2054-04-01      | 6.2500%  | 0.0000% | $65000.00          | $62008.01          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%010831      | 2031-01-08      | 4.4500%  | 0.0000% | $64000.00          | $63929.55          | Corporate Debt Securities                         |
| ALDAR PROPERTIES PJSC          SUB GLBL 144A 56    | 2056-04-14      | 5.8750%  | 0.0000% | $475000.00         | $448188.03         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 33       | 2033-07-15      | 5.5500%  | 0.0000% | $4000.00           | $4199.59           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.6%43    | 2043-03-02      | 5.6000%  | 0.0000% | $2000.00           | $2009.01           | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    GLBL NT 5.75%29     | 2029-10-01      | 5.7500%  | 0.0000% | $3000.00           | $3068.38           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.25%051627      | 2027-05-16      | 3.2500%  | 0.0000% | $3500000.00        | $3478452.64        | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 4.375%32    | 2032-02-15      | 4.3750%  | 0.0000% | $44000.00          | $40884.31          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 39       | 2039-06-15      | 4.1250%  | 0.0000% | $85000.00          | $77447.89          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 52       | 2052-02-15      | 3.6250%  | 0.0000% | $52000.00          | $36678.32          | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $2000.00           | $1534.21           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43      | 2043-09-01      | 5.1500%  | 0.0000% | $84000.00          | $81449.67          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.1%48    | 2048-02-15      | 4.1000%  | 0.0000% | $1842000.00        | $1451891.01        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.5%40    | 2040-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1489.40           | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9121%  | 0.0000% | $2850000.00        | $1426252.70        | Private Label Collateralized Mortgage Obligations |
| DEVON ENERGY CORP NEW          SR NT 4.75%42       | 2042-05-15      | 4.7500%  | 0.0000% | $5000.00           | $4476.49           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-09-01      | 6.0500%  | 0.0000% | $45000.00          | $44464.90          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 122 BD27    | 2027-08-15      | 2.9500%  | 0.0000% | $3000.00           | $2982.52           | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50    | 2050-06-01      | 5.5000%  | 0.0000% | $608000.00         | $569181.90         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $60000.00          | $47344.20          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2767.36           | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2015-JP1 A-5    20490115 3.9 | 2049-01-15      | 3.9140%  | 0.0000% | $319996.00         | $28700.10          | Private Label Collateralized Mortgage Obligations |
| KKR CLO LTD 2018-23R2          B-R2   20360421 FLT | 2036-04-21      | 5.1309%  | 0.0000% | $10000000.00       | $9998720.00        | Asset-Backed Securities                           |
| HCA INC.                       SR GLBL NT5.3%36    | 2036-05-15      | 5.3000%  | 0.0000% | $1051000.00        | $1042454.79        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 4.7488%  | 0.0000% | $4078000.00        | $1654.58           | Asset-Backed Securities                           |
| EQUITABLE AMER GLOBAL FDG      GLBL REGS 32        | 2032-09-15      | 4.7000%  | 0.0000% | $50000.00          | $49148.06          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 36       | 2036-02-15      | 4.8750%  | 0.0000% | $2365000.00        | $2333059.69        | Corporate Debt Securities                         |
| PHYSICIANS RLTY LP             SR GLBL NT 31       | 2031-11-01      | 2.6250%  | 0.0000% | $65000.00          | $58032.11          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 4.6%051544       | 2044-05-15      | 4.6000%  | 0.0000% | $15000.00          | $13068.13          | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL30    | 2030-02-15      | 6.3000%  | 0.0000% | $2000.00           | $2122.10           | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $4000.00           | $4128.39           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            SR GLBL NT 49       | 2049-12-07      | 3.9350%  | 0.0000% | $93000.00          | $72381.95          | Corporate Debt Securities                         |
| ROCKWELL AUTOMATION INC        GLBL NT 2.8%61      | 2061-08-15      | 2.8000%  | 0.0000% | $2000.00           | $1155.38           | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 54       | 2054-10-15      | 5.3500%  | 0.0000% | $497000.00         | $481174.97         | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 33       | 2033-04-01      | 2.2500%  | 0.0000% | $54000.00          | $45399.69          | Corporate Debt Securities                         |
| WALMART INC                    SR -D NT 4.75%43    | 2043-10-02      | 4.7500%  | 0.0000% | $5000.00           | $4657.60           | Corporate Debt Securities                         |
| WESTROCK CO                    SR GLBL DB8.2%30    | 2030-01-15      | 8.2000%  | 0.0000% | $3000.00           | $3429.73           | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 7.3%33        | 2033-08-15      | 7.3000%  | 0.0000% | $3000.00           | $3469.08           | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR NT 4.25%45       | 2045-04-01      | 4.2500%  | 0.0000% | $79000.00          | $66254.71          | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -J NT 31    | 2031-08-15      | 2.2000%  | 0.0000% | $2000.00           | $1770.21           | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT2.2%30    | 2030-09-02      | 2.2000%  | 0.0000% | $375000.00         | $340825.00         | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL 144A 31     | 2031-05-15      | 4.3750%  | 0.0000% | $2000.00           | $1917.76           | Corporate Debt Securities                         |
| EVERGY METRO INC               SR GLBL NT5.3%41    | 2041-10-01      | 5.3000%  | 0.0000% | $45000.00          | $44545.45          | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR NT 4.75%42       | 2042-03-22      | 4.7500%  | 0.0000% | $63000.00          | $58661.21          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 30       | 2030-06-01      | 3.2500%  | 0.0000% | $95000.00          | $91360.50          | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $1366.00           | $1334.81           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 36       | 2036-07-15      | 3.8500%  | 0.0000% | $573000.00         | $485990.27         | Corporate Debt Securities                         |
| ORIX CORP                      SR GLBL NT 30       | 2030-09-09      | 4.4500%  | 0.0000% | $4000.00           | $3991.56           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.9%52    | 2052-11-09      | 6.9000%  | 0.0000% | $40000.00          | $38996.13          | Corporate Debt Securities                         |
| STORE CAP CORP                 SR GLBL NT2.7%31    | 2031-12-01      | 2.7000%  | 0.0000% | $54000.00          | $48135.06          | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR NT 5.4%40        | 2040-06-15      | 5.4000%  | 0.0000% | $4000.00           | $4011.28           | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 51      | 2051-03-30      | 3.4500%  | 0.0000% | $4000.00           | $2817.16           | Corporate Debt Securities                         |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT4.2%30    | 2030-05-01      | 4.2000%  | 0.0000% | $3000.00           | $2946.32           | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT3.4%30    | 2030-05-01      | 3.4000%  | 0.0000% | $82000.00          | $78431.72          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR NT 3.85%45       | 2045-04-15      | 3.8500%  | 0.0000% | $84000.00          | $66741.83          | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.5%40    | 2040-04-01      | 3.5000%  | 0.0000% | $164000.00         | $137759.82         | Corporate Debt Securities                         |
| OAKTREE SPECIALTY LENDING      SR GLBL NT7.1%29    | 2029-02-15      | 7.1000%  | 0.0000% | $3000.00           | $3113.25           | Corporate Debt Securities                         |
| KKR CLO LTD 2018-23R2          A-R2   20360421 FLT | 2036-04-21      | 4.6809%  | 0.0000% | $20000000.00       | $19993360.00       | Asset-Backed Securities                           |
| KIMBERLY-CLARK CORP            SR GLBL NT3.2%46    | 2046-07-30      | 3.2000%  | 0.0000% | $140000.00         | $100575.69         | Corporate Debt Securities                         |
| US BANCORP                     PERP JR SB GLBL     | 2079-12-31      | 3.7000%  | 0.0000% | $1719000.00        | $1703756.29        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $4000.00           | $4159.00           | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         FR 4.665%030638     | 2038-03-06      | 4.6650%  | 0.0000% | $307000.00         | $283494.67         | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO              GLBL NT 1.75%30     | 2030-11-01      | 1.7500%  | 0.0000% | $32000.00          | $28194.92          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 31       | 2031-12-14      | 2.4500%  | 0.0000% | $65000.00          | $58340.70          | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL REGS 53     | 2053-07-20      | 6.1190%  | 0.0000% | $3000.00           | $3027.95           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 29     | 2029-06-01      | 5.3750%  | 0.0000% | $155000.00         | $156213.09         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-15      | 2.9500%  | 0.0000% | $57000.00          | $55527.06          | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 31       | 2031-03-12      | 4.6500%  | 0.0000% | $73000.00          | $72870.49          | Corporate Debt Securities                         |
| GENWORTH HLDGS INC             EXT JR SB GLBL66    | 2066-11-15      | 5.9152%  | 0.0000% | $5000.00           | $4215.15           | Corporate Debt Securities                         |
| FORD CR AUTO LEA TR 2024-A     A-4    20270615 5.0 | 2027-06-15      | 5.0500%  | 0.0000% | $130000.00         | $4667.13           | Asset-Backed Securities                           |
| PFIZER INC                     SR GLBL NT 40       | 2040-05-28      | 2.5500%  | 0.0000% | $372000.00         | $270541.03         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT6.8%27    | 2027-10-01      | 6.8000%  | 0.0000% | $4000.00           | $4149.22           | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.3%43    | 2043-01-31      | 4.3000%  | 0.0000% | $98000.00          | $82275.30          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 30       | 2030-05-01      | 1.6250%  | 0.0000% | $142000.00         | $128112.95         | Corporate Debt Securities                         |
| PRECISION CASTPARTS CORP       SR NT 3.9%43        | 2043-01-15      | 3.9000%  | 0.0000% | $85000.00          | $71401.42          | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT 31       | 2031-04-15      | 4.2500%  | 0.0000% | $3000.00           | $2890.42           | Corporate Debt Securities                         |
| GENPACT UK FINCO PLCGENPACT    SR GLBL NT 30       | 2030-11-18      | 4.9500%  | 0.0000% | $59000.00          | $57863.22          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 27       | 2027-11-17      | 5.1250%  | 0.0000% | $822000.00         | $832701.07         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 30       | 2030-06-15      | 1.8500%  | 0.0000% | $87000.00          | $79190.69          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT3.9%39    | 2039-03-15      | 3.9000%  | 0.0000% | $58000.00          | $50912.79          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.6%30    | 2030-06-21      | 3.6000%  | 0.0000% | $12000.00          | $11650.44          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL 144A 29     | 2029-03-15      | 4.0000%  | 0.0000% | $820000.00         | $805266.42         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 26       | 2026-11-15      | 1.7500%  | 0.0000% | $1242000.00        | $1229431.65        | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 51       | 2051-09-02      | 3.3500%  | 0.0000% | $43000.00          | $29008.05          | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT3.4%31    | 2031-01-15      | 3.4000%  | 0.0000% | $9000.00           | $8536.28           | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR REGS NT 31       | 2031-06-15      | 3.1250%  | 0.0000% | $1680000.00        | $1528793.47        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 66       | 2066-02-04      | 6.8500%  | 0.0000% | $261000.00         | $253353.21         | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT2.3%32    | 2032-02-01      | 2.3000%  | 0.0000% | $87000.00          | $79296.05          | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1043.35           | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 28       | 2028-09-15      | 3.8750%  | 0.0000% | $4000.00           | $3989.38           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 45       | 2045-05-15      | 4.1250%  | 0.0000% | $741000.00         | $522504.42         | Corporate Debt Securities                         |
| INDIANA UNIV HEALTH INC        SR -2021A BD 51     | 2051-11-01      | 2.8520%  | 0.0000% | $85000.00          | $53410.45          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $4671000.00        | $4283800.05        | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL 144A 35     | 2035-11-26      | 5.2500%  | 0.0000% | $706000.00         | $692916.06         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.9%34    | 2034-10-15      | 4.9000%  | 0.0000% | $21000.00          | $20374.18          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT1.7%31    | 2031-01-15      | 1.7000%  | 0.0000% | $91000.00          | $80420.14          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 5%43          | 2043-10-16      | 5.0000%  | 0.0000% | $55000.00          | $51116.02          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 29       | 2029-07-02      | 2.7600%  | 0.0000% | $141000.00         | $135905.67         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 38       | 2038-09-10      | 4.3750%  | 0.0000% | $4000.00           | $3840.44           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-04-15      | 3.3750%  | 0.0000% | $44000.00          | $42845.66          | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT5.5%30    | 2030-03-01      | 5.5000%  | 0.0000% | $4000.00           | $4101.58           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-11-15      | 2.2500%  | 0.0000% | $50000.00          | $44042.25          | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.1%52    | 2052-08-16      | 4.1000%  | 0.0000% | $93000.00          | $75126.38          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $370000.00         | $621.86            | Private Label Collateralized Mortgage Obligations |
| 3M CO                          SR GLBL NT 29       | 2029-08-26      | 2.3750%  | 0.0000% | $25000.00          | $23584.14          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-01-21      | 4.1480%  | 0.0000% | $3000.00           | $3022.20           | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 32       | 2032-11-15      | 4.5500%  | 0.0000% | $59000.00          | $58068.36          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 62       | 2062-08-05      | 5.0500%  | 0.0000% | $65000.00          | $55567.31          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 1.5%061526       | 2026-06-15      | 1.5000%  | 0.0000% | $2000.00           | $2010.89           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.8%040130       | 2030-04-01      | 5.8000%  | 0.0000% | $2000.00           | $2079.19           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $3737000.00        | $2917660.67        | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 5%49     | 2049-05-20      | 5.0000%  | 0.0000% | $60000.00          | $52584.60          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT4.9%49    | 2049-03-15      | 4.9000%  | 0.0000% | $5000.00           | $4487.56           | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT 29       | 2029-03-01      | 6.9500%  | 0.0000% | $3000.00           | $3138.24           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-04-22      | 3.2100%  | 0.0000% | $17000.00          | $12860.83          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33       | 2033-02-24      | 3.1020%  | 0.0000% | $410000.00         | $374574.29         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 51       | 2051-03-15      | 2.3750%  | 0.0000% | $2000.00           | $1136.50           | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL31    | 2031-12-15      | 2.9000%  | 0.0000% | $5349000.00        | $4843418.46        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT4.6%28    | 2028-04-06      | 4.6000%  | 0.0000% | $700000.00         | $704152.56         | Corporate Debt Securities                         |
| INDIANA MICH PWR CO            SR GLBL -N NT 48    | 2048-08-15      | 4.2500%  | 0.0000% | $5000.00           | $4092.34           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 26       | 2026-09-17      | 1.6500%  | 0.0000% | $4000.00           | $3980.44           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.5%091830       | 2030-09-18      | 4.5000%  | 0.0000% | $5000.00           | $4962.98           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT5.4%64    | 2064-06-25      | 5.4000%  | 0.0000% | $155000.00         | $149960.95         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932       | 2032-03-29      | 5.4000%  | 0.0000% | $2000.00           | $2051.08           | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR NT 4.375%30      | 2030-02-15      | 4.3750%  | 0.0000% | $2096000.00        | $1908091.27        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $202000.00         | $186173.64         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 42       | 2042-10-01      | 3.6250%  | 0.0000% | $24000.00          | $19148.65          | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT3.5%49    | 2049-12-01      | 3.5000%  | 0.0000% | $10000.00          | $7190.86           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.3%31    | 2031-05-15      | 2.3000%  | 0.0000% | $64000.00          | $57387.80          | Corporate Debt Securities                         |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT 32       | 2032-01-15      | 2.8500%  | 0.0000% | $335000.00         | $301814.34         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT2.2%31    | 2031-02-01      | 2.2000%  | 0.0000% | $79000.00          | $71540.91          | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%47    | 2047-06-01      | 4.5000%  | 0.0000% | $319000.00         | $275411.84         | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 32     | 2032-03-15      | 6.6250%  | 0.0000% | $17000.00          | $17440.10          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 53       | 2053-04-15      | 5.6250%  | 0.0000% | $173000.00         | $166850.71         | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1M BD 4.15%43       | 2043-03-15      | 4.1500%  | 0.0000% | $62000.00          | $52115.37          | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT2.5%31    | 2031-03-15      | 2.5000%  | 0.0000% | $58000.00          | $52801.98          | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 62       | 2062-06-01      | 5.2500%  | 0.0000% | $18000.00          | $16226.79          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 31       | 2031-10-21      | 1.9500%  | 0.0000% | $20000.00          | $17639.97          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL -49TH 52    | 2052-06-15      | 2.9000%  | 0.0000% | $50000.00          | $30465.56          | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 40       | 2040-11-15      | 5.1250%  | 0.0000% | $5000.00           | $4825.27           | Corporate Debt Securities                         |
| GOODMAN US FINANCE SIX LLC     GLBL 144A NT 34     | 2034-10-07      | 5.1250%  | 0.0000% | $3000.00           | $2982.85           | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR REGS NT 31       | 2031-10-01      | 3.6250%  | 0.0000% | $4000.00           | $3602.64           | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29    | 2029-08-08      | 3.9000%  | 0.0000% | $196000.00         | $191688.98         | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $2000.00           | $2052.05           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 3%50     | 2050-10-15      | 3.0000%  | 0.0000% | $129000.00         | $81510.80          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT2.2%30    | 2030-05-01      | 2.2000%  | 0.0000% | $39000.00          | $35659.69          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 5%42     | 2042-04-15      | 5.0000%  | 0.0000% | $98000.00          | $91479.19          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT54    | 2054-06-15      | 5.5500%  | 0.0000% | $498000.00         | $493325.44         | Corporate Debt Securities                         |
| PANASONIC HLDGS CORP           SR GLBL 144A 29     | 2029-07-19      | 3.1130%  | 0.0000% | $4536000.00        | $4402330.38        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR NT 4.95%31       | 2031-06-01      | 4.9500%  | 0.0000% | $2000.00           | $2005.35           | Corporate Debt Securities                         |
| M & T BK CORP                  SUB NT 5.295%36     | 2036-04-18      | 5.2950%  | 0.0000% | $2000.00           | $1992.25           | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT2.5%32    | 2032-11-15      | 2.5000%  | 0.0000% | $88000.00          | $72953.08          | Corporate Debt Securities                         |
| PPG INDS INC                   SR GLBL NT 30       | 2030-06-15      | 2.5500%  | 0.0000% | $4000.00           | $3754.87           | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 64       | 2064-09-15      | 5.6500%  | 0.0000% | $3234000.00        | $3074155.96        | Corporate Debt Securities                         |
| EL PASO NAT GAS CO             SR DEB 7.5%26       | 2026-11-15      | 7.5000%  | 0.0000% | $1000.00           | $1016.58           | Corporate Debt Securities                         |
| CORNING INC                    SR NT 4.75%42       | 2042-03-15      | 4.7500%  | 0.0000% | $15000.00          | $13826.31          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 45       | 2045-10-15      | 4.9500%  | 0.0000% | $92000.00          | $85033.76          | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 3%30     | 2030-02-15      | 3.0000%  | 0.0000% | $5000.00           | $4747.08           | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 29       | 2029-08-01      | 3.1500%  | 0.0000% | $2000.00           | $1934.27           | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2015A 45    | 2045-12-01      | 4.5000%  | 0.0000% | $590000.00         | $516786.90         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 44       | 2044-01-22      | 4.8750%  | 0.0000% | $99000.00          | $89133.45          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR NT 5.25%41       | 2041-11-15      | 5.2500%  | 0.0000% | $1645000.00        | $1490932.04        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $94000.00          | $82854.73          | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 33       | 2033-03-01      | 4.8750%  | 0.0000% | $50000.00          | $49264.31          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 31       | 2031-06-15      | 2.5500%  | 0.0000% | $3000.00           | $2728.58           | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 5.55%64     | 2064-08-15      | 5.5500%  | 0.0000% | $95000.00          | $85819.52          | Corporate Debt Securities                         |
| CAMDEN PPTY TR                 SR GLBL NT 49       | 2049-11-01      | 3.3500%  | 0.0000% | $4990000.00        | $3471321.22        | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $4000.00           | $4269.21           | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 47       | 2047-11-15      | 4.3500%  | 0.0000% | $55000.00          | $45877.24          | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC         CR SEN SR GLBL31    | 2031-01-15      | 3.7000%  | 0.0000% | $88000.00          | $84113.24          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR NT 5.2%41        | 2041-05-27      | 5.2000%  | 0.0000% | $25000.00          | $24947.22          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 32       | 2032-08-05      | 3.8500%  | 0.0000% | $15000.00          | $14496.63          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 28       | 2028-01-13      | 4.8620%  | 0.0000% | $4000.00           | $4085.11           | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 45     | 2045-11-23      | 4.7600%  | 0.0000% | $4000.00           | $3582.41           | Corporate Debt Securities                         |
| CHILDRENS HOSP CORP            SR GLBL 2020A 50    | 2050-02-01      | 2.5850%  | 0.0000% | $5000.00           | $3057.17           | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 31       | 2031-05-14      | 2.7500%  | 0.0000% | $181000.00         | $165192.52         | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR NT 4.75%44       | 2044-08-01      | 4.7500%  | 0.0000% | $94000.00          | $85237.27          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.2%52    | 2052-02-22      | 4.2000%  | 0.0000% | $25000.00          | $19827.17          | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 4.95%41       | 2041-10-01      | 4.9500%  | 0.0000% | $35000.00          | $32889.32          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55       | 2055-02-15      | 5.5500%  | 0.0000% | $4745000.00        | $4556069.92        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT3.7%29    | 2029-02-15      | 3.7000%  | 0.0000% | $3160000.00        | $3150060.04        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR NT 4.75%48       | 2048-04-01      | 4.7500%  | 0.0000% | $80000.00          | $70984.22          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT4.2%48    | 2048-09-01      | 4.2000%  | 0.0000% | $39000.00          | $31717.40          | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -C NT 29    | 2029-06-15      | 3.4000%  | 0.0000% | $5000.00           | $4903.19           | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 53       | 2053-05-15      | 5.1500%  | 0.0000% | $676000.00         | $610240.60         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 53     | 2053-12-15      | 5.8000%  | 0.0000% | $5205000.00        | $4476780.02        | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL FDG      GLBL 144A 28        | 2028-06-09      | 4.6500%  | 0.0000% | $2000.00           | $2041.54           | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 54     | 2054-05-15      | 5.9500%  | 0.0000% | $2600000.00        | $2593692.11        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 45       | 2045-12-01      | 7.7500%  | 0.0000% | $31000.00          | $39813.90          | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.15%33     | 2033-03-15      | 4.1500%  | 0.0000% | $28000.00          | $27400.82          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 30       | 2030-07-15      | 2.1500%  | 0.0000% | $3000.00           | $2727.04           | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT3.5%30    | 2030-04-03      | 3.5000%  | 0.0000% | $29000.00          | $27774.01          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 49       | 2049-09-01      | 2.7500%  | 0.0000% | $85000.00          | $53592.69          | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $1329000.00        | $978384.70         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 46       | 2046-11-15      | 4.7500%  | 0.0000% | $97000.00          | $86029.03          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 31       | 2031-01-13      | 2.6500%  | 0.0000% | $68000.00          | $63635.16          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.7%55      | 2055-02-15      | 5.7000%  | 0.0000% | $8579000.00        | $8422919.39        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 30       | 2030-10-15      | 1.8750%  | 0.0000% | $97000.00          | $86371.87          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 33       | 2033-03-20      | 4.3500%  | 0.0000% | $100000.00         | $98709.75          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 4.016%43     | 2043-04-16      | 4.0160%  | 0.0000% | $47000.00          | $39119.36          | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4.625%44      | 2044-02-01      | 4.6250%  | 0.0000% | $98000.00          | $88588.05          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.1%62    | 2062-08-08      | 4.1000%  | 0.0000% | $170000.00         | $132828.08         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 33       | 2033-03-22      | 4.6250%  | 0.0000% | $46000.00          | $45511.83          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR NT 3.75%42       | 2042-07-15      | 3.7500%  | 0.0000% | $97000.00          | $79345.84          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.1%30    | 2030-11-20      | 4.1000%  | 0.0000% | $201000.00         | $198199.07         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT2.6%29    | 2029-08-15      | 2.6000%  | 0.0000% | $37000.00          | $35018.32          | Corporate Debt Securities                         |
| APPLE INC                      SR NT 3.45%45       | 2045-02-09      | 3.4500%  | 0.0000% | $155000.00         | $120525.16         | Corporate Debt Securities                         |
| APOLLO MGMT HLDGS LP           SR GLBL 144A 48     | 2048-03-15      | 5.0000%  | 0.0000% | $4000.00           | $3516.19           | Corporate Debt Securities                         |
| APTIV PLC / APTIV GLOBAL FING  SR GLBL NT 54       | 2054-09-13      | 5.7500%  | 0.0000% | $504000.00         | $476158.48         | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT 51       | 2051-10-01      | 2.9500%  | 0.0000% | $17000.00          | $11028.97          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT1.9%28    | 2028-12-01      | 1.9000%  | 0.0000% | $300000.00         | $285025.33         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 2.45%020232      | 2032-02-02      | 2.4500%  | 0.0000% | $95000.00          | $84906.49          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 47       | 2047-06-06      | 4.6690%  | 0.0000% | $2216000.00        | $1989784.38        | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 2.722%30    | 2030-02-15      | 2.7220%  | 0.0000% | $3000.00           | $2829.97           | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL 144A 32     | 2032-03-16      | 3.7570%  | 0.0000% | $70000.00          | $65877.59          | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $816.00            | $1451.14           | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.477%042330     | 2030-04-23      | 4.4770%  | 0.0000% | $155000.00         | $154858.48         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC 144A NT28    | 2028-03-24      | 2.5000%  | 0.0000% | $78000.00          | $74954.40          | Corporate Debt Securities                         |
| BELL CDA                       SR US-10 NT 54      | 2054-02-15      | 5.5500%  | 0.0000% | $755000.00         | $725957.67         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 49       | 2049-06-01      | 4.1500%  | 0.0000% | $46000.00          | $37337.25          | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             GLBL NT 3.75%52     | 2052-02-15      | 3.7500%  | 0.0000% | $1188000.00        | $868990.32         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-06-03      | 2.5720%  | 0.0000% | $100000.00         | $93192.42          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 48       | 2048-03-25      | 5.0500%  | 0.0000% | $25000.00          | $22116.94          | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT 29       | 2029-10-15      | 3.0500%  | 0.0000% | $15000.00          | $14284.77          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.1%32    | 2032-11-15      | 4.1000%  | 0.0000% | $23000.00          | $22301.82          | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2854.68           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE SR SEC GLBL AC49    | 2049-02-01      | 4.2500%  | 0.0000% | $3000.00           | $2469.03           | Corporate Debt Securities                         |
| CK HUTCHISON INTL 21 LTD       GLBL 144A NT 31     | 2031-04-15      | 2.5000%  | 0.0000% | $475000.00         | $433406.89         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 116 BD44    | 2044-01-15      | 4.7000%  | 0.0000% | $85000.00          | $76869.28          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 48       | 2048-11-15      | 4.7500%  | 0.0000% | $13000.00          | $11520.69          | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2006-D     2-A    20360515 FLT | 2036-05-15      | 3.9416%  | 0.0000% | $600000.00         | $4098.72           | Asset-Backed Securities                           |
| MASS INST TECH MTN BE          GLBL -C BD 14       | 2114-07-01      | 4.6780%  | 0.0000% | $1072000.00        | $901939.83         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 3%32     | 2032-03-17      | 3.0000%  | 0.0000% | $57000.00          | $52040.43          | Corporate Debt Securities                         |
| MANULIFE FINL CORP             SR NT 2.484%27      | 2027-05-19      | 2.4840%  | 0.0000% | $830000.00         | $816869.40         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $147000.00         | $96181.20          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%27    | 2027-08-20      | 2.7000%  | 0.0000% | $5000.00           | $4934.43           | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 4.5182%  | 0.0000% | $2000.00           | $2022.17           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $698998.00         | $3846.51           | Private Label Collateralized Mortgage Obligations |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 28       | 2028-05-15      | 3.8750%  | 0.0000% | $2000.00           | $1990.75           | Corporate Debt Securities                         |
| JACOBS ENGR GROUP INC          SR GLBL NT 28       | 2028-08-18      | 6.3500%  | 0.0000% | $3000.00           | $3153.92           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 50    | 2050-10-01      | 3.7000%  | 0.0000% | $58000.00          | $53734.16          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.965%012429     | 2029-01-24      | 4.9650%  | 0.0000% | $4000.00           | $4098.48           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL REGS 35     | 2035-12-04      | 4.8000%  | 0.0000% | $465000.00         | $465015.50         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 34       | 2034-02-20      | 6.3500%  | 0.0000% | $130000.00         | $126444.82         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 36       | 2036-03-15      | 4.9500%  | 0.0000% | $2221000.00        | $2216891.15        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 52       | 2052-04-01      | 4.2500%  | 0.0000% | $269000.00         | $211027.06         | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TR 2026-MED1  A-1A   20560425 5.1 | 2056-04-25      | 5.1203%  | 0.0000% | $8344300.00        | $7028796.77        | Private Label Collateralized Mortgage Obligations |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $312.64            | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42    | 2042-12-15      | 4.0700%  | 0.0000% | $90000.00          | $77886.10          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT5.6%53    | 2053-07-31      | 5.6000%  | 0.0000% | $10000.00          | $9929.51           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 2%31     | 2031-08-12      | 2.0000%  | 0.0000% | $6000.00           | $5261.97           | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL33    | 2033-10-15      | 2.7500%  | 0.0000% | $497000.00         | $434254.30         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 32       | 2032-04-01      | 3.7500%  | 0.0000% | $10000.00          | $9530.42           | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 35       | 2035-11-15      | 5.3500%  | 0.0000% | $3146000.00        | $3070183.15        | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT4.3%47    | 2047-11-01      | 4.3000%  | 0.0000% | $2000.00           | $1591.87           | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 31       | 2031-06-15      | 4.2500%  | 0.0000% | $3000.00           | $2956.05           | Corporate Debt Securities                         |
| REGENCY CTRS L P               GLBL NT 3.7%30      | 2030-06-15      | 3.7000%  | 0.0000% | $4000.00           | $3940.06           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 44       | 2044-10-01      | 4.0500%  | 0.0000% | $98000.00          | $80785.81          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT5.1%44    | 2044-01-15      | 5.1000%  | 0.0000% | $75000.00          | $70097.50          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT3.1%29    | 2029-12-15      | 3.1000%  | 0.0000% | $4000.00           | $3859.77           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-12-15      | 2.8500%  | 0.0000% | $321000.00         | $288628.22         | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 50       | 2050-05-15      | 3.6250%  | 0.0000% | $72000.00          | $50971.66          | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 29       | 2029-03-01      | 4.7500%  | 0.0000% | $3658000.00        | $3697803.10        | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.5%54      | 2054-08-15      | 5.5000%  | 0.0000% | $90000.00          | $88419.50          | Corporate Debt Securities                         |
| UNITED AIR PASS THRU TR 2019-2 B      20291101 3.5 | 2029-11-01      | 3.5000%  | 0.0000% | $10000.00          | $2871.37           | Asset-Backed Securities                           |
| KINDER MORGAN INC DEL          SR GLBL NT 46       | 2046-02-15      | 5.0500%  | 0.0000% | $52000.00          | $47849.82          | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.8%41        | 2041-10-01      | 4.8000%  | 0.0000% | $67000.00          | $60325.01          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 60       | 2060-05-15      | 3.1250%  | 0.0000% | $75000.00          | $45619.15          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 2.565%30    | 2030-02-15      | 2.5650%  | 0.0000% | $4536000.00        | $4250685.60        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 3.75%47       | 2047-11-15      | 3.7500%  | 0.0000% | $6000.00           | $4555.43           | Corporate Debt Securities                         |
| LIGHT & WONDER INTL INC        SR GLBL REGS 31     | 2031-09-01      | 7.5000%  | 0.0000% | $30000.00          | $31748.80          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 31       | 2031-05-22      | 4.6500%  | 0.0000% | $14628000.00       | $14696958.83       | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL VV BD 49    | 2049-01-15      | 4.3000%  | 0.0000% | $80000.00          | $65468.44          | Corporate Debt Securities                         |
| SIRIUSPOINT LTD                SR GLBL NT 7%29     | 2029-04-05      | 7.0000%  | 0.0000% | $4000.00           | $4232.64           | Corporate Debt Securities                         |
| UNITI SVC LLC / UNITI FIBER    SR REGS NT 32       | 2032-06-15      | 8.6250%  | 0.0000% | $15000.00          | $16368.86          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 32       | 2032-09-15      | 4.5500%  | 0.0000% | $52000.00          | $52262.74          | Corporate Debt Securities                         |
| IMPAC CMB TR 2004-8            1-A    20341025 FLT | 2034-10-25      | 4.4188%  | 0.0000% | $2300000.00        | $2319.43           | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR NT 4.25%42       | 2042-12-15      | 4.2500%  | 0.0000% | $180000.00         | $152699.60         | Corporate Debt Securities                         |
| HARTFORD HEALTHCARE CORP       -2020 SINK BD 54    | 2054-07-01      | 3.4470%  | 0.0000% | $850000.00         | $607691.35         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 27       | 2027-02-15      | 2.0500%  | 0.0000% | $3000.00           | $2948.26           | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT4.3%48    | 2048-02-21      | 4.3000%  | 0.0000% | $25000.00          | $20902.89          | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2897.84           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.6%40    | 2040-03-25      | 4.6000%  | 0.0000% | $29000.00          | $26350.21          | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 30     | 2030-10-15      | 9.7500%  | 0.0000% | $22000.00          | $23736.83          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1044.38           | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT 28       | 2028-03-30      | 5.0500%  | 0.0000% | $3000.00           | $3046.82           | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $201000.00         | $197918.89         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 32       | 2032-04-15      | 4.1500%  | 0.0000% | $80000.00          | $78469.78          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 55    | 2055-03-15      | 5.6500%  | 0.0000% | $39000.00          | $38602.35          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.433%012347     | 2047-01-23      | 5.4330%  | 0.0000% | $50000.00          | $48889.28          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41    | 2041-03-22      | 3.4000%  | 0.0000% | $70000.00          | $54723.04          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31    | 2031-03-15      | 1.5000%  | 0.0000% | $193000.00         | $168246.46         | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT2.8%31    | 2031-06-01      | 2.8000%  | 0.0000% | $20000.00          | $18628.69          | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.125%32    | 2032-05-15      | 5.1250%  | 0.0000% | $8867000.00        | $8813027.06        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 47    | 2047-09-15      | 3.8000%  | 0.0000% | $27000.00          | $20799.48          | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 32       | 2032-02-01      | 2.4500%  | 0.0000% | $20000.00          | $17655.61          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.625%53    | 2053-02-10      | 5.6250%  | 0.0000% | $99000.00          | $95171.79          | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR REGS NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $4000.00           | $4012.55           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 54    | 2054-08-15      | 5.5500%  | 0.0000% | $36000.00          | $35281.56          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 2%30     | 2030-05-15      | 2.0000%  | 0.0000% | $4000.00           | $3634.59           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR NT 3.95%42       | 2042-10-15      | 3.9500%  | 0.0000% | $23000.00          | $18988.75          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 29       | 2029-06-01      | 2.9500%  | 0.0000% | $241000.00         | $235619.94         | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4314.43           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 3%27     | 2027-01-15      | 3.0000%  | 0.0000% | $525000.00         | $526856.75         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT1.6%28    | 2028-08-12      | 1.6000%  | 0.0000% | $13000.00          | $12285.85          | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP SR GLBL NT 35       | 2035-01-15      | 4.9500%  | 0.0000% | $192000.00         | $191459.52         | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 32       | 2032-08-08      | 4.2500%  | 0.0000% | $78000.00          | $76923.15          | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 4.875%43      | 2043-11-13      | 4.8750%  | 0.0000% | $35000.00          | $32246.78          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL UUU BD50    | 2050-04-15      | 3.3200%  | 0.0000% | $90000.00          | $61071.10          | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR GLBL 2018A 48    | 2048-08-15      | 4.0910%  | 0.0000% | $80000.00          | $64806.28          | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR 144A NT 30       | 2030-06-26      | 2.6500%  | 0.0000% | $56000.00          | $52742.62          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.511%102032     | 2032-10-20      | 2.5110%  | 0.0000% | $19000.00          | $16869.91          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 42       | 2042-02-15      | 3.1250%  | 0.0000% | $190000.00         | $139881.38         | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 44       | 2044-07-15      | 5.2500%  | 0.0000% | $96000.00          | $92562.40          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.654%101830     | 2030-10-18      | 4.6540%  | 0.0000% | $52000.00          | $52039.54          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT4.3%28    | 2028-05-22      | 4.3000%  | 0.0000% | $1000000.00        | $1002626.11        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 45       | 2045-08-01      | 4.5500%  | 0.0000% | $3000.00           | $2604.31           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD31    | 2031-03-15      | 1.3500%  | 0.0000% | $3000.00           | $2581.66           | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012425-012429    | 2029-01-24      | 4.4638%  | 0.0000% | $4000.00           | $4027.60           | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C22      A-S    20480417 3.5 | 2048-04-17      | 3.5610%  | 0.0000% | $4100000.00        | $3947314.63        | Private Label Collateralized Mortgage Obligations |
| TRANSCANADA PIPELINES LTD      JR SB NT 7%65       | 2065-06-01      | 7.0000%  | 0.0000% | $45000.00          | $47876.45          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.375%35      | 2035-02-01      | 3.3750%  | 0.0000% | $51000.00          | $46086.79          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT5.4%49    | 2049-01-15      | 5.4000%  | 0.0000% | $95000.00          | $90817.15          | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $5000.00           | $4464.00           | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 1.9%31      | 2031-09-01      | 1.9000%  | 0.0000% | $8000.00           | $7013.24           | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $41000.00          | $42052.05          | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $488.71            | Corporate Debt Securities                         |
| AES CORP                       SR SEC GLBL 30      | 2030-07-15      | 3.9500%  | 0.0000% | $5000.00           | $4872.26           | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 29       | 2029-09-04      | 2.2500%  | 0.0000% | $97000.00          | $91310.22          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 50       | 2050-09-02      | 3.5500%  | 0.0000% | $5947000.00        | $4181806.50        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL FL NT 28    | 2028-04-24      | 4.5838%  | 0.0000% | $3000.00           | $3026.05           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4204.44           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 47       | 2047-05-03      | 4.0500%  | 0.0000% | $39000.00          | $30517.30          | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4900.98           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 2.5%29      | 2029-12-01      | 2.5000%  | 0.0000% | $7000.00           | $6638.25           | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR NT 4.35%47       | 2047-01-30      | 4.3500%  | 0.0000% | $72000.00          | $60593.70          | Corporate Debt Securities                         |
| RPM INTL INC                   SR GLBL NT 48       | 2048-01-15      | 4.2500%  | 0.0000% | $15000.00          | $12227.99          | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 26       | 2026-10-05      | 3.2440%  | 0.0000% | $3000.00           | $3003.65           | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 30       | 2030-04-15      | 3.4500%  | 0.0000% | $4000.00           | $3845.31           | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 44       | 2044-05-15      | 4.3750%  | 0.0000% | $95000.00          | $80642.78          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27       | 2027-10-18      | 3.3520%  | 0.0000% | $5000.00           | $4954.24           | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT3.7%28    | 2028-04-01      | 3.7000%  | 0.0000% | $3000.00           | $2973.15           | Corporate Debt Securities                         |
| ROSS STORES INC                SR GLBL NT 31       | 2031-04-15      | 1.8750%  | 0.0000% | $70000.00          | $61782.82          | Corporate Debt Securities                         |
| US BANCORP                     FR 2.491%110336     | 2036-11-03      | 2.4910%  | 0.0000% | $24000.00          | $20874.94          | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $2024.89           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 39       | 2039-08-15      | 3.5500%  | 0.0000% | $69000.00          | $58802.87          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT3.2%41    | 2041-05-20      | 3.2000%  | 0.0000% | $30000.00          | $23339.10          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.5%33    | 2033-04-15      | 4.5000%  | 0.0000% | $5000.00           | $4914.45           | Corporate Debt Securities                         |
| UNIVERSITY SOUTHN CALIF        SR GLBL 2020B 50    | 2050-10-01      | 2.8050%  | 0.0000% | $1000.00           | $620.94            | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 1.25%30     | 2030-08-15      | 1.2500%  | 0.0000% | $7050000.00        | $6181095.33        | Corporate Debt Securities                         |
| PUBLIC STORAGE                 SR GLBL NT 31       | 2031-11-09      | 2.2500%  | 0.0000% | $44000.00          | $39085.64          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-11-15      | 4.6250%  | 0.0000% | $41000.00          | $36946.27          | Corporate Debt Securities                         |
| VERTIV HOLDINGS CO             SR GLBL NT 66       | 2066-03-15      | 5.9500%  | 0.0000% | $90000.00          | $89868.05          | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 51       | 2051-12-01      | 3.6500%  | 0.0000% | $3902000.00        | $2784105.18        | Corporate Debt Securities                         |
| TECK RESOURCES LTD             SR NT 5.2%42        | 2042-03-01      | 5.2000%  | 0.0000% | $99000.00          | $87308.21          | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP           SR GLBL 144A 50     | 2050-06-01      | 3.2000%  | 0.0000% | $57000.00          | $37583.65          | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT4.2%32    | 2032-04-15      | 4.2000%  | 0.0000% | $46000.00          | $44276.53          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $4000.00           | $4371.12           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR NT 4.375%42      | 2042-03-15      | 4.3750%  | 0.0000% | $75000.00          | $65829.23          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.5%42        | 2042-03-20      | 4.5000%  | 0.0000% | $204000.00         | $181456.98         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 35       | 2035-04-15      | 5.1250%  | 0.0000% | $56000.00          | $56307.10          | Corporate Debt Securities                         |
| MEAD JOHNSON NUTRITION COMPANY SR GLBL NT4.6%44    | 2044-06-01      | 4.6000%  | 0.0000% | $73000.00          | $65209.03          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-07-21      | 2.9080%  | 0.0000% | $54000.00          | $39457.78          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-07-23      | 5.0490%  | 0.0000% | $2000.00           | $2052.16           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $2992.17           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.9%062328       | 2028-06-23      | 4.9000%  | 0.0000% | $2000.00           | $2051.29           | Corporate Debt Securities                         |
| HANOVER INS GROUP INC          SR GLBL NT2.5%30    | 2030-09-01      | 2.5000%  | 0.0000% | $4000.00           | $3648.24           | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $312000.00         | $295019.68         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT2.1%30    | 2030-06-15      | 2.1000%  | 0.0000% | $68000.00          | $62546.85          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-07-21      | 2.3830%  | 0.0000% | $1669000.00        | $1488719.44        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 4.3588%  | 0.0000% | $4000000.00        | $1492.93           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 4.4938%  | 0.0000% | $4000000.00        | $1537.93           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.3488%  | 0.0000% | $4999998.00        | $2278.66           | Asset-Backed Securities                           |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 3.8788%  | 0.0000% | $300000.00         | $824.93            | Asset-Backed Securities                           |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $1633000.00        | $1582207.35        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 38       | 2038-04-01      | 5.1500%  | 0.0000% | $8000.00           | $7669.26           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M4     20360525 FLT | 2036-05-25      | 4.4488%  | 0.0000% | $8861000.00        | $3373.68           | Asset-Backed Securities                           |
| NARRAGANSETT ELEC CO           SR GLBL 144A 30     | 2030-04-09      | 3.3950%  | 0.0000% | $118000.00         | $113240.50         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR NT 50     | 2050-04-28      | 3.2500%  | 0.0000% | $100000.00         | $68042.86          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 4.2088%  | 0.0000% | $7600000.00        | $2741.57           | Asset-Backed Securities                           |
| NOV INC                        SR NT 3.95%42       | 2042-12-01      | 3.9500%  | 0.0000% | $20000.00          | $16473.61          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 4.8988%  | 0.0000% | $3981000.00        | $1664.99           | Asset-Backed Securities                           |
| BMW US CAP LLC                 GLBL FLT 144A 27    | 2027-08-11      | 4.3420%  | 0.0000% | $4000.00           | $4018.95           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.338%091531     | 2031-09-15      | 4.3380%  | 0.0000% | $520000.00         | $515661.64         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 40       | 2040-02-21      | 3.1500%  | 0.0000% | $41000.00          | $32193.00          | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.2%29      | 2029-09-17      | 4.2000%  | 0.0000% | $95000.00          | $94691.25          | Corporate Debt Securities                         |
| CSX CORP                       SR NT 4.4%43        | 2043-03-01      | 4.4000%  | 0.0000% | $36000.00          | $31955.96          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 26    | 2026-10-02      | 4.8567%  | 0.0000% | $2000.00           | $2022.16           | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 27       | 2027-05-09      | 4.3500%  | 0.0000% | $725000.00         | $727527.83         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 129 BD50    | 2050-03-01      | 3.0000%  | 0.0000% | $469000.00         | $306131.93         | Corporate Debt Securities                         |
| CARLYLE FIN LLC                SR GLBL 144A 48     | 2048-09-15      | 5.6500%  | 0.0000% | $68000.00          | $64952.50          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $3000.00           | $3011.77           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27      | 2027-09-11      | 4.5690%  | 0.0000% | $2000.00           | $2022.52           | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-08-21      | 1.7500%  | 0.0000% | $76000.00          | $67598.50          | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.7%111529       | 2029-11-15      | 4.7000%  | 0.0000% | $63000.00          | $63781.69          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.1%29    | 2029-11-15      | 3.1000%  | 0.0000% | $65000.00          | $61696.41          | Corporate Debt Securities                         |
| C&S GROUP ENTERPRISES LLC      SR GLBL 144A 28     | 2028-12-15      | 5.0000%  | 0.0000% | $89000.00          | $85388.18          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 4%49     | 2049-11-15      | 4.0000%  | 0.0000% | $96000.00          | $72214.61          | Corporate Debt Securities                         |
| EQUINIX ASIA FING CORP PTE LTD SR GLBL NT4.4%31    | 2031-03-15      | 4.4000%  | 0.0000% | $17000.00          | $16844.39          | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $2000.00           | $2033.59           | Corporate Debt Securities                         |
| FORESEA HLDG S A               1LIEN GLBL 30       | 2030-06-15      | 7.5000%  | 0.0000% | $27.00             | $27.04             | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT5.4%48    | 2048-11-01      | 5.4000%  | 0.0000% | $5000000.00        | $4353650.00        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 35       | 2035-11-01      | 4.9500%  | 0.0000% | $1230000.00        | $1202251.20        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.3%33    | 2033-06-01      | 5.3000%  | 0.0000% | $4000.00           | $4157.94           | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT3.9%32    | 2032-04-05      | 3.9000%  | 0.0000% | $47000.00          | $44426.28          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 4.3%28      | 2028-03-15      | 4.3000%  | 0.0000% | $411000.00         | $413888.87         | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD 53       | 2053-04-01      | 5.6500%  | 0.0000% | $5000.00           | $4910.91           | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $2000.00           | $2005.16           | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD 29       | 2029-02-01      | 3.6500%  | 0.0000% | $7119000.00        | $7075530.60        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.439%011432     | 2032-01-14      | 4.4390%  | 0.0000% | $92000.00          | $91970.21          | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR NT 5.5%35        | 2035-09-01      | 5.5000%  | 0.0000% | $4000.00           | $4083.86           | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             -Y 4.5%49           | 2049-03-01      | 4.5000%  | 0.0000% | $180000.00         | $149920.20         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.948%072228     | 2028-07-22      | 4.9480%  | 0.0000% | $3000.00           | $3071.48           | Corporate Debt Securities                         |
| AVISTA CORP                    1M GLBL BD 4%52     | 2052-04-01      | 4.0000%  | 0.0000% | $5000.00           | $3767.62           | Corporate Debt Securities                         |
| CENCORA INC                    SR NT 4.3%47        | 2047-12-15      | 4.3000%  | 0.0000% | $97000.00          | $81826.18          | Corporate Debt Securities                         |
| APTARGROUP INC                 GLBL NT 3.6%32      | 2032-03-15      | 3.6000%  | 0.0000% | $80000.00          | $74948.80          | Corporate Debt Securities                         |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT 34       | 2034-09-12      | 5.4090%  | 0.0000% | $110000.00         | $108089.22         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US1 NT48    | 2048-04-01      | 4.4640%  | 0.0000% | $120000.00         | $100721.04         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FR 2.646%100431     | 2031-10-04      | 2.6460%  | 0.0000% | $95000.00          | $83063.49          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 55       | 2055-05-19      | 6.6250%  | 0.0000% | $4797000.00        | $4748551.63        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.592%042931     | 2031-04-29      | 2.5920%  | 0.0000% | $94000.00          | $87095.70          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 47       | 2047-08-15      | 4.5400%  | 0.0000% | $157000.00         | $131256.01         | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB GLBL REGS 47    | 2047-09-30      | 3.8500%  | 0.0000% | $90000.00          | $69157.77          | Corporate Debt Securities                         |

### Security 627: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1GNU27, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1GNU27
- **C.18 - Value (incl. sponsor support):** $2247975652.50
- **C.18.a - Value (excl. sponsor support):** $2247975652.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TOYOTA MTR CR CORP             FR 5.25%091128      | 2028-09-11      | 5.2500%  | 0.0000% | $507000.00         | $523044.02         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.13%021431      | 2031-02-14      | 5.1300%  | 0.0000% | $27000.00          | $27779.29          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.651%031132     | 2032-03-11      | 2.6510%  | 0.0000% | $1579000.00        | $1441601.47        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.942%021131     | 2031-02-11      | 4.9420%  | 0.0000% | $486000.00         | $498323.02         | Corporate Debt Securities                         |
| BANK 2021-BNK38                E      20641217 2.5 | 2064-12-17      | 2.5000%  | 0.0000% | $1100000.00        | $757452.79         | Private Label Collateralized Mortgage Obligations |
| BERRY GLOBAL INC               1LIEN GLBL NT 28    | 2028-04-15      | 5.5000%  | 0.0000% | $378000.00         | $386611.68         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR PREF GLBL 28    | 2028-08-08      | 5.5880%  | 0.0000% | $600000.00         | $622787.80         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT4.9%31    | 2031-01-23      | 4.9000%  | 0.0000% | $53000.00          | $54749.53          | Corporate Debt Securities                         |
| BANK5 2023-5YR3                E      20560915 FLT | 2056-09-15      | 4.0000%  | 0.0000% | $5000000.00        | $4500850.55        | Private Label Collateralized Mortgage Obligations |
| DISNEY WALT CO                 SR GLBL NT 28       | 2028-11-30      | 7.6250%  | 0.0000% | $13000.00          | $14418.21          | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $39000.00          | $39216.15          | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT5.7%55    | 2055-01-19      | 5.7000%  | 0.0000% | $1102000.00        | $1152508.33        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $252000.00         | $237628.65         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $1500000.00        | $1537028.33        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.95%071428      | 2028-07-14      | 4.9500%  | 0.0000% | $20000.00          | $20695.25          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.8%34    | 2034-03-01      | 5.8000%  | 0.0000% | $64000.00          | $66878.58          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  GTD SR NT 7.5%40    | 2040-11-15      | 7.5000%  | 0.0000% | $92000.00          | $107664.53         | Corporate Debt Securities                         |
| CIM TR 2023-R2                 M2     20640825 FLT | 2064-08-25      | 5.6962%  | 0.0000% | $4969000.00        | $4424290.28        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R03   1M-2   20420325 FLT | 2042-03-25      | 7.1121%  | 0.0000% | $365000.00         | $372480.56         | Private Label Collateralized Mortgage Obligations |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT4.9%29    | 2029-02-22      | 4.9000%  | 0.0000% | $50000.00          | $51550.14          | Corporate Debt Securities                         |
| COCA-COLA FEMSA SAB DE CV      SR GLBL NT5.1%35    | 2035-05-06      | 5.1000%  | 0.0000% | $206000.00         | $205126.22         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 40       | 2040-02-15      | 5.8750%  | 0.0000% | $93000.00          | $96781.59          | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR GLBL 144A 46     | 2046-03-10      | 4.5040%  | 0.0000% | $58000.00          | $47745.82          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 64       | 2064-02-22      | 5.6500%  | 0.0000% | $40000.00          | $39983.74          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 40       | 2040-11-13      | 2.3500%  | 0.0000% | $50000.00          | $35007.22          | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $97000.00          | $100613.25         | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT5.5%33    | 2033-06-15      | 5.5000%  | 0.0000% | $36000.00          | $37609.76          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2010 B DB 40    | 2040-06-15      | 5.7000%  | 0.0000% | $65000.00          | $68221.18          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 5.05%29     | 2029-07-12      | 5.0500%  | 0.0000% | $73000.00          | $75619.10          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 31       | 2031-02-01      | 5.7500%  | 0.0000% | $12000.00          | $12800.01          | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29       | 2029-09-30      | 9.0000%  | 0.0000% | $17428000.00       | $17475752.72       | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 56       | 2056-11-01      | 2.9370%  | 0.0000% | $88000.00          | $49369.26          | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2015-A     B-2    20580625 FLT | 2058-06-25      | 4.5000%  | 0.0000% | $3317480.00        | $467602.07         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-05-07      | 4.6430%  | 0.0000% | $343000.00         | $344659.22         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28    | 2028-11-27      | 7.3000%  | 0.0000% | $42000.00          | $43506.35          | Corporate Debt Securities                         |
| CSMC TRUST 2017-CHOP           C      20320715 FLT | 2032-07-15      | 4.8940%  | 0.0000% | $2000000.00        | $1991350.45        | Private Label Collateralized Mortgage Obligations |
| AZORRA FIN LTD                 SR 144A NT 34       | 2034-02-15      | 6.2500%  | 0.0000% | $6176000.00        | $6056595.62        | Corporate Debt Securities                         |
| BBCMS MRTG TR 2022-C16         C      20550617 FLT | 2055-06-17      | 4.6000%  | 0.0000% | $7500000.00        | $6271385.83        | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           FR 5.511%060431     | 2031-06-04      | 5.5110%  | 0.0000% | $23000.00          | $24426.68          | Corporate Debt Securities                         |
| ASURION LLC / ASURION CO       2LIEN 144A NT 34    | 2034-02-01      | 8.3750%  | 0.0000% | $1139000.00        | $1138321.19        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.75%012028      | 2028-01-20      | 4.7500%  | 0.0000% | $14000.00          | $14371.99          | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2022-NQM4    B-1    20620725 FLT | 2062-07-25      | 4.9102%  | 0.0000% | $4903000.00        | $4220581.22        | Private Label Collateralized Mortgage Obligations |
| NATIONAL GRID PLC              SR GLBL NT 28       | 2028-06-12      | 5.6020%  | 0.0000% | $65000.00          | $67994.36          | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2025-NQM4    A-3    20650725 FLT | 2065-07-25      | 5.8050%  | 0.0000% | $2546000.00        | $2074996.58        | Private Label Collateralized Mortgage Obligations |
| NYU HOSPS CTR                  SR -2012A BD 42     | 2042-07-01      | 4.4280%  | 0.0000% | $345000.00         | $304056.78         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 40       | 2040-04-01      | 4.2500%  | 0.0000% | $1124000.00        | $1015103.76        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.1%062430       | 2030-06-24      | 5.1000%  | 0.0000% | $91000.00          | $93700.73          | Corporate Debt Securities                         |
| HIT TR 2022-HI32               D      20390715 FLT | 2039-07-15      | 8.2621%  | 0.0000% | $18450000.00       | $14959850.92       | Private Label Collateralized Mortgage Obligations |
| HOWDEN UK REFIN PLC & US RE    SR SEC 144A NT31    | 2031-02-15      | 7.2500%  | 0.0000% | $3611000.00        | $3665903.25        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5300%  | 0.0000% | $11700000.00       | $11739634.33       | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 5.337%35    | 2035-07-08      | 5.3370%  | 0.0000% | $340000.00         | $347674.90         | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR GLBL 144A 33     | 2033-02-01      | 6.2500%  | 0.0000% | $46000.00          | $48160.44          | Corporate Debt Securities                         |
| RCKT MRTG TR 2022-2            B-4    20520225 FLT | 2052-02-25      | 2.7985%  | 0.0000% | $5314000.00        | $4003718.03        | Private Label Collateralized Mortgage Obligations |
| REYNOLDS AMERICAN INC          SR GLBL NT 37       | 2037-06-15      | 7.2500%  | 0.0000% | $94000.00          | $110346.39         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL 144A 30     | 2030-09-01      | 6.5000%  | 0.0000% | $18000.00          | $19297.96          | Corporate Debt Securities                         |
| LOCKE TAVERN RE LTD            -A-20261 144A 29    | 2029-04-09      | 6.7800%  | 0.0000% | $6015000.00        | $5986729.50        | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 144A 31     | 2031-01-01      | 6.1910%  | 0.0000% | $3985000.00        | $2660739.39        | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NEGARA PT   FR 6.15%052148      | 2048-05-21      | 6.1500%  | 0.0000% | $697000.00         | $672567.83         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 5.625%33      | 2033-09-07      | 5.6250%  | 0.0000% | $93000.00          | $98192.42          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 5%32    | 2032-07-15      | 5.0000%  | 0.0000% | $96000.00          | $98444.27          | Corporate Debt Securities                         |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $95000.00          | $98146.37          | Corporate Debt Securities                         |
| LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29    | 2029-07-15      | 5.1250%  | 0.0000% | $35908000.00       | $23149039.77       | Corporate Debt Securities                         |
| KIZUNA RE III PTE LTD          -A-20241 144A 29    | 2029-04-09      | 6.4150%  | 0.0000% | $6020000.00        | $6159277.48        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.8%34    | 2034-05-15      | 5.8000%  | 0.0000% | $35000.00          | $35886.04          | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $153000.00         | $156344.58         | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL REGS 29     | 2029-09-23      | 3.0000%  | 0.0000% | $290000.00         | $276735.40         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL REGS 32     | 2032-09-12      | 6.3750%  | 0.0000% | $600000.00         | $618285.25         | Corporate Debt Securities                         |
| GRACE TR 2020-GRCE             D      20401212 FLT | 2040-12-12      | 2.6799%  | 0.0000% | $700000.00         | $617555.66         | Private Label Collateralized Mortgage Obligations |
| GLENCORE FDG LLC               SR 144A NT 36       | 2036-04-01      | 5.5080%  | 0.0000% | $675000.00         | $686592.45         | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $1000000.00        | $1068598.33        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT5.4%28    | 2028-05-08      | 5.4000%  | 0.0000% | $18000.00          | $18295.92          | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.0105% | 0.0000% | $26775000.00       | $28104394.09       | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT5.1%35    | 2035-02-20      | 5.1000%  | 0.0000% | $85000.00          | $87626.07          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $25000.00          | $25899.00          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.3%35    | 2035-06-15      | 5.3000%  | 0.0000% | $542000.00         | $563942.57         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR NT 6.875%39      | 2039-11-10      | 6.8750%  | 0.0000% | $261000.00         | $290657.03         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 43       | 2043-09-15      | 6.5500%  | 0.0000% | $13000.00          | $14221.53          | Corporate Debt Securities                         |
| PMT LOAN TRUST 2025-INV2       B-3    20560225 FLT | 2056-02-25      | 6.5448%  | 0.0000% | $4744999.00        | $5057650.19        | Private Label Collateralized Mortgage Obligations |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $117000.00         | $110206.72         | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%30    | 2030-08-15      | 4.5000%  | 0.0000% | $1241000.00        | $1250717.03        | Corporate Debt Securities                         |
| SCG COMMERCL MTG TR 2025-FLWR  C      20420815 FLT | 2042-08-15      | 5.3771%  | 0.0000% | $3000000.00        | $3009087.27        | Private Label Collateralized Mortgage Obligations |
| SOUTHWESTERN PUB SVC CO        1M GLBL 11 BD 54    | 2054-06-01      | 6.0000%  | 0.0000% | $60000.00          | $62501.80          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2023A 33    | 2033-09-15      | 5.7500%  | 0.0000% | $90000.00          | $94791.55          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 11.1200% | 0.0000% | $3200000.00        | $3289212.14        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2021A 51    | 2051-02-01      | 2.9500%  | 0.0000% | $63000.00          | $38319.08          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025A 35    | 2035-03-01      | 5.4500%  | 0.0000% | $2105000.00        | $2127570.28        | Corporate Debt Securities                         |
| PRPM ISSUER LLC 2026-CRE1      B      20430317 FLT | 2043-03-17      | 5.8542%  | 0.0000% | $10000000.00       | $9980791.57        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   FR 3.625%050427     | 2027-05-04      | 3.6250%  | 0.0000% | $341000.00         | $340340.97         | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.3%28    | 2028-08-09      | 4.3000%  | 0.0000% | $9224000.00        | $9319642.63        | Corporate Debt Securities                         |
| PANASONIC HLDGS CORP           SR 144A NT 34       | 2034-07-16      | 5.3020%  | 0.0000% | $1020000.00        | $1053229.50        | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $100000.00         | $93504.22          | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 36       | 2036-07-08      | 5.3230%  | 0.0000% | $340000.00         | $348322.66         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 9.5100%  | 0.0000% | $12010000.00       | $12216639.37       | Corporate Debt Securities                         |
| PULTE GROUP INC                GTD SR NT 6%35      | 2035-02-15      | 6.0000%  | 0.0000% | $50000.00          | $53079.17          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $560000.00         | $681781.08         | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 37       | 2037-04-01      | 5.9500%  | 0.0000% | $517000.00         | $553989.34         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2022B 32    | 2032-10-15      | 5.7000%  | 0.0000% | $25000.00          | $26209.67          | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL REGS NT 34     | 2034-06-26      | 5.5000%  | 0.0000% | $433000.00         | $448888.93         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               SR REGS NT 33       | 2033-03-14      | 4.8500%  | 0.0000% | $150000.00         | $153492.63         | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 6.1%34        | 2034-03-15      | 6.1000%  | 0.0000% | $1162000.00        | $1261419.43        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL NT3.7%28    | 2028-03-15      | 3.7000%  | 0.0000% | $75000.00          | $74356.17          | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 6%31        | 2031-03-15      | 6.0000%  | 0.0000% | $20000.00          | $21402.27          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 14.5500% | 0.0000% | $2250000.00        | $1683503.99        | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT5.8%35    | 2035-04-01      | 5.8000%  | 0.0000% | $191000.00         | $197890.22         | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             GLBL NT 5.2%34      | 2034-09-15      | 5.2000%  | 0.0000% | $53000.00          | $53973.55          | Corporate Debt Securities                         |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT5.4%29    | 2029-06-12      | 5.4000%  | 0.0000% | $46000.00          | $48066.32          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.05%051629      | 2029-05-16      | 5.0500%  | 0.0000% | $57000.00          | $58116.84          | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT5.8%27    | 2027-12-01      | 5.8000%  | 0.0000% | $30000.00          | $31377.83          | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           GLBL NT 5.488%54    | 2054-04-05      | 5.4880%  | 0.0000% | $7712000.00        | $7547672.70        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING      EXTND-A 144A 30     | 2030-04-08      | 9.0000%  | 0.0000% | $4685000.00        | $4822202.81        | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 26       | 2026-12-15      | 5.2500%  | 0.0000% | $55000.00          | $56203.77          | Corporate Debt Securities                         |
| MILE TRUST 2025-STNE           C      20420715 FLT | 2042-07-15      | 5.7271%  | 0.0000% | $1900000.00        | $1895394.78        | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               FR 5.4%041037       | 2037-04-10      | 5.4000%  | 0.0000% | $235000.00         | $231472.65         | Corporate Debt Securities                         |
| MONA LISA RE LTD               EXTND-A 144A 31     | 2031-06-25      | 13.2800% | 0.0000% | $2250000.00        | $2392749.01        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL30    | 2030-06-15      | 4.6250%  | 0.0000% | $19000.00          | $19344.84          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 35     | 2035-03-01      | 5.2000%  | 0.0000% | $10428000.00       | $10607373.19       | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $85000.00          | $91643.43          | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $40000.00          | $41814.98          | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 27       | 2027-09-02      | 1.7500%  | 0.0000% | $32000.00          | $31086.37          | Corporate Debt Securities                         |
| SANDS CHINA LTD                CR SEN SR GLBL28    | 2028-08-08      | 5.4000%  | 0.0000% | $200000.00         | $205616.00         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL34    | 2034-02-15      | 5.5500%  | 0.0000% | $72000.00          | $75463.44          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-09-15      | 5.8500%  | 0.0000% | $94000.00          | $99792.75          | Corporate Debt Securities                         |
| WASHINGTON UNIV                SR -2022 BD 22      | 2122-04-15      | 4.3490%  | 0.0000% | $48000.00          | $36086.66          | Corporate Debt Securities                         |
| WINSTON RE LTD                 -A-20241 144A 27    | 2027-02-26      | 13.7200% | 0.0000% | $12480000.00       | $13239474.87       | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $1597000.00        | $1606104.23        | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 5.535%28    | 2028-11-17      | 5.5350%  | 0.0000% | $152000.00         | $157018.28         | Corporate Debt Securities                         |
| RTX CORPORATION                NT 6.05%36          | 2036-06-01      | 6.0500%  | 0.0000% | $9000.00           | $9933.43           | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 3.2%30      | 2030-04-15      | 3.2000%  | 0.0000% | $2030000.00        | $1677614.56        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 5.709%35    | 2035-02-02      | 5.7090%  | 0.0000% | $75000.00          | $78187.82          | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR 144A NT 27       | 2027-07-27      | 6.1250%  | 0.0000% | $822000.00         | $853085.53         | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL NT 28       | 2028-05-06      | 5.8750%  | 0.0000% | $302000.00         | $304447.25         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT6.5%29    | 2029-01-16      | 6.5000%  | 0.0000% | $30000.00          | $31999.92          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31       | 2031-06-15      | 5.2500%  | 0.0000% | $1958000.00        | $2058693.41        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT30    | 2030-06-15      | 9.0000%  | 0.0000% | $2790000.00        | $2779091.10        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      LW TIER II 36       | 2036-08-15      | 2.4870%  | 0.0000% | $263000.00         | $228206.33         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 6.208%29    | 2029-08-21      | 6.2080%  | 0.0000% | $64000.00          | $67156.45          | Corporate Debt Securities                         |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT 35       | 2035-01-15      | 5.7490%  | 0.0000% | $50000.00          | $52854.95          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $4848000.00        | $4907032.48        | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-4    20510825 FLT | 2051-08-25      | 3.3075%  | 0.0000% | $219000.00         | $162533.07         | Private Label Collateralized Mortgage Obligations |
| SIMON PPTY GROUP LP            SR NT 6.75%40       | 2040-02-01      | 6.7500%  | 0.0000% | $3169000.00        | $3640784.88        | Corporate Debt Securities                         |
| PFS FINANCING CORP 2025-A      A      20290116 FLT | 2029-01-16      | 4.2929%  | 0.0000% | $320000.00         | $320837.90         | Asset-Backed Securities                           |
| KINDER MORGAN INC DEL          SR GLBL NT 30       | 2030-06-01      | 5.1500%  | 0.0000% | $87000.00          | $90995.38          | Corporate Debt Securities                         |
| KIZUNA RE III PTE LTD          -A-20261 144A 31    | 2031-04-09      | 6.1619%  | 0.0000% | $9205000.00        | $9396965.28        | Corporate Debt Securities                         |
| INGERSOLL RAND INC             SR GLBL NT 29       | 2029-06-15      | 5.1760%  | 0.0000% | $506000.00         | $527742.60         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-09-26      | 5.9500%  | 0.0000% | $50000.00          | $43905.12          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29    | 2029-01-15      | 4.4000%  | 0.0000% | $879000.00         | $888878.01         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.605%042336     | 2036-04-23      | 5.6050%  | 0.0000% | $28000.00          | $28861.14          | Corporate Debt Securities                         |
| VIDEOTRON LTD/ VIDEOTRON LTEE  SR 144A NT5.7%35    | 2035-01-15      | 5.7000%  | 0.0000% | $200000.00         | $206005.33         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              GLBL NT 6.125%33    | 2033-06-12      | 6.1250%  | 0.0000% | $55000.00          | $59362.23          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  B-4    20511025 FLT | 2051-10-25      | 3.1946%  | 0.0000% | $152000.00         | $108584.99         | Private Label Collateralized Mortgage Obligations |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.71%30     | 2030-01-13      | 5.7100%  | 0.0000% | $250000.00         | $263587.78         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.5%030140       | 2040-03-01      | 5.5000%  | 0.0000% | $80000.00          | $81609.96          | Corporate Debt Securities                         |
| MERITAGE RE LTD                -A VR 144A NT 29    | 2029-03-08      | 9.0105%  | 0.0000% | $5657000.00        | $5611280.99        | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   B-2    20520425 FLT | 2052-04-25      | 3.5247%  | 0.0000% | $531000.00         | $412970.13         | Private Label Collateralized Mortgage Obligations |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $27403000.00       | $26639217.49       | Corporate Debt Securities                         |
| MELLO MTG CAP ACPTNC 2021-INV1 B-3    20510625 FLT | 2051-06-25      | 2.9509%  | 0.0000% | $187000.00         | $136400.57         | Private Label Collateralized Mortgage Obligations |
| SKANDINAVISKA ENSKILDA BANKEN  FR 4.5%090330       | 2030-09-03      | 4.5000%  | 0.0000% | $1761000.00        | $1764680.49        | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $2700000.00        | $2840334.00        | Corporate Debt Securities                         |
| MERITAGE HOMES CORP            SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $222000.00         | $226820.48         | Corporate Debt Securities                         |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $5000000.00        | $5204866.67        | Corporate Debt Securities                         |
| FLEX LTD                       SR GLBL NT 6%28     | 2028-01-15      | 6.0000%  | 0.0000% | $33000.00          | $34398.65          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.8%050137       | 2037-05-01      | 5.8000%  | 0.0000% | $79000.00          | $83827.78          | Corporate Debt Securities                         |
| PURPLE RE LTD                  -A-20261 144A 29    | 2029-06-07      | 6.0300%  | 0.0000% | $14339000.00       | $14373111.26       | Corporate Debt Securities                         |
| SERVICENOW INC                 SR NT 6.3%56        | 2056-05-15      | 6.3000%  | 0.0000% | $4987000.00        | $5109331.11        | Corporate Debt Securities                         |
| LONG RIDGE ENERGY LLC          SR SEC GLBL 32      | 2032-02-15      | 8.7500%  | 0.0000% | $1653000.00        | $1761300.89        | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL REGS 29     | 2029-11-15      | 5.3750%  | 0.0000% | $121000.00         | $127497.23         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 28     | 2028-03-01      | 4.6000%  | 0.0000% | $14000000.00       | $14219862.22       | Corporate Debt Securities                         |
| GENERADORA DE GATUN SA         SR SEC REGS NT44    | 2044-09-30      | 6.8740%  | 0.0000% | $53578000.00       | $54972474.61       | Corporate Debt Securities                         |
| LAM RESEARCH CORP              SR GLBL NT 60       | 2060-06-15      | 3.1250%  | 0.0000% | $359000.00         | $226276.30         | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $2183000.00        | $2173690.72        | Corporate Debt Securities                         |
| S & S HLDGS LLC                SR SEC 144A NT31    | 2031-10-01      | 8.3750%  | 0.0000% | $25477000.00       | $24713786.93       | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 35       | 2035-03-14      | 5.2500%  | 0.0000% | $91000.00          | $93670.62          | Corporate Debt Securities                         |
| RELIANCE INDS LTD              GLBL 144A NT 32     | 2032-01-12      | 2.8750%  | 0.0000% | $440000.00         | $400365.23         | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $28000.00          | $28285.06          | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.0105%  | 0.0000% | $10490000.00       | $11067197.63       | Corporate Debt Securities                         |
| RATE MORTGAGE TRUST 2024-J1    B-3    20540725 FLT | 2054-07-25      | 6.4059%  | 0.0000% | $2974000.00        | $2382577.22        | Private Label Collateralized Mortgage Obligations |
| JOHNS AER COM TUR GEN LLC      SR SEC AMZ -A 54    | 2054-10-01      | 5.0780%  | 0.0000% | $2215000.00        | $2071072.55        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.55%112030      | 2030-11-20      | 5.5500%  | 0.0000% | $50000.00          | $52002.88          | Corporate Debt Securities                         |
| TTX CO MTN BE 144A             FR 4.2%070146       | 2046-07-01      | 4.2000%  | 0.0000% | $375000.00         | $316476.25         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 28       | 2028-07-21      | 5.8750%  | 0.0000% | $86000.00          | $89707.36          | Corporate Debt Securities                         |
| GENUINE PARTS CO               GLBL NT 6.875%33    | 2033-11-01      | 6.8750%  | 0.0000% | $38000.00          | $41294.11          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $11000.00          | $11591.82          | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-INV2    B2     20560525 FLT | 2056-05-25      | 6.7463%  | 0.0000% | $336960.00         | $328312.82         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV5   B-4    20520125 FLT | 2052-01-25      | 3.2236%  | 0.0000% | $240000.00         | $181813.46         | Private Label Collateralized Mortgage Obligations |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30       | 2030-04-18      | 4.5920%  | 0.0000% | $1000000.00        | $1002277.11        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD5.3%55    | 2055-02-01      | 5.3000%  | 0.0000% | $723000.00         | $688261.46         | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2016-C29      A-S    20490517 3.6 | 2049-05-17      | 3.6040%  | 0.0000% | $10999985.00       | $70414.44          | Private Label Collateralized Mortgage Obligations |
| MONEYGRAM INTL INC             SR SEC 144A NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $1520000.00        | $1084398.40        | Corporate Debt Securities                         |
| MORGAN STANLEY                 SR GLBL NT 32       | 2032-04-01      | 7.2500%  | 0.0000% | $57000.00          | $65076.93          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  A-5    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $1316000.00        | $883261.62         | Private Label Collateralized Mortgage Obligations |
| MARTIN MARIETTA MATLS INC      SR GLBL NT 34       | 2034-12-01      | 5.1500%  | 0.0000% | $8000.00           | $8243.79           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT5%30    | 2030-04-01      | 5.0000%  | 0.0000% | $2005000.00        | $2037692.64        | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 5.7%35        | 2035-06-15      | 5.7000%  | 0.0000% | $64000.00          | $68530.99          | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   B-3    20520325 FLT | 2052-03-25      | 3.3128%  | 0.0000% | $389000.00         | $296427.60         | Private Label Collateralized Mortgage Obligations |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $480000.00         | $566738.00         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-3    20510825 FLT | 2051-08-25      | 3.3075%  | 0.0000% | $333000.00         | $251893.01         | Private Label Collateralized Mortgage Obligations |
| FREEPORT MCMORAN INC           SR GLBL NT 28       | 2028-08-01      | 4.3750%  | 0.0000% | $55000.00          | $55485.67          | Corporate Debt Securities                         |
| CHASE HOME LND MTG 2019-ATR2   B-4    20490825 FLT | 2049-08-25      | 3.9931%  | 0.0000% | $1922800.00        | $1150300.32        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2015-RP2   B-4    20530125 FLT | 2053-01-25      | 4.2500%  | 0.0000% | $2500000.00        | $719022.34         | Asset-Backed Securities                           |
| CANADIAN NATL RY CO            SR GLBL NT 50       | 2050-05-01      | 2.4500%  | 0.0000% | $4249000.00        | $2507188.55        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.8%56    | 2056-03-15      | 5.8000%  | 0.0000% | $70000.00          | $71459.66          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR DEB 6.25%34      | 2034-08-01      | 6.2500%  | 0.0000% | $61000.00          | $67685.97          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $137848000.00      | $39259493.31       | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT5.4%34    | 2034-07-01      | 5.4000%  | 0.0000% | $75000.00          | $78268.50          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 35       | 2035-06-15      | 5.0500%  | 0.0000% | $9307000.00        | $9537213.82        | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2015-GC31   A-4    20480612 3.7 | 2048-06-12      | 3.7620%  | 0.0000% | $2545000.00        | $357800.24         | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $470000.00         | $453484.98         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  JR SB GLBL NT 33    | 2033-02-22      | 5.8750%  | 0.0000% | $64000.00          | $67761.27          | Corporate Debt Securities                         |
| BIG RIV STL LLC/ BRS FIN CORP  SR SEC GLBL 29      | 2029-01-31      | 6.6250%  | 0.0000% | $97000.00          | $99101.92          | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT6.675%43    | 2043-09-13      | 6.6750%  | 0.0000% | $31000.00          | $34094.78          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42    | 2042-03-15      | 7.6500%  | 0.0000% | $1665000.00        | $1597525.88        | Corporate Debt Securities                         |
| CNO FINL GROUP INC             SR GLBL NT 34       | 2034-06-15      | 6.4500%  | 0.0000% | $181000.00         | $194095.95         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2025-3     A-11   20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $1152000.00        | $527494.93         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER LLC 2021-1 A-1    20610315 1.5 | 2061-03-15      | 1.5300%  | 0.0000% | $2000000.00        | $1465251.95        | Private Label Collateralized Mortgage Obligations |
| BX COMMERC MORTG TR 2024-GPA3  B      20391215 FLT | 2039-12-15      | 5.2694%  | 0.0000% | $11382000.00       | $8965512.56        | Private Label Collateralized Mortgage Obligations |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.375%34    | 2034-06-15      | 5.3750%  | 0.0000% | $46000.00          | $47871.56          | Corporate Debt Securities                         |
| ASPIRE MORTGAGE TRUST 2026-2   A-3    20660425 FLT | 2066-04-25      | 5.7290%  | 0.0000% | $1825980.00        | $1819502.27        | Private Label Collateralized Mortgage Obligations |
| BALDWIN RE LIMITED             -A VR 144A BD 29    | 2029-07-09      | 7.2800%  | 0.0000% | $22342000.00       | $22854586.54       | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT3.5%31    | 2031-01-15      | 3.5000%  | 0.0000% | $2773000.00        | $2633290.10        | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II 42       | 2042-03-10      | 3.8110%  | 0.0000% | $2877000.00        | $2291078.89        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 36       | 2036-01-30      | 5.4420%  | 0.0000% | $25000.00          | $25939.47          | Corporate Debt Securities                         |
| BANCO ACTINVER SA              SR SEC GLBL 41      | 2041-01-31      | 7.2500%  | 0.0000% | $400000.00         | $412869.34         | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         SR GLBL NT5.8%54    | 2054-05-21      | 5.8000%  | 0.0000% | $98000.00          | $94665.93          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 35       | 2035-08-15      | 5.6250%  | 0.0000% | $481000.00         | $503260.68         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.15%29     | 2029-06-15      | 5.1500%  | 0.0000% | $6219000.00        | $6460552.87        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 30       | 2030-09-08      | 5.2500%  | 0.0000% | $2706000.00        | $2805127.54        | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2025-VOLT D      20441215 FLT | 2044-12-15      | 6.3771%  | 0.0000% | $3500000.00        | $3502117.43        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              FR 5.518%102535     | 2035-10-25      | 5.5180%  | 0.0000% | $355000.00         | $359881.76         | Corporate Debt Securities                         |
| BMP COMMER MTG TR 2024-MF23    D      20410617 FLT | 2041-06-17      | 6.0176%  | 0.0000% | $11000000.00       | $11060116.87       | Private Label Collateralized Mortgage Obligations |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 33       | 2033-11-15      | 6.3750%  | 0.0000% | $35000.00          | $37611.67          | Corporate Debt Securities                         |
| ARBOR RY CM RL ET NT 2025-BTR1 B      20410123 FLT | 2041-01-23      | 6.7896%  | 0.0000% | $4000000.00        | $4031229.64        | Private Label Collateralized Mortgage Obligations |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $79000.00          | $86851.81          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.884%102230     | 2030-10-22      | 2.8840%  | 0.0000% | $89000.00          | $84345.67          | Corporate Debt Securities                         |
| AMERICAN AIRLINES PASS 2025-1A A      20391111 4.9 | 2039-11-11      | 4.9000%  | 0.0000% | $9000.00           | $8969.83           | Asset-Backed Securities                           |
| BX TRUST 2024-BRVE             D      20410415 FLT | 2041-04-15      | 7.5151%  | 0.0000% | $8397880.00        | $8074377.53        | Private Label Collateralized Mortgage Obligations |
| DGWD TR 2025-INFL              C      20350815 FLT | 2035-08-15      | 5.6271%  | 0.0000% | $7000000.00        | $6986904.94        | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34     | 2034-01-31      | 4.8500%  | 0.0000% | $276000.00         | $279734.82         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.5%35    | 2035-04-01      | 5.5000%  | 0.0000% | $85000.00          | $87475.29          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.85%030527      | 2027-03-05      | 4.8500%  | 0.0000% | $99000.00          | $100757.91         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR NT 5.625%32      | 2032-08-16      | 5.6250%  | 0.0000% | $9000.00           | $9415.65           | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2024-WCL1  C      20410617 FLT | 2041-06-17      | 6.5161%  | 0.0000% | $7100000.00        | $7115821.55        | Private Label Collateralized Mortgage Obligations |
| COOPERATIEVE RABOBANK UA NY    SNR PREF NT 29      | 2029-01-09      | 4.8000%  | 0.0000% | $2177000.00        | $2238667.15        | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 5%070927         | 2027-07-09      | 5.0000%  | 0.0000% | $386000.00         | $396937.10         | Corporate Debt Securities                         |
| DREXEL UNIVERSITY              SR GLBL SINK 50     | 2050-05-01      | 3.2150%  | 0.0000% | $325000.00         | $219872.43         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 28       | 2028-07-01      | 7.3750%  | 0.0000% | $20425000.00       | $20432545.90       | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -A BD 33    | 2033-04-01      | 5.2000%  | 0.0000% | $154000.00         | $159055.48         | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -A BD 28    | 2028-04-01      | 1.9000%  | 0.0000% | $200000.00         | $192532.22         | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 33       | 2033-01-11      | 5.5940%  | 0.0000% | $148000.00         | $154336.42         | Corporate Debt Securities                         |
| FS RIALTO 2026-FL11 2026-FL11  A      20440119 5.1 | 2044-01-19      | 5.0628%  | 0.0000% | $20200000.00       | $20240931.99       | Private Label Collateralized Mortgage Obligations |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $75000.00          | $83580.54          | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-2     AA     20310415 3.3 | 2031-04-15      | 3.3500%  | 0.0000% | $538000.00         | $293868.79         | Asset-Backed Securities                           |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 29     | 2029-03-16      | 3.8750%  | 0.0000% | $262000.00         | $259300.78         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT5.6%32    | 2032-11-16      | 5.6000%  | 0.0000% | $90000.00          | $93695.60          | Corporate Debt Securities                         |
| BPCE                           FR 6.508%011835     | 2035-01-18      | 6.5080%  | 0.0000% | $423000.00         | $449396.00         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 29     | 2029-01-09      | 6.3010%  | 0.0000% | $230000.00         | $241450.29         | Corporate Debt Securities                         |
| BAMLL COML MTG TR 2015-ASTR    B      20370716 4.0 | 2037-07-16      | 4.0200%  | 0.0000% | $760000.00         | $735103.67         | Private Label Collateralized Mortgage Obligations |
| ASSOCIATED BANC-CORP           SR GLBL NT 30       | 2030-08-29      | 6.4550%  | 0.0000% | $16000.00          | $16658.83          | Corporate Debt Securities                         |
| BANC AMERICA FDG 2006-G        1-A-1  20360720 FLT | 2036-07-20      | 4.0971%  | 0.0000% | $10000000.00       | $123327.57         | Private Label Collateralized Mortgage Obligations |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%30      | 2030-03-03      | 4.9000%  | 0.0000% | $50000.00          | $51382.78          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 30       | 2030-05-30      | 5.3750%  | 0.0000% | $126000.00         | $130776.12         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 27     | 2027-08-18      | 5.2940%  | 0.0000% | $13800000.00       | $14143518.03       | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 4.9460%  | 0.0000% | $5000000.00        | $4588682.24        | Private Label Collateralized Mortgage Obligations |
| AMAZON COM INC                 SR GLBL NT 61       | 2061-05-12      | 3.2500%  | 0.0000% | $600000.00         | $375098.83         | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 35       | 2035-03-15      | 5.8900%  | 0.0000% | $79000.00          | $81578.34          | Corporate Debt Securities                         |
| BX TRUST 2024-CNYN             C      20410415 FLT | 2041-04-15      | 5.5683%  | 0.0000% | $20000000.00       | $14047816.03       | Private Label Collateralized Mortgage Obligations |
| ASTRAZENECA PLC                SR GLBL NT 37       | 2037-09-15      | 6.4500%  | 0.0000% | $855000.00         | $964669.42         | Corporate Debt Securities                         |
| BENEFIT STREET PART 2021-2R    D-R    20350116 FLT | 2035-01-16      | 6.0231%  | 0.0000% | $750000.00         | $750638.67         | Asset-Backed Securities                           |
| BANQUE FED DU CRED MUTUEL      SNR PREF 144A 28    | 2028-10-16      | 4.5910%  | 0.0000% | $200000.00         | $200944.74         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 29       | 2029-09-13      | 6.4900%  | 0.0000% | $848000.00         | $891486.38         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 55       | 2055-09-05      | 5.7500%  | 0.0000% | $75000.00          | $77273.75          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.5%090430       | 2030-09-04      | 4.5000%  | 0.0000% | $1454000.00        | $1449558.03        | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.1250%  | 0.0000% | $38000.00          | $39808.13          | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL 144A 31     | 2031-01-23      | 5.7000%  | 0.0000% | $11406000.00       | $11433944.70       | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT5.7%30    | 2030-02-01      | 5.7000%  | 0.0000% | $94000.00          | $97989.67          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT3.6%32    | 2032-04-07      | 3.6000%  | 0.0000% | $19000.00          | $17955.57          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31       | 2031-05-15      | 5.9500%  | 0.0000% | $27996000.00       | $27746244.57       | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 33       | 2033-08-04      | 5.9500%  | 0.0000% | $12000.00          | $12473.12          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 35       | 2035-04-01      | 5.3750%  | 0.0000% | $43000.00          | $43930.94          | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34        | 2034-02-01      | 5.4000%  | 0.0000% | $91000.00          | $93534.35          | Corporate Debt Securities                         |
| EXTENDED STAY AMER TR 2025-ESH D      20421015 FLT | 2042-10-15      | 6.2271%  | 0.0000% | $3000000.00        | $2913554.36        | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.8%49    | 2049-02-01      | 4.8000%  | 0.0000% | $2177000.00        | $1956150.61        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $750000.00         | $732990.00         | Corporate Debt Securities                         |
| CATURUS ENERGY LLC             SR GLBL 144A 31     | 2031-05-15      | 7.1250%  | 0.0000% | $80000.00          | $80155.47          | Corporate Debt Securities                         |
| CONOCOPHILLIPS CDA FDG CO II   SR NT 5.95%36       | 2036-10-15      | 5.9500%  | 0.0000% | $52000.00          | $55871.00          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 33       | 2033-03-15      | 5.2500%  | 0.0000% | $73000.00          | $75519.35          | Corporate Debt Securities                         |
| CONNECTICUT AVE TRUST 2024-R05 2A-1   20440725 FLT | 2044-07-25      | 4.6121%  | 0.0000% | $1000000.00        | $898925.12         | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW               GLBL NT 3.25%39     | 2039-11-01      | 3.2500%  | 0.0000% | $25000.00          | $19347.19          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            2024A BD5.318%34    | 2034-12-01      | 5.3180%  | 0.0000% | $98000.00          | $100640.57         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.85%061129      | 2029-06-11      | 4.8500%  | 0.0000% | $967000.00         | $1002656.51        | Corporate Debt Securities                         |
| EL PUERTO DE LIVERPOOL S.A.B.  SR GLBL 144A 32     | 2032-01-22      | 6.2550%  | 0.0000% | $297000.00         | $315032.73         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 37       | 2037-03-01      | 6.1500%  | 0.0000% | $1339000.00        | $1474404.14        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK UA NY    SNR PREF FL NT28    | 2028-10-17      | 4.2259%  | 0.0000% | $250000.00         | $252035.79         | Corporate Debt Securities                         |
| DANAHER CORP DEL               SR GLBL NT 45       | 2045-09-15      | 4.3750%  | 0.0000% | $210000.00         | $181831.24         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 31       | 2031-06-01      | 5.2500%  | 0.0000% | $66000.00          | $69086.71          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%32    | 2032-09-26      | 4.8000%  | 0.0000% | $99000.00          | $95660.73          | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR 144A NT8.5%31    | 2031-06-01      | 8.5000%  | 0.0000% | $7850000.00        | $7852603.58        | Corporate Debt Securities                         |
| JUNIPER NETWORKS               SR NT 5.95%41       | 2041-03-15      | 5.9500%  | 0.0000% | $75000.00          | $75786.04          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 27      | 2027-07-15      | 4.6250%  | 0.0000% | $1066000.00        | $1088690.11        | Corporate Debt Securities                         |
| OBX TR 2023-NQM3               B-2    20630225 FLT | 2063-02-25      | 6.4219%  | 0.0000% | $6000000.00        | $5878819.98        | Private Label Collateralized Mortgage Obligations |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26    | 2026-10-13      | 6.2600%  | 0.0000% | $21060000.00       | $21255645.66       | Corporate Debt Securities                         |
| OLD NATL BANCORP IND           SUB GLBL NT 36      | 2036-02-15      | 5.7680%  | 0.0000% | $52000.00          | $52960.79          | Corporate Debt Securities                         |
| GSMS TR 2024-FAIR              C      20410715 FLT | 2041-07-15      | 6.8907%  | 0.0000% | $2000000.00        | $2041002.85        | Private Label Collateralized Mortgage Obligations |
| GENERAL DYNAMICS CORP          SR GLBL NT 50       | 2050-04-01      | 4.2500%  | 0.0000% | $1712000.00        | $1453996.84        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.0300% | 0.0000% | $34790000.00       | $35953977.48       | Corporate Debt Securities                         |
| SAUDI ARABIAN OIL CO           FR 4.25%041639      | 2039-04-16      | 4.2500%  | 0.0000% | $412000.00         | $365302.43         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR NT 5.493%37      | 2037-05-21      | 5.4930%  | 0.0000% | $96000.00          | $97285.50          | Corporate Debt Securities                         |
| SALESFORCE INC                 SR GLBL NT 36       | 2036-03-15      | 5.5500%  | 0.0000% | $191000.00         | $193602.69         | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $3310000.00        | $3290741.32        | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  B-2    20551125 FLT | 2055-11-25      | 4.2610%  | 0.0000% | $1301350.00        | $1120722.77        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2018-1      M      20570525 FLT | 2057-05-25      | 4.7500%  | 0.0000% | $1320000.00        | $645488.32         | Private Label Collateralized Mortgage Obligations |
| FLORIDA PWR & LT CO            1M GLBL BD5.1%33    | 2033-04-01      | 5.1000%  | 0.0000% | $2255000.00        | $2311795.93        | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXT SR-B 144A 33    | 2033-01-10      | 9.5300%  | 0.0000% | $3750000.00        | $3765184.79        | Corporate Debt Securities                         |
| FOUNDATION RE IV LTD           EXTND-A 144A 31     | 2031-01-08      | 9.7800%  | 0.0000% | $3620000.00        | $3713209.76        | Corporate Debt Securities                         |
| HERCULES CAPITAL INC           SR GLBL NT 6%30     | 2030-06-16      | 6.0000%  | 0.0000% | $6612000.00        | $6773773.60        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB STEP DEB 26     | 2026-08-01      | 7.5740%  | 0.0000% | $32000.00          | $32968.83          | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT5.4%35    | 2035-03-15      | 5.4000%  | 0.0000% | $72000.00          | $73635.84          | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $22269000.00       | $22406177.04       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $129000.00         | $133227.18         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL RR NT 32    | 2032-04-15      | 5.1000%  | 0.0000% | $17000.00          | $17369.81          | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 28       | 2028-06-22      | 4.8750%  | 0.0000% | $72000.00          | $74064.27          | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 32       | 2032-05-30      | 4.9500%  | 0.0000% | $35000.00          | $36250.64          | Corporate Debt Securities                         |
| HILTON USA TRUST 2016-HHV      C      20381105 FLT | 2038-11-05      | 4.1935%  | 0.0000% | $157000.00         | $157065.09         | Private Label Collateralized Mortgage Obligations |
| INDIANA MICH PWR CO            SR GLBL -O NT 51    | 2051-05-01      | 3.2500%  | 0.0000% | $90000.00          | $59546.50          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT2.8%41    | 2041-08-12      | 2.8000%  | 0.0000% | $50000.00          | $35474.61          | Corporate Debt Securities                         |
| ONEOK INC NEW                  4.55%28             | 2028-07-15      | 4.5500%  | 0.0000% | $911000.00         | $926255.71         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT5.3%29    | 2029-06-24      | 5.3000%  | 0.0000% | $105000.00         | $109009.89         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53       | 2053-02-06      | 5.5500%  | 0.0000% | $399000.00         | $333221.19         | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 5%35     | 2035-07-01      | 5.0000%  | 0.0000% | $20000.00          | $20341.71          | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2025-VIS3   A-3    20660225 FLT | 2066-02-25      | 5.5680%  | 0.0000% | $2239000.00        | $2119791.16        | Private Label Collateralized Mortgage Obligations |
| GILEAD SCIENCES INC            SR NT 5.65%41       | 2041-12-01      | 5.6500%  | 0.0000% | $50000.00          | $52382.81          | Corporate Debt Securities                         |
| UBS AG                         SR NT 4.678%30      | 2030-11-29      | 4.6780%  | 0.0000% | $18000000.00       | $18026280.00       | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT5.2%29    | 2029-04-01      | 5.2000%  | 0.0000% | $73000.00          | $74809.51          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR GLBL NT5.7%55    | 2055-07-24      | 5.7000%  | 0.0000% | $81000.00          | $83381.54          | Corporate Debt Securities                         |
| TRANSMONTAIGNE PARTNERS L P    SR GLBL 144A 30     | 2030-06-15      | 8.5000%  | 0.0000% | $1899000.00        | $2030832.80        | Corporate Debt Securities                         |
| AMHERST COLLEGE                SR -2009A BD 39     | 2039-11-01      | 5.8750%  | 0.0000% | $15000.00          | $15789.59          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 36       | 2036-04-01      | 5.5080%  | 0.0000% | $400000.00         | $406869.60         | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR REGS NT 55       | 2055-09-18      | 5.8750%  | 0.0000% | $300000.00         | $290561.04         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL REGS 34     | 2034-03-22      | 5.6000%  | 0.0000% | $1300000.00        | $1322817.89        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 34     | 2034-01-12      | 5.9590%  | 0.0000% | $300000.00         | $320036.19         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 29       | 2029-09-02      | 5.1500%  | 0.0000% | $37000.00          | $37977.76          | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 28     | 2028-01-10      | 4.5000%  | 0.0000% | $4668000.00        | $3178511.22        | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 28     | 2028-12-15      | 8.7500%  | 0.0000% | $3148000.00        | $3384229.42        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           GLBL B NT6.15%36    | 2036-09-01      | 6.1500%  | 0.0000% | $15000.00          | $16569.50          | Corporate Debt Securities                         |
| LINEAGE OP LP                  SR GLBL NT 30       | 2030-07-15      | 5.2500%  | 0.0000% | $70000.00          | $71536.62          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR REGS NT 30       | 2030-01-13      | 5.2500%  | 0.0000% | $200000.00         | $207072.67         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 31       | 2031-09-23      | 2.6250%  | 0.0000% | $124000.00         | $111483.75         | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 55     | 2055-09-15      | 6.6500%  | 0.0000% | $16000.00          | $16342.07          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.2%080128       | 2028-08-01      | 5.2000%  | 0.0000% | $32000.00          | $33090.70          | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $195000.00         | $204783.37         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $1175000.00        | $1239311.01        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 33       | 2033-03-15      | 5.3750%  | 0.0000% | $432000.00         | $446825.64         | Corporate Debt Securities                         |
| PMT LOAN TR 2025-INV5          B-3    20560525 FLT | 2056-05-25      | 6.8350%  | 0.0000% | $5373000.00        | $5131403.18        | Private Label Collateralized Mortgage Obligations |
| PFS FINANCING CORP 2025-B      A      20300215 4.8 | 2030-02-15      | 4.8500%  | 0.0000% | $456000.00         | $460441.49         | Asset-Backed Securities                           |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 6.05%36       | 2036-10-15      | 6.0500%  | 0.0000% | $45000.00          | $48366.20          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 27       | 2027-12-01      | 4.9500%  | 0.0000% | $20000.00          | $20649.10          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 54       | 2054-01-15      | 6.6500%  | 0.0000% | $67000.00          | $76551.04          | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30    | 2029-04-15      | 6.0000%  | 0.0000% | $10100000.00       | $9688144.44        | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          GLBL NT 5.2%33      | 2033-06-01      | 5.2000%  | 0.0000% | $50000.00          | $52113.56          | Corporate Debt Securities                         |
| LAQ MTG TR 2023-LAQ            D      20360317 FLT | 2036-03-17      | 7.8164%  | 0.0000% | $8792000.00        | $215699.55         | Private Label Collateralized Mortgage Obligations |
| LIBERTY UTILITIES CO DE        SR 144A NT 34       | 2034-01-31      | 5.8690%  | 0.0000% | $10000.00          | $10460.60          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.3%62    | 2062-06-15      | 4.3000%  | 0.0000% | $2495000.00        | $2001561.08        | Corporate Debt Securities                         |
| KELLANOVA                      GLBL NT 5.25%33     | 2033-03-01      | 5.2500%  | 0.0000% | $95000.00          | $98226.52          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%40     | 2040-04-15      | 5.0000%  | 0.0000% | $35000.00          | $33349.44          | Corporate Debt Securities                         |
| CAISSE CENTRALE DESJARDINS     FR 5.7%031428       | 2028-03-14      | 5.7000%  | 0.0000% | $200000.00         | $206633.00         | Corporate Debt Securities                         |
| GENESEE STR RE LTD             -A VR 144A BD 28    | 2028-04-07      | 6.7800%  | 0.0000% | $8635000.00        | $8686130.60        | Corporate Debt Securities                         |
| PMT LOAN TRUST 2025-J1         B-3    20560625 FLT | 2056-06-25      | 6.5084%  | 0.0000% | $3899000.00        | $3630698.70        | Private Label Collateralized Mortgage Obligations |
| GEORGIA PWR CO                 SR GLBL 2025B 31    | 2031-03-15      | 4.8500%  | 0.0000% | $75000.00          | $76382.96          | Corporate Debt Securities                         |
| PMT LOAN TRUST 2025-INV8       B-3    20560725 FLT | 2056-07-25      | 6.6539%  | 0.0000% | $5028000.00        | $4758828.55        | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-02-08      | 5.7500%  | 0.0000% | $53000.00          | $55715.15          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 32       | 2032-04-04      | 5.6250%  | 0.0000% | $46000.00          | $47572.91          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-11-17      | 5.6250%  | 0.0000% | $8000.00           | $8284.76           | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $5945000.00        | $4258583.50        | Corporate Debt Securities                         |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $489000.00         | $489178.87         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT5.3%27    | 2027-06-05      | 5.3000%  | 0.0000% | $70000.00          | $71682.57          | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 39       | 2039-09-15      | 7.4500%  | 0.0000% | $65000.00          | $77321.00          | Corporate Debt Securities                         |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT 34       | 2034-02-01      | 7.6500%  | 0.0000% | $65000.00          | $74346.02          | Corporate Debt Securities                         |
| HYATT HOTELS CORP              GLBL NT 5.5%34      | 2034-06-30      | 5.5000%  | 0.0000% | $44000.00          | $45633.89          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 35       | 2035-03-01      | 5.7500%  | 0.0000% | $69000.00          | $71885.27          | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34       | 2034-07-01      | 6.3750%  | 0.0000% | $80000.00          | $83953.47          | Corporate Debt Securities                         |
| FORTUNE BRANDS INNOVATIONS INC SR GLBL NT 33       | 2033-06-01      | 5.8750%  | 0.0000% | $961000.00         | $1025645.14        | Corporate Debt Securities                         |
| FIRSTENERGY CORP               CR SEN SR GLBL27    | 2027-07-15      | 3.9000%  | 0.0000% | $33000.00          | $33270.16          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $41000.00          | $42831.61          | Corporate Debt Securities                         |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $187000.00         | $205115.42         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 35     | 2035-02-08      | 5.6990%  | 0.0000% | $377000.00         | $393897.86         | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SUB REGS NT 56      | 2056-04-22      | 5.6250%  | 0.0000% | $230000.00         | $228450.09         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50       | 2050-11-15      | 2.7500%  | 0.0000% | $90000.00          | $52694.95          | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT5.1%34    | 2034-06-13      | 5.1000%  | 0.0000% | $88000.00          | $91240.75          | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 33       | 2033-10-15      | 5.2500%  | 0.0000% | $72000.00          | $74626.32          | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM4            M-1    20640125 FLT | 2064-01-25      | 6.6220%  | 0.0000% | $1304000.00        | $1317339.20        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV4       B-3    20560325 FLT | 2056-03-25      | 6.7259%  | 0.0000% | $4775000.00        | $4472235.05        | Private Label Collateralized Mortgage Obligations |
| PRUDENTIAL FINL INC            FR 5.2%031435       | 2035-03-14      | 5.2000%  | 0.0000% | $5842000.00        | $5932979.41        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     EXTND-13 144A 31    | 2031-06-06      | 13.1605% | 0.0000% | $2000000.00        | $1820820.92        | Corporate Debt Securities                         |
| NYO COML MTG TR 2021-1290      D      20381215 FLT | 2038-12-15      | 6.2875%  | 0.0000% | $2500000.00        | $2493612.83        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2025-12MPR  M-1    20560625 FLT | 2056-06-25      | 6.3510%  | 0.0000% | $2349350.00        | $2333094.07        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2026-NQM3   A-3    20660225 FLT | 2066-02-25      | 5.1890%  | 0.0000% | $1610000.00        | $1556856.52        | Private Label Collateralized Mortgage Obligations |
| NATIONAL LIFE INS CO           144A NT 5.25%68     | 2068-07-19      | 5.2500%  | 0.0000% | $55000.00          | $45559.71          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33    | 2033-02-28      | 5.0500%  | 0.0000% | $83000.00          | $84755.89          | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 7.5018%  | 0.0000% | $6781000.00        | $7037803.92        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL53    | 2053-08-15      | 5.9500%  | 0.0000% | $45000.00          | $46547.05          | Corporate Debt Securities                         |
| NEVADA POWER CO                1M GLBL -R NT 37    | 2037-07-01      | 6.7500%  | 0.0000% | $85000.00          | $96531.95          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.1%29    | 2029-03-16      | 4.1000%  | 0.0000% | $200000.00         | $200465.22         | Corporate Debt Securities                         |
| NABORS INDS INC                SR GLBL 144A 31     | 2031-08-15      | 8.8750%  | 0.0000% | $4476000.00        | $4819393.75        | Corporate Debt Securities                         |
| KKR & CO INC                   SR GLBL NT5.1%35    | 2035-08-07      | 5.1000%  | 0.0000% | $7085000.00        | $7000452.33        | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.4%27    | 2027-06-01      | 4.4000%  | 0.0000% | $7909000.00        | $8087233.71        | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT 32       | 2032-04-01      | 3.1250%  | 0.0000% | $39000.00          | $36160.98          | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT 51     | 2051-09-14      | 2.6250%  | 0.0000% | $740000.00         | $461685.08         | Corporate Debt Securities                         |
| NYC COMMERCIAL MTG TR 2025-77C A      20360110 FLT | 2036-01-10      | 4.7897%  | 0.0000% | $2152000.00        | $2144386.87        | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                 SR GLBL NT5.3%54    | 2054-06-25      | 5.3000%  | 0.0000% | $149000.00         | $143509.68         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 28       | 2028-03-07      | 3.6500%  | 0.0000% | $854000.00         | $850416.52         | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            D      20341214 FLT | 2034-12-14      | 9.2523%  | 0.0000% | $6319424.00        | $6396351.78        | Private Label Collateralized Mortgage Obligations |
| INVITATION HOMES TR 2024-SFR1  C      20410919 4.2 | 2041-09-19      | 4.2500%  | 0.0000% | $4000000.00        | $3869778.22        | Asset-Backed Securities                           |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-12-06      | 13.7605% | 0.0000% | $12500000.00       | $12649845.24       | Corporate Debt Securities                         |
| OBX TR 2024-NQM5               M-1    20640125 FLT | 2064-01-25      | 6.5130%  | 0.0000% | $1753000.00        | $1771127.19        | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2025-12                C      20421218 FLT | 2042-12-18      | 6.1543%  | 0.0000% | $12000000.00       | $12058158.07       | Private Label Collateralized Mortgage Obligations |
| PEDCOR BANCORP                 SUB GLBL 144A 29    | 2029-02-15      | 8.5127%  | 0.0000% | $2000000.00        | $1985279.22        | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 5.6%40        | 2040-09-15      | 5.6000%  | 0.0000% | $64000.00          | $66460.87          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33    | 2033-06-30      | 5.3000%  | 0.0000% | $605000.00         | $629137.15         | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 36       | 2036-06-20      | 7.0450%  | 0.0000% | $8769000.00        | $9966103.69        | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 5.125%31    | 2031-11-19      | 5.1250%  | 0.0000% | $232000.00         | $236515.56         | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            SR GLBL NT3.1%30    | 2030-03-26      | 3.1000%  | 0.0000% | $40000.00          | $38299.80          | Corporate Debt Securities                         |
| UNUM GROUP                     SR NT 5.75%42       | 2042-08-15      | 5.7500%  | 0.0000% | $55000.00          | $55371.86          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.303%102329     | 2029-10-23      | 6.3030%  | 0.0000% | $970000.00         | $1012838.11        | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR GLBL NT 51       | 2051-11-02      | 2.7500%  | 0.0000% | $2318000.00        | $1427708.35        | Corporate Debt Securities                         |
| REGENCY CTRS L P               GLBL NT 5%32        | 2032-07-15      | 5.0000%  | 0.0000% | $75000.00          | $77069.33          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 54       | 2054-09-01      | 5.3750%  | 0.0000% | $1408000.00        | $1376290.28        | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL 144A 35     | 2035-12-04      | 4.8000%  | 0.0000% | $4122000.00        | $4122137.40        | Corporate Debt Securities                         |
| EXELON CORP                    JR SB GLBL NT 55    | 2055-03-15      | 6.5000%  | 0.0000% | $85000.00          | $89015.49          | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $77000.00          | $80264.46          | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 6%33     | 2033-12-07      | 6.0000%  | 0.0000% | $62000.00          | $66601.43          | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2024-HQA2 A-1    20440825 FLT | 2044-08-25      | 4.8621%  | 0.0000% | $1000000.00        | $752999.37         | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT5.6%34    | 2034-04-01      | 5.6000%  | 0.0000% | $31000.00          | $31972.23          | Corporate Debt Securities                         |
| GUARDIAN LIFE INS CO AMER      SUB 144A NT 77      | 2077-01-24      | 4.8500%  | 0.0000% | $203000.00         | $168699.15         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $46000.00          | $51600.14          | Corporate Debt Securities                         |
| JOHNSON S C & SON INC          SR GLBL 144A 46     | 2046-10-15      | 4.7500%  | 0.0000% | $5000000.00        | $4411477.78        | Corporate Debt Securities                         |
| KENDALL RE LTD                 EXTND SR 144A 31    | 2031-04-30      | 9.7605%  | 0.0000% | $15271000.00       | $15935184.08       | Corporate Debt Securities                         |
| LSEG US FIN CORP               SR 144A NT 27       | 2027-03-28      | 4.8750%  | 0.0000% | $257000.00         | $260469.61         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 28       | 2028-03-01      | 4.5500%  | 0.0000% | $20000.00          | $20380.64          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 31       | 2031-06-01      | 3.0500%  | 0.0000% | $54000.00          | $50870.73          | Corporate Debt Securities                         |
| DNB BANK ASA                   FR 4.832%033032     | 2032-03-30      | 4.8320%  | 0.0000% | $259000.00         | $259740.51         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 26       | 2026-08-15      | 6.0550%  | 0.0000% | $499000.00         | $508666.74         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.1%35    | 2035-02-24      | 5.1000%  | 0.0000% | $4208000.00        | $4319967.87        | Corporate Debt Securities                         |
| ELP COML MORTGAGE 2025-ELP     C      20421113 FLT | 2042-11-13      | 5.1396%  | 0.0000% | $2106000.00        | $2101727.89        | Private Label Collateralized Mortgage Obligations |
| BRAVO TR 2025-SR1              A1     20450329 FLT | 2045-03-29      | 3.0000%  | 0.0000% | $13125000.00       | $8377670.30        | Private Label Collateralized Mortgage Obligations |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 6.15%37      | 2037-05-01      | 6.1500%  | 0.0000% | $87000.00          | $95585.45          | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF REGS 35     | 2035-02-20      | 5.7380%  | 0.0000% | $8176000.00        | $8525356.39        | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 6.375%37      | 2037-06-01      | 6.3750%  | 0.0000% | $70000.00          | $78458.16          | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.4%35      | 2035-03-21      | 5.4000%  | 0.0000% | $100000.00         | $102211.00         | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT 27     | 2027-11-03      | 5.9000%  | 0.0000% | $40000.00          | $40843.64          | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR 144A NT 28       | 2028-04-15      | 6.2500%  | 0.0000% | $37000.00          | $38208.38          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $449000.00         | $469962.69         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT5.4%35    | 2035-01-31      | 5.4000%  | 0.0000% | $17000.00          | $17541.96          | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR NT-N 6.375%36    | 2036-04-01      | 6.3750%  | 0.0000% | $881000.00         | $946414.98         | Corporate Debt Securities                         |
| ENACT HLDGS INC                SR GLBL NT 29       | 2029-05-28      | 6.2500%  | 0.0000% | $29000.00          | $29922.01          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.4%30      | 2030-04-01      | 3.4000%  | 0.0000% | $32000.00          | $30846.97          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT 6%28     | 2028-11-15      | 6.0000%  | 0.0000% | $78000.00          | $80855.06          | Corporate Debt Securities                         |
| DTE ENERGY CO                  GLBL -A NT5.1%29    | 2029-03-01      | 5.1000%  | 0.0000% | $94000.00          | $96478.47          | Corporate Debt Securities                         |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 28       | 2028-08-15      | 6.0420%  | 0.0000% | $46000.00          | $48071.59          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2025-V18      D      20581018 4.5 | 2058-10-18      | 4.5000%  | 0.0000% | $4300000.00        | $3643067.50        | Private Label Collateralized Mortgage Obligations |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 7.5300%  | 0.0000% | $7500000.00        | $7574034.26        | Corporate Debt Securities                         |
| CD MTG TR 2017-CD5             D      20500817 3.3 | 2050-08-17      | 3.3500%  | 0.0000% | $3261000.00        | $3058568.71        | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2021-INV2              B-2    20561125 FLT | 2056-11-25      | 3.2823%  | 0.0000% | $7032512.00        | $5214917.89        | Private Label Collateralized Mortgage Obligations |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT 30       | 2030-06-19      | 2.6300%  | 0.0000% | $752000.00         | $701088.76         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR -B NT 5.85%41    | 2041-01-15      | 5.8500%  | 0.0000% | $80000.00          | $83604.40          | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41        | 2041-05-30      | 5.7000%  | 0.0000% | $72000.00          | $75250.20          | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 5.367%31    | 2031-02-25      | 5.3670%  | 0.0000% | $6254000.00        | $6434201.71        | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 34       | 2034-02-15      | 5.2500%  | 0.0000% | $97000.00          | $99621.59          | Corporate Debt Securities                         |
| CIM TR 2022-R2                 B2     20611225 FLT | 2061-12-25      | 4.0321%  | 0.0000% | $5103200.00        | $3341841.03        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B23      D      20540218 2.0 | 2054-02-18      | 2.0000%  | 0.0000% | $3000000.00        | $2024473.67        | Private Label Collateralized Mortgage Obligations |
| CSX CORP                       SR GLBL NT 6%36     | 2036-10-01      | 6.0000%  | 0.0000% | $31000.00          | $33472.46          | Corporate Debt Securities                         |
| POLESTAR RE LTD                SR CL A 144A 28     | 2028-01-07      | 14.1200% | 0.0000% | $56250000.00       | $60593312.28       | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT5.7%35    | 2035-03-01      | 5.7000%  | 0.0000% | $95000.00          | $99032.12          | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR 144A NT 26       | 2026-12-07      | 5.3910%  | 0.0000% | $424000.00         | $437626.09         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31      | 2031-07-18      | 4.7340%  | 0.0000% | $317000.00         | $321278.39         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT5.5%34    | 2034-03-01      | 5.5000%  | 0.0000% | $72000.00          | $72924.08          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  B-3    20511225 FLT | 2051-12-25      | 3.2039%  | 0.0000% | $149000.00         | $112470.25         | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 4.8%081428       | 2028-08-14      | 4.8000%  | 0.0000% | $15000.00          | $15344.25          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  B-4    20511225 FLT | 2051-12-25      | 3.2039%  | 0.0000% | $167000.00         | $124648.84         | Private Label Collateralized Mortgage Obligations |
| INTEGRITY RE III LTD           -B VR 144A NT 29    | 2029-06-07      | 6.0000%  | 0.0000% | $5750000.00        | $5754719.17        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.2%31      | 2031-03-15      | 5.2000%  | 0.0000% | $53000.00          | $54197.21          | Corporate Debt Securities                         |
| ZOETIS INC                     SR NT 3%27          | 2027-09-12      | 3.0000%  | 0.0000% | $793000.00         | $785241.82         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 7%121547         | 2047-12-15      | 7.0000%  | 0.0000% | $28000.00          | $26187.81          | Corporate Debt Securities                         |
| EMERALD DEBT MERGER SUB LLC    SR SEC REGS NT30    | 2030-12-15      | 6.6250%  | 0.0000% | $850000.00         | $894412.97         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT 34       | 2034-01-28      | 6.0450%  | 0.0000% | $218000.00         | $217437.11         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     JR SB NT 6.2%56     | 2056-05-14      | 6.2000%  | 0.0000% | $136000.00         | $137916.69         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.8%30    | 2030-01-15      | 4.8000%  | 0.0000% | $37000.00          | $38052.90          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 38       | 2038-02-15      | 6.8750%  | 0.0000% | $50000.00          | $57889.56          | Corporate Debt Securities                         |
| ALLEGION US HLDG CO INC        SR GLBL NT 32       | 2032-07-01      | 5.4110%  | 0.0000% | $70000.00          | $72633.77          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT5.2%29    | 2029-02-15      | 5.2000%  | 0.0000% | $231000.00         | $237900.48         | Corporate Debt Securities                         |
| ARES TR 2025-IND3              D      20420415 FLT | 2042-04-15      | 6.1771%  | 0.0000% | $5740000.00        | $5760963.64        | Private Label Collateralized Mortgage Obligations |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.7%36    | 2036-02-01      | 4.7000%  | 0.0000% | $92000.00          | $90873.51          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 53       | 2053-03-02      | 5.7500%  | 0.0000% | $16000.00          | $15724.89          | Corporate Debt Securities                         |
| ARES MANAGEMENT CORPORATION    GLBL NT 5.6%54      | 2054-10-11      | 5.6000%  | 0.0000% | $2011000.00        | $1841264.90        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27      | 2027-02-26      | 4.8000%  | 0.0000% | $591000.00         | $601366.14         | Corporate Debt Securities                         |
| AHOLD FIN U S A INC            SR NT 6.875%29      | 2029-05-01      | 6.8750%  | 0.0000% | $452000.00         | $480953.86         | Corporate Debt Securities                         |
| ASHTEAD CAP INC                SR 144A NT5.8%34    | 2034-04-15      | 5.8000%  | 0.0000% | $200000.00         | $206565.78         | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 30    | 2030-06-07      | 15.3800% | 0.0000% | $4600000.00        | $4642174.76        | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT 29       | 2029-03-01      | 5.1500%  | 0.0000% | $71000.00          | $72972.30          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 6.1%52      | 2052-10-15      | 6.1000%  | 0.0000% | $48000.00          | $49356.27          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR NT 6.593%37      | 2037-10-15      | 6.5930%  | 0.0000% | $50000.00          | $56477.41          | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR LW TIER II 32       | 2032-12-08      | 6.7420%  | 0.0000% | $550000.00         | $610331.97         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL REGS 29     | 2029-02-01      | 6.0000%  | 0.0000% | $150000.00         | $154144.00         | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.061%071331     | 2031-07-13      | 3.0610%  | 0.0000% | $200000.00         | $184430.76         | Corporate Debt Securities                         |
| GRUPO BIMBO SAB DE CV          SR GLBL REGS 49     | 2049-09-06      | 4.0000%  | 0.0000% | $290000.00         | $223178.84         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT 28       | 2028-09-11      | 4.5500%  | 0.0000% | $300000.00         | $301499.50         | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL REGS 35     | 2035-05-28      | 5.2000%  | 0.0000% | $450000.00         | $458804.00         | Corporate Debt Securities                         |
| FRESENIUS MED CARE US FIN III  SR GLBL REGS 31     | 2031-02-16      | 2.3750%  | 0.0000% | $250000.00         | $223396.28         | Corporate Debt Securities                         |
| BAE SYS HLDGS INC              SR REGS NT 44       | 2044-10-07      | 4.7500%  | 0.0000% | $494000.00         | $448779.79         | Corporate Debt Securities                         |
| SOFTBANK CORP                  SR GLBL 144A 30     | 2030-07-09      | 4.6990%  | 0.0000% | $325000.00         | $327539.51         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023B 53    | 2053-03-01      | 5.7000%  | 0.0000% | $394000.00         | $367299.93         | Corporate Debt Securities                         |
| SHRN TRUST 2025-MF18           D      20401015 6.2 | 2040-10-15      | 5.8771%  | 0.0000% | $100000.00         | $100509.85         | Private Label Collateralized Mortgage Obligations |
| TARGA RES CORP                 SR GLBL NT5.5%35    | 2035-02-15      | 5.5000%  | 0.0000% | $2850000.00        | $2940940.33        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   B-4    20510825 FLT | 2051-08-25      | 3.1450%  | 0.0000% | $119000.00         | $87910.15          | Private Label Collateralized Mortgage Obligations |
| URSA RE LTD                    EXTND-D 144A 30     | 2030-12-07      | 12.2600% | 0.0000% | $24690000.00       | $25950454.65       | Corporate Debt Securities                         |
| OBX TR 2025-NQM19              A-3    20651025 FLT | 2065-10-25      | 5.2750%  | 0.0000% | $2935000.00        | $2417024.69        | Private Label Collateralized Mortgage Obligations |
| NORDEA BK ABP MED TERM NTS     SNR NPF GLBL 27     | 2027-09-22      | 5.3750%  | 0.0000% | $200000.00         | $204734.69         | Corporate Debt Securities                         |
| OBX TRUST 2023-NQM10           M-1    20631025 FLT | 2063-10-25      | 7.6470%  | 0.0000% | $9553000.00        | $9680978.36        | Private Label Collateralized Mortgage Obligations |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $200000.00         | $208934.67         | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2023A 53    | 2053-12-01      | 6.2000%  | 0.0000% | $38000.00          | $40082.61          | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-E 144A 30     | 2030-12-07      | 12.7800% | 0.0000% | $1500000.00        | $1579021.10        | Corporate Debt Securities                         |
| OBX 2024-NQM2 TRUST            M-1    20631225 FLT | 2063-12-25      | 6.8590%  | 0.0000% | $963627.00         | $974006.98         | Private Label Collateralized Mortgage Obligations |
| AUGUSTAR LIFE INS CO           SUB 144A NT 42      | 2042-06-15      | 6.8750%  | 0.0000% | $32000.00          | $31264.30          | Corporate Debt Securities                         |
| SPIRE MISSOURI INC             1M GLBL BD 34       | 2034-08-15      | 5.1500%  | 0.0000% | $56000.00          | $57311.96          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT6.1%32    | 2032-11-15      | 6.1000%  | 0.0000% | $26000.00          | $27474.26          | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.2600% | 0.0000% | $26195000.00       | $26846595.00       | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       REGS NT 4.85%28     | 2028-01-09      | 4.8500%  | 0.0000% | $50000.00          | $51320.56          | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG II MTN     -20225 144A NT27    | 2027-12-07      | 5.0500%  | 0.0000% | $200000.00         | $207427.56         | Corporate Debt Securities                         |
| NETFLIX INC.                   5.875%28            | 2028-11-15      | 5.8750%  | 0.0000% | $87000.00          | $90328.16          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 60       | 2060-09-01      | 2.4500%  | 0.0000% | $407000.00         | $223104.74         | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2025-VIS2   A-3    20551225 FLT | 2055-12-25      | 5.7390%  | 0.0000% | $2119000.00        | $1996152.82        | Private Label Collateralized Mortgage Obligations |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 53       | 2053-11-15      | 7.2500%  | 0.0000% | $242000.00         | $264895.49         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34    | 2034-04-14      | 6.2000%  | 0.0000% | $31000.00          | $32156.30          | Corporate Debt Securities                         |
| WINSTON RE LTD                 -C VR 144A NT 29    | 2029-05-04      | 9.5300%  | 0.0000% | $4850000.00        | $4856790.00        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 50       | 2050-04-01      | 3.0500%  | 0.0000% | $97000.00          | $64775.04          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.3%28    | 2028-08-15      | 5.3000%  | 0.0000% | $48000.00          | $49597.97          | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     3.9%29              | 2029-05-15      | 3.9000%  | 0.0000% | $369000.00         | $362342.01         | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        144A NT 5.5%29      | 2029-01-08      | 5.5000%  | 0.0000% | $210000.00         | $216705.65         | Corporate Debt Securities                         |
| PRKCM TR 2022-AFC2             M-1    20570925 FLT | 2057-09-25      | 6.1002%  | 0.0000% | $1270000.00        | $1272693.20        | Private Label Collateralized Mortgage Obligations |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $1315000.00        | $996158.53         | Corporate Debt Securities                         |
| CARNIVAL UK LTD                SR GLBL DEB 27      | 2027-06-01      | 7.8750%  | 0.0000% | $7000.00           | $7489.28           | Corporate Debt Securities                         |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30       | 2030-07-15      | 9.2500%  | 0.0000% | $5000000.00        | $5316502.78        | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT3.5%32    | 2032-06-01      | 3.5000%  | 0.0000% | $72000.00          | $67817.20          | Corporate Debt Securities                         |
| FRED HUTCHINSON CANCER CTR     -2022 BD4.966%52    | 2052-01-01      | 4.9660%  | 0.0000% | $60000.00          | $55136.15          | Corporate Debt Securities                         |
| INEOS FINANCE PLC              SR SEC 144A NT29    | 2029-04-15      | 7.5000%  | 0.0000% | $5038000.00        | $5079194.05        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 29       | 2029-04-06      | 4.7500%  | 0.0000% | $1093000.00        | $1101102.47        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL XX BD 30    | 2030-02-01      | 2.5500%  | 0.0000% | $60000.00          | $56636.30          | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.15%29     | 2029-03-15      | 5.1500%  | 0.0000% | $4411000.00        | $4527786.13        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL DEB 29      | 2029-11-01      | 7.3750%  | 0.0000% | $95000.00          | $103221.88         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $82000.00          | $86663.89          | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL EE NT 34    | 2034-01-01      | 5.5000%  | 0.0000% | $83000.00          | $86280.25          | Corporate Debt Securities                         |
| EASTMAN CHEM CO                SR GLBL NT 33       | 2033-03-08      | 5.7500%  | 0.0000% | $222000.00         | $232888.55         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $4887000.00        | $4822241.82        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%30    | 2030-07-15      | 4.6000%  | 0.0000% | $45000.00          | $45729.10          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.474%102534     | 2034-10-25      | 6.4740%  | 0.0000% | $231000.00         | $253502.71         | Corporate Debt Securities                         |
| CARGILL INC                    SR 144A NT 27       | 2027-04-22      | 3.6250%  | 0.0000% | $325000.00         | $324985.60         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 5.75%40      | 2040-05-01      | 5.7500%  | 0.0000% | $21000.00          | $22001.54          | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             SR NT 6.75%39       | 2039-11-15      | 6.7500%  | 0.0000% | $10000.00          | $11055.65          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31       | 2031-01-25      | 6.2500%  | 0.0000% | $11404000.00       | $11646309.66       | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B30      D      20541118 FLT | 2054-11-18      | 2.0000%  | 0.0000% | $6000000.00        | $3686793.33        | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 31       | 2031-05-15      | 1.6500%  | 0.0000% | $6000.00           | $5202.85           | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.7%63    | 2063-09-15      | 5.7000%  | 0.0000% | $548000.00         | $539641.17         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 32     | 2032-08-10      | 4.5880%  | 0.0000% | $350000.00         | $348492.01         | Corporate Debt Securities                         |
| CALIFORNIA RES CORP            SR GLBL 144A 34     | 2034-01-15      | 7.0000%  | 0.0000% | $8088000.00        | $8513159.20        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.606%072139     | 2039-07-21      | 5.6060%  | 0.0000% | $90000.00          | $94049.32          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT4.4%52    | 2052-08-05      | 4.4000%  | 0.0000% | $175000.00         | $148981.58         | Corporate Debt Securities                         |
| CREDIT SUISSE USA INC          BD 7.125%32         | 2032-07-15      | 7.1250%  | 0.0000% | $554000.00         | $632806.96         | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.8%010830       | 2030-01-08      | 4.8000%  | 0.0000% | $414000.00         | $429442.20         | Corporate Debt Securities                         |
| CNH EQUIP TRUST 2024-A         A-3    20290615 4.7 | 2029-06-15      | 4.7700%  | 0.0000% | $455000.00         | $279297.50         | Asset-Backed Securities                           |
| KINDER MORGAN INC DEL          FR 7.75%011532      | 2032-01-15      | 7.7500%  | 0.0000% | $282000.00         | $330548.34         | Corporate Debt Securities                         |
| CK HUTCHISON INTL 24 LTD       SR GLBL 144A 34     | 2034-04-26      | 5.5000%  | 0.0000% | $470000.00         | $490206.08         | Corporate Debt Securities                         |
| DK TRUST 2025-LXP              D      20370817 FLT | 2037-08-17      | 6.5161%  | 0.0000% | $6500000.00        | $6526635.78        | Private Label Collateralized Mortgage Obligations |
| CONE 2024-DWF1                 D      20410815 FLT | 2041-08-15      | 6.6668%  | 0.0000% | $6000000.00        | $5983071.86        | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE S A            FR 3.25%011430      | 2030-01-14      | 3.2500%  | 0.0000% | $500000.00         | $476828.75         | Corporate Debt Securities                         |
| DBGS MORTGAGE TRUST 2024-SBL   C      20340815 FLT | 2034-08-15      | 6.6176%  | 0.0000% | $7000000.00        | $5392917.42        | Private Label Collateralized Mortgage Obligations |
| DTE ENERGY CO                  GLBL E NT4.95%27    | 2027-07-01      | 4.9500%  | 0.0000% | $122000.00         | $125275.70         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2021 C51    | 2051-12-01      | 3.2000%  | 0.0000% | $47000.00          | $31844.01          | Corporate Debt Securities                         |
| COLUMBIA PIPELINE GROUP INC    SR GLBL NT5.8%45    | 2045-06-01      | 5.8000%  | 0.0000% | $50000.00          | $51010.39          | Corporate Debt Securities                         |
| CNO GLOBAL FUNDING             144A NT 5.875%27    | 2027-06-04      | 5.8750%  | 0.0000% | $457000.00         | $475677.15         | Corporate Debt Securities                         |
| DWIGHT 2025-FL1                A      20420620 FLT | 2042-06-20      | 5.2871%  | 0.0000% | $53375000.00       | $53667696.44       | Private Label Collateralized Mortgage Obligations |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%061127       | 2027-06-11      | 4.9000%  | 0.0000% | $863000.00         | $890103.95         | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 34       | 2034-10-01      | 5.8750%  | 0.0000% | $78000.00          | $80559.59          | Corporate Debt Securities                         |
| EMPRESA NACIONAL DEL PETROLEO  SR GLBL 144A 34     | 2034-07-30      | 5.9500%  | 0.0000% | $305000.00         | $317876.51         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 49       | 2049-04-15      | 6.2500%  | 0.0000% | $5340000.00        | $5379349.87        | Corporate Debt Securities                         |
| SK INVICTUS INTERMEDIATE II    SR SEC 144A NT29    | 2029-10-30      | 5.0000%  | 0.0000% | $7070000.00        | $6957854.09        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 27       | 2027-08-15      | 3.1500%  | 0.0000% | $46000.00          | $45764.02          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.05%41       | 2041-06-01      | 6.0500%  | 0.0000% | $35000.00          | $36589.49          | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         2LIEN 144A NT 28    | 2028-05-15      | 9.0000%  | 0.0000% | $4683000.00        | $4879873.32        | Corporate Debt Securities                         |
| F&G ANNUITIES & LIFE INC       SR GLBL NT6.5%29    | 2029-06-04      | 6.5000%  | 0.0000% | $44000.00          | $46019.92          | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR GLBL 144A 29     | 2029-06-14      | 4.8750%  | 0.0000% | $570000.00         | $586047.64         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 36       | 2036-05-15      | 5.2500%  | 0.0000% | $12461000.00       | $12459951.20       | Corporate Debt Securities                         |
| EQUITABLE FINL LIFE GLOBAL FDG -20252 144A NT30    | 2030-03-27      | 5.0000%  | 0.0000% | $65000.00          | $65819.07          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 6.204%111028     | 2028-11-10      | 6.2040%  | 0.0000% | $254000.00         | $261077.54         | Corporate Debt Securities                         |
| BPCE                           SNR NPF REGS 33     | 2033-07-19      | 5.7480%  | 0.0000% | $500000.00         | $520873.33         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35       | 2035-01-15      | 5.7500%  | 0.0000% | $83627000.00       | $86236394.70       | Corporate Debt Securities                         |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 4.6925%  | 0.0000% | $2958560.00        | $2412201.46        | Private Label Collateralized Mortgage Obligations |
| AMERICA MOVIL SAB DE CV        SR NT 6.125%37      | 2037-11-15      | 6.1250%  | 0.0000% | $141000.00         | $148419.69         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 55       | 2055-11-20      | 5.4500%  | 0.0000% | $21847000.00       | $20856948.58       | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 36       | 2036-06-15      | 6.6250%  | 0.0000% | $10000.00          | $11167.81          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.7%32    | 2032-12-01      | 4.7000%  | 0.0000% | $76000.00          | $78431.16          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT4.9%30    | 2030-12-15      | 4.9000%  | 0.0000% | $64000.00          | $65417.74          | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB NT    7.5%35    | 2035-04-15      | 7.5000%  | 0.0000% | $54000.00          | $62541.00          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44       | 2044-07-09      | 5.8360%  | 0.0000% | $77000.00          | $78960.08          | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            SR GLBL DEB 35      | 2035-10-15      | 6.1200%  | 0.0000% | $94000.00          | $100681.52         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.5%44    | 2044-07-08      | 4.5000%  | 0.0000% | $134000.00         | $103703.27         | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           FR 6.25%051538      | 2038-05-15      | 6.2500%  | 0.0000% | $1000000.00        | $1098840.56        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.1%032131       | 2031-03-21      | 5.1000%  | 0.0000% | $75000.00          | $77238.25          | Corporate Debt Securities                         |
| PFP 2026-13 LTD                C      20430818 FLT | 2043-08-18      | 5.6128%  | 0.0000% | $1650000.00        | $1652567.55        | Private Label Collateralized Mortgage Obligations |
| UNITED PARCEL SVCS INC         SR GLBL NT 30       | 2030-04-01      | 4.4500%  | 0.0000% | $78000.00          | $78811.16          | Corporate Debt Securities                         |
| OCEANVIEW MTG 2021-1 TR        A-7    20510525 FLT | 2051-05-25      | 2.5000%  | 0.0000% | $1000000.00        | $688598.44         | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               GLBL NT 6%54        | 2054-06-15      | 6.0000%  | 0.0000% | $94000.00          | $96507.29          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 35       | 2035-01-15      | 5.6320%  | 0.0000% | $5188000.00        | $5477560.73        | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 34       | 2034-03-05      | 5.8750%  | 0.0000% | $71000.00          | $73545.94          | Corporate Debt Securities                         |
| J.P MORGAN MTG TR 2024-11      B-3    20550425 FLT | 2055-04-25      | 6.7992%  | 0.0000% | $4821600.00        | $4717946.13        | Private Label Collateralized Mortgage Obligations |
| IBM INTL CAP PTE LTD           GLBL NT 4.75%31     | 2031-02-05      | 4.7500%  | 0.0000% | $142000.00         | $144604.52         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT47    | 2047-06-15      | 5.5000%  | 0.0000% | $904000.00         | $859419.74         | Corporate Debt Securities                         |
| JP MRGN CHASE COM TR 2022-NLP  D      20370415 FLT | 2037-04-15      | 6.0435%  | 0.0000% | $35897000.00       | $33037760.60       | Private Label Collateralized Mortgage Obligations |
| MOSAIC CO                      SR NT 5.45%33       | 2033-11-15      | 5.4500%  | 0.0000% | $475000.00         | $481502.49         | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM4            M-1    20611025 3.2 | 2061-10-25      | 3.2480%  | 0.0000% | $12153000.00       | $8684913.24        | Private Label Collateralized Mortgage Obligations |
| JBS NV / JBS USA FOOD CO       SR NT 4.375%52      | 2052-02-02      | 4.3750%  | 0.0000% | $5926000.00        | $4552997.65        | Corporate Debt Securities                         |
| JP MORGAN RESEC TR 2009-11     4-A-2  20350726 FLT | 2035-07-26      | 4.8470%  | 0.0000% | $3523380.00        | $620240.21         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT5.7%53    | 2053-02-10      | 5.7000%  | 0.0000% | $121000.00         | $116671.63         | Corporate Debt Securities                         |
| JB POINDEXTER & CO INC         SR 144A NT 31       | 2031-12-15      | 8.7500%  | 0.0000% | $3857000.00        | $4110987.74        | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 31       | 2031-03-01      | 3.7500%  | 0.0000% | $162000.00         | $124605.00         | Corporate Debt Securities                         |
| ITC HLDGS CORP                 SR GLBL 144A 36     | 2036-04-15      | 5.5000%  | 0.0000% | $4636000.00        | $4720009.47        | Corporate Debt Securities                         |
| HERBIE RE LTD                  -C-20242 144A 27    | 2027-01-08      | 26.5300% | 0.0000% | $2500000.00        | $2577506.25        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 34       | 2034-06-25      | 4.9500%  | 0.0000% | $51000.00          | $52031.48          | Corporate Debt Securities                         |
| WEYERHAEUSER CO                SR GLBL DEB 32      | 2032-03-15      | 7.3750%  | 0.0000% | $67000.00          | $75915.67          | Corporate Debt Securities                         |
| CITIGROUP COML MTG 2019-GC43   C      20521113 FLT | 2052-11-13      | 3.6106%  | 0.0000% | $3000000.00        | $2424072.82        | Private Label Collateralized Mortgage Obligations |
| DIAMONDBACK ENERGY INC         SR GLBL NT 53       | 2053-03-15      | 6.2500%  | 0.0000% | $20000.00          | $21039.74          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32    | 2032-11-29      | 6.7000%  | 0.0000% | $76000.00          | $82699.40          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.8%60    | 2060-05-13      | 3.8000%  | 0.0000% | $75000.00          | $54282.67          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 35       | 2035-04-25      | 6.6450%  | 0.0000% | $46000.00          | $49871.63          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 34       | 2034-02-15      | 5.4500%  | 0.0000% | $96000.00          | $99533.23          | Corporate Debt Securities                         |
| CARNIVAL CORP LTD              1LIEN 144A NT 29    | 2029-08-15      | 7.0000%  | 0.0000% | $28000.00          | $29626.30          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 5%29     | 2029-11-15      | 5.0000%  | 0.0000% | $50000.00          | $50661.22          | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1370000.00        | $1458231.50        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   4.5%28              | 2028-12-01      | 4.5000%  | 0.0000% | $110000.00         | $112076.80         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT4.6%60    | 2060-06-01      | 4.6000%  | 0.0000% | $85000.00          | $69838.08          | Corporate Debt Securities                         |
| BX COM MTG TR 2026-LP3         C      20430415 FLT | 2043-04-15      | 5.3771%  | 0.0000% | $1005000.00        | $1002001.03        | Private Label Collateralized Mortgage Obligations |
| BANGKOK BK PUB CO LTD HONG KON FR 6.056%032540     | 2040-03-25      | 6.0560%  | 0.0000% | $460000.00         | $471958.26         | Corporate Debt Securities                         |
| BANCO DE CHILE                 SR 144A NT 31       | 2031-12-09      | 2.9900%  | 0.0000% | $900000.00         | $834299.50         | Corporate Debt Securities                         |
| BX TRUST 2024-BRVE             C      20410415 FLT | 2041-04-15      | 6.7161%  | 0.0000% | $8667056.00        | $8352309.88        | Private Label Collateralized Mortgage Obligations |
| BLACK HILLS CORP               SR GLBL NT 6%35     | 2035-01-15      | 6.0000%  | 0.0000% | $83000.00          | $88363.74          | Corporate Debt Securities                         |
| ATLX TR 2024-RPL1              B-2    20640425 FLT | 2064-04-25      | 4.3763%  | 0.0000% | $995383.00         | $937271.33         | Asset-Backed Securities                           |
| AVISTA CORP                    1M GLBL BD 35       | 2035-12-01      | 6.2500%  | 0.0000% | $750000.00         | $815754.58         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $3427000.00        | $2175645.23        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.65%020134      | 2034-02-01      | 5.6500%  | 0.0000% | $98000.00          | $104058.31         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT5.3%34    | 2034-06-01      | 5.3000%  | 0.0000% | $31000.00          | $32351.77          | Corporate Debt Securities                         |
| ATLX TRUST 2024-RPL2           B-2    20630425 FLT | 2063-04-25      | 4.0784%  | 0.0000% | $3715800.00        | $3310807.85        | Private Label Collateralized Mortgage Obligations |
| ENTERGY LA LLC                 1M GLBL BD 4%33     | 2033-03-15      | 4.0000%  | 0.0000% | $96000.00          | $91871.25          | Corporate Debt Securities                         |
| DURST COML MTG TR 2025-151     C      20420812 FLT | 2042-08-12      | 5.8243%  | 0.0000% | $7431000.00        | $7562149.86        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD6.3%38    | 2038-04-01      | 6.3000%  | 0.0000% | $71000.00          | $77351.66          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 30       | 2030-01-23      | 5.8410%  | 0.0000% | $25000.00          | $26154.84          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 3%51     | 2051-03-05      | 3.0000%  | 0.0000% | $175000.00         | $116872.00         | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 5.705%030130     | 2030-03-01      | 5.7050%  | 0.0000% | $400000.00         | $415342.22         | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R06       1M-1   20430727 FLT | 2043-07-27      | 5.3121%  | 0.0000% | $4000000.00        | $1046012.77        | Private Label Collateralized Mortgage Obligations |
| CENTRAL JAPAN RY CO            SR 144A NT 45       | 2045-11-24      | 4.2500%  | 0.0000% | $206000.00         | $170436.22         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 29       | 2029-06-08      | 6.3120%  | 0.0000% | $2386000.00        | $2531956.39        | Corporate Debt Securities                         |
| US BANCORP                     FR 5.836%061234     | 2034-06-12      | 5.8360%  | 0.0000% | $192000.00         | $205350.25         | Corporate Debt Securities                         |
| ALLIANZ SE                     PERP RSTR TIER1     | 2500-12-31      | 3.2000%  | 0.0000% | $200000.00         | $191489.56         | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 28       | 2028-06-01      | 4.3500%  | 0.0000% | $87000.00          | $88676.34          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 34     | 2034-03-22      | 5.6000%  | 0.0000% | $751000.00         | $764181.72         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $29000.00          | $29318.20          | Corporate Debt Securities                         |
| AS MILEAGE PLAN IP LTD         SR SEC GLBL 31      | 2031-10-20      | 5.3080%  | 0.0000% | $95000.00          | $93714.68          | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT5.6%35    | 2035-06-15      | 5.6000%  | 0.0000% | $69000.00          | $72603.95          | Corporate Debt Securities                         |
| AP CORE HOLDINGS II LLC        SR SEC 144A NT31    | 2031-05-15      | 11.0000% | 0.0000% | $29745000.00       | $31285328.30       | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-1     AA     20290715 3.5 | 2029-07-15      | 3.5750%  | 0.0000% | $30000.00          | $16397.85          | Asset-Backed Securities                           |
| AEP TEX INC                    SR GLBL -O NT 34    | 2034-05-15      | 5.7000%  | 0.0000% | $91000.00          | $94095.52          | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 28    | 2028-11-07      | 5.8605%  | 0.0000% | $15505000.00       | $15485889.62       | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.95%31     | 2031-03-15      | 4.9500%  | 0.0000% | $74000.00          | $76005.03          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $1603000.00        | $1135924.98        | Corporate Debt Securities                         |
| BSREP COMM MTG TR 2021-DC      C      20380816 FLT | 2038-08-16      | 5.2925%  | 0.0000% | $5706000.00        | $4361673.20        | Private Label Collateralized Mortgage Obligations |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $2475000.00        | $2542620.30        | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-B-1 144A 31     | 2031-06-07      | 11.8800% | 0.0000% | $4750000.00        | $4989729.52        | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   A-5    20520325 FLT | 2052-03-25      | 2.5000%  | 0.0000% | $789480.00         | $525473.50         | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT 31       | 2031-04-01      | 5.4500%  | 0.0000% | $27000.00          | $27827.57          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5%051729         | 2029-05-17      | 5.0000%  | 0.0000% | $37000.00          | $37649.60          | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      SR GLBL NT3.2%51    | 2051-07-15      | 3.2000%  | 0.0000% | $171000.00         | $115078.06         | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 52       | 2052-02-25      | 3.7500%  | 0.0000% | $85000.00          | $62886.54          | Corporate Debt Securities                         |
| GRAND RIV FDG TR II            SR GLBL 144A 56     | 2056-02-15      | 7.2800%  | 0.0000% | $2593000.00        | $2754636.10        | Corporate Debt Securities                         |
| MCLAREN HEALTH CARE CORP       SR -2018A BD 48     | 2048-05-15      | 4.3860%  | 0.0000% | $864000.00         | $708554.02         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR REGS NT 34       | 2034-12-07      | 6.2550%  | 0.0000% | $410000.00         | $448886.45         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   A-5    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1316300.00        | $885542.73         | Private Label Collateralized Mortgage Obligations |
| MONDELEZ INTL INC              SR GLBL NT 35       | 2035-05-06      | 5.1250%  | 0.0000% | $1230000.00        | $1235405.00        | Corporate Debt Securities                         |
| MATTERHORN RE LTD              SR GLBL-A 144A27    | 2027-01-25      | 10.8821% | 0.0000% | $84092000.00       | $81733375.62       | Corporate Debt Securities                         |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $2000000.00        | $2037353.89        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 28       | 2028-09-22      | 2.0130%  | 0.0000% | $384000.00         | $372989.34         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.6%033028       | 2028-03-30      | 5.6000%  | 0.0000% | $600000.00         | $614962.67         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT5.4%31    | 2031-06-24      | 5.4000%  | 0.0000% | $1084000.00        | $1127728.56        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53     | 2053-03-08      | 5.8500%  | 0.0000% | $66000.00          | $67455.47          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $94000.00          | $98704.13          | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $1691000.00        | $1376697.12        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.634%011930     | 2030-01-19      | 5.6340%  | 0.0000% | $435000.00         | $452197.72         | Corporate Debt Securities                         |
| HESTIA RE LTD                  EXTND-D 144A 33     | 2029-04-16      | 9.4117%  | 0.0000% | $3250000.00        | $3250103.82        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 33       | 2033-03-01      | 5.8750%  | 0.0000% | $50000.00          | $52135.06          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 72 DB 53    | 2053-02-28      | 5.2500%  | 0.0000% | $4480000.00        | $4120304.53        | Corporate Debt Securities                         |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $5853000.00        | $5638383.50        | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 30       | 2030-01-09      | 6.1740%  | 0.0000% | $15000.00          | $15812.85          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.499%012335     | 2035-01-23      | 5.4990%  | 0.0000% | $83000.00          | $86253.31          | Corporate Debt Securities                         |
| PROMIGAS S A E S P/GASES       GLBL REGS NT 29     | 2029-10-16      | 3.7500%  | 0.0000% | $1720000.00        | $1617899.37        | Corporate Debt Securities                         |
| 3M CO                          FR 5.7%031537       | 2037-03-15      | 5.7000%  | 0.0000% | $54000.00          | $56824.56          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.948%011938     | 2038-01-19      | 5.9480%  | 0.0000% | $65000.00          | $68695.83          | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR GLBL 144A 29     | 2029-03-24      | 4.5000%  | 0.0000% | $1700000.00        | $1701674.50        | Corporate Debt Securities                         |
| NATIONAL GRID PLC              SR GLBL NT 34       | 2034-01-11      | 5.4180%  | 0.0000% | $870000.00         | $904764.33         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT6.2%30    | 2030-06-15      | 6.2000%  | 0.0000% | $141000.00         | $151355.67         | Corporate Debt Securities                         |
| PACIFICORP                     1MT 6.25%37         | 2037-10-15      | 6.2500%  | 0.0000% | $423000.00         | $446370.28         | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 33       | 2033-01-15      | 5.6250%  | 0.0000% | $41000.00          | $41743.38          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 37       | 2037-04-01      | 5.7500%  | 0.0000% | $53000.00          | $54150.31          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53    | 2053-04-01      | 6.7000%  | 0.0000% | $7761000.00        | $8185794.02        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.123%020129     | 2029-02-01      | 5.1230%  | 0.0000% | $65000.00          | $66635.53          | Corporate Debt Securities                         |
| PUBLIC STORAGE                 SR GLBL NT 29       | 2029-01-15      | 5.1250%  | 0.0000% | $740000.00         | $768842.53         | Corporate Debt Securities                         |
| SAIF SEC TR 2026-CES1          A-3    20560225 FLT | 2056-02-25      | 5.6910%  | 0.0000% | $1000000.00        | $997738.33         | Private Label Collateralized Mortgage Obligations |
| PHILLIPS 66                    SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $96000.00          | $87135.79          | Corporate Debt Securities                         |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.0900%  | 0.0000% | $10250000.00       | $10795733.31       | Corporate Debt Securities                         |
| MONA LISA RE LTD               -B-20251 144A 28    | 2028-01-07      | 14.0300% | 0.0000% | $13250000.00       | $13523202.19       | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 32       | 2032-01-15      | 5.4540%  | 0.0000% | $205000.00         | $214542.95         | Corporate Debt Securities                         |
| MF1 LLC 2026-FL22              A      20431118 FLT | 2043-11-18      | 5.0600%  | 0.0000% | $14769000.00       | $14804388.16       | Private Label Collateralized Mortgage Obligations |
| TASEKO MINES LTD               SR SEC GLBL 30      | 2030-05-01      | 8.2500%  | 0.0000% | $10000.00          | $10514.27          | Corporate Debt Securities                         |
| MF1 LLC 2025-FL20              A      20430218 FLT | 2043-02-18      | 5.0751%  | 0.0000% | $30000000.00       | $30087039.99       | Private Label Collateralized Mortgage Obligations |
| STRYKER CORPORATION            SR GLBL NT 28       | 2028-12-08      | 4.8500%  | 0.0000% | $70000.00          | $72342.73          | Corporate Debt Securities                         |
| MORGAN STANLEY CAPTAL 24-BPR2  C      20410507 FLT | 2041-05-07      | 8.7518%  | 0.0000% | $8000000.00        | $8237519.65        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA D      20421015 FLT | 2042-10-15      | 6.5183%  | 0.0000% | $7000000.00        | $7015336.34        | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT 53       | 2053-02-15      | 5.8750%  | 0.0000% | $5572000.00        | $5673979.98        | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 2%50     | 2050-08-15      | 2.0000%  | 0.0000% | $2426000.00        | $1309840.53        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $972000.00         | $818130.38         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50    | 2050-07-15      | 3.8000%  | 0.0000% | $24000.00          | $18319.31          | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     GLBL NT 5.35%28     | 2028-12-01      | 5.3500%  | 0.0000% | $2003000.00        | $2095964.79        | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-DWHP C      20380415 FLT | 2038-04-15      | 6.9672%  | 0.0000% | $12600000.00       | $12695879.03       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               VR 052026-052029    | 2029-05-20      | 4.3579%  | 0.0000% | $5000000.00        | $5003676.46        | Corporate Debt Securities                         |
| WEYERHAEUSER CO                4%29                | 2029-11-15      | 4.0000%  | 0.0000% | $37000.00          | $36283.89          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT4.6%29    | 2029-06-08      | 4.6000%  | 0.0000% | $200000.00         | $202700.00         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.994%040529     | 2029-04-05      | 4.9940%  | 0.0000% | $96000.00          | $97948.90          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.8%28    | 2028-07-15      | 4.8000%  | 0.0000% | $316000.00         | $323873.67         | Corporate Debt Securities                         |
| OBX TR 2023-NQM4               B-2    20630325 FLT | 2063-03-25      | 6.9869%  | 0.0000% | $6900000.00        | $6251067.70        | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT 31       | 2031-05-20      | 2.3750%  | 0.0000% | $6000.00           | $5433.08           | Corporate Debt Securities                         |
| TRANSPORTADORA DE GAS DEL SUR  SR 144A NT 35       | 2035-11-20      | 7.7500%  | 0.0000% | $100000.00         | $102553.75         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         GLBL NT 5.6%64      | 2064-05-22      | 5.6000%  | 0.0000% | $83000.00          | $79744.65          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.298%013032     | 2032-01-30      | 5.2980%  | 0.0000% | $1648000.00        | $1713397.31        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.716%28    | 2028-09-14      | 5.7160%  | 0.0000% | $200000.00         | $207357.67         | Corporate Debt Securities                         |
| UNICREDIT S.P.A                FR 5.459%063035     | 2035-06-30      | 5.4590%  | 0.0000% | $202000.00         | $206897.33         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.12%091627      | 2027-09-16      | 4.1200%  | 0.0000% | $412000.00         | $415165.99         | Corporate Debt Securities                         |
| NETAPP INC                     SR GLBL NT2.7%30    | 2030-06-22      | 2.7000%  | 0.0000% | $55000.00          | $51277.32          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.25%34    | 2034-03-15      | 5.2500%  | 0.0000% | $96000.00          | $98436.64          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 4.9%29     | 2029-03-15      | 4.9000%  | 0.0000% | $15000.00          | $15316.98          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.634%011930     | 2030-01-19      | 5.6340%  | 0.0000% | $1768000.00        | $1837897.88        | Corporate Debt Securities                         |
| SABINE RE LTD                  -A-20261 144A 30    | 2030-04-08      | 9.1701%  | 0.0000% | $8125000.00        | $8154121.84        | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          EXTND-1 144A 33     | 2033-04-25      | 5.7619%  | 0.0000% | $2028000.00        | $2044569.19        | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT5.2%30    | 2030-07-01      | 5.2000%  | 0.0000% | $53000.00          | $54409.15          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 33       | 2033-07-08      | 4.9540%  | 0.0000% | $205000.00         | $208493.85         | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT5.4%29    | 2029-03-01      | 5.4000%  | 0.0000% | $610000.00         | $629757.90         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC          SR GLBL NT 28       | 2028-12-01      | 5.5500%  | 0.0000% | $15000.00          | $15741.78          | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT6.1%34    | 2034-04-12      | 6.1000%  | 0.0000% | $75000.00          | $79054.04          | Corporate Debt Securities                         |
| HAH GROUP HLDG CO LLC          SR SEC 144A NT31    | 2031-10-01      | 9.7500%  | 0.0000% | $3474000.00        | $3190793.73        | Corporate Debt Securities                         |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.0100% | 0.0000% | $16320000.00       | $16866444.33       | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%011629       | 2029-01-16      | 4.5000%  | 0.0000% | $124000.00         | $126733.58         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.3%33    | 2033-03-15      | 6.3000%  | 0.0000% | $90000.00          | $96118.20          | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 30     | 2030-03-10      | 2.6250%  | 0.0000% | $200000.00         | $186922.08         | Corporate Debt Securities                         |
| EXTENDED AMER TR 2026-ESH2     C      20430217 FLT | 2043-02-17      | 5.2271%  | 0.0000% | $14152000.00       | $13360833.20       | Private Label Collateralized Mortgage Obligations |
| DBWF MORTGAGE TRUST 2024-LCRS  D      20370415 FLT | 2037-04-15      | 6.8161%  | 0.0000% | $4000000.00        | $4011856.22        | Private Label Collateralized Mortgage Obligations |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $1658000.00        | $1784878.45        | Corporate Debt Securities                         |
| DEL AMO FASHION CR TR 2017-AMO D      20350607 FLT | 2035-06-07      | 3.6362%  | 0.0000% | $226000.00         | $217187.16         | Private Label Collateralized Mortgage Obligations |
| COCA COLA CO                   SR GLBL NT 31       | 2031-03-15      | 1.3750%  | 0.0000% | $50000.00          | $43693.82          | Corporate Debt Securities                         |
| DK TRUST 2025-LXP              C      20370817 FLT | 2037-08-17      | 5.8671%  | 0.0000% | $3000000.00        | $3010597.27        | Private Label Collateralized Mortgage Obligations |
| CISCO SYS INC                  SR GLBL NT 31       | 2031-02-26      | 4.9500%  | 0.0000% | $60000.00          | $62024.25          | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $5485000.00        | $5412171.39        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 34       | 2034-02-26      | 5.0500%  | 0.0000% | $88000.00          | $90249.79          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $50000.00          | $51365.94          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT4.3%28    | 2028-06-15      | 4.3000%  | 0.0000% | $555000.00         | $565644.28         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD5.1%34    | 2034-03-15      | 5.1000%  | 0.0000% | $2252000.00        | $2305830.31        | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT 36       | 2036-01-15      | 5.3500%  | 0.0000% | $9751000.00        | $10086374.81       | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.2%30    | 2030-04-01      | 5.2000%  | 0.0000% | $27000.00          | $27734.34          | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 34       | 2034-02-01      | 5.7500%  | 0.0000% | $1848000.00        | $1942520.07        | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 54       | 2054-03-22      | 6.3500%  | 0.0000% | $40000.00          | $41845.12          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 6%14     | 2114-01-22      | 6.0000%  | 0.0000% | $16000.00          | $15513.23          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT 5%35     | 2035-09-01      | 5.0000%  | 0.0000% | $70000.00          | $70581.16          | Corporate Debt Securities                         |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $11700000.00       | $11949437.50       | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.5%29    | 2029-01-12      | 5.5000%  | 0.0000% | $9933000.00        | $10334696.04       | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 4%28     | 2028-04-01      | 4.0000%  | 0.0000% | $5090000.00        | $5084118.22        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-30      | 5.0000%  | 0.0000% | $75000.00          | $64429.33          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL34    | 2034-05-01      | 6.5280%  | 0.0000% | $11000.00          | $12052.23          | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT 53       | 2053-11-21      | 6.8750%  | 0.0000% | $855000.00         | $925279.10         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 33       | 2033-08-02      | 6.4210%  | 0.0000% | $70000.00          | $77257.48          | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.894%120534     | 2034-12-05      | 5.8940%  | 0.0000% | $4276000.00        | $4598828.02        | Corporate Debt Securities                         |
| BX TR 2026-RISE                C      20410415 FLT | 2041-04-15      | 5.2771%  | 0.0000% | $1012000.00        | $1015974.29        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      B      20380816 FLT | 2038-08-16      | 5.0925%  | 0.0000% | $7500000.00        | $5940216.15        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2025-10       A-3    20700925 FLT | 2070-09-25      | 5.3660%  | 0.0000% | $95000.00          | $82123.34          | Private Label Collateralized Mortgage Obligations |
| ANGLO AMERICAN PLC             SR 144A NT 36       | 2036-03-19      | 5.2500%  | 0.0000% | $400000.00         | $399675.33         | Corporate Debt Securities                         |
| A&D MTG TR 2026-NQM1           A-3    20710225 FLT | 2071-02-25      | 5.2650%  | 0.0000% | $1645000.00        | $1593240.84        | Private Label Collateralized Mortgage Obligations |
| AON PLC                        GLBL NT 4.75%45     | 2045-05-15      | 4.7500%  | 0.0000% | $66000.00          | $58038.24          | Corporate Debt Securities                         |
| ACREC LLC 2025-FL3             D      20420818 FLT | 2042-08-18      | 6.6661%  | 0.0000% | $4000000.00        | $4006149.89        | Private Label Collateralized Mortgage Obligations |
| AHS HOSP CORP                  SR -2021 BD 51      | 2051-07-01      | 2.7800%  | 0.0000% | $59000.00          | $37003.55          | Corporate Debt Securities                         |
| AMC GLOBAL MEDIA INC           SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $5290000.00        | $4749403.14        | Corporate Debt Securities                         |
| ADVENTIST HEALTH SYS WEST      GLBL -2025 BD 30    | 2030-12-01      | 4.7420%  | 0.0000% | $720000.00         | $736100.84         | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT4.3%36    | 2036-05-14      | 4.3000%  | 0.0000% | $198000.00         | $187718.19         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-04-23      | 3.8140%  | 0.0000% | $2946000.00        | $2914224.44        | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2023A 28    | 2028-05-16      | 4.6500%  | 0.0000% | $774000.00         | $779432.84         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $247000.00         | $250178.07         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT5.2%33    | 2033-07-01      | 5.2000%  | 0.0000% | $168000.00         | $169788.83         | Corporate Debt Securities                         |
| GENUINE PARTS CO               GLBL NT 4.95%29     | 2029-08-15      | 4.9500%  | 0.0000% | $261000.00         | $263445.57         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $90000.00          | $91536.78          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.9%35    | 2035-01-07      | 5.9000%  | 0.0000% | $35000.00          | $36819.03          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 30       | 2030-11-15      | 4.8750%  | 0.0000% | $92000.00          | $90624.22          | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR GLBL 144A 28     | 2028-03-01      | 14.0000% | 0.0000% | $28000.00          | $26228.22          | Corporate Debt Securities                         |
| MORGAN STANLEY RESI 2024-1     B-3    20531225 FLT | 2053-12-25      | 6.6739%  | 0.0000% | $3325520.00        | $3334024.43        | Private Label Collateralized Mortgage Obligations |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $14470000.00       | $14959873.81       | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.5%060129       | 2029-06-01      | 5.5000%  | 0.0000% | $31000.00          | $32570.91          | Corporate Debt Securities                         |
| NORTH SHORE LONG IS JEWISH     SR SEC -2013A 43    | 2043-11-01      | 6.1500%  | 0.0000% | $20000.00          | $20618.47          | Corporate Debt Securities                         |
| NUVEEN LLC                     SR GLBL 144A 30     | 2030-01-15      | 5.5500%  | 0.0000% | $26000.00          | $27048.54          | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL S NT5%33    | 2033-06-01      | 5.0000%  | 0.0000% | $7000.00           | $7155.00           | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM1            B-1    20660225 FLT | 2066-02-25      | 3.2270%  | 0.0000% | $6000000.00        | $4661999.33        | Private Label Collateralized Mortgage Obligations |
| FLORIDA PWR & LT CO            1MTG 5.65% 37       | 2037-02-01      | 5.6500%  | 0.0000% | $99000.00          | $105702.24         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 31       | 2031-12-01      | 1.9500%  | 0.0000% | $2603000.00        | $2290201.83        | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 8.2605%  | 0.0000% | $11600000.00       | $12327591.23       | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR DEB 6.25%39      | 2039-07-15      | 6.2500%  | 0.0000% | $22000.00          | $23813.55          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%32    | 2032-06-15      | 5.9000%  | 0.0000% | $85000.00          | $90207.76          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD3.3%51    | 2051-03-15      | 3.3000%  | 0.0000% | $208000.00         | $136821.01         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.2%36    | 2036-05-01      | 5.2000%  | 0.0000% | $17090000.00       | $16863557.50       | Corporate Debt Securities                         |
| HUMANA INC                     CR SEN SR NT 38     | 2038-06-15      | 8.1500%  | 0.0000% | $70000.00          | $84820.24          | Corporate Debt Securities                         |
| MIWD HOLDCO II LLC / MIWD FI   SR 144A NT5.5%30    | 2030-02-01      | 5.5000%  | 0.0000% | $4570000.00        | $4357210.64        | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 34       | 2034-03-15      | 5.8520%  | 0.0000% | $61000.00          | $63375.29          | Corporate Debt Securities                         |
| MCR MORTGAGE 2024-HTL          C      20370217 FLT | 2037-02-17      | 6.7345%  | 0.0000% | $2200000.00        | $1777531.89        | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-INV3           B-4    20511125 FLT | 2051-11-25      | 3.2207%  | 0.0000% | $327000.00         | $243251.99         | Private Label Collateralized Mortgage Obligations |
| FIFTH THIRD BANCORP            SR GLBL NT 32       | 2032-01-29      | 5.6310%  | 0.0000% | $91000.00          | $95338.88          | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB DEB  6.55%35    | 2035-10-15      | 6.5500%  | 0.0000% | $422000.00         | $460471.86         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 29    | 2029-03-04      | 4.5104%  | 0.0000% | $3056000.00        | $3095626.11        | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 29       | 2029-02-15      | 4.3750%  | 0.0000% | $32000.00          | $32240.92          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         SR GLBL NT5.4%29    | 2029-06-01      | 5.4000%  | 0.0000% | $53000.00          | $55623.50          | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 34     | 2034-03-15      | 7.8750%  | 0.0000% | $2001000.00        | $2055814.89        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 3.95%111428      | 2028-11-14      | 3.9500%  | 0.0000% | $70000.00          | $69604.91          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 2.35%27       | 2027-01-15      | 2.3500%  | 0.0000% | $400000.00         | $399550.89         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      SR GLBL 144A 31     | 2031-07-11      | 3.8750%  | 0.0000% | $267000.00         | $253987.53         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT5.5%64    | 2064-05-15      | 5.5000%  | 0.0000% | $128000.00         | $113360.50         | Corporate Debt Securities                         |
| TARGET CORP                    SR DEB 6.65%28      | 2028-08-01      | 6.6500%  | 0.0000% | $93000.00          | $98852.23          | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       GLBL NT 4.95%32     | 2032-06-15      | 4.9500%  | 0.0000% | $66000.00          | $67914.66          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28     | 2028-04-01      | 4.7500%  | 0.0000% | $5993000.00        | $5950166.70        | Corporate Debt Securities                         |
| BINOM SEC TR 2021-INV1         B-1    20560625 FLT | 2056-06-25      | 4.3500%  | 0.0000% | $9562000.00        | $8275866.37        | Private Label Collateralized Mortgage Obligations |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32     | 2032-09-01      | 6.6250%  | 0.0000% | $12109000.00       | $12593777.09       | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              SR CL A 144A 29     | 2029-01-08      | 7.0000%  | 0.0000% | $6500000.00        | $6533560.15        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5.468%012335     | 2035-01-23      | 5.4680%  | 0.0000% | $4214000.00        | $4380823.83        | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 32       | 2032-02-21      | 5.1250%  | 0.0000% | $3376000.00        | $3494232.21        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 35       | 2035-08-04      | 5.1500%  | 0.0000% | $1624000.00        | $1646332.26        | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS INC       SR GLBL NT3.6%51    | 2051-09-15      | 3.6000%  | 0.0000% | $75000.00          | $52342.50          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 31       | 2031-02-15      | 4.7500%  | 0.0000% | $16584000.00       | $15462792.61       | Corporate Debt Securities                         |
| BANK 2020-BNK30                E      20531217 FLT | 2053-12-17      | 2.5000%  | 0.0000% | $3250000.00        | $2372342.19        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              FR 5.744%021236     | 2036-02-12      | 5.7440%  | 0.0000% | $2335000.00        | $2424879.86        | Corporate Debt Securities                         |
| BARRICK PD AUSTRALIA FIN PTY   GLBL NT 5.95%39     | 2039-10-15      | 5.9500%  | 0.0000% | $45000.00          | $47246.05          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $3595000.00        | $3609114.37        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 33       | 2033-03-15      | 5.6500%  | 0.0000% | $5106000.00        | $5347788.96        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.75%33     | 2033-09-15      | 5.7500%  | 0.0000% | $45000.00          | $47565.42          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.3%56    | 2056-01-15      | 6.3000%  | 0.0000% | $528000.00         | $544468.32         | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1MTG BD 6%38        | 2038-01-15      | 6.0000%  | 0.0000% | $735000.00         | $795044.60         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 5.95%41       | 2041-02-01      | 5.9500%  | 0.0000% | $70000.00          | $74501.89          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 30       | 2030-01-17      | 4.9500%  | 0.0000% | $668000.00         | $690398.04         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT5.8%39    | 2039-02-14      | 5.8000%  | 0.0000% | $19517000.00       | $20069266.04       | Corporate Debt Securities                         |
| OSAIC HLDGS INC                SR SEC 144A NT32    | 2032-08-01      | 6.7500%  | 0.0000% | $1824000.00        | $1881337.44        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT6.7%36    | 2036-05-15      | 6.7000%  | 0.0000% | $10000.00          | $11231.06          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.4%34      | 2034-02-15      | 5.4000%  | 0.0000% | $46000.00          | $47653.24          | Corporate Debt Securities                         |
| AMCOR FINANCE (USA) INC.       GLBL NT 5.625%33    | 2033-05-26      | 5.6250%  | 0.0000% | $552000.00         | $568255.71         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.65%111528      | 2028-11-15      | 5.6500%  | 0.0000% | $6000.00           | $6159.88           | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.1%30    | 2030-03-17      | 5.1000%  | 0.0000% | $58000.00          | $59251.06          | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR -Q NT 7%38       | 2038-04-01      | 7.0000%  | 0.0000% | $68000.00          | $76781.37          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 28       | 2028-02-04      | 4.8750%  | 0.0000% | $2717000.00        | $2775966.82        | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    CR SEN SR GLBL27    | 2027-06-15      | 5.0000%  | 0.0000% | $100000.00         | $102364.78         | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 28       | 2028-03-15      | 4.6500%  | 0.0000% | $197000.00         | $200114.24         | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 29       | 2029-04-15      | 6.8750%  | 0.0000% | $40955000.00       | $40815457.21       | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.583%29    | 2029-01-09      | 5.5830%  | 0.0000% | $44000.00          | $45496.95          | Corporate Debt Securities                         |
| BX COML MTG TR 2024-WPT        C      20410415 FLT | 2041-04-15      | 5.7676%  | 0.0000% | $22610000.00       | $17849270.76       | Private Label Collateralized Mortgage Obligations |
| BANK OF AMER CORP              FR 3.483%031352     | 2052-03-13      | 3.4830%  | 0.0000% | $185000.00         | $133148.75         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 6.092%33    | 2033-10-03      | 6.0920%  | 0.0000% | $31000.00          | $33357.13          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $8188000.00        | $8363082.18        | Corporate Debt Securities                         |
| BX TR 2024-BIO                 D      20410215 FLT | 2041-02-15      | 7.2661%  | 0.0000% | $13000000.00       | $12906734.13       | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 5.75%40       | 2040-01-15      | 5.7500%  | 0.0000% | $45000.00          | $49241.83          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           SR NT 5.203%28      | 2028-02-01      | 5.2030%  | 0.0000% | $99000.00          | $101942.70         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 31       | 2031-06-24      | 2.6450%  | 0.0000% | $200000.00         | $185699.64         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.7%34    | 2034-06-01      | 5.7000%  | 0.0000% | $62000.00          | $65665.65          | Corporate Debt Securities                         |
| BX TRUST 2021-LGCY             B      20361015 FLT | 2036-10-15      | 4.5965%  | 0.0000% | $720000.00         | $563977.48         | Private Label Collateralized Mortgage Obligations |
| SUNCOR ENERGY INC NEW          SR GLBL NT 39       | 2039-06-01      | 6.8500%  | 0.0000% | $25000.00          | $28484.74          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 29       | 2029-06-12      | 5.5820%  | 0.0000% | $43000.00          | $45061.17          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR NT 6.25%37       | 2037-06-15      | 6.2500%  | 0.0000% | $13900000.00       | $15564138.89       | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 32       | 2032-08-16      | 3.6500%  | 0.0000% | $16000.00          | $15392.69          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 5%35     | 2035-07-23      | 5.0000%  | 0.0000% | $381000.00         | $390711.69         | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB5.7%33    | 2033-10-15      | 5.7000%  | 0.0000% | $99000.00          | $103377.45         | Corporate Debt Securities                         |
| MITSUBISHI HC FIN AMER LLC     SR GLBL 144A 33     | 2033-02-28      | 5.6580%  | 0.0000% | $309000.00         | $322352.56         | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 30       | 2030-04-15      | 3.0500%  | 0.0000% | $7000.00           | $6647.32           | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT5.1%36    | 2036-03-15      | 5.1000%  | 0.0000% | $6872000.00        | $6892432.75        | Corporate Debt Securities                         |
| PMT LOAN TRUST 2025-INV9       B-3    20560925 FLT | 2056-09-25      | 6.7209%  | 0.0000% | $5583000.00        | $5309348.92        | Private Label Collateralized Mortgage Obligations |
| TOPANGA RE LIMITED             SR CL A 144A 30     | 2030-01-07      | 8.2800%  | 0.0000% | $13037000.00       | $13092336.48       | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.55%092027      | 2027-09-20      | 4.5500%  | 0.0000% | $125000.00         | $126695.10         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 35       | 2035-05-14      | 5.2500%  | 0.0000% | $415000.00         | $424481.71         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -B-20251 144A 28    | 2028-06-07      | 8.0300%  | 0.0000% | $17770000.00       | $18141196.97       | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 6.375%38      | 2038-05-16      | 6.3750%  | 0.0000% | $87000.00          | $95461.80          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.35%010935      | 2035-01-09      | 5.3500%  | 0.0000% | $55000.00          | $57520.96          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $95000.00          | $90501.33          | Corporate Debt Securities                         |
| 200 PK FDG TR                  SR 144A NT 55       | 2055-02-15      | 5.7400%  | 0.0000% | $1921000.00        | $1920312.71        | Corporate Debt Securities                         |
| PMT LOAN TRUST 2025-INV6       B-3    20560625 FLT | 2056-06-25      | 6.6850%  | 0.0000% | $6050000.00        | $5750288.55        | Private Label Collateralized Mortgage Obligations |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 52    | 2052-10-01      | 5.3500%  | 0.0000% | $2698000.00        | $2537737.30        | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 5.75%34     | 2034-07-15      | 5.7500%  | 0.0000% | $75000.00          | $79007.46          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 7%32       | 2032-05-01      | 7.0000%  | 0.0000% | $18945000.00       | $21110687.15       | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA           SR AMZ 144A NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $67000.00          | $73858.75          | Corporate Debt Securities                         |
| ACCENDRA HEALTH INC            SR GLBL 144A 30     | 2030-04-01      | 6.6250%  | 0.0000% | $813000.00         | $505380.00         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   B-4    20510925 FLT | 2051-09-25      | 3.2326%  | 0.0000% | $158000.00         | $117524.61         | 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        | $1697746.11        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C41 C      20501117 FLT | 2050-11-17      | 4.4806%  | 0.0000% | $2618000.00        | $2478360.79        | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN II LLC            GLBL REGS NT 28     | 2028-12-15      | 4.3750%  | 0.0000% | $286000.00         | $289060.36         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     SR NT 5.45%26       | 2026-08-07      | 5.4500%  | 0.0000% | $2213000.00        | $2253797.88        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 5.106%011536     | 2036-01-15      | 5.1060%  | 0.0000% | $200000.00         | $199811.13         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 33       | 2033-02-15      | 5.3500%  | 0.0000% | $477000.00         | $497446.87         | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          GLBL DEB 4.75%32    | 2032-09-30      | 4.7500%  | 0.0000% | $85000.00          | $86164.90          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 63       | 2063-02-15      | 6.0500%  | 0.0000% | $273000.00         | $281776.34         | Corporate Debt Securities                         |
| XYLEM INC                      SR GLBL NT 31       | 2031-01-30      | 2.2500%  | 0.0000% | $12873000.00       | $11699593.87       | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 36     | 2036-05-09      | 5.5800%  | 0.0000% | $340000.00         | $347371.20         | Corporate Debt Securities                         |
| HALCYON LN ADVISORS FDG 17-2   D      20300117 FLT | 2030-01-17      | 10.7420% | 0.0000% | $1966000.00        | $1991071.07        | Asset-Backed Securities                           |
| KROGER CO                      SR NT     7.5%31    | 2031-04-01      | 7.5000%  | 0.0000% | $319000.00         | $360110.59         | Corporate Debt Securities                         |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 9.1700%  | 0.0000% | $23980000.00       | $24522254.74       | Corporate Debt Securities                         |
| HORIZON MUT HOLDINGS INC       SR GLBL 144A 34     | 2034-11-15      | 6.2000%  | 0.0000% | $684000.00         | $657995.08         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 29       | 2029-03-09      | 6.1610%  | 0.0000% | $200000.00         | $207896.22         | Corporate Debt Securities                         |
| HUNTINGTON NATIONAL BANK MARYL SR NT 4.552%28      | 2028-05-17      | 4.5520%  | 0.0000% | $2228000.00        | $2232583.74        | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 29       | 2029-12-01      | 2.9500%  | 0.0000% | $93000.00          | $89387.52          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 28       | 2028-11-17      | 6.7500%  | 0.0000% | $70000.00          | $73259.90          | Corporate Debt Securities                         |
| HYATT HOTELS CORP              GLBL NT 5.25%29     | 2029-06-30      | 5.2500%  | 0.0000% | $26000.00          | $26933.64          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT6.5%40    | 2040-02-09      | 6.5000%  | 0.0000% | $90000.00          | $96868.90          | Corporate Debt Securities                         |
| JP MORGAN MTG TRUST 2026-VIS1  A-3    20660625 FLT | 2066-06-25      | 5.2430%  | 0.0000% | $2524000.00        | $2461804.98        | Private Label Collateralized Mortgage Obligations |
| NEXT PROPERTIES TR 2401        SR REGS NT 44       | 2044-01-30      | 6.9500%  | 0.0000% | $268000.00         | $271176.77         | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC REGS NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $64000.00          | $65156.62          | Corporate Debt Securities                         |
| NTT FINANCE CORP               GLBL REGS NT 28     | 2028-04-03      | 1.5910%  | 0.0000% | $250000.00         | $238081.22         | Corporate Debt Securities                         |
| PROVINCIA DE CORDOBA           SR GLBL REGS 32     | 2032-07-02      | 9.7500%  | 0.0000% | $83000.00          | $89945.65          | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL NT 30       | 2030-07-15      | 6.1250%  | 0.0000% | $393000.00         | $403355.00         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 27       | 2027-09-01      | 4.9110%  | 0.0000% | $83000.00          | $84286.89          | Corporate Debt Securities                         |
| SMUCKER J M CO                 GLBL NT 5.9%28      | 2028-11-15      | 5.9000%  | 0.0000% | $1328000.00        | $1373317.26        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3.653%070835     | 2035-07-08      | 3.6530%  | 0.0000% | $210000.00         | $199881.69         | Corporate Debt Securities                         |
| SWEDBANK AB                    FR 5.472%061526     | 2026-06-15      | 5.4720%  | 0.0000% | $1125000.00        | $1153651.50        | Corporate Debt Securities                         |
| SMUCKER J M CO                 GLBL NT 6.2%33      | 2033-11-15      | 6.2000%  | 0.0000% | $19000.00          | $20291.26          | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-3     B-2    20650425 FLT | 2065-04-25      | 4.7500%  | 0.0000% | $6806750.00        | $5959802.74        | Private Label Collateralized Mortgage Obligations |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 32     | 2032-06-19      | 4.7500%  | 0.0000% | $435000.00         | $376018.83         | Corporate Debt Securities                         |
| MEXICO GENERADORA DE ENERGIA S SR SEC GLBL 32      | 2032-12-06      | 5.5000%  | 0.0000% | $1000000.00        | $531057.12         | Corporate Debt Securities                         |
| BANCO SANTANDER MEXICO SA      SR REGS NT 29       | 2029-12-10      | 5.6210%  | 0.0000% | $262000.00         | $274012.04         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 32     | 2032-07-08      | 6.2500%  | 0.0000% | $2110000.00        | $1259626.04        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%101537       | 2037-10-15      | 6.3000%  | 0.0000% | $85000.00          | $92787.70          | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A VR 144A BD 27    | 2027-06-07      | 34.5300% | 0.0000% | $3500000.00        | $4105739.69        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.2%28    | 2028-06-01      | 5.2000%  | 0.0000% | $90000.00          | $93446.20          | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2005-HE1  A-2SS  20341225 FLT | 2034-12-25      | 4.2388%  | 0.0000% | $62999997.00       | $1546975.09        | Asset-Backed Securities                           |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $17781000.00       | $18176943.36       | Corporate Debt Securities                         |
| NATURE COAST RE LTD            EXTND-A 144A 30     | 2030-12-07      | 13.5105% | 0.0000% | $5370000.00        | $5550079.50        | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL 144A 29     | 2029-11-15      | 5.3750%  | 0.0000% | $1379000.00        | $1453046.94        | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 33       | 2033-09-15      | 5.9500%  | 0.0000% | $65000.00          | $69284.84          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT1.9%31    | 2031-03-15      | 1.9000%  | 0.0000% | $342000.00         | $306047.44         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.95%020730      | 2030-02-07      | 4.9500%  | 0.0000% | $24000.00          | $24695.04          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL DEB 28      | 2028-12-01      | 5.9500%  | 0.0000% | $70000.00          | $74860.06          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.5%46    | 2046-03-15      | 5.5000%  | 0.0000% | $366000.00         | $365449.37         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $240000.00         | $250352.53         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-25      | 4.7500%  | 0.0000% | $58000.00          | $59856.55          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 37       | 2037-09-15      | 6.3500%  | 0.0000% | $420000.00         | $460132.17         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $2050000.00        | $2024533.88        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 55       | 2055-03-15      | 6.3750%  | 0.0000% | $613000.00         | $634200.09         | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -H NT 40    | 2040-03-15      | 6.2000%  | 0.0000% | $10000.00          | $10524.24          | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $576000.00         | $583751.36         | Corporate Debt Securities                         |
| ILLINOIS TOOL WKS INC          SR NT 3.9%42        | 2042-09-01      | 3.9000%  | 0.0000% | $1046000.00        | $889584.65         | Corporate Debt Securities                         |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26       | 2026-09-30      | 6.5000%  | 0.0000% | $1378000.00        | $279903.19         | Corporate Debt Securities                         |
| NORTHERN TR CORP               JR SB GLBL NT 32    | 2032-11-02      | 6.1250%  | 0.0000% | $72000.00          | $77434.11          | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 34      | 2034-03-30      | 5.3750%  | 0.0000% | $35000.00          | $35885.12          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -M 77    | 2077-12-01      | 4.8000%  | 0.0000% | $2100000.00        | $2118802.00        | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 55       | 2055-07-03      | 5.9960%  | 0.0000% | $1691000.00        | $1717408.53        | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 35       | 2035-07-15      | 5.3500%  | 0.0000% | $50000.00          | $51435.69          | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT3.8%29    | 2029-09-18      | 3.8000%  | 0.0000% | $24000.00          | $23748.35          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 3.2%031032       | 2032-03-10      | 3.2000%  | 0.0000% | $27000.00          | $25051.47          | Corporate Debt Securities                         |
| UPMC HEALTH SYS                -2023 BD5.377%43    | 2043-05-15      | 5.3770%  | 0.0000% | $54000.00          | $50855.10          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.867%060834     | 2034-06-08      | 5.8670%  | 0.0000% | $83000.00          | $88761.71          | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 49       | 2049-07-12      | 3.4610%  | 0.0000% | $666000.00         | $485594.60         | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 33       | 2033-07-13      | 5.1230%  | 0.0000% | $94000.00          | $97895.69          | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2026-NQX1   A-3    20660725 FLT | 2066-07-25      | 5.9570%  | 0.0000% | $900000.00         | $857671.66         | Private Label Collateralized Mortgage Obligations |
| PROTECTIVE LIFE CORP           SR GLBL 144A 30     | 2030-01-15      | 3.4000%  | 0.0000% | $226000.00         | $217404.22         | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 66       | 2066-04-15      | 6.3750%  | 0.0000% | $5139000.00        | $5051799.74        | Corporate Debt Securities                         |
| PROGRESS ENERGY INC            SR GLBL NT 31       | 2031-03-01      | 7.7500%  | 0.0000% | $45000.00          | $51333.50          | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 3.03%52     | 2052-03-15      | 3.0300%  | 0.0000% | $169000.00         | $109724.66         | Corporate Debt Securities                         |
| WELLS FARGO MTG SEC 2020-1     B-4    20491225 FLT | 2049-12-25      | 3.3621%  | 0.0000% | $2242800.00        | $1431686.10        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-VIS1     A-3    20550825 FLT | 2055-08-25      | 5.9470%  | 0.0000% | $2218000.00        | $1940826.08        | Private Label Collateralized Mortgage Obligations |
| QUALCOMM INC                   SR NT 4.8%45        | 2045-05-20      | 4.8000%  | 0.0000% | $9918000.00        | $8933340.96        | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-INV2    B3     20560525 FLT | 2056-05-25      | 6.7463%  | 0.0000% | $205465.00         | $195229.33         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH C      20380615 FLT | 2038-06-15      | 5.2825%  | 0.0000% | $1100000.00        | $993118.62         | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2017-3      M-2    20560725 FLT | 2056-07-25      | 4.7500%  | 0.0000% | $3632000.00        | $2805828.18        | Private Label Collateralized Mortgage Obligations |
| GSK CONSU HEAL CAP US LLC      GLBL NT 4%52        | 2052-03-24      | 4.0000%  | 0.0000% | $2107000.00        | $1650502.06        | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 33     | 2033-01-13      | 4.7500%  | 0.0000% | $200000.00         | $201048.89         | Corporate Debt Securities                         |
| ORIX CORP                      GLBL NT 5.2%32      | 2032-09-13      | 5.2000%  | 0.0000% | $20000.00          | $20510.56          | Corporate Debt Securities                         |

### Security 628: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1H5D16, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1H5D16
- **C.18 - Value (incl. sponsor support):** $399888116.00
- **C.18.a - Value (excl. sponsor support):** $399888116.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| FRANKLIN TEMPLETON ETF TR      PUTNA STK ETF    | 2500-12-31      | N/A      | 0.0000% | $703.00            | $19201.95          | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $9670.00           | $587374.17         | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $212675.00         | $846446.50         | Equities   |
| ISHARES TR                     CORE 80 20 ETF   | 2500-12-31      | N/A      | 0.0000% | $93.00             | $9111.21           | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $350115.00         | $899795.55         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1323168.00        | $3665175.36        | Equities   |
| RANGE CAP ACQUISITION CORP II  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $30111.00          | $302615.55         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $75413.00          | $838592.56         | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $16278.00          | $170267.88         | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $71106.00          | $735236.04         | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $111215.00         | $1135505.15        | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJ ALP LOW ETF | 2500-12-31      | N/A      | 0.0000% | $224.00            | $5708.64           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $460.00            | $65065.53          | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $6257.00           | $375209.76         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $67259.00          | $717653.53         | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $4456.00           | $107634.68         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $264012.00         | $181349.84         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $7392.00           | $632917.82         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $254383.00         | $6573256.72        | Equities   |
| CHUNGHWA TELECOM CO LTD        SPON ADR NEW11   | 2500-12-31      | N/A      | 0.0000% | $34406.00          | $1497005.06        | Equities   |
| ETF OPPORTUNITIES TRUST        KING TACT BD ETF | 2500-12-31      | N/A      | 0.0000% | $812.00            | $18951.02          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $504352.00         | $20078253.12       | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $178944.55         | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $184.00            | $17099.12          | Equities   |
| SPDR SERIES TRUST              ST STR SP METAL  | 2500-12-31      | N/A      | 0.0000% | $76756.00          | $9705796.20        | Equities   |
| SPDR SERIES TRUST              ST STR S& LN ETF | 2500-12-31      | N/A      | 0.0000% | $16862.00          | $418008.98         | Equities   |
| HARBOR ETF TRUST               EME MAR EQU ETF  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $2912.26           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $6494.00           | $288138.78         | Equities   |
| AB ACTIVE ETFS INC             NEW YO INTER ETF | 2500-12-31      | N/A      | 0.0000% | $92537.00          | $2316478.72        | Equities   |
| ALPS ETF TR                    OSHARES US QUALT | 2500-12-31      | N/A      | 0.0000% | $761.00            | $44883.78          | Equities   |
| CALAMOS ETF TR                 S P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $6217.00           | $181881.44         | Equities   |
| BLACKROCK ETF TRUST II         ISHA FLEX IN ETF | 2500-12-31      | N/A      | 0.0000% | $383916.00         | $20078806.80       | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $359.00            | $23842.99          | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $381506.00         | $10567716.20       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MDCP 400 REV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $5528.65           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $275355.00         | $20078886.60       | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $514648.00         | $18007533.52       | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1424.00           | $215892.64         | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $31502.00          | $24225.04          | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $46922.00          | $632977.78         | Equities   |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $675603.00         | $20078921.16       | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $37007.00          | $5275347.85        | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $2935.00           | $98175.75          | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $86574.00          | $895175.16         | Equities   |
| BLUEPORT ACQUISITION LTD       USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $11303.00          | $114047.27         | Equities   |
| ITHAX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $37028.00          | $369539.44         | Equities   |
| SPDR SERIES TRUST              ST STR MSCI GEN  | 2500-12-31      | N/A      | 0.0000% | $3968.00           | $618938.96         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GAMMA EMERGING   | 2500-12-31      | N/A      | 0.0000% | $11815.00          | $315165.12         | Equities   |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $5783.00           | $1102181.97        | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2535.00           | $81614.32          | Equities   |
| TALPHERA INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $180521.00         | $148316.05         | Equities   |
| ADVANCED FLOWER CAP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $42149.00          | $158058.75         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $643512.00         | $2702750.40        | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $214340.00         | $510129.20         | Equities   |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $243207.00         | $13077240.39       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF CBRE REA ASS ETF | 2500-12-31      | N/A      | 0.0000% | $31.00             | $937.32            | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $173045.00         | $4468021.90        | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $118275.00         | $2921392.50        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $2037.00           | $167881.80         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1146.00           | $42884.92          | Equities   |
| CALAMOS ETF TR                 S&P 500 STR JULY | 2500-12-31      | N/A      | 0.0000% | $2431.00           | $66949.74          | Equities   |
| EMBOTELLADORA ANDINA S A       SPON ADR B       | 2500-12-31      | N/A      | 0.0000% | $16554.00          | $486190.98         | Equities   |
| TCW ETF TRUST                  TRANSFRM 500 ETF | 2500-12-31      | N/A      | 0.0000% | $13971.00          | $1240863.70        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P GBL WATER    | 2500-12-31      | N/A      | 0.0000% | $21946.00          | $1373161.22        | Equities   |
| FRANKLIN TEMPLETON ETF TR      MUNICIPAL GRN BD | 2500-12-31      | N/A      | 0.0000% | $16340.00          | $390199.20         | Equities   |
| OSPREY BITCOIN TR              UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $13841.00          | $326374.93         | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1213872.00        | $1820808.00        | Equities   |
| MORGAN STANLEY ETF TRUST       EATO VAN MTG ETF | 2500-12-31      | N/A      | 0.0000% | $5165.00           | $260264.35         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF | 2500-12-31      | N/A      | 0.0000% | $3302.00           | $81229.20          | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $25850.00          | $274268.50         | Equities   |
| AMPLIFY ETF TR                 SEYMOUR CANB ETF | 2500-12-31      | N/A      | 0.0000% | $9560.00           | $282375.63         | Equities   |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1614320.00        | $2857346.40        | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $91185.00          | $947412.15         | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $21012.00          | $215373.00         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $80092.00          | $844970.60         | Equities   |
| CORPORACION AMER ARPTS S A     COM              | 2500-12-31      | N/A      | 0.0000% | $217103.00         | $5705466.84        | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JULY  | 2500-12-31      | N/A      | 0.0000% | $14581.00          | $516179.06         | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $408009.00         | $11746579.11       | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $422269.00         | $20078890.95       | Equities   |
| BLACKROCK ETF TRUST            ISHA HEAL IN ETF | 2500-12-31      | N/A      | 0.0000% | $4431.00           | $126601.20         | Equities   |
| BLACKROCK ETF TRUST            ISHA I IN TE ETF | 2500-12-31      | N/A      | 0.0000% | $1024.00           | $51363.84          | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $4867.00           | $263256.03         | Equities   |
| FRANKLIN TEMPLETON ETF TR      DIVIDEND GROWTH  | 2500-12-31      | N/A      | 0.0000% | $140.00            | $3676.65           | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $4954.00           | $48301.50          | Equities   |
| SPDR SERIES TRUST              ST STR P400MID   | 2500-12-31      | N/A      | 0.0000% | $23334.00          | $1523243.52        | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $33584.00          | $1643600.96        | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $43373.00          | $447609.36         | Equities   |
| DYNAMIX CORP                   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $188120.00         | $2029814.80        | Equities   |
| PGIM ETF TR                    MUN INCO OPP ETF | 2500-12-31      | N/A      | 0.0000% | $4422.00           | $225367.23         | Equities   |
| NORTHERN FDS                   2055 INF LIN ETF | 2500-12-31      | N/A      | 0.0000% | $186.00            | $18740.84          | Equities   |
| EXCHANGE LISTED FDS TR         AXS KNO LEA ETF  | 2500-12-31      | N/A      | 0.0000% | $775.00            | $48348.76          | Equities   |
| NEXTCURE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12293.00          | $78675.20          | Equities   |
| GLOBAL X FDS                   INVT GRAD CO ETF | 2500-12-31      | N/A      | 0.0000% | $2581.00           | $64487.83          | Equities   |
| TAL ED GROUP                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $818382.00         | $7987408.32        | Equities   |
| PROCAP ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $55372.00          | $568116.72         | Equities   |
| 2023 ETF SERIES TRUST          PICT CL PLAN ETF | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2779.40           | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $483100.00         | $20077636.00       | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $2213496.00        | $12262767.84       | Equities   |
| FLEXSHARES TR                  DEV MRK EX LOW   | 2049-12-31      | N/A      | 0.0000% | $3103.00           | $102523.12         | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $95924.00          | $992813.40         | Equities   |
| TWELVE SEAS INVT CO III        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15124.00          | $150786.28         | Equities   |
| PIMCO ETF TR                   INV GRD CRP BD   | 2500-12-31      | N/A      | 0.0000% | $18683.00          | $1812499.48        | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1493.00           | $124525.76         | Equities   |
| SSGA ACTIVE ETF TR             ST STR BL LN ETF | 2500-12-31      | N/A      | 0.0000% | $300000.00         | $12171000.00       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  PHARMACEUTICALS  | 2500-12-31      | N/A      | 0.0000% | $2543.00           | $280983.95         | Equities   |
| DIREXION SHARES ETF TRUST      DLY MU BEAR 1X   | 2500-12-31      | N/A      | 0.0000% | $116327.00         | $1621598.38        | Equities   |
| COLUMBIA ETF TR I              DIVERSIFID FXD   | 2500-12-31      | N/A      | 0.0000% | $107761.00         | $1965021.83        | Equities   |
| DIREXION SHARES ETF TRUST      DA FT CH BU ETF  | 2500-12-31      | N/A      | 0.0000% | $51365.00          | $1513212.90        | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $127049.00         | $20078823.96       | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $27294.00          | $20077466.40       | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $447744.00         | $483563.52         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTIFACTR SML   | 2500-12-31      | N/A      | 0.0000% | $6085.00           | $287333.70         | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $2506.00           | $123082.19         | Equities   |
| RBB FD INC                     F M 2YEAR INVES  | 2500-12-31      | N/A      | 0.0000% | $1546.00           | $77887.48          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $18678.00          | $45574.32          | Equities   |
| PROSHARES TR                   ULTR RUSSL2000   | 2500-12-31      | N/A      | 0.0000% | $10643.00          | $867404.50         | Equities   |
| MANAGED PORTFOLIO SERIES       TREMB GLOBA ETF  | 2500-12-31      | N/A      | 0.0000% | $1313.00           | $39573.82          | Equities   |
| GOLD FIELDS LTD                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $61316.00          | $2466742.68        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARK TO INTL ETF | 2500-12-31      | N/A      | 0.0000% | $853.00            | $54151.00          | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $416056.00         | $20078862.56       | Equities   |
| WEIBO CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $75552.00          | $592327.68         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $123050.00         | $16106014.50       | Equities   |
| VANGUARD BD INDEX FDS          INTERMED TERM    | 2500-12-31      | N/A      | 0.0000% | $261580.00         | $20078880.80       | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $252513.00         | $6681493.98        | Equities   |
| SPDR SERIES TRUST              ST STR P500VAL   | 2500-12-31      | N/A      | 0.0000% | $52409.00          | $3205858.53        | Equities   |
| PRECIDIAN ETFS TR              BP PLC ADRHEDGED | 2500-12-31      | N/A      | 0.0000% | $409.00            | $26578.62          | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $102242.00         | $5782807.52        | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $23968.00          | $2061008.32        | Equities   |
| MORGAN STANLEY ETF TRUST       EATO VAN MUN ETF | 2500-12-31      | N/A      | 0.0000% | $1056.00           | $53460.00          | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $12385.00          | $499333.48         | Equities   |
| TCW ETF TRUST                  DURABLE GROWTH   | 2500-12-31      | N/A      | 0.0000% | $19017.00          | $594661.59         | Equities   |
| DIMENSIONAL ETF TRUST          CORE FIXE IN ETF | 2500-12-31      | N/A      | 0.0000% | $475128.00         | $20078909.28       | Equities   |
| AMERICAN CENTY ETF TR          SELE HIGH YI ETF | 2500-12-31      | N/A      | 0.0000% | $3079.00           | $142773.23         | Equities   |

### Security 629: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1H6WB1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1H6WB1
- **C.18 - Value (incl. sponsor support):** $2494016311.39
- **C.18.a - Value (excl. sponsor support):** $2494016311.39
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| 3D SYS CORP DEL                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $22883.00          | $80090.50          | Equities   |
| DIREXION SHARES ETF TRUST      DLY TSLA BULL 2X | 2500-12-31      | N/A      | 0.0000% | $43.00             | $705.20            | Equities   |
| ENVIROTECH VEHICLES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $44405.00          | $104795.80         | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.98              | Equities   |
| DOMO INC                       COM CL B         | 2500-12-31      | N/A      | 0.0000% | $1199.00           | $4676.10           | Equities   |
| COMMERCE BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $67.00             | $3484.67           | Equities   |
| COLONY BANKCORP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $556.00            | $10958.76          | Equities   |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1144.00           | $20603.44          | Equities   |
| DIREXION SHARES ETF TRUST      DLY 20 YR TRESUR | 2500-12-31      | N/A      | 0.0000% | $8.00              | $279.52            | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $72.00             | $5685.84           | Equities   |
| DOORDASH INC                   CL A             | 2500-12-31      | N/A      | 0.0000% | $820.00            | $128494.00         | Equities   |
| BLACKROCK ETF TRUST            ISHA US THEM ETF | 2500-12-31      | N/A      | 0.0000% | $12.00             | $519.36            | Equities   |
| CHEGG INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $4196.00           | $6294.00           | Equities   |
| CAPITAL CITY BANK              COM              | 2500-12-31      | N/A      | 0.0000% | $587.00            | $27019.61          | Equities   |
| BUSINESS FIRST BANCSHARES INC  COM              | 2500-12-31      | N/A      | 0.0000% | $5234.00           | $147808.16         | Equities   |
| CARDIOL THERAPEUTICS INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $8552.00           | $10946.56          | Equities   |
| COMSTOCK HLDG COS INC          CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $146.00            | $2312.64           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $71.00             | $2819.41           | Equities   |
| FONAR CORP                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $19.09             | Equities   |
| FB BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $12095.00          | $170902.35         | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $12.00             | $888.00            | Equities   |
| ISHARES INC                    MSCI AUSTRIA ETF | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1777.16           | Equities   |
| ISHARES TR                     SELECT DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $2894.00           | $448772.58         | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $56.00             | $6661.76           | Equities   |
| FIRST NATL CORP VA             COM              | 2500-12-31      | N/A      | 0.0000% | $1171.00           | $32834.84          | Equities   |
| NATURES SUNSHINE PRODS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $120.00            | $2620.80           | Equities   |
| MONSTER BEVERAGE CORP NEW      COM              | 2500-12-31      | N/A      | 0.0000% | $1285547.00        | $113115280.53      | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1000 ETF | 2500-12-31      | N/A      | 0.0000% | $1.00              | $53.69             | Equities   |
| INNOVATIVE SOLUTIONS & SUPPORT COM              | 2500-12-31      | N/A      | 0.0000% | $1223.00           | $20570.86          | Equities   |
| GDS HLDGS LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $31.00             | $1092.13           | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $113542.00         | $8136419.72        | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $591.00            | $33426.96          | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $42.00             | $3611.58           | Equities   |
| IBEX LTD                       SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1068.00           | $34026.48          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000IDX   | 2500-12-31      | N/A      | 0.0000% | $51.00             | $6016.98           | Equities   |
| VIRTUS INVT PARTNERS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $805.00            | $114430.75         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $431.00            | $45009.33          | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1503.91           | Equities   |
| PENNYMAC FINL SVCS INC NEW     COM              | 2500-12-31      | N/A      | 0.0000% | $2507.00           | $216554.66         | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1445.40           | Equities   |
| HDFC BANK LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3708741.00        | $87748812.06       | Equities   |
| HALEON PLC                     SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $93.00             | $856.53            | Equities   |
| GCM GROSVENOR INC              COM CL A         | 2500-12-31      | N/A      | 0.0000% | $8172.00           | $88012.44          | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $18.00             | $732.06            | Equities   |
| HARVARD BIOSCIENCE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.95              | Equities   |
| CHIRON REAL ESTATE INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1853.00           | $67727.15          | Equities   |
| LIQUIDITY SVCS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1901.00           | $69063.33          | Equities   |
| REPOSITRAK INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13356.00          | $141039.36         | Equities   |
| LYELL IMMUNOPHARMA INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2142.00           | $36049.86          | Equities   |
| KINGSTONE COS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $10086.00          | $154820.10         | Equities   |
| MARCUS CORP DEL                COM              | 2500-12-31      | N/A      | 0.0000% | $5423.00           | $102765.85         | Equities   |
| PROG HOLDINGS INC              COM NPV          | 2500-12-31      | N/A      | 0.0000% | $5615.00           | $208934.15         | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $195.58            | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $21.00             | $61.74             | Equities   |
| WEST BANCORPORATION INC        CAP STK          | 2500-12-31      | N/A      | 0.0000% | $295.00            | $7068.20           | Equities   |
| COSTAMARE BULKERS HLDGS LTD    COM SHS          | 2500-12-31      | N/A      | 0.0000% | $9115.00           | $151400.15         | Equities   |
| AFYA LTD                       CL A COM         | 2500-12-31      | N/A      | 0.0000% | $1739.00           | $24432.95          | Equities   |
| SPDR SERIES TRUST              ST STR SP RETAIL | 2500-12-31      | N/A      | 0.0000% | $236716.00         | $20265256.76       | Equities   |
| SPDR SERIES TRUST              ST STR SP400GRW  | 2500-12-31      | N/A      | 0.0000% | $79.00             | $8560.44           | Equities   |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1078161.00        | $32883910.50       | Equities   |
| RIO TINTO PLC                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $237836.00         | $25322398.92       | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1466.00           | $6171.86           | Equities   |
| SPDR SERIES TRUST              ST STR R2K LOWV  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $149.17            | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $6544.00           | $86708.00          | Equities   |
| TIDAL TRUST II                 DEFI DA RGTI ETF | 2500-12-31      | N/A      | 0.0000% | $5916.00           | $246342.24         | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $159.00            | $1152.75           | Equities   |
| RIBBON COMMUNICATIONS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $6767.00           | $20842.36          | Equities   |
| MANITOWOC CO INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3824.00           | $46117.44          | Equities   |
| REGIONAL MGMT CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $3780.00           | $137138.40         | Equities   |
| WESTERN DIGITAL CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $1833.00           | $973652.94         | Equities   |
| HORMEL FOODS CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $1279.00           | $30171.61          | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $4156678.00        | $108780263.26      | Equities   |
| VINCE HLDG CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $4.30              | Equities   |
| HOMEBANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $2635.00           | $170247.35         | Equities   |
| INOGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $212.00            | $1386.48           | Equities   |
| INTELLICHECK MOBILISA INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3007.00           | $12930.10          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL UTL   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $79.13             | Equities   |
| LIPOCINE INC NEW               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $808.00            | $1826.08           | Equities   |
| SOFI TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $48.00             | $814.56            | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $10366.00          | $19384.42          | Equities   |
| OPORTUN FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $31072.00          | $164370.88         | Equities   |
| SHARONAI HOLDINGS INC          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $264.00            | $19752.48          | Equities   |
| RXSIGHT INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $10287.00          | $57504.33          | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2034.00           | $22780.80          | Equities   |
| RADCOM LTD                     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $14.83             | Equities   |
| KENON HLDGS LTD                SHS              | 2500-12-31      | N/A      | 0.0000% | $201.00            | $18455.82          | Equities   |
| LOVESAC CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $66.00             | $1063.26           | Equities   |
| LIVEONE INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $6.60              | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1114963.00        | $1460601.53        | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1319.76           | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3804000.00        | $29975520.00       | Equities   |
| TRINET GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2678.00           | $121607.98         | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2385.25           | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $142778.00         | $22564635.12       | Equities   |
| CRESCENT ENERGY COMPANY        CL A COM         | 2500-12-31      | N/A      | 0.0000% | $18674.00          | $220726.68         | Equities   |
| ING GROEP N.V.                 SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1788.72           | Equities   |
| IPERIONX LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $70.00             | $2767.10           | Equities   |
| INFOSYS LTD                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $198905.00         | $2526093.50        | Equities   |
| IDEAL PWR INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6047.00           | $48496.94          | Equities   |
| L3HARRIS TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $43811.00          | $13790826.58       | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $2213501.00        | $12262795.54       | Equities   |
| FULGENT GENETICS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $3147.00           | $57401.28          | Equities   |
| FRIEDMAN INDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $14.00             | $331.66            | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $671880.00         | $14532764.40       | Equities   |
| COLUMBUS MCKINNON CORP N Y     COM              | 2500-12-31      | N/A      | 0.0000% | $2956.00           | $47621.16          | Equities   |
| COMMERCIAL BANCGROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1679.00           | $49010.01          | Equities   |
| EASTERLY GOVT PPTYS INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $8296.00           | $201343.92         | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2125.60           | Equities   |
| EVOLUS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $26611.00          | $174834.27         | Equities   |
| EXAGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1952.00           | $9916.16           | Equities   |
| ANIKA THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $14852.00          | $221294.80         | Equities   |
| AMERICAN ASSETS TR INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1654.00           | $38653.98          | Equities   |
| ELEVANCE HEALTH INC FORMERLY A COM              | 2500-12-31      | N/A      | 0.0000% | $6324.00           | $2483751.00        | Equities   |
| AMYLYX PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3422.00           | $48660.84          | Equities   |
| ALDEYRA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $30359.00          | $53128.25          | Equities   |
| AMERICAN INTEGRITY INS GROUP I COM              | 2500-12-31      | N/A      | 0.0000% | $5008.00           | $83132.80          | Equities   |
| AMARIN CORP PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $89.00             | $1282.49           | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $5022.00           | $3036.30           | Equities   |
| OPERA LTD                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $605717.00         | $11108849.78       | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $426801.00         | $22675937.13       | Equities   |
| LINCOLN EDL SVCS CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $393.00            | $18698.94          | Equities   |
| NORTHFIELD BANCORP INC DEL     COM              | 2500-12-31      | N/A      | 0.0000% | $13145.00          | $187447.70         | Equities   |
| PUBMATIC INC                   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4552.00           | $52074.88          | Equities   |
| SPDR SERIES TRUST              ST STR SP INS    | 2500-12-31      | N/A      | 0.0000% | $69550.00          | $3870457.50        | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $58439.00          | $473355.90         | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $1001.00           | $4054.05           | Equities   |
| XPERI INC                      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $11904.00          | $95351.04          | Equities   |
| ELECTROMED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1947.00           | $76497.63          | Equities   |
| COLLEGIUM PHARMACEUTICAL INC   COM              | 2500-12-31      | N/A      | 0.0000% | $10.00             | $333.70            | Equities   |
| CTO RLTY GROWTH INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $5131.00           | $106981.35         | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $13161.75          | Equities   |
| CYCLERION THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $3.18              | Equities   |
| CONTINEUM THERAPEUTICS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $3580.00           | $47649.80          | Equities   |
| FARMERS NATIONAL BANC CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $7885.00           | $112203.55         | Equities   |
| DEFINITIVE HEALTHCARE CORP     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $9881.00           | $8769.39           | Equities   |
| AMPLIFY ENERGY CORP NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $1397.00           | $6537.96           | Equities   |
| AVIAT NETWORKS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1804.00           | $32093.16          | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1000797.00        | $62970147.24       | Equities   |
| CAPITAL BANCORP INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $188.00            | $6014.12           | Equities   |
| CITIZENS & NORTHN CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $140.00            | $2962.40           | Equities   |
| CITIZENS FINL SVCS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1050.00           | $69405.00          | Equities   |
| CHURCH & DWIGHT CO INC         COM              | 2500-12-31      | N/A      | 0.0000% | $20411.00          | $1992725.93        | Equities   |
| BYLINE BANCORP INC             COM              | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1690.14           | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $411.00            | $1849.50           | Equities   |
| FIRST UTD CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $475.00            | $18525.00          | Equities   |
| FOSTER L B CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $583.00            | $23553.20          | Equities   |
| HUDSON TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $223.00            | $1197.51           | Equities   |
| HIPPO HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4141.00           | $106796.39         | Equities   |
| PIONEER PWR SOLUTIONS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4426.00           | $24298.74          | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $91.00             | $7614.88           | Equities   |
| PURECYCLE TECHNOLOGIES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $10597.00          | $136383.39         | Equities   |
| PULTE GROUP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $200617.00         | Equities   |
| TIDAL TRUST II                 YIE MST OPT NEW  | 2500-12-31      | N/A      | 0.0000% | $49449.00          | $1055241.66        | Equities   |
| GLOBAL BUSINESS TRAVEL GROUP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $10883.00          | $103497.33         | Equities   |
| ISHARES TR                     GLOB HLTHCRE ETF | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1900.40           | Equities   |
| SUMMIT HOTEL PPTYS             COM              | 2500-12-31      | N/A      | 0.0000% | $13148.00          | $76652.84          | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $46833.00          | $37414.88          | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1771222.00        | $47893842.88       | Equities   |
| OPTICAL CABLE CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $728.00            | $10468.64          | Equities   |
| HYLIION HOLDINGS CORP          COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $24958.00          | $179448.02         | Equities   |
| TASKUS INC                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $3851.00           | $24299.81          | Equities   |
| TIDAL TRUST II                 YIELDMAX AAPL    | 2500-12-31      | N/A      | 0.0000% | $20.00             | $256.20            | Equities   |
| CODERE ONLINE LUXEMBOURG S A   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $18000.00          | $169020.00         | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $9084452.00        | $82577668.68       | Equities   |
| UNITY BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $2653.00           | $149231.25         | Equities   |
| TERRESTRIAL ENERGY INC         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2140.00           | $17462.40          | Equities   |
| PASSAGE BIO INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $5.71              | Equities   |
| PROFICIENT AUTO LOGISTICS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $6863.00           | $37471.98          | Equities   |
| OPTIMIZERX CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $43437.00          | $221528.70         | Equities   |
| AUDIOCODES LTD                 ORD              | 2500-12-31      | N/A      | 0.0000% | $1277.00           | $12399.67          | Equities   |
| LIFETIME BRANDS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $200.00            | $1722.00           | Equities   |
| LATHAM GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $16.29             | Equities   |
| LAM RESEARCH CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $693.00            | $220374.00         | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $36.00             | $6800.04           | Equities   |
| KULR TECHNOLOGY GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $77.00             | $374.22            | Equities   |
| TITAN MACHY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1641.00           | $35658.93          | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $19878.00          | $35979.18          | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $8045610.00        | $37412086.50       | Equities   |
| GSI TECHNOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $88.00             | $936.32            | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $42.00             | $2852.64           | Equities   |
| GOLD FIELDS LTD                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $377584.00         | $15190204.32       | Equities   |
| GLOBAL INDUSTRIAL COMPANY      COM              | 2500-12-31      | N/A      | 0.0000% | $1636.00           | $49734.40          | Equities   |
| NORFOLK SOUTHN CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $9.00              | $2770.92           | Equities   |
| JELD-WEN HLDG INC              COM              | 2500-12-31      | N/A      | 0.0000% | $56561.00          | $119343.71         | Equities   |
| KOHLS CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $152.00            | $2369.68           | Equities   |
| NATHANS FAMOUS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $205.00            | $20746.00          | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $1012.00           | $29135.48          | Equities   |
| MOTORCAR PTS AMER INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1592.00           | $17925.92          | Equities   |
| JANUX THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $8818.00           | $129977.32         | Equities   |
| MESABI TR                      CTF BEN INT      | 2500-12-31      | N/A      | 0.0000% | $856.00            | $22666.88          | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $70.00             | $7238.00           | Equities   |
| NEWMONT CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $305922.00         | $33109938.06       | Equities   |
| ONITY GROUP INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1856.00           | $65127.04          | Equities   |
| T3 DEFENSE INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $69.00             | $28.43             | Equities   |
| NORTHRIM BANCORP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $13.00             | $321.62            | Equities   |
| ISHARES TR                     S&P SML 600 GWT  | 2500-12-31      | N/A      | 0.0000% | $28.00             | $4602.50           | Equities   |
| ISHARES TR                     CORE HIGH DV ETF | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1071.33           | Equities   |
| ISHARES TR                     US HLTHCR PR ETF | 2500-12-31      | N/A      | 0.0000% | $1.00              | $50.61             | Equities   |
| QUANTUM COMPUTING INC          COM              | 2500-12-31      | N/A      | 0.0000% | $11212.00          | $137234.88         | Equities   |
| KOLIBRI GLOBAL ENERGY INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $23559.00          | $122977.98         | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1810.78           | Equities   |
| VODAFONE GROUP PLC             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1240787.00        | $18524949.91       | Equities   |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $7.76              | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7139060.00        | $63180681.00       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ OIL GAS    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $35.73             | Equities   |
| FVCBANKCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $394.00            | $6209.44           | Equities   |
| KLX ENERGY SERVICES HOLDINGS   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1999.00           | $5537.23           | Equities   |
| KEROS THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $14598.00          | $166271.22         | Equities   |
| POSTAL REALTY TRUST INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $6782.00           | $159105.72         | Equities   |
| PATRICK INDS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1956.99           | Equities   |
| FORUM ENERGY TECHNOLOGIES INC  COM              | 2500-12-31      | N/A      | 0.0000% | $2448.00           | $124309.44         | Equities   |
| PRIMIS FINANCIAL CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $1267.00           | $18244.80          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NY ARCA BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $26.00             | $5738.98           | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $40.00             | $390.00            | Equities   |
| FIRST BK WILLIAMSTOWN NEW JERS COM              | 2500-12-31      | N/A      | 0.0000% | $5350.00           | $84262.50          | Equities   |
| FLEXSTEEL INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $286.00            | $17122.82          | Equities   |
| KEARNY FINL CORP MD            COM              | 2500-12-31      | N/A      | 0.0000% | $1283.00           | $10533.43          | Equities   |
| HBT FINL INC.                  COM              | 2500-12-31      | N/A      | 0.0000% | $507.00            | $14510.34          | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $3.00              | $4.50              | Equities   |
| C H ROBINSON WORLDWIDE IN      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $23057.00          | $4044428.37        | Equities   |
| BRANDYWINE RLTY TR             SH BEN INT NEW   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $3.06              | Equities   |
| THE BEACHBODY COMPANY INC      COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $1.00              | $10.69             | Equities   |
| BRC GROUP HOLDINGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $19.00             | $195.13            | Equities   |
| CASTLE BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $951.00            | $21026.61          | Equities   |
| CARRIAGE SVCS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1104.74           | Equities   |
| ALTA EQUIPMENT GROUP INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2466.00           | $15437.16          | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $6779.00           | $28810.75          | Equities   |
| BANKWELL FINL GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4191.00           | $220278.96         | Equities   |
| BRAINSWAY LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1103.00           | $17515.64          | Equities   |
| CEMENTOS PACASMAYO S A A       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $10.62             | Equities   |
| CENTRUS ENERGY CORP            CL A             | 2500-12-31      | N/A      | 0.0000% | $916.00            | $169881.36         | Equities   |
| CF BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $8074.00           | $231723.80         | Equities   |
| CENTRAL GARDEN & PET CO        CL A NON-VTG     | 2500-12-31      | N/A      | 0.0000% | $4180.00           | $145798.40         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY SMALL CAP  | 2500-12-31      | N/A      | 0.0000% | $8173.00           | $34735.25          | Equities   |
| COREWEAVE INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1167134.00        | $124719939.24      | Equities   |
| CODEXIS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $22589.00          | $62119.75          | Equities   |
| EAGLE BANCORP MONT INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4669.00           | $104212.08         | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $818.00            | $4294.50           | Equities   |
| CHERRY HILL MTG INVT CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $244.00            | $590.48            | Equities   |
| CHOICEONE FINANCIA             COM              | 2500-12-31      | N/A      | 0.0000% | $1208.00           | $37955.36          | Equities   |
| COMMVAULT SYS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1229.00           | $136087.17         | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQT MKT  | 2500-12-31      | N/A      | 0.0000% | $87.00             | $4519.65           | Equities   |
| DIMENSIONAL ETF TRUST          US REAL ESTA ETF | 2500-12-31      | N/A      | 0.0000% | $238.00            | $6211.80           | Equities   |
| UNITED MICROELECTRONICS CORP   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $2811637.00        | $63767927.16       | Equities   |
| ISHARES TR                     RUSSELL 3000 ETF | 2500-12-31      | N/A      | 0.0000% | $50.00             | $21398.00          | Equities   |
| ISHARES TR                     10-20 YR TRS ETF | 2500-12-31      | N/A      | 0.0000% | $57.00             | $5689.74           | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $224394.00         | $35510350.50       | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $35127.00          | $6050274.48        | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $19229.00          | $3453143.82        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $33.00             | $5570.73           | Equities   |
| ISHARES TR                     FUTU EXPO TE ETF | 2500-12-31      | N/A      | 0.0000% | $558.00            | $46537.20          | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2306.64           | Equities   |
| PROLOGIS INC.                  COM              | 2500-12-31      | N/A      | 0.0000% | $768.00            | $111851.52         | Equities   |
| TRAVEL PLUS LEISURE CO         COM              | 2500-12-31      | N/A      | 0.0000% | $136.00            | $9288.80           | Equities   |
| USCB FINANCIAL HOLDINGS INC    CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $488.00            | $9047.52           | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $999.00            | $9290.70           | Equities   |
| ADC THERAPEUTICS SA            SHS              | 2500-12-31      | N/A      | 0.0000% | $20376.00          | $70297.20          | Equities   |
| VINFAST AUTO LTD               SHS              | 2500-12-31      | N/A      | 0.0000% | $31.00             | $110.36            | Equities   |
| OLD SECOND BANCORP INC DEL     COM              | 2500-12-31      | N/A      | 0.0000% | $8.00              | $170.40            | Equities   |
| OIL DRI CORP AMER              COM              | 2500-12-31      | N/A      | 0.0000% | $1735.00           | $137620.20         | Equities   |
| TRIP COM GROUP LTD             ADS              | 2500-12-31      | N/A      | 0.0000% | $894564.00         | $42116073.12       | Equities   |
| TREDEGAR CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $199.00            | $1584.04           | Equities   |
| NORTHEAST CMNTY BANCORP INC    COM              | 2500-12-31      | N/A      | 0.0000% | $6027.00           | $147360.15         | Equities   |
| HONDA MOTOR CO LTD             ADR ECH CNV IN 3 | 2500-12-31      | N/A      | 0.0000% | $853.00            | $23278.37          | Equities   |
| HONDA MOTOR CO LTD             ADR ECH CNV IN 3 | 2500-12-31      | N/A      | 0.0000% | $1247591.00        | $34046758.39       | Equities   |
| RBB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $1119.00           | $26598.63          | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3457894.00        | $46577832.18       | Equities   |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $304.00            | $1185.60           | Equities   |
| PENNANT GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $6909.00           | $237393.24         | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $35.00             | $2373.18           | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $76.00             | $1778.40           | Equities   |
| ISHARES TR                     ESG MSCI KLD ETF | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1999.06           | Equities   |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $80.00             | $7408.80           | Equities   |
| PACER FDS TR                   LUNT LRGCP MULTI | 2500-12-31      | N/A      | 0.0000% | $1.00              | $57.19             | Equities   |
| FRONTIER NUCLEAR & MINERALS    COM              | 2500-12-31      | N/A      | 0.0000% | $96.00             | $228.48            | Equities   |
| ORANGE CNTY BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2388.00           | $81789.00          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2587.68           | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $172289.00         | $4991212.33        | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $111.00            | $12265.50          | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $38.00             | $2538.02           | Equities   |
| NIO INC                        SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $12238496.00       | $67923652.80       | Equities   |
| INVESTAR HOLDING CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $3028.00           | $85631.84          | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $62.00             | $324.26            | Equities   |
| DIREXION SHARES ETF TRUST      DLY TSM BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $42.00             | $3633.84           | Equities   |
| ESPERION THERAPEUTICS INC NEW  COM              | 2500-12-31      | N/A      | 0.0000% | $57747.00          | $180748.11         | Equities   |
| ENERPAC TOOL GROUP CORP        CL A COM         | 2500-12-31      | N/A      | 0.0000% | $25.00             | $845.25            | Equities   |
| FS BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $388.00            | $16125.28          | Equities   |
| EOS ENERGY ENTERPRISES INC     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $64.00             | $575.36            | Equities   |
| ENERGY RECOVERY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1730.00           | $14929.90          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2232826.00        | $88888803.06       | Equities   |
| CIVEO CORP CDA                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20.00             | $699.00            | Equities   |
| BARNES & NOBLE ED INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7.00              | $72.10             | Equities   |
| CAMP4 THERAPEUTICS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $81.00             | $363.69            | Equities   |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $45765.00          | $114870.15         | Equities   |
| BACKBLAZE INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $21790.00          | $166693.50         | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $13940.00          | Equities   |
| ALLARITY THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $79.00             | $131.93            | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $53.00             | $2664.31           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAS CLNEDG GREEN | 2500-12-31      | N/A      | 0.0000% | $67.00             | $4486.32           | Equities   |
| OP BANCORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $776.00            | $10910.56          | Equities   |
| STAR HLDGS                     SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $651.00            | $5761.35           | Equities   |
| TIDAL TRUST II                 DEF DLY TGT AVGO | 2500-12-31      | N/A      | 0.0000% | $66.00             | $4180.62           | Equities   |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $19164.00          | $22805.16          | Equities   |
| HORIZON BANCORP IND            COM              | 2500-12-31      | N/A      | 0.0000% | $13463.00          | $248796.24         | Equities   |
| IMMERSION CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $26075.00          | $167662.25         | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $12160.00          | $764256.00         | Equities   |
| LISTED FDS TR                  SPEAR ALPHA ETF  | 2500-12-31      | N/A      | 0.0000% | $150.00            | $8406.00           | Equities   |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $28.00             | $1505.56           | Equities   |
| HANMI FINL CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $542.00            | $16352.14          | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2415.42           | Equities   |
| ISHARES TR                     RUS MD CP GR ETF | 2500-12-31      | N/A      | 0.0000% | $70.00             | $9944.20           | Equities   |
| LIFEZONE METALS LIMITED        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $46.00             | $243.80            | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $16.00             | $56.00             | Equities   |
| GORILLA TECHNOLOGY GROUP INC   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $96.00             | $1703.04           | Equities   |
| ZIPRECRUITER INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $18219.00          | $58847.37          | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7535951.00        | $124719989.05      | Equities   |
| VAREX IMAGING CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $1454.00           | $15296.08          | Equities   |
| ANGI INC                       CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $34822.00          | $196396.08         | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $13785.00          | $22469.55          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2.54              | Equities   |
| ADICET BIO INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $347.00            | $2998.08           | Equities   |
| AQUESTIVE THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $25449.00          | $102304.98         | Equities   |
| ASTROTECH CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $10627.00          | $312752.61         | Equities   |
| ASTERA LABS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $319.00            | $111385.23         | Equities   |
| BNY MELLON ETF TRUST           US LRG CP CORE   | 2500-12-31      | N/A      | 0.0000% | $2.00              | $289.36            | Equities   |
| AVIDBANK HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $502.00            | $15446.54          | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $28.51             | Equities   |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $4931.00           | $16222.99          | Equities   |
| BAKKT INC                      COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $21.00             | $231.00            | Equities   |
| APOGEE ENTERPRISES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $97.00             | $3660.78           | Equities   |
| BLUELINX HLDGS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1984.00           | $105152.00         | Equities   |
| GRANITE RIDGE RESOURCES INC    COM              | 2500-12-31      | N/A      | 0.0000% | $70.00             | $345.80            | Equities   |
| MONOLITHIC PWR SYS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $967.00            | $1579275.39        | Equities   |
| ELI LILLY & CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $822.00            | $926229.60         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $701.00            | $1941.77           | Equities   |
| SIGHT SCIENCES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $21544.00          | $109012.64         | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $76803.00          | $138245.40         | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $10851.00          | $741774.36         | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1185.00           | Equities   |
| ISHARES TR                     S&P MC 400VL ETF | 2500-12-31      | N/A      | 0.0000% | $190.00            | $27048.40          | Equities   |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $46631.00          | $17849414.18       | Equities   |
| NORTHPOINTE BANCSHARES INC.    COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2987.00           | $51585.49          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $5758.00           | $1605848.62        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CLOUD COMPUTING  | 2500-12-31      | N/A      | 0.0000% | $259.00            | $34967.59          | Equities   |
| OPUS GENETICS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1199.00           | $5035.80           | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $6055299.00        | $73632435.84       | Equities   |
| UNITED PARKS & RESORTS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $430.21            | Equities   |
| RCI HOSPITALITY HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1499.00           | $37804.78          | Equities   |
| YORK WTR CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $4381.00           | $130509.99         | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $130.00            | $1561.30           | Equities   |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $9165.00           | $23645.70          | Equities   |
| ISHARES TR                     GLOBAL 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $142.85            | Equities   |
| TAYLOR DEVICES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $53.70             | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $73.00             | $3507.65           | Equities   |
| VANECK ETF TRUST               URANI NUCLE ETF  | 2500-12-31      | N/A      | 0.0000% | $15.00             | $1999.65           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $55.47             | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $43812.00          | $10003155.84       | Equities   |
| VERICEL CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1164.16           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000VAL   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $189.85            | Equities   |
| VIA TRANSN INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4.00              | $58.00             | Equities   |
| SIMPLY GOOD FOODS CO           COM              | 2500-12-31      | N/A      | 0.0000% | $18042.00          | $212895.60         | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $557256.00         | $38701429.20       | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $1238568.00        | $86018547.60       | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $1887123.00        | $124719959.07      | Equities   |
| TELOS CORP MD                  COM              | 2500-12-31      | N/A      | 0.0000% | $22356.00          | $107532.36         | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2251.00           | $6527.90           | Equities   |
| SPDR SERIES TRUST              ST STR SP DIV    | 2500-12-31      | N/A      | 0.0000% | $154.00            | $23083.06          | Equities   |
| SAUL CTRS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $295.00            | $10227.65          | Equities   |
| TAIWAN SEMICONDUCTOR MANUFACT  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $293555.00         | $124719777.30      | Equities   |
| VELOCITY FINL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $4006.00           | $70505.60          | Equities   |
| PURSUIT ATTRACTIONS AND HOSPIT COM              | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1455.36           | Equities   |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $6098.00           | $113910.64         | Equities   |
| GRAHAM CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $739.00            | $74084.75          | Equities   |
| GUARDIAN PHARMACY SVCS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $58.00             | $2247.50           | Equities   |
| INGERSOLL RAND INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1522.00           | $108046.78         | Equities   |
| ISHARES TR                     GLB CNSM STP ETF | 2500-12-31      | N/A      | 0.0000% | $316.00            | $21680.76          | Equities   |
| HOOKER FURNISHINGS CORPORATION COM              | 2500-12-31      | N/A      | 0.0000% | $2658.00           | $34527.42          | Equities   |
| INTERNATIONAL BANCSHARES CORP  COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $2389.53           | Equities   |
| NOMURA HLDGS INC               SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4739.00           | $37864.61          | Equities   |
| NOMURA HLDGS INC               SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $408573.00         | $3264498.27        | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $136.00            | $182.24            | Equities   |
| NU SKIN ENTERPRISES INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $6.00              | Equities   |
| MATRIX SVC CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $15814.00          | $209219.22         | Equities   |
| SPDR SERIES TRUST              ST STR SP SEMI   | 2500-12-31      | N/A      | 0.0000% | $32.00             | $20178.56          | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $440.00            | $12135.20          | Equities   |
| ISHARES TR                     3 7 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $41.00             | $4822.01           | Equities   |
| J JILL INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $79.56             | Equities   |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $18.00             | $991.62            | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $823.00            | $4386.59           | Equities   |
| UNILEVER PLC                   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $1491227.00        | $85044675.81       | Equities   |
| AMPCO-PITTSBURG CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $199.00            | $2254.67           | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $27.02             | Equities   |
| BIOAGE LABS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $12789.00          | $218052.45         | Equities   |
| BILLIONTOONE INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $22.00             | $2151.60           | Equities   |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $133.17            | Equities   |
| AVEPOINT INC                   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9559.00           | $98170.93          | Equities   |
| BANKUNITED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2232.96           | Equities   |
| BEONE MEDICINES LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $69024.00          | $20056993.92       | Equities   |
| AAR CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $63.00             | $7243.11           | Equities   |
| AXT INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $378225.00         | $43760632.50       | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $23900.00          | Equities   |
| ALPS ETF TR                    ALERIAN MLP      | 2500-12-31      | N/A      | 0.0000% | $67.00             | $3513.48           | Equities   |
| UNITIL CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $2413.00           | $123159.52         | Equities   |
| DRIVEN BRANDS HLDGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $8941.00           | $126872.79         | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2465.45           | Equities   |
| DENALI THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $7932.00           | $166175.40         | Equities   |
| CEMEX SA EURO MTN BE 144A      SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $6487428.00        | $84725809.68       | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $518.00            | $34700.82          | Equities   |
| CIVISTA BANCSHARES INC         COM NO PAR       | 2500-12-31      | N/A      | 0.0000% | $3803.00           | $98003.31          | Equities   |
| CURIOSITYSTREAM INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $22139.00          | $60660.86          | Equities   |
| TELEFONAKTIEBOLAGET LM ERICSS  ADR B SEK 10     | 2500-12-31      | N/A      | 0.0000% | $23.00             | $293.02            | Equities   |
| COYA THERAPEUTICS INC          COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $6395.00           | $30887.85          | Equities   |
| FERGUSON ENTERPRISES INC       COMMON STOCK NEW | 2500-12-31      | N/A      | 0.0000% | $1018.00           | $230566.82         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $3.00              | $126.78            | Equities   |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1520.00           | $5426.40           | Equities   |
| LANTHEUS HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1262.00           | $125720.44         | Equities   |
| SANOFI SA                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $473318.00         | $20963254.22       | Equities   |
| LADDER CAP CORP                CL A             | 2500-12-31      | N/A      | 0.0000% | $3932.00           | $40145.72          | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $101989.00         | $10434494.59       | Equities   |
| ISHARES TR                     FUTU AI TECH ETF | 2500-12-31      | N/A      | 0.0000% | $3.00              | $218.13            | Equities   |
| FIREFLY AEROSPACE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $52.00             | $2567.24           | Equities   |
| D R HORTON INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1487.00           | $218470.04         | Equities   |
| CHATHAM LODGING TR             COM              | 2500-12-31      | N/A      | 0.0000% | $14458.00          | $159616.32         | Equities   |
| CONDUENT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $12576.00          | $22511.04          | Equities   |
| CENTRAL PAC FINL CORP          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3022.00           | $104954.06         | Equities   |
| COASTALSOUTH BANCSHARES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2610.00           | $67077.00          | Equities   |
| EOG RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $31103.00          | $4185841.74        | Equities   |
| CITIZENS CMNTY BANCORP INC MD  COM              | 2500-12-31      | N/A      | 0.0000% | $8843.00           | $182431.09         | Equities   |
| CHEMOURS CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $2322.00           | $52755.84          | Equities   |
| COCA COLA CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $73294.00          | $5893570.54        | Equities   |
| CODA OCTOPUS GROUP INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $12.90             | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1940617.00        | $23132154.64       | Equities   |
| DIMENSIONAL ETF TRUST          US TARGETED VLU  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $67.59             | Equities   |
| ASANA INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $7834.00           | $52174.44          | Equities   |
| ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   | 2500-12-31      | N/A      | 0.0000% | $339468.00         | $23599815.36       | Equities   |
| BANK OF MARIN BANCORP          COM              | 2500-12-31      | N/A      | 0.0000% | $1181.00           | $30469.80          | Equities   |
| BIGBEAR AI HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $123.50            | Equities   |
| ALGOMA STL GROUP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1072.00           | $5960.32           | Equities   |
| ASP ISOTOPES INC               COM              | 2500-12-31      | N/A      | 0.0000% | $59.00             | $458.43            | Equities   |
| EGAIN CORP                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14445.00          | $105159.60         | Equities   |
| ENTRADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $134.00            | $913.88            | Equities   |
| AMERICAN BITCOIN CORP.         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $41566.00          | $43644.30          | Equities   |
| ACLARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $11101.00          | $50731.57          | Equities   |
| EDESA BIOTECH INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5218.00           | $41013.48          | Equities   |
| ECOPETROL S A                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1684503.00        | $24880109.31       | Equities   |
| CS DISCO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $16048.00          | $63550.08          | Equities   |
| BAKER HUGHES COMPANY           CL A             | 2500-12-31      | N/A      | 0.0000% | $418.00            | $27048.78          | Equities   |
| SEANERGY MARITIME HLDGS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $1877.00           | $26559.55          | Equities   |
| VANECK ETF TRUST               PHARMACEUTCL ETF | 2500-12-31      | N/A      | 0.0000% | $47.00             | $4968.37           | Equities   |
| LIBERTY LATIN AMERICA LTD      COM CL C         | 2500-12-31      | N/A      | 0.0000% | $9962.00           | $80991.06          | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $12974.00          | $45409.00          | Equities   |
| XIAO-I CORP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $41.00             | $558.42            | Equities   |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $10225.00          | $566158.25         | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NON VTG   | 2500-12-31      | N/A      | 0.0000% | $1043547.00        | $17573331.48       | Equities   |
| TELEKOMUNIKASI IND             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $776285.00         | $12917382.40       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL IND   | 2500-12-31      | N/A      | 0.0000% | $746.00            | $45409.02          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $103.56            | Equities   |
| LEGALZOOM COM INC              COM              | 2500-12-31      | N/A      | 0.0000% | $29368.00          | $184724.72         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  PHARMACEUTICALS  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $110.49            | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $1054307.00        | $16204698.59       | Equities   |
| PAGERDUTY INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $16369.00          | $121785.36         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL STP   | 2500-12-31      | N/A      | 0.0000% | $290.00            | $8740.60           | Equities   |
| LA Z BOY INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1678.60           | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $1947228.00        | $124719953.40      | Equities   |
| TRONOX HOLDINGS PLC            SHS              | 2500-12-31      | N/A      | 0.0000% | $6052.00           | $50231.60          | Equities   |
| RAYTECH HLDG LTD               SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9218.00           | $31433.38          | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $77669.00          | $124718550.13      | Equities   |
| THERAVANCE BIOPHARMA INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $16.21             | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $112.00            | $4257.12           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $65.00             | $3523.65           | Equities   |
| HOPE BANCORP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $7.00              | $87.64             | Equities   |
| SOLID POWER INC                CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $33169.00          | $112442.91         | Equities   |
| INHIBIKASE THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $57747.00          | $102212.19         | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $10103.00          | $1411591.16        | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $2967.00           | $33764.46          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFD EQT ETF | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1400.28           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $37.00             | $3096.16           | Equities   |
| FIRSTENERGY CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $4837.00           | $223421.03         | Equities   |
| FINANCE OF AMERICA COMPAN      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $874.00            | $17698.50          | Equities   |
| FIVE STAR BANCORP              COM              | 2500-12-31      | N/A      | 0.0000% | $220.00            | $9292.80           | Equities   |

### Security 630: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HAO54, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HAO54
- **C.18 - Value (incl. sponsor support):** $382884123.35
- **C.18.a - Value (excl. sponsor support):** $382884123.35
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| FRANKLIN TEMPLETON ETF TR      PUTNA STK ETF    | 2500-12-31      | N/A      | 0.0000% | $703.00            | $19201.95          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $84469.00          | $5064313.55        | Equities   |
| FLEXSHARES TR                  EMRG MKT QT LW   | 2049-12-31      | N/A      | 0.0000% | $564.00            | $19166.81          | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $6352.00           | $537444.63         | Equities   |
| ISHARES TR                     RUS TOP 200 ETF  | 2500-12-31      | N/A      | 0.0000% | $82.00             | $15393.04          | Equities   |
| NUSHARES ETF TR                NUV HIG INC ETF  | 2500-12-31      | N/A      | 0.0000% | $13688.00          | $342200.00         | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $424.00            | $13613.45          | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $143.00            | $4064.72           | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $36581.00          | $1409030.62        | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $111215.00         | $1135505.15        | Equities   |
| 1RT ACQUISITION CORP.          USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $48484.00          | $496476.16         | Equities   |
| MAN ETF SER TR                 ACTIVE EMERGING  | 2500-12-31      | N/A      | 0.0000% | $2241.00           | $72118.07          | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $1249.00           | $41335.65          | Equities   |
| TIGO ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $638772.00         | $2606189.76        | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $104330.00         | $1096508.30        | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $67259.00          | $717653.53         | Equities   |
| DOGWOOD THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $78334.00          | $130817.78         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $264011.00         | $181349.16         | Equities   |
| BARON ETF TR                   FIRST PRINC ETF  | 2500-12-31      | N/A      | 0.0000% | $406726.00         | $9863105.50        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $12465.00          | $1067278.23        | Equities   |
| ETFIS SER TR I                 VIRTU BIOTE ETF  | 2500-12-31      | N/A      | 0.0000% | $4827.00           | $421124.86         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV ENERGY INM PARTN | 2500-12-31      | N/A      | 0.0000% | $15833.00          | $505389.36         | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $184.00            | $17099.12          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $748912.00         | $808824.96         | Equities   |
| LEXICON PHARMACEUTICALS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $123976.00         | $273986.96         | Equities   |
| LISTED FDS TR                  ALEX PRA TAC ETF | 2500-12-31      | N/A      | 0.0000% | $9531.00           | $380946.45         | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $184.00            | $5134.54           | Equities   |
| SPDR SERIES TRUST              ST STR SP600SM C | 2500-12-31      | N/A      | 0.0000% | $96502.00          | $10153940.44       | Equities   |
| HARBOR ETF TRUST               EME MAR EQU ETF  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $2912.26           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ-100 SEL   | 2500-12-31      | N/A      | 0.0000% | $881.00            | $134511.08         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $66847.00          | $4478080.53        | Equities   |
| ETF SER SOLUTIONS              DISTILLATE US    | 2500-12-31      | N/A      | 0.0000% | $27861.00          | $1664694.75        | Equities   |
| ETF OPPORTUNITIES TRUST        REX AI EQUIT ETF | 2500-12-31      | N/A      | 0.0000% | $7238.00           | $280762.02         | Equities   |
| AB ACTIVE ETFS INC             CALIF INTER ETF  | 2500-12-31      | N/A      | 0.0000% | $102026.00         | $2557281.69        | Equities   |
| ALPS ETF TR                    DYNA CORE IN ETF | 2500-12-31      | N/A      | 0.0000% | $473.00            | $10554.99          | Equities   |
| BARCLAYS BANK PLC              DJUBS CMDT ETN36 | 2500-12-31      | N/A      | 0.0000% | $112534.00         | $5486032.50        | Equities   |
| AMPLIFY ETF TR                 JR SILV MINE ETF | 2500-12-31      | N/A      | 0.0000% | $270410.00         | $8188014.80        | Equities   |
| DUKE ROBOTICS CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $11329.00          | $79416.29          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $3257.00           | $78509.99          | Equities   |
| T ROWE PRICE ETF INC           SMALL MID CAP    | 2500-12-31      | N/A      | 0.0000% | $12754.00          | $530566.40         | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD OIL FD           | 2500-12-31      | N/A      | 0.0000% | $61921.00          | $1326967.03        | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1424.00           | $215892.64         | Equities   |
| ISHARES TR                     CORE 60 BALA ETF | 2500-12-31      | N/A      | 0.0000% | $5798.00           | $403076.96         | Equities   |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $72972.00          | $3923704.44        | Equities   |
| CALISA ACQUISITION CORP        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $11778.00          | $118722.24         | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $1023.00           | $12132.78          | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $2935.00           | $98175.75          | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $13537.00          | $307019.16         | Equities   |
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $922.00            | $142158.85         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $27122.00          | $1358540.98        | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $22691.00          | $1788277.71        | Equities   |
| SPDR SERIES TRUST              ST STR MSCI GEN  | 2500-12-31      | N/A      | 0.0000% | $3968.00           | $618938.96         | Equities   |
| SPDR SERIES TRUST              SP O&G EXPL PRO  | 2500-12-31      | N/A      | 0.0000% | $116469.00         | $19212726.24       | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $9670.00           | $587374.17         | Equities   |
| FLEXSHARES TR                  HIG YLD VL ETF   | 2500-12-31      | N/A      | 0.0000% | $30426.00          | $1228297.62        | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $66777.00          | $296489.88         | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $280650.00         | $267403.32         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $6257.00           | $375209.76         | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $4456.00           | $107634.68         | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $6823.00           | $1503652.74        | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $241.00            | $34006.31          | Equities   |
| ADVISOR MANAGED PORTFOLIOS     OPTI ST INDE ETF | 2500-12-31      | N/A      | 0.0000% | $4579.00           | $210351.48         | Equities   |
| HELIX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $82991.00          | $853977.39         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $86574.00          | $895175.16         | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $214340.00         | $510129.20         | Equities   |
| INNOVATOR ETFS TRUST           BUFF STEP UP ETF | 2500-12-31      | N/A      | 0.0000% | $4037.00           | $158924.98         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF CBRE REA ASS ETF | 2500-12-31      | N/A      | 0.0000% | $31.00             | $937.32            | Equities   |
| TEMA ETF TRUST                 AMERICAN RESH    | 2500-12-31      | N/A      | 0.0000% | $27073.00          | $1559675.53        | Equities   |
| T ROWE PRICE ETF INC           FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $1305.00           | $34228.58          | Equities   |
| NORTHERN FDS                   TAX-EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $8411.00           | $433460.88         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $2037.00           | $167881.80         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1146.00           | $42884.92          | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $329617.00         | $843819.52         | Equities   |
| CEMENTOS PACASMAYO S A A       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $9489.00           | $100773.18         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $482592.00         | $19211987.52       | Equities   |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $11500.00          | $364435.00         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $452.00            | $8728.12           | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $56210.00          | $582335.60         | Equities   |
| M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $37682.00          | $381718.66         | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD         | 2500-12-31      | N/A      | 0.0000% | $17873.00          | $179444.92         | Equities   |
| QUANTUMSPHERE ACQUISITION CO   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $10861.00          | $110673.59         | Equities   |
| VANECK ETF TRUST               PREFERRED SECURT | 2500-12-31      | N/A      | 0.0000% | $29452.00          | $550752.40         | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $323.00            | $11505.26          | Equities   |
| ISHARES TR                     PARI ALI CLI ETF | 2500-12-31      | N/A      | 0.0000% | $11950.00          | $940595.25         | Equities   |
| KRANESHARES TRUST              MSCI EMG EX CH   | 2500-12-31      | N/A      | 0.0000% | $29665.00          | $1528637.45        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW HIG DV YLD   | 2500-12-31      | N/A      | 0.0000% | $23249.00          | $291309.97         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  PFD ETF          | 2500-12-31      | N/A      | 0.0000% | $27404.00          | $302540.16         | Equities   |
| COLUMBIA ETF TR I              DIVERSIFID FXD   | 2500-12-31      | N/A      | 0.0000% | $107761.00         | $1965021.83        | Equities   |
| DIMENSIONAL ETF TRUST          SHOR DUR FIX ETF | 2500-12-31      | N/A      | 0.0000% | $9543.00           | $456537.12         | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1220620.00        | $2911178.70        | Equities   |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1614320.00        | $2857346.40        | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $482491.00         | $19212791.62       | Equities   |
| EMBOTELLADORA ANDINA S A       SPON ADR B       | 2500-12-31      | N/A      | 0.0000% | $16554.00          | $486190.98         | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $43373.00          | $447609.36         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $89970.00          | $18736252.50       | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MAN ETF | 2500-12-31      | N/A      | 0.0000% | $9341.00           | $289944.64         | Equities   |
| FRANKLIN TEMPLETON ETF TR      INTL DIV BOOSTER | 2500-12-31      | N/A      | 0.0000% | $4080.00           | $155864.98         | Equities   |
| FLEXSHARES TR                  CR SCD US BD     | 2500-12-31      | N/A      | 0.0000% | $47665.00          | $2316519.00        | Equities   |
| FIDELITY COVINGTON TRUST       QLTY FCTOR ETF   | 2500-12-31      | N/A      | 0.0000% | $5542.00           | $449899.56         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1493.00           | $124525.76         | Equities   |
| NEOS ETF TRUST                 NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $2927.00           | $167102.43         | Equities   |
| PGIM ETF TR                    MUN INCO OPP ETF | 2500-12-31      | N/A      | 0.0000% | $4712.00           | $240147.08         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $179015.00         | $737541.80         | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $32748.00          | $1121946.48        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $40458.00          | $1079419.44        | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $361294.00         | $1419885.42        | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $282873.00         | $19212734.16       | Equities   |
| 2023 ETF SERIES TRUST          PICT CL PLAN ETF | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2779.40           | Equities   |
| ISHARES TR                     IBONDS DEC 2030  | 2500-12-31      | N/A      | 0.0000% | $59428.00          | $1296718.96        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $462200.00         | $19209032.00       | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $229598.00         | $19212760.64       | Equities   |
| PUTNAM ETF TRUST               FRAN NEW JER ETF | 2500-12-31      | N/A      | 0.0000% | $16489.00          | $144608.53         | Equities   |
| PROSHARES TR                   SHOR S&P 500 NEW | 2500-12-31      | N/A      | 0.0000% | $91295.00          | $3006344.35        | Equities   |
| GLOBAL X FDS                   EMERGING MKT GRT | 2500-12-31      | N/A      | 0.0000% | $3688.00           | $138966.42         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $107851.00         | $17044772.04       | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $26118.00          | $19212400.80       | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $483.00            | $12292.35          | Equities   |
| CALAMOS ETF TR                 ANTE GLOB SU ETF | 2500-12-31      | N/A      | 0.0000% | $650.00            | $24317.93          | Equities   |
| BLACKROCK ETF TRUST II         ISHA EMER BD ETF | 2500-12-31      | N/A      | 0.0000% | $282.00            | $14517.22          | Equities   |
| AMERICAN CENTY ETF TR          US EQT ETF       | 2500-12-31      | N/A      | 0.0000% | $8713.00           | $1109949.07        | Equities   |
| CONTEXT THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1166350.00        | $3300770.50        | Equities   |
| DIREXION SHARES ETF TRUST      DAIL HO SUPP ETF | 2500-12-31      | N/A      | 0.0000% | $32641.00          | $1266470.80        | Equities   |
| DIMENSIONAL ETF TRUST          CORE FIXE IN ETF | 2500-12-31      | N/A      | 0.0000% | $454633.00         | $19212790.58       | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15452.00          | $156374.24         | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $109118.00         | $926411.82         | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $95924.00          | $992813.40         | Equities   |
| TWELVE SEAS INVT CO III        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15124.00          | $150786.28         | Equities   |
| WOORI FINL GROUP INC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6398.00           | $391941.48         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $47043.00          | $1709542.62        | Equities   |
| LITMAN GREGORY FDS TR          POLE CAP GLO ETF | 2500-12-31      | N/A      | 0.0000% | $24600.00          | $274831.20         | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $73040.00          | $378347.20         | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $18498.00          | $1852574.70        | Equities   |
| BNY MELLON ETF TRUST II        MUNICIPAL INTER  | 2500-12-31      | N/A      | 0.0000% | $1159.00           | $30487.49          | Equities   |
| AMERICAN CENTY ETF TR          EMERGING MKT VAL | 2500-12-31      | N/A      | 0.0000% | $20587.00          | $1394563.38        | Equities   |
| ANGEL OAK FUNDS TRUST          MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $39027.00          | $337388.41         | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $305352.00         | $19212747.84       | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL CR ETF    | 2500-12-31      | N/A      | 0.0000% | $82771.00          | $4530470.68        | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $144.00            | $3624.48           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $10686.00          | $379409.64         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 CB   | 2500-12-31      | N/A      | 0.0000% | $20152.00          | $395684.52         | Equities   |
| MORGAN STANLEY ETF TRUST       EATO VA DURA ETF | 2500-12-31      | N/A      | 0.0000% | $10980.00          | $561132.90         | Equities   |
| GLOBAL X FDS                   NASDAQ 100 COVER | 2500-12-31      | N/A      | 0.0000% | $138259.00         | $2495574.95        | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $30553.00          | $2779711.94        | Equities   |
| RBB FD INC                     F M 2YEAR INVES  | 2500-12-31      | N/A      | 0.0000% | $1546.00           | $77887.48          | Equities   |
| MANAGED PORTFOLIO SERIES       TREMB GLOBA ETF  | 2500-12-31      | N/A      | 0.0000% | $7580.00           | $228461.20         | Equities   |
| LISTED FDS TR                  WAHED FTSE ETF   | 2049-12-31      | N/A      | 0.0000% | $3446.00           | $250524.20         | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $46922.00          | $632977.78         | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $20808.00          | $1955839.64        | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2535.00           | $81614.32          | Equities   |
| PGIM ETF TR                    AAA CLO ETF      | 2500-12-31      | N/A      | 0.0000% | $46721.00          | $2405664.29        | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $126000.00         | $3220560.00        | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $398104.00         | $19212499.04       | Equities   |
| SPDR SERIES TRUST              ST STR R1K LOWV  | 2500-12-31      | N/A      | 0.0000% | $1563.00           | $279026.76         | Equities   |
| T ROWE PRICE ETF INC           PRICE DIV GRWT   | 2500-12-31      | N/A      | 0.0000% | $5467.00           | $262251.99         | Equities   |
| SPDR SERIES TRUST              ST STR P500ETF   | 2500-12-31      | N/A      | 0.0000% | $216262.00         | $19212716.08       | Equities   |
| SPDR SERIES TRUST              ST STR SP400GRW  | 2500-12-31      | N/A      | 0.0000% | $2554.00           | $276751.44         | Equities   |
| PIMCO ETF TR                   ACTIVE BD ETF    | 2500-12-31      | N/A      | 0.0000% | $107778.00         | $9925276.02        | Equities   |
| VANGUARD INDEX FDS             MID CAP ETF      | 2500-12-31      | N/A      | 0.0000% | $18218.00          | $1435578.40        | Equities   |
| VANECK MERK GOLD ETF           GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $13421.00          | $580189.83         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $5716.00           | $341388.10         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029 HG | 2500-12-31      | N/A      | 0.0000% | $145100.00         | $3073218.00        | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $89299.00          | $8840601.00        | Equities   |
| DBX ETF TR                     XTRACK MUN INFRA | 2500-12-31      | N/A      | 0.0000% | $2282.00           | $57278.20          | Equities   |

### Security 631: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.670000%
- **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: ARP1HCE85, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1HCE85
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLRJ5085   | 2055-10-03      | 5.5000%  | 0.0000% | $60215.00          | $59057.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0102   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $971.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3735   | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $830.22            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-07-20      | 4.5000%  | 0.0000% | $1024.00           | $819.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5572   | 2054-11-01      | 3.5000%  | 0.0000% | $1008.00           | $859.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS8138   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4369   | 2056-01-01      | 5.5000%  | 0.0000% | $1040.00           | $1036.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8271   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $786.34            | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M       | 2048-11-20      | 4.5000%  | 0.0000% | $1104.00           | $77.01             | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $1000.00           | $68.56             | Agency Mortgage-Backed Securities         |
| GNII SF DO6967 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.68           | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $297852.00         | $23715.94          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $1425700.00        | $1418655.27        | U.S. Treasuries (including strips)        |
| GNRA 2025-117 FA       | 2055-07-20      | 4.7751%  | 0.0000% | $1078815.00        | $913982.11         | Agency Collateralized Mortgage Obligation |
| GNII SF MA9665 M       | 2054-04-20      | 4.0000%  | 0.0000% | $51754957.00       | $44272779.90       | Agency Mortgage-Backed Securities         |
| GNRA 2022-022 TF       | 2052-02-20      | 3.5000%  | 0.0000% | $49997568.00       | $21069494.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-174 YF       | 2055-09-20      | 4.6251%  | 0.0000% | $85012094.00       | $81161893.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $49998423.00       | $27197325.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 AF       | 2055-08-20      | 4.8751%  | 0.0000% | $1000.00           | $941.95            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD       | 2055-02-20      | 4.6951%  | 0.0000% | $4212500.00        | $2913920.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-061 FE       | 2055-04-20      | 4.6751%  | 0.0000% | $535778.00         | $423393.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.0751%  | 0.0000% | $39748550.00       | $33454062.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FN       | 2055-04-20      | 4.9251%  | 0.0000% | $11660152.00       | $9635416.95        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $40492800.00       | $35106392.26       | U.S. Treasuries (including strips)        |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $26297600.00       | $15906975.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 4.8251%  | 0.0000% | $12875200.00       | $7840716.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-214 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $541535.00         | $331862.68         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $804.58            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $32500.00          | $28835.44          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 3.7880%  | 0.0000% | $119900.00         | $120391.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $40626100.00       | $39823737.17       | U.S. Treasuries (including strips)        |
| GNRA 2025-188 FB       | 2055-11-20      | 5.0251%  | 0.0000% | $100000000.00      | $82258511.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 4.8251%  | 0.0000% | $50000000.00       | $12657182.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 BF       | 2051-10-20      | 3.5000%  | 0.0000% | $39053465.00       | $24559984.33       | Agency Collateralized Mortgage Obligation |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $1001.00           | $82.78             | Agency Mortgage-Backed Securities         |
| GNRA 2025-131 FW       | 2055-08-20      | 4.7251%  | 0.0000% | $100000000.00      | $94601942.10       | Agency Collateralized Mortgage Obligation |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $1001.00           | $75.85             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5087   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $957.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6835   | 2056-06-01      | 5.0000%  | 0.0000% | $200769.00         | $199764.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $638.18            | Agency Mortgage-Backed Securities         |
| GNRA 2025-152 FH       | 2055-09-20      | 4.7251%  | 0.0000% | $100000000.00      | $87607908.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 4.7751%  | 0.0000% | $80956209.00       | $56698962.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 4.8251%  | 0.0000% | $121282752.00      | $85030119.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 FN       | 2055-11-20      | 5.0251%  | 0.0000% | $149835998.00      | $123390613.48      | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CIZA3821   | 2030-07-01      | 2.5000%  | 0.0000% | $1353.00           | $114.82            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $1007.00           | $202.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $2017.00           | $1791.37           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6423   | 2056-04-01      | 5.5000%  | 0.0000% | $54522720.00       | $54979720.48       | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1024.00           | $724.30            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $568900.00         | $624800.68         | U.S. Treasuries (including strips)        |
| GNII SF MB1069 M       | 2056-04-20      | 4.5000%  | 0.0000% | $1000.00           | $962.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M       | 2046-03-20      | 4.0000%  | 0.0000% | $1897.00           | $152.16            | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M       | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $83.71             | Agency Mortgage-Backed Securities         |
| GNII SF BW5983 C       | 2050-07-20      | 3.5000%  | 0.0000% | $4365240.00        | $3392141.10        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1918   | 2051-10-01      | 3.0000%  | 0.0000% | $45938451.00       | $26521303.66       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1023.00           | $612.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601   | 2053-12-01      | 3.5000%  | 0.0000% | $1002.00           | $787.20            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA3249   | 2028-01-01      | 2.5000%  | 0.0000% | $1000.00           | $34.42             | Agency Mortgage-Backed Securities         |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $1346.00           | $765.45            | Agency Collateralized Mortgage Obligation |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $2046.00           | $147.63            | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $595.84            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $306400.00         | $280401.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $2905300.00        | $2731114.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $3564000.00        | $2607785.61        | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLCB2784   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $617.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2171   | 2049-07-01      | 4.0000%  | 0.0000% | $1024.00           | $272.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1219.00           | $200.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4373   | 2053-11-01      | 6.5000%  | 0.0000% | $4621500.00        | $3641720.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $785.34            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7671   | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $705.72            | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FG       | 2055-05-20      | 5.0251%  | 0.0000% | $1000.00           | $644.82            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 4.7351%  | 0.0000% | $99908700.00       | $74439865.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8251%  | 0.0000% | $23718880.00       | $21544409.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 FC       | 2055-10-20      | 4.6251%  | 0.0000% | $99997500.00       | $91698283.26       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ3163   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $953.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1008.00           | $629.71            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4801   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1002.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3048   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $764.60            | Agency Mortgage-Backed Securities         |
| GNII AP 787887 M       | 2055-01-20      | 4.0000%  | 0.0000% | $1000.00           | $736.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1499   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $621.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0564   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $960.31            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $1000.00           | $988.39            | U.S. Treasuries (including strips)        |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $1000.00           | $86.33             | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $761.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1134   | 2055-05-01      | 5.5000%  | 0.0000% | $23964928.00       | $23203277.45       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $19558600.00       | $13429849.12       | U.S. Treasuries (including strips)        |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $1120.00           | $1022.12           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $24360800.00       | $29524135.68       | U.S. Treasuries (including strips)        |
| GNRA 2025-083 KF       | 2055-05-20      | 4.8251%  | 0.0000% | $42680194.00       | $37540408.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 4.7751%  | 0.0000% | $61635600.00       | $42060824.86       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $7583900.00        | $7641871.96        | U.S. Treasuries (including strips)        |
| GNRA 2025-115 FC       | 2055-07-20      | 4.7251%  | 0.0000% | $99748376.00       | $87515140.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 GF       | 2055-10-20      | 4.6251%  | 0.0000% | $46224329.00       | $42599786.15       | Agency Collateralized Mortgage Obligation |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $1039.00           | $94.61             | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1004.00           | $678.39            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214   | 2052-05-01      | 3.5000%  | 0.0000% | $1120.00           | $762.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1024.00           | $103.03            | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 YF       | 2055-03-20      | 4.8251%  | 0.0000% | $1415500.00        | $780463.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 FE       | 2055-04-20      | 4.6751%  | 0.0000% | $9509575.00        | $5589508.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF       | 2053-02-20      | 4.5251%  | 0.0000% | $50000000.00       | $22095414.15       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5137 M       | 2048-04-20      | 4.0000%  | 0.0000% | $153125917.00      | $11416192.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA0839   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $961.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $1024.00           | $93.25             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7059   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $959.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1114   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $743.41            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL3718   | 2053-08-01      | 4.5000%  | 0.0000% | $1008.00           | $932.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1692   | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9491   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9440   | 2054-11-01      | 5.5000%  | 0.0000% | $3978.00           | $3629.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA5418   | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $966.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9933   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $961.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2328   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $912.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6503   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.07           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0042   | 2055-08-01      | 6.5000%  | 0.0000% | $2024.00           | $1373.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV6444   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.10           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7633   | 2053-12-01      | 7.0000%  | 0.0000% | $1839349.00        | $783054.36         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $462.69            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6121%  | 0.0000% | $1567823.00        | $1380257.92        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $700.00            | $569.00            | U.S. Treasuries (including strips)        |
| GNMI SF 738653 X       | 2041-08-15      | 4.5000%  | 0.0000% | $1624.00           | $41.33             | Agency Mortgage-Backed Securities         |
| GNRA 2024-126 FW       | 2054-08-20      | 4.7751%  | 0.0000% | $100000000.00      | $54632524.19       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6818 M       | 2050-08-20      | 2.0000%  | 0.0000% | $1000.00           | $410.61            | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $619.93            | Agency Collateralized Mortgage Obligation |

### Security 632: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **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: ARP1HF1P4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1HF1P4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac          | 2055-09-25      | 4.7121%  | 0.0000% | $63607181.00       | $61696338.60       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CICA5947 | 2035-05-01      | 2.5000%  | 0.0000% | $27719627.00       | $8818377.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  | 0.0000% | $58321806.00       | $57151940.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4136 | 2056-02-01      | 5.0000%  | 0.0000% | $55211948.00       | $52896826.33       | Agency Mortgage-Backed Securities         |
| GNRA 2025-156 FH     | 2055-09-20      | 4.7751%  | 0.0000% | $75000000.00       | $70664370.79       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-11-25      | 4.2221%  | 0.0000% | $98753319.00       | $53288437.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-11-25      | 4.1621%  | 0.0000% | $71900024.00       | $48185021.68       | Agency Collateralized Mortgage Obligation |
| MNRA CL011A2 R21M011 | 2031-03-25      | 1.4569%  | 0.0000% | $7457927.00        | $6513426.95        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-11-25      | 5.3621%  | 0.0000% | $121985075.00      | $54886390.39       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $82638158.00       | $66989603.53       | Agency Mortgage-Backed Securities         |
| GNRA 2025-155 FE     | 2055-09-20      | 4.6251%  | 0.0000% | $58921782.00       | $58759473.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-005 FC     | 2056-01-20      | 4.5751%  | 0.0000% | $70142705.00       | $69969724.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-027 GF     | 2055-08-20      | 4.2751%  | 0.0000% | $73318858.00       | $69292871.23       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $95071000.00       | $68345214.11       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $1072951.00        | $948291.75         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2736 | 2056-05-01      | 5.0000%  | 0.0000% | $207335.00         | $204211.83         | Agency Mortgage-Backed Securities         |
| GNRA 2025-044 FA     | 2055-03-20      | 4.8251%  | 0.0000% | $61413474.00       | $52667158.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-095 F      | 2055-05-20      | 4.9951%  | 0.0000% | $60178287.00       | $52278811.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-008 LF     | 2056-01-20      | 4.4251%  | 0.0000% | $58811622.00       | $58491642.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-139 FH     | 2055-08-20      | 4.6951%  | 0.0000% | $57200178.00       | $55471039.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FG     | 2055-11-20      | 4.4751%  | 0.0000% | $72780201.00       | $71511065.88       | Agency Collateralized Mortgage Obligation |

### Security 633: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.670000%
- **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: ARP1HGOC6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1HGOC6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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? 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 04.000 CLFS8558   | 2051-05-01      | 4.0000%  | 0.0000% | $24744455.00       | $19576996.29       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7503   | 2053-11-01      | 6.0000%  | 0.0000% | $97365088.00       | $76096870.85       | Agency Mortgage-Backed Securities         |
| GNRA 2025-104 FG       | 2055-06-20      | 4.9751%  | 0.0000% | $89601876.00       | $74680242.94       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CKMA4370   | 2051-06-01      | 2.0000%  | 0.0000% | $31000000.00       | $18354777.29       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7460   | 2051-03-01      | 4.0000%  | 0.0000% | $57297368.00       | $17647629.82       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-07-25      | 4.8121%  | 0.0000% | $66282183.00       | $60922338.31       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $123440777.00      | $87591008.64       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-07-25      | 4.4121%  | 0.0000% | $100000000.00      | $87760069.82       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8492   | 2055-01-01      | 5.0000%  | 0.0000% | $100144675.00      | $88028043.03       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3828   | 2053-05-01      | 6.5000%  | 0.0000% | $22500000.00       | $15314156.31       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL3641   | 2055-04-01      | 6.5000%  | 0.0000% | $20072307.00       | $18886487.61       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7031   | 2051-01-01      | 4.0000%  | 0.0000% | $66501255.00       | $18439592.54       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0053   | 2055-10-01      | 4.0000%  | 0.0000% | $10630298.00       | $9734722.34        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1133   | 2051-10-01      | 4.0000%  | 0.0000% | $34377428.00       | $18913225.54       | Agency Mortgage-Backed Securities         |
| GNRM 2026-035 HY       | 2056-02-20      | 7.0000%  | 0.0000% | $101664555.00      | $105567312.43      | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $17752800.00       | $17322919.38       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $24460800.00       | $17129095.82       | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLRJ0203   | 2053-11-01      | 6.5000%  | 0.0000% | $1417444.00        | $903460.95         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $50086900.00       | $40911709.92       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSD3650   | 2053-08-01      | 6.0000%  | 0.0000% | $108809253.00      | $80488584.63       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0340   | 2056-04-01      | 5.0000%  | 0.0000% | $16980849.00       | $16749766.16       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1693   | 2051-08-01      | 4.0000%  | 0.0000% | $20040057.00       | $17206489.26       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7049   | 2050-09-01      | 3.0000%  | 0.0000% | $30000000.00       | $14834210.86       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5947   | 2035-05-01      | 2.5000%  | 0.0000% | $28463110.00       | $9054899.98        | Agency Mortgage-Backed Securities         |
| GNRA 2025-156 CF       | 2055-09-20      | 4.7751%  | 0.0000% | $107912482.00      | $105861786.27      | Agency Collateralized Mortgage Obligation |

### Security 634: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HIYX5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HIYX5
- **C.18 - Value (incl. sponsor support):** $1448325728.50
- **C.18.a - Value (excl. sponsor support):** $1448325728.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDEX CORP                     SR GLBL NT 30       | 2030-05-15      | 4.2500%  | 0.0000% | $45000.00          | $44565.88          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 54       | 2054-06-01      | 5.2500%  | 0.0000% | $497000.00         | $508305.92         | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 28     | 2028-05-01      | 5.5000%  | 0.0000% | $1920000.00        | $1925947.73        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.5%28    | 2028-05-06      | 4.5000%  | 0.0000% | $180000.00         | $179986.50         | Corporate Debt Securities                         |
| GS MTG BACKED SEC 2021-RPL1 TR A-1    20601225 FLT | 2060-12-25      | 1.7500%  | 0.0000% | $250000.00         | $82498.59          | Asset-Backed Securities                           |
| PODS LLC                       SR SEC 144A NT31    | 2031-05-15      | 8.7500%  | 0.0000% | $15000000.00       | $14745687.50       | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-10-15      | 4.7500%  | 0.0000% | $33000.00          | $32960.91          | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $9421000.00        | $8868430.87        | Corporate Debt Securities                         |
| J.P.MORGAN MORTG TR 2022-5     A-9-A  20520925 FLT | 2052-09-25      | 2.5000%  | 0.0000% | $12083100.00       | $7883129.63        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               SR 144A NT 5%31     | 2031-04-07      | 5.0000%  | 0.0000% | $530000.00         | $534627.49         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.3%36    | 2036-05-15      | 5.3000%  | 0.0000% | $627000.00         | $627570.22         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT4.5%30    | 2030-05-06      | 4.5000%  | 0.0000% | $10000.00          | $9991.85           | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A VR 144A NT 30    | 2030-01-07      | 7.7500%  | 0.0000% | $2000000.00        | $2018167.35        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.15%082528      | 2028-08-25      | 4.1500%  | 0.0000% | $70000.00          | $70329.43          | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               EXTND-A 144A 32     | 2032-07-07      | 7.0000%  | 0.0000% | $20988000.00       | $21430762.88       | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 29       | 2029-10-15      | 4.5500%  | 0.0000% | $47000.00          | $47044.70          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-11-13      | 7.3990%  | 0.0000% | $200000.00         | $223191.69         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.75%020728      | 2028-02-07      | 4.7500%  | 0.0000% | $500000.00         | $510263.89         | Corporate Debt Securities                         |
| SPIRE MISSOURI INC             1M GLBL 1ST BD33    | 2033-02-15      | 4.8000%  | 0.0000% | $50000.00          | $50581.33          | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT4.6%31    | 2031-02-15      | 4.6000%  | 0.0000% | $477000.00         | $479050.57         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.6%101031       | 2031-10-10      | 4.6000%  | 0.0000% | $80000.00          | $80324.89          | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 28       | 2028-03-30      | 5.2500%  | 0.0000% | $42000.00          | $42922.92          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      FR 4.25%051528      | 2028-05-15      | 4.2500%  | 0.0000% | $53000.00          | $52835.85          | Corporate Debt Securities                         |
| UDR INC                        FR 5.125%090134     | 2034-09-01      | 5.1250%  | 0.0000% | $80000.00          | $80573.42          | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN GLBL NT 40    | 2040-03-15      | 5.7950%  | 0.0000% | $64000.00          | $66099.32          | Corporate Debt Securities                         |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29     | 2029-08-15      | 4.0000%  | 0.0000% | $422000.00         | $401058.48         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $980000.00         | $904234.43         | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 29       | 2029-02-15      | 6.2500%  | 0.0000% | $2134000.00        | $2043893.04        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 29       | 2029-04-15      | 3.6500%  | 0.0000% | $94000.00          | $92520.54          | Corporate Debt Securities                         |
| JW TR 2024-BERY                A      20391115 FLT | 2039-11-15      | 5.2201%  | 0.0000% | $18083000.00       | $18164916.62       | Private Label Collateralized Mortgage Obligations |
| PHILIP MORRIS INTL INC         SR GLBL FL NT 28    | 2028-10-27      | 4.2937%  | 0.0000% | $98000.00          | $98636.87          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M -45 BD4.15%29    | 2029-03-13      | 4.1500%  | 0.0000% | $86000.00          | $86068.90          | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 32       | 2032-08-15      | 4.6500%  | 0.0000% | $34000.00          | $34032.75          | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      SNR PREF REGS 28    | 2028-02-16      | 5.1940%  | 0.0000% | $300000.00         | $307962.18         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29     | 2029-10-01      | 5.1250%  | 0.0000% | $2603000.00        | $2603434.56        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-02-15      | 4.7800%  | 0.0000% | $82000.00          | $80728.09          | Corporate Debt Securities                         |
| VT TOPCO INC                   SR SEC 144A NT30    | 2030-08-15      | 8.5000%  | 0.0000% | $250000.00         | $261951.39         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55       | 2055-11-30      | 5.8750%  | 0.0000% | $162000.00         | $164000.86         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 64       | 2064-07-15      | 5.7500%  | 0.0000% | $364000.00         | $361256.45         | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 30       | 2030-07-15      | 4.6500%  | 0.0000% | $96000.00          | $97220.96          | Corporate Debt Securities                         |
| WESTERN-SOUTHERN GLOBAL FDG    REGS NT 4.7%32      | 2032-12-10      | 4.7000%  | 0.0000% | $140000.00         | $138825.94         | Corporate Debt Securities                         |
| UNIVERSITY CHICAGO             -2013B SNK BD 45    | 2045-10-01      | 4.1510%  | 0.0000% | $1500000.00        | $1253561.58        | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 5%34     | 2034-03-01      | 5.0000%  | 0.0000% | $20000.00          | $20281.64          | Corporate Debt Securities                         |
| VALERO ENERGY PARTNERS LP      SR GLBL NT4.5%28    | 2028-03-15      | 4.5000%  | 0.0000% | $92000.00          | $92783.84          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL FL NT 30    | 2030-07-01      | 4.4567%  | 0.0000% | $146000.00         | $148394.65         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.1%44    | 2044-01-15      | 5.1000%  | 0.0000% | $92000.00          | $86753.55          | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    GLBL 144A NT6%41    | 2041-11-15      | 6.0000%  | 0.0000% | $43000.00          | $43862.72          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT4.8%31    | 2031-03-01      | 4.8000%  | 0.0000% | $8000.00           | $8028.91           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.478%040431     | 2031-04-04      | 4.4780%  | 0.0000% | $15000.00          | $14968.97          | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $43000.00          | $45484.81          | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT5.9%54    | 2054-03-05      | 5.9000%  | 0.0000% | $218000.00         | $219141.59         | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR NT 6.8%38        | 2038-05-15      | 6.8000%  | 0.0000% | $75000.00          | $82423.83          | Corporate Debt Securities                         |
| TRUIST BK                      SR NT 4.136%29      | 2029-10-23      | 4.1360%  | 0.0000% | $252000.00         | $250497.07         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.122%012634     | 2034-01-26      | 5.1220%  | 0.0000% | $4361000.00        | $4435922.71        | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT 28       | 2028-10-01      | 4.6500%  | 0.0000% | $142000.00         | $143120.62         | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41    | 2041-09-01      | 5.5000%  | 0.0000% | $889000.00         | $775843.14         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT4.4%33    | 2033-01-15      | 4.4000%  | 0.0000% | $87000.00          | $87766.28          | Corporate Debt Securities                         |
| STATE STR CORP                 GLBL NT 4.729%30    | 2030-02-28      | 4.7290%  | 0.0000% | $64000.00          | $65287.29          | Corporate Debt Securities                         |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 52      | 2052-12-01      | 5.6720%  | 0.0000% | $80000.00          | $79567.59          | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT2.5%32    | 2032-02-04      | 2.5000%  | 0.0000% | $355000.00         | $317688.12         | Corporate Debt Securities                         |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29     | 2029-10-15      | 6.3750%  | 0.0000% | $25000.00          | $25616.54          | Corporate Debt Securities                         |
| TULSA VALLEY BANCSHARES CORP   LW TIER II 31       | 2031-04-15      | 7.8895%  | 0.0000% | $1000000.00        | $992472.75         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.866%042233     | 2033-04-22      | 4.8660%  | 0.0000% | $75000.00          | $74785.20          | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT5.1%35    | 2035-04-01      | 5.1000%  | 0.0000% | $385000.00         | $382072.72         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT1.7%26    | 2026-06-15      | 1.7000%  | 0.0000% | $57000.00          | $57366.76          | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL NT27    | 2027-05-15      | 5.2500%  | 0.0000% | $1220000.00        | $1210339.63        | Corporate Debt Securities                         |
| HYATT HOTELS CORP              SR GLBL NT 32       | 2032-03-30      | 5.7500%  | 0.0000% | $5000.00           | $5209.62           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 4%28     | 2028-03-15      | 4.0000%  | 0.0000% | $8000.00           | $7994.74           | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 4.688%30    | 2030-07-08      | 4.6880%  | 0.0000% | $55000.00          | $55693.07          | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31     | 2031-01-12      | 3.2000%  | 0.0000% | $445000.00         | $404931.21         | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT3.6%27    | 2027-09-01      | 3.6000%  | 0.0000% | $596000.00         | $595374.20         | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 30     | 2030-03-01      | 4.8000%  | 0.0000% | $24000.00          | $24440.00          | Corporate Debt Securities                         |
| MED COMMERCIAL MTG 2024-MOB    B      20410515 FLT | 2041-05-15      | 5.6180%  | 0.0000% | $6964000.00        | $6847929.31        | Private Label Collateralized Mortgage Obligations |
| LPL HLDGS INC                  SR GLBL REGS 29     | 2029-03-15      | 4.0000%  | 0.0000% | $150000.00         | $147304.83         | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL REGS 30     | 2030-06-01      | 9.2500%  | 0.0000% | $100000.00         | $106723.61         | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%29    | 2029-05-15      | 4.5000%  | 0.0000% | $1393000.00        | $1366825.53        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.1%30    | 2030-09-23      | 5.1000%  | 0.0000% | $69000.00          | $70429.68          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-03-15      | 4.7500%  | 0.0000% | $53000.00          | $53066.99          | Corporate Debt Securities                         |
| FERGUSON ENTERPRISES INC       GLBL NT 5%34        | 2034-10-03      | 5.0000%  | 0.0000% | $128000.00         | $127988.20         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-09-11      | 4.5030%  | 0.0000% | $23000.00          | $22950.01          | Corporate Debt Securities                         |
| CONNECTICUT AV SEC TR 2022-R09 2M-1   20420925 FLT | 2042-09-25      | 6.1121%  | 0.0000% | $3000000.00        | $788833.84         | Private Label Collateralized Mortgage Obligations |
| COREBRIDGE FINL INC            SR GLBL NT 34       | 2034-01-15      | 5.7500%  | 0.0000% | $481000.00         | $504642.49         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-05-24      | 4.9100%  | 0.0000% | $126000.00         | $125622.24         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT4.9%30    | 2030-03-15      | 4.9000%  | 0.0000% | $50000.00          | $50914.11          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.6%041730       | 2030-04-17      | 4.6000%  | 0.0000% | $10000.00          | $9974.97           | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.5%36    | 2036-04-15      | 5.5000%  | 0.0000% | $23000.00          | $22891.58          | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1M GLBL BD 35       | 2035-03-15      | 5.2500%  | 0.0000% | $60000.00          | $60946.30          | Corporate Debt Securities                         |
| EMIRATES SEMBCORP WATER        SR SEC GLBL 35      | 2035-08-01      | 4.4500%  | 0.0000% | $306000.00         | $291295.51         | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $22000.00          | $22386.56          | Corporate Debt Securities                         |
| AEGON FUNDING COMPANY LLC      SR NT 5.625%36      | 2036-05-07      | 5.6250%  | 0.0000% | $3671000.00        | $3663758.95        | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 36       | 2036-05-19      | 5.3750%  | 0.0000% | $150000.00         | $149155.96         | Corporate Debt Securities                         |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $14751000.00       | $15573417.42       | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.5%32      | 2032-10-15      | 5.5000%  | 0.0000% | $40000.00          | $41420.49          | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 37       | 2037-12-15      | 6.7500%  | 0.0000% | $75000.00          | $83938.50          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 29       | 2029-05-03      | 4.0500%  | 0.0000% | $67000.00          | $66823.46          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT4.6%32    | 2032-09-15      | 4.6000%  | 0.0000% | $63000.00          | $62442.80          | Corporate Debt Securities                         |
| AMCOR GROUP FIN PLC            GLBL NT 5.45%29     | 2029-05-23      | 5.4500%  | 0.0000% | $116000.00         | $118778.01         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 26       | 2026-10-15      | 3.3750%  | 0.0000% | $39000.00          | $39051.68          | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 5%29     | 2029-05-15      | 5.0000%  | 0.0000% | $29000.00          | $29467.61          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR NT 4.95%36       | 2036-05-12      | 4.9500%  | 0.0000% | $83000.00          | $82660.32          | Corporate Debt Securities                         |
| EATON CORP OHIO                SR GLBL NT 56       | 2056-03-06      | 5.4500%  | 0.0000% | $460000.00         | $457716.23         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53    | 2053-11-15      | 5.9000%  | 0.0000% | $30000.00          | $30380.83          | Corporate Debt Securities                         |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $98000.00          | $82373.08          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5.288%042534     | 2034-04-25      | 5.2880%  | 0.0000% | $145000.00         | $147810.71         | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT 5%27     | 2027-03-26      | 5.0000%  | 0.0000% | $735000.00         | $746157.30         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 5%36     | 2036-02-15      | 5.0000%  | 0.0000% | $218000.00         | $221445.37         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 4%29     | 2029-03-13      | 4.0000%  | 0.0000% | $2502000.00        | $2502761.72        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC GLBL 27      | 2027-10-15      | 4.2500%  | 0.0000% | $2111000.00        | $2096084.61        | Corporate Debt Securities                         |
| BAKER HUGHES HLDGS LLC         SR NT 5.125%40      | 2040-09-15      | 5.1250%  | 0.0000% | $30000.00          | $29204.54          | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL30    | 2030-12-15      | 4.9000%  | 0.0000% | $80000.00          | $81149.56          | Corporate Debt Securities                         |
| COLUMBIA PIPELINE GROUP INC    SR 144A NT 32       | 2032-11-17      | 4.9990%  | 0.0000% | $16000.00          | $15894.34          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT4.9%29    | 2029-09-01      | 4.9000%  | 0.0000% | $124000.00         | $126081.68         | Corporate Debt Securities                         |
| CHENIERE ENERGY INC            SR SEC GLBL NT28    | 2028-10-15      | 4.6250%  | 0.0000% | $68000.00          | $68363.31          | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 32       | 2032-02-24      | 4.9500%  | 0.0000% | $72000.00          | $74080.26          | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT 32       | 2032-12-01      | 6.7500%  | 0.0000% | $7000000.00        | $6981870.00        | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.7500%  | 0.0000% | $92000.00          | $93339.06          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.7%091427       | 2027-09-14      | 4.7000%  | 0.0000% | $400000.00         | $405568.67         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 5.017%27    | 2027-11-17      | 5.0170%  | 0.0000% | $91000.00          | $92140.44          | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.6%35    | 2035-09-01      | 4.6000%  | 0.0000% | $60000.00          | $59121.27          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-03-15      | 3.6150%  | 0.0000% | $2099000.00        | $2101142.73        | Corporate Debt Securities                         |
| SERVICENOW INC                 SR NT 4.7%31        | 2031-08-15      | 4.7000%  | 0.0000% | $502000.00         | $501923.58         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 27       | 2027-12-01      | 4.2500%  | 0.0000% | $50000.00          | $50900.19          | Corporate Debt Securities                         |
| KRAKEN OIL & GAS PARTNERS LLC  SR GLBL 144A 31     | 2031-05-15      | 7.1250%  | 0.0000% | $4278000.00        | $4263037.70        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 56       | 2056-05-15      | 6.1250%  | 0.0000% | $5000.00           | $5048.77           | Corporate Debt Securities                         |
| M & T BK CORP                  GLBL NT 5.053%34    | 2034-01-27      | 5.0530%  | 0.0000% | $75000.00          | $75733.80          | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 3.5%27      | 2027-03-15      | 3.5000%  | 0.0000% | $91000.00          | $91190.59          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.97%050231      | 2031-05-02      | 4.9700%  | 0.0000% | $25000.00          | $25311.44          | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 29       | 2029-05-17      | 6.1500%  | 0.0000% | $200000.00         | $202552.00         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.9%34    | 2034-05-20      | 4.9000%  | 0.0000% | $37000.00          | $37051.99          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT4.5%28    | 2028-11-15      | 4.5000%  | 0.0000% | $75000.00          | $74464.50          | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 35       | 2035-04-15      | 4.8750%  | 0.0000% | $1546000.00        | $1546244.78        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 29       | 2029-09-15      | 2.8750%  | 0.0000% | $1035000.00        | $986541.01         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3%103028         | 2028-10-30      | 3.0000%  | 0.0000% | $180000.00         | $174473.40         | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 31     | 2031-05-08      | 4.9680%  | 0.0000% | $400000.00         | $400531.20         | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     SR GLBL NT3.9%29    | 2029-07-15      | 3.9000%  | 0.0000% | $40000.00          | $39594.67          | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.9%31      | 2031-02-26      | 4.9000%  | 0.0000% | $80000.00          | $82224.67          | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR 144A NT 26       | 2026-09-20      | 1.9500%  | 0.0000% | $95000.00          | $94604.56          | Corporate Debt Securities                         |
| BMW VEHICLE LEASE TR 2025-2    A-3    20280925 3.9 | 2028-09-25      | 3.9700%  | 0.0000% | $12299000.00       | $12275153.60       | Asset-Backed Securities                           |
| AMERICAN EXPRESS CO            SR GLBL NT 31       | 2031-01-30      | 5.0850%  | 0.0000% | $67000.00          | $69089.65          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 55       | 2055-03-03      | 5.8130%  | 0.0000% | $25000.00          | $24665.67          | Corporate Debt Securities                         |
| CARLISLE COS INC               SR GLBL NT 27       | 2027-12-01      | 3.7500%  | 0.0000% | $37000.00          | $37334.17          | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT 52       | 2052-10-15      | 5.7500%  | 0.0000% | $75000.00          | $75681.58          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42       | 2042-01-15      | 4.9500%  | 0.0000% | $85000.00          | $81578.32          | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             SNR NPF GLBL 27     | 2027-09-18      | 5.4176%  | 0.0000% | $200000.00         | $202996.60         | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT30    | 2030-11-06      | 7.5000%  | 0.0000% | $54000.00          | $54159.66          | Corporate Debt Securities                         |
| AES CORP                       GLBL NT 5.45%28     | 2028-06-01      | 5.4500%  | 0.0000% | $62000.00          | $64283.91          | Corporate Debt Securities                         |
| API GROUP DE INC               SR 144A NT 34       | 2034-06-01      | 5.7500%  | 0.0000% | $200000.00         | $199205.17         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.35%44     | 2044-03-15      | 5.3500%  | 0.0000% | $52000.00          | $51354.54          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $635000.00         | $680630.92         | Corporate Debt Securities                         |
| EL PASO ELEC CO                SR NT 6%35          | 2035-05-15      | 6.0000%  | 0.0000% | $65000.00          | $65543.62          | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 35       | 2035-11-01      | 5.1250%  | 0.0000% | $25000.00          | $24844.90          | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 5.581%070336     | 2036-07-03      | 5.5810%  | 0.0000% | $340000.00         | $350973.18         | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-04-19      | 4.3750%  | 0.0000% | $155000.00         | $154831.22         | Corporate Debt Securities                         |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2032-06-07      | 10.5300% | 0.0000% | $5000000.00        | $5223768.66        | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31    | 2031-02-15      | 10.0000% | 0.0000% | $13573000.00       | $14541554.20       | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION VR 091125-091128    | 2028-09-11      | 4.2204%  | 0.0000% | $40000.00          | $40480.56          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.2%27    | 2027-04-18      | 5.2000%  | 0.0000% | $1034000.00        | $1048850.54        | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2019-RP1   B-2    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $9342300.00        | $7707714.33        | Private Label Collateralized Mortgage Obligations |
| CNA FINL CORP                  SR GLBL NT 34       | 2034-02-15      | 5.1250%  | 0.0000% | $1293000.00        | $1301903.02        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 27       | 2027-06-01      | 3.4500%  | 0.0000% | $1003000.00        | $1011955.12        | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR GLBL NT 35       | 2035-07-24      | 5.0500%  | 0.0000% | $45000.00          | $45794.46          | Corporate Debt Securities                         |
| SLM STUDENT LOAN TRUST 2009-3  A      20450125 FLT | 2045-01-25      | 4.4766%  | 0.0000% | $88138000.00       | $14145175.54       | Asset-Backed Securities                           |
| UNITED AIRLS HLDGS INC         SR GLBL NT 31       | 2031-03-01      | 5.3750%  | 0.0000% | $4074000.00        | $4097909.29        | Corporate Debt Securities                         |
| NEW MTN FIN CORP               SR GLBL NT 29       | 2029-02-01      | 6.8750%  | 0.0000% | $198000.00         | $203144.97         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.15%032730      | 2030-03-27      | 5.1500%  | 0.0000% | $84000.00          | $85572.43          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD28    | 2028-11-01      | 3.9000%  | 0.0000% | $63000.00          | $62332.41          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-11-01      | 6.2500%  | 0.0000% | $490000.00         | $495782.54         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 4%27     | 2027-10-01      | 4.0000%  | 0.0000% | $326000.00         | $326435.03         | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXT GLBL 144A 33    | 2029-01-08      | 6.7605%  | 0.0000% | $1325000.00        | $1326339.72        | Corporate Debt Securities                         |
| SMRT COML MTG TR 2022-MINI     A      20390118 FLT | 2039-01-18      | 4.6280%  | 0.0000% | $7506900.00        | $7518065.94        | Private Label Collateralized Mortgage Obligations |
| NATIONAL RURAL UTILS COOP FIN  FR 5.15%061529      | 2029-06-15      | 5.1500%  | 0.0000% | $19000.00          | $19835.83          | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD3.1%27    | 2027-05-01      | 3.1000%  | 0.0000% | $6523000.00        | $6481586.20        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022G 32    | 2032-11-01      | 5.9500%  | 0.0000% | $92000.00          | $96285.16          | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR NT 5.5%36        | 2036-07-08      | 5.5000%  | 0.0000% | $8500000.00        | $8561502.22        | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -P NT 33    | 2033-04-01      | 5.3000%  | 0.0000% | $30000.00          | $30645.57          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.7%65    | 2065-12-04      | 5.7000%  | 0.0000% | $70000.00          | $71088.38          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-05-15      | 5.8750%  | 0.0000% | $265000.00         | $263899.99         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.97%042329      | 2029-04-23      | 4.9700%  | 0.0000% | $11000.00          | $11131.34          | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT4.1%31    | 2031-02-12      | 4.1000%  | 0.0000% | $50000.00          | $50258.31          | Corporate Debt Securities                         |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30      | 2030-04-15      | 6.6250%  | 0.0000% | $2389000.00        | $2476191.86        | Corporate Debt Securities                         |
| WABASH NATL CORP               SR GLBL 144A 28     | 2028-10-15      | 4.5000%  | 0.0000% | $5750000.00        | $4889110.00        | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 35       | 2035-11-15      | 5.5500%  | 0.0000% | $684000.00         | $682275.18         | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32     | 2032-06-19      | 4.7500%  | 0.0000% | $200000.00         | $172882.22         | Corporate Debt Securities                         |
| REINSURANCE GROUP AMER INC     SR GLBL NT 6%33     | 2033-09-15      | 6.0000%  | 0.0000% | $14000.00          | $14780.13          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT 27       | 2027-02-01      | 1.6500%  | 0.0000% | $1984000.00        | $1962807.57        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT3.4%29    | 2029-06-15      | 3.4000%  | 0.0000% | $46000.00          | $45257.05          | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT4.4%31    | 2031-01-15      | 4.4000%  | 0.0000% | $25000.00          | $25137.69          | Corporate Debt Securities                         |
| EASTMAN CHEM CO                SR GLBL NT4.5%31    | 2031-02-20      | 4.5000%  | 0.0000% | $93000.00          | $92342.02          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $25000.00          | $25518.75          | Corporate Debt Securities                         |
| CHEVRON USA INC                SR GLBL NT4.5%32    | 2032-10-15      | 4.5000%  | 0.0000% | $57000.00          | $57316.35          | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT5.3%35    | 2035-05-09      | 5.3000%  | 0.0000% | $81000.00          | $82900.62          | Corporate Debt Securities                         |
| ASCOT GROUP LIMITED            SR 144A NT 35       | 2035-06-15      | 6.3490%  | 0.0000% | $25000.00          | $26075.33          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.55%32     | 2032-02-15      | 4.5500%  | 0.0000% | $19000.00          | $19030.10          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33    | 2033-09-11      | 4.8930%  | 0.0000% | $685000.00         | $691659.23         | Corporate Debt Securities                         |
| CARNIVAL CORP LTD              SR 144A NT 29       | 2029-05-01      | 5.1250%  | 0.0000% | $9633000.00        | $9648856.99        | Corporate Debt Securities                         |
| BALDWIN RE LIMITED             EXTND-A 144A 31     | 2031-07-07      | 8.5800%  | 0.0000% | $945000.00         | $975723.55         | Corporate Debt Securities                         |
| FACTSET RESH SYS INC           GLBL NT 2.9%27      | 2027-03-01      | 2.9000%  | 0.0000% | $21000.00          | $20892.88          | Corporate Debt Securities                         |
| ELEMENT FLEET MGMT CORP        SR GLBL 144A 27     | 2027-03-13      | 5.6430%  | 0.0000% | $12000.00          | $12241.96          | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR NT 4.7%31        | 2031-05-15      | 4.7000%  | 0.0000% | $9655000.00        | $9619276.50        | Corporate Debt Securities                         |
| COCA COLA CONS INC             SR GLBL NT 34       | 2034-06-01      | 5.4500%  | 0.0000% | $86000.00          | $90788.24          | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 4.5%30      | 2030-01-15      | 4.5000%  | 0.0000% | $38000.00          | $38463.22          | Corporate Debt Securities                         |
| DENTSPLY SIRONA INC            JR SB NT8.375%55    | 2055-09-12      | 8.3750%  | 0.0000% | $8180000.00        | $8385098.73        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR SEC GLBL 32      | 2032-07-01      | 6.5000%  | 0.0000% | $4446000.00        | $4226644.24        | Corporate Debt Securities                         |
| CINEMARK USA INC               SR GLBL 144A 28     | 2028-07-15      | 5.2500%  | 0.0000% | $1456000.00        | $1475774.91        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $32000.00          | $32374.98          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT4.8%28    | 2028-09-01      | 4.8000%  | 0.0000% | $15000.00          | $15244.55          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%030731       | 2031-03-07      | 4.9000%  | 0.0000% | $32825000.00       | $33665028.22       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FXD/FLT SRNT 28     | 2028-02-07      | 3.4420%  | 0.0000% | $190000.00         | $191227.10         | Corporate Debt Securities                         |
| BANK OF AMER CORP              VR 020422-020428    | 2028-02-04      | 4.6824%  | 0.0000% | $107000.00         | $107703.21         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 31       | 2031-03-13      | 4.2500%  | 0.0000% | $160000.00         | $159653.16         | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 26     | 2026-09-01      | 4.5000%  | 0.0000% | $2216000.00        | $2230204.56        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 29       | 2029-03-15      | 3.9500%  | 0.0000% | $90000.00          | $89226.85          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 4.83%28     | 2028-05-09      | 4.8300%  | 0.0000% | $41000.00          | $41007.11          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 7%27     | 2027-01-15      | 7.0000%  | 0.0000% | $85000.00          | $88319.72          | Corporate Debt Securities                         |
| AMERICAN AIRLINES PASS 2025-1B B      20360511 5.6 | 2036-05-11      | 5.6500%  | 0.0000% | $2848000.00        | $2863085.86        | Asset-Backed Securities                           |
| ALPHABET INC                   SR GLBL NT5.5%46    | 2046-02-15      | 5.5000%  | 0.0000% | $26000.00          | $26144.94          | Corporate Debt Securities                         |
| AFRICAN DEV BK MTN SB NTS BE   SR GLBL -1100 27    | 2027-11-03      | 4.3750%  | 0.0000% | $45000.00          | $45342.89          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.2%040833       | 2033-04-08      | 5.2000%  | 0.0000% | $92000.00          | $92851.72          | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $14000.00          | $14375.12          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL FL NT 31    | 2031-01-30      | 4.6521%  | 0.0000% | $97000.00          | $98033.45          | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.0105%  | 0.0000% | $36260000.00       | $36590687.82       | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127      | 2027-07-21      | 6.9500%  | 0.0000% | $32000.00          | $32990.76          | Corporate Debt Securities                         |
| UNITED AIRLS HLDGS INC         SR GLBL NT 29       | 2029-03-01      | 4.8750%  | 0.0000% | $67000.00          | $67142.18          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 28       | 2028-03-15      | 4.9500%  | 0.0000% | $175000.00         | $178415.12         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 33       | 2033-01-15      | 4.6250%  | 0.0000% | $63000.00          | $63772.29          | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 28       | 2028-03-15      | 4.8750%  | 0.0000% | $467000.00         | $462302.37         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023A 28    | 2028-03-01      | 5.3000%  | 0.0000% | $71000.00          | $72619.90          | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.8%62      | 2062-09-15      | 5.8000%  | 0.0000% | $42000.00          | $41273.91          | Corporate Debt Securities                         |
| MATIV HOLDINGS INC             SR GLBL 144A 29     | 2029-10-01      | 8.0000%  | 0.0000% | $3152000.00        | $3180112.34        | Corporate Debt Securities                         |
| NORTHWESTERN ENERGY GROUP INC  1M GLBL 144A 30     | 2030-03-21      | 5.0730%  | 0.0000% | $48000.00          | $49017.71          | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT 30       | 2030-03-30      | 4.7500%  | 0.0000% | $9000.00           | $9088.60           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR NT 4.618%29      | 2029-10-26      | 4.6180%  | 0.0000% | $29000.00          | $29012.32          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT 29       | 2029-04-06      | 4.7500%  | 0.0000% | $6783000.00        | $6833282.76        | Corporate Debt Securities                         |
| HANOVER INS GROUP INC          SR GLBL NT5.5%35    | 2035-09-01      | 5.5000%  | 0.0000% | $55000.00          | $55981.99          | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 26       | 2026-06-01      | 1.5500%  | 0.0000% | $17000.00          | $17125.87          | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29      | 2029-05-01      | 9.1250%  | 0.0000% | $17374879.00       | $17720808.01       | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT 27       | 2027-07-01      | 3.7500%  | 0.0000% | $113000.00         | $113842.60         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 31       | 2031-04-15      | 5.3750%  | 0.0000% | $28000.00          | $28594.70          | Corporate Debt Securities                         |
| ILLUMINA INC                   SR GLBL NT 30       | 2030-12-12      | 4.7500%  | 0.0000% | $16000.00          | $16330.68          | Corporate Debt Securities                         |
| HERSHEY CO                     SR GLBL NT 28       | 2028-02-24      | 4.5500%  | 0.0000% | $10000.00          | $10179.47          | Corporate Debt Securities                         |
| EAGLE FDG LUXCO S A R L        SR GLBL REGS 30     | 2030-08-17      | 5.5000%  | 0.0000% | $1800000.00        | $1834764.00        | Corporate Debt Securities                         |
| ALLY BANK AUTO CREDIT LKD 24-A C      20320517 6.0 | 2032-05-17      | 6.0220%  | 0.0000% | $1815000.00        | $690793.27         | Asset-Backed Securities                           |
| AMAZON COM INC                 SR GLBL NT 46       | 2046-03-13      | 5.6500%  | 0.0000% | $2888000.00        | $2905234.94        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT4.4%33    | 2033-03-15      | 4.4000%  | 0.0000% | $70000.00          | $69306.22          | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT4.8%29    | 2029-04-04      | 4.8000%  | 0.0000% | $185000.00         | $188615.52         | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 5.3%020128       | 2028-02-01      | 5.3000%  | 0.0000% | $20000.00          | $20532.44          | Corporate Debt Securities                         |
| BREAKWATER ENERGY HOLDINGS SA  SR SEC 144A NT30    | 2030-11-15      | 9.2500%  | 0.0000% | $6323000.00        | $6728476.43        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 3.248%102127     | 2027-10-21      | 3.2480%  | 0.0000% | $102000.00         | $101208.32         | Corporate Debt Securities                         |
| BRSP LTD 2024-FL2              D      20370819 FLT | 2037-08-19      | 8.4539%  | 0.0000% | $2000000.00        | $1993096.63        | Private Label Collateralized Mortgage Obligations |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL NT 32       | 2032-03-15      | 6.5500%  | 0.0000% | $620000.00         | $634126.01         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30       | 2030-05-15      | 5.6250%  | 0.0000% | $947000.00         | $958910.89         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.4%31      | 2031-04-30      | 4.4000%  | 0.0000% | $16000.00          | $16011.41          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 56       | 2056-08-15      | 6.0500%  | 0.0000% | $13000.00          | $13048.20          | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT5.9%55    | 2055-08-15      | 5.9000%  | 0.0000% | $1788000.00        | $1816794.75        | Corporate Debt Securities                         |
| APLD COMPUTECO 2 LLC           SR SEC GLBL 31      | 2031-03-15      | 6.7500%  | 0.0000% | $5100000.00        | $5226084.75        | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 26       | 2026-12-04      | 5.4880%  | 0.0000% | $426000.00         | $440155.03         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $13000.00          | $13324.43          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.64%091030      | 2030-09-10      | 4.6400%  | 0.0000% | $18996000.00       | $19194170.49       | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.7%56    | 2056-01-15      | 5.7000%  | 0.0000% | $1031000.00        | $1051571.89        | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 28       | 2028-11-01      | 4.8500%  | 0.0000% | $90000.00          | $90449.30          | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL -A BD 35    | 2035-01-15      | 5.3000%  | 0.0000% | $70000.00          | $72724.94          | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR NT 5.25%36       | 2036-05-15      | 5.2500%  | 0.0000% | $150000.00         | $149978.25         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.35%091532      | 2032-09-15      | 4.3500%  | 0.0000% | $74000.00          | $73593.86          | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $359000.00         | $364167.11         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 27    | 2027-09-29      | 4.4500%  | 0.0000% | $68000.00          | $68506.37          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 44       | 2044-03-30      | 4.3750%  | 0.0000% | $70000.00          | $59706.51          | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL -96TH 56    | 2056-01-15      | 5.7500%  | 0.0000% | $15000.00          | $15192.91          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 137 BD54    | 2054-06-01      | 5.6500%  | 0.0000% | $90000.00          | $90497.35          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT3.4%28    | 2028-02-15      | 3.4000%  | 0.0000% | $34000.00          | $33765.48          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-05-06      | 4.6500%  | 0.0000% | $95000.00          | $93507.63          | Corporate Debt Securities                         |
| OBX TRUST 2021-J3              A-7    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $16750000.00       | $11433557.44       | Private Label Collateralized Mortgage Obligations |
| FOUR LAKES RE LTD              EXTND-A 144A 31     | 2031-01-07      | 9.0500%  | 0.0000% | $3170000.00        | $3235671.64        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 36     | 2036-05-15      | 6.1250%  | 0.0000% | $2862000.00        | $2869339.04        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT5.6%33    | 2033-03-02      | 5.6000%  | 0.0000% | $92000.00          | $94440.15          | Corporate Debt Securities                         |
| NORTHERN TR CORP               SR GLBL NT 29       | 2029-05-03      | 3.1500%  | 0.0000% | $54000.00          | $52512.03          | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR GLBL 144A 29     | 2029-03-16      | 4.0000%  | 0.0000% | $80000.00          | $79625.69          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 35       | 2035-10-01      | 5.1250%  | 0.0000% | $188000.00         | $189082.31         | Corporate Debt Securities                         |
| SOLIS RE LTD                   -A VR 144A BD 28    | 2028-07-07      | 7.0300%  | 0.0000% | $5450000.00        | $5571352.81        | Corporate Debt Securities                         |
| HESS CORP                      SR NT 5.6%41        | 2041-02-15      | 5.6000%  | 0.0000% | $14752000.00       | $15270057.46       | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 28       | 2028-09-15      | 3.7500%  | 0.0000% | $15133000.00       | $15104070.75       | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $93000.00          | $94266.76          | Corporate Debt Securities                         |
| MERCEDES BENZ AUTO REC 2022-1  A-4    20290215 5.2 | 2029-02-15      | 5.2500%  | 0.0000% | $3726000.00        | $3751115.73        | Asset-Backed Securities                           |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 31       | 2031-11-04      | 4.4250%  | 0.0000% | $395000.00         | $389356.60         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $643000.00         | $647801.78         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 27       | 2027-03-17      | 2.6250%  | 0.0000% | $8000.00           | $7944.00           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.55%050830      | 2030-05-08      | 4.5500%  | 0.0000% | $493000.00         | $497897.54         | Corporate Debt Securities                         |
| PATRICK INDS INC               SR GLBL 144A 32     | 2032-11-01      | 6.3750%  | 0.0000% | $70000.00          | $70172.08          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.75%54     | 2054-06-28      | 5.7500%  | 0.0000% | $66000.00          | $64695.05          | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT3.9%27    | 2027-04-01      | 3.9000%  | 0.0000% | $20000.00          | $20075.27          | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.7%31    | 2031-01-15      | 4.7000%  | 0.0000% | $46000.00          | $46524.60          | Corporate Debt Securities                         |
| VOLKSWAGE AUTO LEASE TR 2025-A A-3    20280620 4.5 | 2028-06-20      | 4.5000%  | 0.0000% | $14840000.00       | $14908531.12       | Asset-Backed Securities                           |
| PENSKE TRUCK LEASING CO LP / P SR GLBL 144A 31     | 2031-01-15      | 4.5500%  | 0.0000% | $45000.00          | $45204.70          | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL28    | 2028-06-28      | 5.3500%  | 0.0000% | $1558000.00        | $1619027.29        | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $25000.00          | $24946.17          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 35       | 2035-08-19      | 5.2500%  | 0.0000% | $89000.00          | $90413.62          | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT4.3%29    | 2029-01-17      | 4.3000%  | 0.0000% | $25000.00          | $25116.92          | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.6%28    | 2028-02-15      | 4.6000%  | 0.0000% | $63000.00          | $64222.13          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.98%040527      | 2027-04-05      | 4.9800%  | 0.0000% | $2645000.00        | $2683511.20        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R VAR 144A NT 30      | 2030-04-08      | 8.6701%  | 0.0000% | $21168000.00       | $21119313.60       | Corporate Debt Securities                         |
| SABINE RE LTD                  EXTND-A 144A 31     | 2031-04-07      | 12.0300% | 0.0000% | $3975000.00        | $4084268.53        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-02-15      | 2.6250%  | 0.0000% | $1035000.00        | $993272.25         | Corporate Debt Securities                         |
| TAKEDA US FING INC             SR GLBL NT5.9%55    | 2055-07-07      | 5.9000%  | 0.0000% | $5204000.00        | $5340356.36        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 33       | 2033-02-15      | 4.6250%  | 0.0000% | $341000.00         | $343960.26         | Corporate Debt Securities                         |
| SIERRA PAC PWR CO              JR SB GLBL 55       | 2055-12-15      | 6.2000%  | 0.0000% | $4312000.00        | $4383382.76        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 36       | 2036-01-06      | 4.7500%  | 0.0000% | $19000.00          | $19020.86          | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 31     | 2031-05-13      | 5.3134%  | 0.0000% | $261000.00         | $268571.02         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $16182000.00       | $14544066.95       | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT5.1%32    | 2032-07-15      | 5.1000%  | 0.0000% | $45000.00          | $46172.85          | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR GLBL REGS 31     | 2031-03-18      | 4.3750%  | 0.0000% | $482000.00         | $432102.62         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $1000000.00        | $490670.14         | Corporate Debt Securities                         |
| GLOBAL NET LEASE INC & GLOBAL  SR GLBL REGS 27     | 2027-12-15      | 3.7500%  | 0.0000% | $75000.00          | $74653.75          | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $401000.00         | $404253.67         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT5.7%30    | 2030-01-24      | 5.7000%  | 0.0000% | $430000.00         | $439391.92         | Corporate Debt Securities                         |
| BRIGHTWOOD CAPITAL MM 2025-1   A-1    20360415 FLT | 2036-04-15      | 5.2531%  | 0.0000% | $30000000.00       | $30075733.68       | Asset-Backed Securities                           |
| ALABAMA PWR CO                 GLBL 2022B NT 27    | 2027-09-01      | 3.7500%  | 0.0000% | $1323000.00        | $1328644.80        | Corporate Debt Securities                         |
| ALLEGION US HLDG CO INC        SR GLBL NT5.6%34    | 2034-05-29      | 5.6000%  | 0.0000% | $20000.00          | $20387.20          | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       SR GLBL -J NT 28    | 2028-12-01      | 4.3000%  | 0.0000% | $12000.00          | $12219.01          | Corporate Debt Securities                         |
| ARROW ELECTRS INC              GLBL NT 5.15%29     | 2029-08-21      | 5.1500%  | 0.0000% | $44000.00          | $45037.50          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 2.35%010827      | 2027-01-08      | 2.3500%  | 0.0000% | $31000.00          | $30940.61          | Corporate Debt Securities                         |
| MONA LISA RE LTD               EXT GLBL 144A 34    | 2034-01-08      | 15.5300% | 0.0000% | $9500000.00        | $9678562.09        | Corporate Debt Securities                         |
| MOBILITY GLOBAL INC            SR 144A NT 36       | 2036-06-15      | 6.0500%  | 0.0000% | $1975000.00        | $2004072.00        | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $6357000.00        | $6491669.51        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT4.9%44    | 2044-05-17      | 4.9000%  | 0.0000% | $95000.00          | $87881.02          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT5.3%29    | 2029-01-08      | 5.3000%  | 0.0000% | $20000.00          | $20690.57          | Corporate Debt Securities                         |
| MARLON LTD                     EXTND SR GLBL 31    | 2031-06-09      | 10.8360% | 0.0000% | $750000.00         | $791949.20         | Corporate Debt Securities                         |
| IRIS HLDG INC                  SR GLBL 144A 28     | 2028-12-15      | 10.0000% | 0.0000% | $78000.00          | $68131.09          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 27       | 2027-11-08      | 4.5500%  | 0.0000% | $2065000.00        | $2078472.40        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 34       | 2034-05-09      | 4.8750%  | 0.0000% | $37000.00          | $37291.50          | Corporate Debt Securities                         |
| US BANCORP                     FR 4.653%020129     | 2029-02-01      | 4.6530%  | 0.0000% | $83000.00          | $84467.56          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.3%30    | 2030-07-23      | 4.3000%  | 0.0000% | $77000.00          | $78191.96          | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT4.5%30    | 2030-05-20      | 4.5000%  | 0.0000% | $1884000.00        | $1893410.58        | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            SUB NT 6.219%36     | 2036-06-01      | 6.2190%  | 0.0000% | $515000.00         | $515608.34         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2025A 35    | 2035-04-02      | 5.1000%  | 0.0000% | $5000.00           | $5069.47           | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 30       | 2030-05-07      | 4.8500%  | 0.0000% | $49000.00          | $49551.93          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 28       | 2028-06-12      | 4.3750%  | 0.0000% | $524000.00         | $535184.85         | Corporate Debt Securities                         |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT5.6%32    | 2032-05-15      | 5.6000%  | 0.0000% | $50000.00          | $50217.89          | Corporate Debt Securities                         |
| AMERITEX HOLDCO INTER LLC      1LIEN GLBL 33       | 2033-08-15      | 7.6250%  | 0.0000% | $60000.00          | $63635.27          | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $154000.00         | $161731.14         | Corporate Debt Securities                         |
| BANKUNITED INC                 LW TIER II 30       | 2030-06-11      | 5.1250%  | 0.0000% | $18000.00          | $18340.86          | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL 144A 28     | 2028-04-04      | 3.9500%  | 0.0000% | $498000.00         | $495940.63         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 36       | 2036-03-19      | 5.1500%  | 0.0000% | $84000.00          | $84428.73          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B3       C      20510412 FLT | 2051-04-12      | 4.5446%  | 0.0000% | $1500000.00        | $1287575.48        | Private Label Collateralized Mortgage Obligations |
| CITIZENS AUTO REC TR 2024-1    A-4    20301015 5.0 | 2030-10-15      | 5.0300%  | 0.0000% | $10380000.00       | $10477894.94       | Asset-Backed Securities                           |
| JOHN DEERE CAPITAL CORPORATION VR 090624-071527    | 2027-07-15      | 4.3145%  | 0.0000% | $50000.00          | $50461.87          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.375%041531     | 2031-04-15      | 4.3750%  | 0.0000% | $215000.00         | $213793.28         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.8%33        | 2033-05-15      | 4.8000%  | 0.0000% | $18000.00          | $17884.56          | Corporate Debt Securities                         |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 34     | 2034-06-01      | 6.8750%  | 0.0000% | $200000.00         | $202862.92         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT3.5%27    | 2027-05-09      | 3.5000%  | 0.0000% | $54000.00          | $53749.14          | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -B BD 34    | 2034-08-15      | 4.9500%  | 0.0000% | $52000.00          | $52433.16          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2018 B58    | 2058-05-15      | 4.5000%  | 0.0000% | $25000.00          | $20213.50          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.8%54      | 2054-06-15      | 5.8000%  | 0.0000% | $15000.00          | $14961.63          | Corporate Debt Securities                         |
| CONNECTICUT AVE SECS 2022-R01  1M-1   20411226 FLT | 2041-12-26      | 4.6121%  | 0.0000% | $10431397.00       | $320465.97         | Private Label Collateralized Mortgage Obligations |
| ECOLAB INC                     SR NT 5.35%36       | 2036-06-15      | 5.3500%  | 0.0000% | $2000000.00        | $2036660.00        | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M -92 BD 5.3%33    | 2033-09-15      | 5.3000%  | 0.0000% | $80000.00          | $82771.56          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.55%29       | 2029-01-15      | 4.5500%  | 0.0000% | $2540000.00        | $2593330.12        | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD 4%28     | 2028-06-01      | 4.0000%  | 0.0000% | $59000.00          | $59771.59          | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD 4%29     | 2029-03-30      | 4.0000%  | 0.0000% | $6000.00           | $5958.09           | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         2LIEN 144A NT 32    | 2032-05-15      | 8.6250%  | 0.0000% | $154000.00         | $162191.90         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 35       | 2035-06-15      | 5.6250%  | 0.0000% | $78000.00          | $82310.67          | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 36       | 2036-04-15      | 5.0500%  | 0.0000% | $60000.00          | $59588.58          | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 4.6%28      | 2028-05-15      | 4.6000%  | 0.0000% | $68000.00          | $68692.16          | Corporate Debt Securities                         |
| HEALTH CARE SVC CORP           SR GLBL 144A 29     | 2029-06-15      | 5.2000%  | 0.0000% | $8000.00           | $8268.87           | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT4.9%30    | 2030-03-15      | 4.9000%  | 0.0000% | $462000.00         | $470765.17         | Corporate Debt Securities                         |
| WMRK COML MTG TR 2022-WMRK     A      20351115 FLT | 2035-11-15      | 6.4161%  | 0.0000% | $38155100.00       | $33584499.14       | Private Label Collateralized Mortgage Obligations |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2033-08-10      | 5.4050%  | 0.0000% | $74000.00          | $76140.46          | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            SR GLBL NT 28       | 2028-11-01      | 3.9500%  | 0.0000% | $95000.00          | $94552.76          | Corporate Debt Securities                         |
| ANTOFAGASTA PLC                SR REGS NT 34       | 2034-05-02      | 6.2500%  | 0.0000% | $4332000.00        | $4602305.97        | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL REGS 47     | 2047-03-16      | 7.0000%  | 0.0000% | $500000.00         | $541502.22         | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40        | 2040-11-02      | 5.2000%  | 0.0000% | $15000.00          | $14819.70          | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 30       | 2030-03-01      | 4.2500%  | 0.0000% | $82000.00          | $81534.97          | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-03-15      | 9.8750%  | 0.0000% | $10742000.00       | $11715102.86       | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT3.4%26    | 2026-07-15      | 3.4000%  | 0.0000% | $75000.00          | $75824.67          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 33       | 2033-02-15      | 4.4500%  | 0.0000% | $493000.00         | $499125.80         | Corporate Debt Securities                         |
| FORTITUDE GLOBAL FDG           144A NT 4.625%28    | 2028-10-06      | 4.6250%  | 0.0000% | $41000.00          | $40860.56          | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 35     | 2035-07-01      | 5.6250%  | 0.0000% | $9400000.00        | $9711845.00        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 28       | 2028-04-24      | 4.5430%  | 0.0000% | $1999000.00        | $2011927.14        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 30     | 2030-01-13      | 4.2990%  | 0.0000% | $112000.00         | $112439.11         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -P NT 30    | 2030-04-01      | 2.6000%  | 0.0000% | $186000.00         | $173415.03         | Corporate Debt Securities                         |
| NYC COMMERCIAL MTG TR 2025-28L A      20381105 FLT | 2038-11-05      | 4.6682%  | 0.0000% | $8030000.00        | $8012774.28        | Private Label Collateralized Mortgage Obligations |
| OREILLY AUTOMOTIVE INC         SR GLBL NT 5%34     | 2034-08-19      | 5.0000%  | 0.0000% | $82000.00          | $82340.21          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $88000.00          | $88139.04          | Corporate Debt Securities                         |
| SUPERIOR PLUS LP / SUPERIOR GE SR GLBL 144A 29     | 2029-03-15      | 4.5000%  | 0.0000% | $5983000.00        | $5838570.38        | Corporate Debt Securities                         |
| SURA ASSET MANAGEMENT SA       SR GLBL REGS 27     | 2027-04-11      | 4.3750%  | 0.0000% | $337000.00         | $338254.76         | Corporate Debt Securities                         |
| FIRSTKEY HOMES TR 2022-SFRA    A      20390317 3.1 | 2039-03-17      | 3.1000%  | 0.0000% | $2500000.00        | $2396861.28        | Asset-Backed Securities                           |
| FISERV INC                     SR GLBL NT 34       | 2034-08-12      | 5.1500%  | 0.0000% | $999000.00         | $986799.16         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2023-DNA1 M-1A   20430325 FLT | 2043-03-25      | 5.7081%  | 0.0000% | $3000000.00        | $1305324.77        | Private Label Collateralized Mortgage Obligations |
| FORTIVE CORP                   SR GLBL NT 31       | 2031-05-15      | 4.7500%  | 0.0000% | $187000.00         | $186249.97         | Corporate Debt Securities                         |
| FISERV INC                     CR SEN SR GLBL28    | 2028-10-01      | 4.2000%  | 0.0000% | $10000.00          | $9947.57           | Corporate Debt Securities                         |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $500000.00         | $435749.20         | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 SR GLBL NT 28       | 2028-05-17      | 5.5970%  | 0.0000% | $62896000.00       | $63673122.01       | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT 30       | 2030-04-07      | 4.9500%  | 0.0000% | $15000.00          | $15231.75          | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.1%35    | 2035-02-15      | 5.1000%  | 0.0000% | $57000.00          | $57552.52          | Corporate Debt Securities                         |
| GEE AUTOMOTIVE HOLDINGS LLC    SR 144A NT 31       | 2031-03-01      | 7.2500%  | 0.0000% | $1435000.00        | $1476215.99        | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL 144A 30     | 2030-04-15      | 4.6250%  | 0.0000% | $5444000.00        | $5333774.12        | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $45645000.00       | $46657076.44       | Corporate Debt Securities                         |
| PENTAIR FINANCE SA             SR GLBL NT4.5%29    | 2029-07-01      | 4.5000%  | 0.0000% | $34000.00          | $34408.34          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          4.3%28              | 2028-03-01      | 4.3000%  | 0.0000% | $2280000.00        | $2302300.93        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD4.4%28    | 2028-05-15      | 4.4000%  | 0.0000% | $30000.00          | $30139.83          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT4.9%28    | 2028-04-03      | 4.9000%  | 0.0000% | $28000.00          | $28290.14          | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 29       | 2029-09-15      | 6.1250%  | 0.0000% | $298000.00         | $305998.40         | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            SR GLBL NT4.4%29    | 2029-03-15      | 4.4000%  | 0.0000% | $248000.00         | $244139.74         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 33       | 2033-01-15      | 5.2500%  | 0.0000% | $99000.00          | $104478.83         | Corporate Debt Securities                         |
| KLA CORP                       SR GLBL NT 32       | 2032-07-15      | 4.6500%  | 0.0000% | $50000.00          | $50992.42          | Corporate Debt Securities                         |
| KRONOS ACQUISITION HLDGS INC   SR 144A NT 32       | 2032-06-30      | 10.7500% | 0.0000% | $157000.00         | $57617.91          | Corporate Debt Securities                         |
| VSP OPTICAL GROUP INC          SR GLBL 144A 33     | 2033-06-01      | 5.4000%  | 0.0000% | $38000.00          | $38053.58          | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT3.1%30    | 2030-01-15      | 3.1000%  | 0.0000% | $60000.00          | $57673.73          | Corporate Debt Securities                         |
| VIASAT INC                     SR GLBL 144A 28     | 2028-07-15      | 6.5000%  | 0.0000% | $75000.00          | $76696.08          | Corporate Debt Securities                         |
| REGENCY CTRS L P               GLBL NT 5.1%35      | 2035-01-15      | 5.1000%  | 0.0000% | $54000.00          | $54961.38          | Corporate Debt Securities                         |
| GAP INC                        SR GLBL 144A 31     | 2031-10-01      | 3.8750%  | 0.0000% | $10000.00          | $9229.13           | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 4%28     | 2028-12-15      | 4.0000%  | 0.0000% | $98000.00          | $98824.07          | Corporate Debt Securities                         |
| INVITATION HOMES OPER PARTNERS SR GLBL NT 30       | 2030-08-15      | 5.4500%  | 0.0000% | $145000.00         | $149704.44         | Corporate Debt Securities                         |
| UNITED AIRLNS PASS THRU 2024-1 A      20380815 5.8 | 2038-08-15      | 5.8750%  | 0.0000% | $83000.00          | $79673.59          | Asset-Backed Securities                           |
| OLD DOMINION ELEC COOP         SR AMRTZ BD 28      | 2028-12-01      | 5.6760%  | 0.0000% | $312000.00         | $40205.05          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL NT 28       | 2028-05-22      | 3.0730%  | 0.0000% | $123729000.00      | $122135064.59      | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 29       | 2029-04-15      | 3.9500%  | 0.0000% | $80000.00          | $78851.82          | Corporate Debt Securities                         |
| INTACT FINL CORP               SR REGS NT 32       | 2032-09-22      | 5.4590%  | 0.0000% | $25000.00          | $25850.00          | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 31       | 2031-03-15      | 4.5500%  | 0.0000% | $80000.00          | $80454.64          | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 29       | 2029-06-01      | 3.3750%  | 0.0000% | $90000.00          | $88982.77          | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT4.8%29    | 2029-08-14      | 4.8000%  | 0.0000% | $284000.00         | $289617.52         | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2023B 33    | 2033-05-17      | 4.9500%  | 0.0000% | $30000.00          | $30254.10          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 29       | 2029-02-15      | 4.7500%  | 0.0000% | $71000.00          | $72440.04          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 32       | 2032-02-15      | 4.7500%  | 0.0000% | $50000.00          | $50024.61          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD32    | 2032-11-01      | 4.0230%  | 0.0000% | $60000.00          | $57772.14          | Corporate Debt Securities                         |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 54     | 2054-02-01      | 5.6250%  | 0.0000% | $40000.00          | $38942.70          | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL NT 28       | 2028-04-15      | 4.8750%  | 0.0000% | $23000.00          | $23385.21          | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 31     | 2031-01-15      | 4.4000%  | 0.0000% | $500000.00         | $499913.89         | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 55       | 2055-04-01      | 5.8500%  | 0.0000% | $35000.00          | $34931.22          | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2025A 55    | 2055-02-01      | 5.9000%  | 0.0000% | $64000.00          | $63929.53          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 56      | 2056-03-01      | 5.8500%  | 0.0000% | $100000.00         | $100051.50         | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT 5%30     | 2030-03-22      | 5.0000%  | 0.0000% | $59000.00          | $60560.88          | Corporate Debt Securities                         |
| ITC HLDGS CORP                 SR GLBL 144A 27     | 2027-09-22      | 4.9500%  | 0.0000% | $3470000.00        | $3517790.58        | Corporate Debt Securities                         |
| NETAPP INC                     SR GLBL NT5.5%32    | 2032-03-17      | 5.5000%  | 0.0000% | $196000.00         | $202752.20         | Corporate Debt Securities                         |
| TAMPA ELEC CO                  GLBL NT 4.9%29      | 2029-03-01      | 4.9000%  | 0.0000% | $24000.00          | $24506.83          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $195384.68         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 33     | 2033-02-01      | 7.0000%  | 0.0000% | $17000.00          | $17028.47          | Corporate Debt Securities                         |
| ON SEMICONDUCTOR CORP          SR GLBL REGS 28     | 2028-09-01      | 3.8750%  | 0.0000% | $15000.00          | $14772.18          | Corporate Debt Securities                         |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR REGS31    | 2031-03-26      | 5.0500%  | 0.0000% | $60000.00          | $60541.05          | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 36       | 2036-04-15      | 4.7500%  | 0.0000% | $175000.00         | $172295.76         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%010831       | 2031-01-08      | 5.4000%  | 0.0000% | $133000.00         | $138148.43         | Corporate Debt Securities                         |
| HUGHES SATELLITE S             1LIEN GLBL NT 26    | 2026-08-01      | 5.2500%  | 0.0000% | $74000.00          | $66619.86          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.1%092128       | 2028-09-21      | 6.1000%  | 0.0000% | $86000.00          | $89509.85          | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 4.375%031728     | 2028-03-17      | 4.3750%  | 0.0000% | $1745000.00        | $1764072.85        | Corporate Debt Securities                         |
| TRUIST BK                      SR -I NT4.144%29    | 2029-01-27      | 4.1440%  | 0.0000% | $264000.00         | $266099.74         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 34       | 2034-05-18      | 5.1590%  | 0.0000% | $94000.00          | $95257.38          | Corporate Debt Securities                         |
| DRYDEN 54 CLO LTD 2017-54      D      20291019 FLT | 2029-10-19      | 7.0368%  | 0.0000% | $7375000.00        | $7263182.04        | Asset-Backed Securities                           |
| ROYALTY PHARMA PLC             SR GLBL NT5.2%35    | 2035-09-25      | 5.2000%  | 0.0000% | $83000.00          | $83053.49          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT5.7%27    | 2027-05-20      | 5.7000%  | 0.0000% | $834000.00         | $843837.03         | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $1048000.00        | $1234030.48        | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.6%013129       | 2029-01-31      | 4.6000%  | 0.0000% | $21000.00          | $21563.34          | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 27     | 2027-09-30      | 6.7500%  | 0.0000% | $1097000.00        | $1114609.59        | Corporate Debt Securities                         |
| NEUBERGER BERMAN GRP/FIN       SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $5000.00           | $5044.90           | Corporate Debt Securities                         |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $750000.00         | $756572.92         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 34       | 2034-02-21      | 5.1500%  | 0.0000% | $203000.00         | $206448.86         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DEB4.6%27    | 2027-09-01      | 4.6850%  | 0.0000% | $55000.00          | $56042.60          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 5.8%55     | 2055-04-01      | 5.8000%  | 0.0000% | $85000.00          | $85918.38          | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31     | 2031-06-15      | 2.9500%  | 0.0000% | $235000.00         | $205399.14         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.68%062628      | 2028-06-26      | 5.6800%  | 0.0000% | $34000.00          | $35480.70          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT28    | 2028-05-15      | 4.3000%  | 0.0000% | $16000.00          | $16005.96          | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT5.1%35    | 2035-05-23      | 5.1000%  | 0.0000% | $8507000.00        | $8615464.25        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 27       | 2027-02-10      | 4.5500%  | 0.0000% | $19000.00          | $19312.67          | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            C      20341214 FLT | 2034-12-14      | 8.5337%  | 0.0000% | $7000000.00        | $7086998.25        | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29       | 2029-07-15      | 5.5500%  | 0.0000% | $14000.00          | $14597.64          | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 3%29     | 2029-02-02      | 3.0000%  | 0.0000% | $100000.00         | $96815.00          | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      5.5%27              | 2027-04-15      | 5.5000%  | 0.0000% | $501000.00         | $505104.30         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-05-01      | 4.2230%  | 0.0000% | $8000.00           | $7966.52           | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 27       | 2027-11-15      | 5.8500%  | 0.0000% | $1328000.00        | $1357488.24        | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $75000.00          | $74023.31          | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT 30       | 2030-09-09      | 5.6500%  | 0.0000% | $92000.00          | $91695.99          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR GLBL 144A 28     | 2028-04-01      | 4.9070%  | 0.0000% | $30000.00          | $30418.07          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-01-05      | 3.8500%  | 0.0000% | $50000.00          | $50263.00          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 5%28     | 2028-10-01      | 5.0000%  | 0.0000% | $63000.00          | $63988.19          | Corporate Debt Securities                         |
| PRPM TR 2022-NQM1              A-1    20670825 FLT | 2067-08-25      | 5.5000%  | 0.0000% | $29554700.00       | $19159498.89       | Private Label Collateralized Mortgage Obligations |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-01-15      | 3.6250%  | 0.0000% | $750000.00         | $736877.92         | Corporate Debt Securities                         |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 31       | 2031-05-15      | 7.7500%  | 0.0000% | $8970000.00        | $8921696.55        | Corporate Debt Securities                         |
| LINCOLN FINL GLOBAL FDG        GLBL 144A NT 30     | 2030-08-18      | 4.6250%  | 0.0000% | $500000.00         | $500912.85         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $9000.00           | $8990.03           | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORP            SR NT 5.3%41        | 2041-03-01      | 5.3000%  | 0.0000% | $75000.00          | $76534.92          | Corporate Debt Securities                         |
| KLA CORP                       SR GLBL NT4.7%34    | 2034-02-01      | 4.7000%  | 0.0000% | $62000.00          | $62421.94          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.6%34      | 2034-08-14      | 4.6000%  | 0.0000% | $30000.00          | $30002.90          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.4%30    | 2030-08-15      | 4.4000%  | 0.0000% | $1259000.00        | $1271112.98        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-04-23      | 5.2180%  | 0.0000% | $25534000.00       | $26029819.21       | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR NT 3.875%28      | 2028-11-13      | 3.8750%  | 0.0000% | $55000.00          | $54757.57          | Corporate Debt Securities                         |
| SCHLUMBERGER INVT SA           SR GLBL NT 31       | 2031-05-07      | 4.5500%  | 0.0000% | $1062000.00        | $1061692.61        | Corporate Debt Securities                         |
| SERVICENOW INC                 SR NT 5.4%36        | 2036-05-15      | 5.4000%  | 0.0000% | $3781000.00        | $3798203.55        | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT4.5%29    | 2029-10-15      | 4.5000%  | 0.0000% | $394000.00         | $386817.38         | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 33     | 2033-02-15      | 6.8750%  | 0.0000% | $1090000.00        | $1079733.41        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 34       | 2034-01-24      | 5.0680%  | 0.0000% | $59000.00          | $60142.67          | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 35       | 2035-05-31      | 6.3420%  | 0.0000% | $366000.00         | $398183.78         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 32       | 2032-04-23      | 2.3070%  | 0.0000% | $63000.00          | $56278.34          | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 5%032234         | 2034-03-22      | 5.0000%  | 0.0000% | $16000.00          | $16314.49          | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-NYCH A      20420616 FLT | 2042-06-16      | 5.3694%  | 0.0000% | $7362000.00        | $7348336.83        | Private Label Collateralized Mortgage Obligations |
| WESTPAC NZ LIMITED             FR 4.938%022730     | 2030-02-27      | 4.9380%  | 0.0000% | $230000.00         | $235340.45         | Corporate Debt Securities                         |
| WABTEC                         4.7%28              | 2028-09-15      | 4.7000%  | 0.0000% | $9000.00           | $9100.45           | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 32       | 2032-05-15      | 4.9500%  | 0.0000% | $70000.00          | $70442.75          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR NT 4.8%30        | 2030-05-01      | 4.8000%  | 0.0000% | $59000.00          | $59534.15          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      4.15%28             | 2028-10-16      | 4.1500%  | 0.0000% | $97000.00          | $97170.42          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39     | 2039-09-15      | 7.6000%  | 0.0000% | $1095000.00        | $1062831.33        | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 36       | 2036-01-15      | 5.2980%  | 0.0000% | $4533000.00        | $4573927.70        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51    | 2051-01-15      | 2.5000%  | 0.0000% | $738000.00         | $443224.76         | Corporate Debt Securities                         |
| ARSENAL AIC PARENT LLC         SR SEC 144A NT30    | 2030-10-01      | 8.0000%  | 0.0000% | $6263000.00        | $6656622.59        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 30       | 2030-11-15      | 4.1250%  | 0.0000% | $75000.00          | $73775.56          | Corporate Debt Securities                         |
| AMEREN CORP                    SR GLBL NT 5%36     | 2036-05-15      | 5.0000%  | 0.0000% | $90000.00          | $89004.20          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 32       | 2032-08-15      | 5.3500%  | 0.0000% | $90000.00          | $93734.60          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR NT 5.968%54      | 2054-03-04      | 5.9680%  | 0.0000% | $1345000.00        | $1353542.24        | Corporate Debt Securities                         |
| CNH EQUIP TR 2022-B            A-3    20271115 3.8 | 2027-11-15      | 3.8900%  | 0.0000% | $390999.00         | $39290.38          | Asset-Backed Securities                           |
| AUGUSTA SPINCO CORP            SR GLBL NT 36       | 2036-03-23      | 5.2450%  | 0.0000% | $81000.00          | $81602.30          | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 31     | 2031-03-25      | 2.9580%  | 0.0000% | $200000.00         | $184255.73         | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT3.6%28    | 2028-01-15      | 3.6000%  | 0.0000% | $28000.00          | $27987.12          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.7%011228       | 2028-01-12      | 4.7000%  | 0.0000% | $550000.00         | $561514.86         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT5.1%36    | 2036-03-15      | 5.1000%  | 0.0000% | $60000.00          | $59771.90          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 40       | 2040-03-15      | 5.7500%  | 0.0000% | $75000.00          | $77851.46          | Corporate Debt Securities                         |
| BANK OF AMER CORP              VR 020626-020632    | 2032-02-06      | 4.5018%  | 0.0000% | $4312000.00        | $4299310.16        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SUB GLBL NT 33      | 2033-05-26      | 4.9890%  | 0.0000% | $14997000.00       | $14950595.53       | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.7%35    | 2035-11-15      | 4.7000%  | 0.0000% | $5369000.00        | $5272560.83        | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.75%31     | 2031-02-08      | 4.7500%  | 0.0000% | $20000.00          | $20466.72          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 28       | 2028-03-01      | 4.1010%  | 0.0000% | $82000.00          | $82308.70          | Corporate Debt Securities                         |
| ATLAS SENIOR LN FD 2019-13R    C-R    20310422 FLT | 2031-04-22      | 6.5753%  | 0.0000% | $3000000.00        | $3019283.69        | Asset-Backed Securities                           |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.85%34     | 2034-02-08      | 4.8500%  | 0.0000% | $15000.00          | $15218.46          | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.5%35    | 2035-03-17      | 5.5000%  | 0.0000% | $35000.00          | $35794.15          | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 6.84%091334      | 2034-09-13      | 6.8400%  | 0.0000% | $250000.00         | $276552.50         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 32     | 2032-05-05      | 6.1800%  | 0.0000% | $1500000.00        | $1506180.00        | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 1.25%080726      | 2026-08-07      | 1.2500%  | 0.0000% | $483000.00         | $482448.84         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M 140 BD5.85%56    | 2056-06-01      | 5.8500%  | 0.0000% | $3950000.00        | $3978193.12        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AN BD 34    | 2034-03-01      | 5.1500%  | 0.0000% | $100000.00         | $102567.89         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 5%32     | 2032-09-15      | 5.0000%  | 0.0000% | $59000.00          | $59812.30          | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 31       | 2031-05-15      | 5.1250%  | 0.0000% | $18000.00          | $18355.02          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 41    | 2041-06-01      | 3.5000%  | 0.0000% | $2260000.00        | $1612771.16        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 5.106%011536     | 2036-01-15      | 5.1060%  | 0.0000% | $2795000.00        | $2792360.59        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $83000.00          | $81928.56          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.85%102331      | 2031-10-23      | 4.8500%  | 0.0000% | $75000.00          | $75074.25          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $944000.00         | $949831.82         | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT 4%31     | 2031-01-15      | 4.0000%  | 0.0000% | $93000.00          | $92368.43          | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 4.25%30     | 2030-01-15      | 4.2500%  | 0.0000% | $120000.00         | $119998.73         | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT5.1%35    | 2035-10-01      | 5.1000%  | 0.0000% | $13000.00          | $13272.96          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-09-11      | 4.4930%  | 0.0000% | $3740000.00        | $3710247.68        | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 5.15%31     | 2031-11-15      | 5.1500%  | 0.0000% | $92000.00          | $94032.54          | Corporate Debt Securities                         |
| CARLISLE COS INC               SR GLBL NT 40       | 2040-09-15      | 5.5500%  | 0.0000% | $95000.00          | $95398.84          | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 35       | 2035-04-24      | 5.7950%  | 0.0000% | $1069000.00        | $1097535.92        | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 34     | 2034-01-15      | 8.5000%  | 0.0000% | $1488000.00        | $1334198.67        | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.7%28    | 2028-06-23      | 4.7000%  | 0.0000% | $180000.00         | $183972.00         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 30       | 2030-02-24      | 4.7500%  | 0.0000% | $920000.00         | $942912.34         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE GLBL AM BD5.2%28    | 2028-10-01      | 5.2000%  | 0.0000% | $1574000.00        | $1615990.82        | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL 144A 31     | 2031-06-15      | 4.7500%  | 0.0000% | $1356000.00        | $1318172.87        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 30       | 2030-09-11      | 4.6310%  | 0.0000% | $99000.00          | $99835.94          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 32       | 2032-03-19      | 6.5320%  | 0.0000% | $1142000.00        | $1198690.15        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 5%30     | 2030-04-01      | 5.0000%  | 0.0000% | $45000.00          | $45906.55          | Corporate Debt Securities                         |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $1002000.00        | $817854.67         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 32     | 2032-04-15      | 4.1500%  | 0.0000% | $17080000.00       | $16548166.76       | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT3.9%27    | 2027-05-15      | 3.9000%  | 0.0000% | $284000.00         | $283340.17         | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HLDGS  1LIEN GLBL NT 29    | 2029-11-15      | 3.7000%  | 0.0000% | $176000.00         | $171054.20         | Corporate Debt Securities                         |
| CONN AVE SECUS TR 2023-R05     1M-1   20430625 FLT | 2043-06-25      | 5.5121%  | 0.0000% | $3200000.00        | $1084425.03        | Private Label Collateralized Mortgage Obligations |
| CRH SMW FIN DESIGNATED ACTIVIT SR GLBL NT5.2%29    | 2029-05-21      | 5.2000%  | 0.0000% | $4441000.00        | $4528379.14        | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30     | 2030-03-15      | 6.6250%  | 0.0000% | $233000.00         | $237524.41         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 34       | 2034-02-20      | 5.1500%  | 0.0000% | $33000.00          | $34032.98          | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT1.5%30    | 2030-09-01      | 1.5000%  | 0.0000% | $813000.00         | $723437.21         | Corporate Debt Securities                         |
| BX COML MTG TR 2026-CSMO       A      20310215 5.0 | 2031-02-15      | 5.0271%  | 0.0000% | $14000000.00       | $14058001.72       | Private Label Collateralized Mortgage Obligations |
| LAUDER ESTEE COS INC           SR GLBL NT 28       | 2028-05-15      | 4.3750%  | 0.0000% | $75000.00          | $75016.60          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 34       | 2034-01-15      | 4.8500%  | 0.0000% | $95000.00          | $96551.61          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%010827       | 2027-01-08      | 4.5000%  | 0.0000% | $122000.00         | $124507.71         | Corporate Debt Securities                         |
| DOLP TR  2021-NYC              A      20410510 2.9 | 2041-05-10      | 2.9560%  | 0.0000% | $20595600.00       | $18367755.64       | Private Label Collateralized Mortgage Obligations |
| DUPONT DE NEMOURS INC          SR GLBL NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $387000.00         | $388605.08         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 35       | 2035-02-15      | 5.4390%  | 0.0000% | $520000.00         | $535476.59         | Corporate Debt Securities                         |
| CONNECTICUT AVE TRUST 2024-R01 1M-1   20440125 FLT | 2044-01-25      | 4.6621%  | 0.0000% | $3450000.00        | $884954.69         | Private Label Collateralized Mortgage Obligations |
| BROWN & BROWN INC              SR GLBL NT 32       | 2032-06-23      | 5.2500%  | 0.0000% | $17000.00          | $17425.17          | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 55       | 2055-06-23      | 6.2500%  | 0.0000% | $5100000.00        | $5255006.00        | Corporate Debt Securities                         |
| CITRUS RE LTD                  -A VR 144A NT 29    | 2029-06-07      | 8.9118%  | 0.0000% | $2750000.00        | $2728275.00        | Corporate Debt Securities                         |
| CABOT CORP                     SR GLBL NT 5%32     | 2032-06-30      | 5.0000%  | 0.0000% | $36000.00          | $36658.60          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 31       | 2031-09-08      | 4.5800%  | 0.0000% | $9000.00           | $9011.75           | Corporate Debt Securities                         |
| COBANK ACB                     PERP -N NT 6.75%    | 2500-12-31      | 6.7500%  | 0.0000% | $15150000.00       | $15244801.12       | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $2471000.00        | $2481724.83        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 30       | 2030-03-25      | 3.4500%  | 0.0000% | $25000.00          | $24428.58          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $500000.00         | $502227.78         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT4.9%30    | 2030-09-15      | 4.9000%  | 0.0000% | $25000.00          | $25381.81          | Corporate Debt Securities                         |
| CARGILL INC                    SR REGS NT 33       | 2033-04-24      | 4.7500%  | 0.0000% | $5000.00           | $5003.49           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.1%010836       | 2036-01-08      | 5.1000%  | 0.0000% | $17083000.00       | $17156029.82       | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR GLBL NT 43       | 2043-05-01      | 5.7500%  | 0.0000% | $147000.00         | $149618.40         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           LW TIER II          | 2032-12-15      | 3.8030%  | 0.0000% | $91000.00          | $91122.37          | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT 33       | 2033-05-15      | 5.1500%  | 0.0000% | $70000.00          | $71422.59          | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT 28       | 2028-06-15      | 4.2500%  | 0.0000% | $2716000.00        | $2765651.50        | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 32       | 2032-03-01      | 3.8500%  | 0.0000% | $99000.00          | $93343.25          | Corporate Debt Securities                         |
| AON NORTH AMERICA INC.         SR GLBL NT 27       | 2027-03-01      | 5.1250%  | 0.0000% | $32000.00          | $32577.53          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 30       | 2030-12-01      | 4.3500%  | 0.0000% | $19000.00          | $19211.06          | Corporate Debt Securities                         |
| ELLINGTON FINL OPER PNRT LLC   SR GLBL 144A 30     | 2030-09-30      | 7.3750%  | 0.0000% | $40000.00          | $40469.87          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 36       | 2036-02-15      | 6.3750%  | 0.0000% | $15504000.00       | $15578864.94       | Corporate Debt Securities                         |
| FERGUSON ENTERPRISES INC       SR GLBL NT 31       | 2031-03-15      | 4.3500%  | 0.0000% | $192000.00         | $190521.92         | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT5.4%34    | 2034-11-14      | 5.4000%  | 0.0000% | $4983000.00        | $5077378.02        | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC GLBL NT28    | 2028-06-15      | 2.3790%  | 0.0000% | $75000.00          | $72473.08          | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 30       | 2030-07-15      | 6.6250%  | 0.0000% | $5029000.00        | $5021103.07        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $8336000.00        | $8368934.15        | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 3.25%052027      | 2027-05-20      | 3.2500%  | 0.0000% | $94417000.00       | $93827129.79       | Corporate Debt Securities                         |
| MARRIOTT OWNERSHIP RESORTS INC SR GLBL NT 28       | 2028-01-15      | 4.7500%  | 0.0000% | $487000.00         | $490522.90         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $140000.00         | $137790.38         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL VV NT 35    | 2035-10-15      | 5.2500%  | 0.0000% | $24000.00          | $24182.56          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 31       | 2031-03-15      | 4.1500%  | 0.0000% | $32000.00          | $31735.70          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT4.1%28    | 2028-01-15      | 4.1000%  | 0.0000% | $73000.00          | $74106.76          | Corporate Debt Securities                         |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28      | 2028-02-15      | 11.5000% | 0.0000% | $124000.00         | $131124.08         | Corporate Debt Securities                         |
| TOYOTA LEASE OWNER TR 2025-A   A-3    20280222 4.7 | 2028-02-22      | 4.7500%  | 0.0000% | $3300000.00        | $3316356.45        | Asset-Backed Securities                           |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30       | 2030-01-07      | 5.3500%  | 0.0000% | $96000.00          | $99792.27          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-10-21      | 4.3690%  | 0.0000% | $16341000.00       | $16086271.95       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-02-03      | 5.2500%  | 0.0000% | $96000.00          | $96508.48          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      SR GLBL NT 32       | 2032-01-28      | 4.6230%  | 0.0000% | $35000.00          | $35032.84          | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL NT6.2%40    | 2040-10-01      | 6.2000%  | 0.0000% | $90000.00          | $90397.70          | Corporate Debt Securities                         |
| SONOCO PRODS CO                SR GLBL NT4.6%29    | 2029-09-01      | 4.6000%  | 0.0000% | $21000.00          | $21177.96          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $28636000.00       | $26549581.04       | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $2000000.00        | $2002772.22        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-09-15      | 5.4000%  | 0.0000% | $5000.00           | $5055.10           | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 29       | 2029-03-15      | 4.3750%  | 0.0000% | $27000.00          | $27190.43          | Corporate Debt Securities                         |
| M & T BK CORP                  SR GLBL NT 28       | 2028-08-16      | 4.5530%  | 0.0000% | $128000.00         | $129650.77         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR REGS NT 33       | 2033-06-21      | 4.4420%  | 0.0000% | $420000.00         | $415663.69         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $45000.00          | $45763.41          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 29       | 2029-04-04      | 5.3710%  | 0.0000% | $202000.00         | $207378.39         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT5.2%33    | 2033-07-01      | 5.2000%  | 0.0000% | $1320000.00        | $1334055.07        | Corporate Debt Securities                         |
| ESENTIA ENERGY DEV SAB DE CV   SR GLBL REGS 33     | 2033-07-30      | 6.1250%  | 0.0000% | $895000.00         | $890437.36         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.969%080230     | 2030-08-02      | 4.9690%  | 0.0000% | $72000.00          | $73759.63          | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R VAR 144A NT 31      | 2031-04-07      | 8.6654%  | 0.0000% | $56796000.00       | $56767602.00       | Corporate Debt Securities                         |
| HANDSHAKE RE LTD               -A VR 144A NT 30    | 2030-01-08      | 8.0300%  | 0.0000% | $3870000.00        | $3838518.94        | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $13000.00          | $13163.71          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2025C 35    | 2035-03-15      | 5.2000%  | 0.0000% | $175000.00         | $179143.81         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-04-25      | 5.8510%  | 0.0000% | $2765000.00        | $2889634.99        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 VAR 144A NT 29      | 2029-07-06      | 5.5300%  | 0.0000% | $10875000.00       | $10911839.61       | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT 31       | 2031-01-15      | 4.2500%  | 0.0000% | $25000.00          | $24826.99          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        GLBL NT 4.812%32    | 2032-10-21      | 4.8120%  | 0.0000% | $7000.00           | $7011.69           | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A VR 144A NT 29    | 2029-07-06      | 5.5300%  | 0.0000% | $5250000.00        | $5241286.19        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-07-15      | 5.2500%  | 0.0000% | $4165000.00        | $3776037.59        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 29       | 2029-02-15      | 4.8750%  | 0.0000% | $50000.00          | $51338.17          | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $31000.00          | $31869.36          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28       | 2028-12-15      | 3.8750%  | 0.0000% | $992000.00         | $997161.16         | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 30       | 2030-04-23      | 2.9500%  | 0.0000% | $9000.00           | $8185.23           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.6%031133       | 2033-03-11      | 4.6000%  | 0.0000% | $58000.00          | $57620.16          | Corporate Debt Securities                         |
| UNITED AIRLNS PASS THRU 2024-1 AA     20380815 5.4 | 2038-08-15      | 5.4500%  | 0.0000% | $83000.00          | $81026.90          | Asset-Backed Securities                           |
| PEPSICO INC                    SR GLBL NT4.5%29    | 2029-07-17      | 4.5000%  | 0.0000% | $8000.00           | $8174.56           | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 42 BD 54    | 2054-05-15      | 5.7500%  | 0.0000% | $21000.00          | $20817.01          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $1397000.00        | $1497074.09        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.9%33    | 2033-07-15      | 4.9000%  | 0.0000% | $89000.00          | $90245.01          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 5.448%29    | 2029-05-24      | 5.4480%  | 0.0000% | $7000.00           | $7140.05           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 34       | 2034-04-15      | 5.1500%  | 0.0000% | $4144000.00        | $4196895.86        | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT4.3%28    | 2028-05-15      | 4.3000%  | 0.0000% | $27000.00          | $27027.06          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2022A 32    | 2032-05-15      | 4.7000%  | 0.0000% | $84000.00          | $84111.53          | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 33       | 2033-05-18      | 5.6500%  | 0.0000% | $107000.00         | $107696.69         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-21      | 4.5160%  | 0.0000% | $85000.00          | $84958.94          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.153%020431     | 2031-02-04      | 5.1530%  | 0.0000% | $55000.00          | $56695.15          | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT 27       | 2027-09-15      | 4.2500%  | 0.0000% | $148000.00         | $149192.30         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M -46 BD5.05%36    | 2036-06-15      | 5.0500%  | 0.0000% | $60000.00          | $59803.27          | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN AB NY BR SNR NPF REGS 28     | 2028-06-15      | 5.5000%  | 0.0000% | $450000.00         | $470738.50         | Corporate Debt Securities                         |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26       | 2026-10-15      | 3.3750%  | 0.0000% | $299000.00         | $299246.67         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 33       | 2033-07-15      | 5.0500%  | 0.0000% | $106000.00         | $108589.29         | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            GLBL NT 6%29        | 2029-01-15      | 6.0000%  | 0.0000% | $545000.00         | $568682.07         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.45%041230      | 2030-04-12      | 4.4500%  | 0.0000% | $570000.00         | $566688.14         | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -M NT 28    | 2028-09-15      | 4.1000%  | 0.0000% | $98000.00          | $97852.78          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $24000.00          | $24033.07          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2011E 41    | 2041-12-01      | 3.9000%  | 0.0000% | $50000.00          | $39305.17          | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT31    | 2031-06-15      | 5.0000%  | 0.0000% | $2000000.00        | $1997737.78        | Corporate Debt Securities                         |
| STATE STR CORP                 GLBL NT 4.536%28    | 2028-02-28      | 4.5360%  | 0.0000% | $304000.00         | $309188.06         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 47       | 2047-04-21      | 5.8680%  | 0.0000% | $9956000.00        | $10143610.86       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.574%072529     | 2029-07-25      | 5.5740%  | 0.0000% | $455000.00         | $472448.95         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.557%072534     | 2034-07-25      | 5.5570%  | 0.0000% | $8000.00           | $8372.81           | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 5.75%26     | 2026-11-08      | 5.7500%  | 0.0000% | $320000.00         | $322986.93         | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 2.375%32    | 2032-03-15      | 2.3750%  | 0.0000% | $87000.00          | $77179.61          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-10-13      | 5.6250%  | 0.0000% | $53000.00          | $55556.59          | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 34     | 2034-03-15      | 5.7500%  | 0.0000% | $4559000.00        | $4575951.88        | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL NT 29       | 2029-04-04      | 6.7500%  | 0.0000% | $70000.00          | $70914.38          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 65       | 2065-05-14      | 6.0500%  | 0.0000% | $15000.00          | $15357.31          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 5%34     | 2034-04-15      | 5.0000%  | 0.0000% | $70000.00          | $70408.88          | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 30       | 2030-02-15      | 5.1500%  | 0.0000% | $433000.00         | $447119.17         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $95000.00          | $95179.97          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $47000.00          | $47565.26          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5.2%051734       | 2034-05-17      | 5.2000%  | 0.0000% | $89000.00          | $91269.80          | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR GLBL NT 35       | 2035-03-15      | 4.3750%  | 0.0000% | $60000.00          | $58295.58          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 5.6%34        | 2034-03-31      | 5.6000%  | 0.0000% | $15000.00          | $15532.17          | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 31     | 2031-08-15      | 3.8750%  | 0.0000% | $14000.00          | $12867.04          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT3.4%29    | 2029-09-01      | 3.4000%  | 0.0000% | $8468000.00        | $8205670.77        | Corporate Debt Securities                         |
| VERIZON MSTR TR 2024-2         A      20311222 4.8 | 2031-12-22      | 4.8300%  | 0.0000% | $9911000.00        | $10016339.06       | Asset-Backed Securities                           |
| UNUM GROUP                     SR GLBL NT 4%29     | 2029-06-15      | 4.0000%  | 0.0000% | $56000.00          | $55923.40          | Corporate Debt Securities                         |
| WABTEC                         SR GLBL NT 26       | 2026-11-15      | 3.4500%  | 0.0000% | $22000.00          | $21940.86          | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 29       | 2029-03-15      | 4.1250%  | 0.0000% | $8000.00           | $7998.23           | Corporate Debt Securities                         |
| HERSHEY CO                     SR GLBL NT 32       | 2032-02-24      | 4.9500%  | 0.0000% | $75000.00          | $77321.44          | Corporate Debt Securities                         |
| INDIANA MICH PWR CO            SR GLBL -Q NT 56    | 2056-03-15      | 5.6000%  | 0.0000% | $60000.00          | $59234.40          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.9%29    | 2029-04-15      | 4.9000%  | 0.0000% | $380000.00         | $388040.38         | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 27       | 2027-09-11      | 6.0830%  | 0.0000% | $477000.00         | $485361.73         | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT 36       | 2036-03-16      | 4.9500%  | 0.0000% | $170000.00         | $169351.88         | Corporate Debt Securities                         |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $2258000.00        | $2205305.18        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 45       | 2045-11-30      | 5.7500%  | 0.0000% | $84000.00          | $85161.60          | Corporate Debt Securities                         |
| VALVOLINE INC                  SR GLBL 144A 31     | 2031-06-15      | 3.6250%  | 0.0000% | $35000.00          | $32403.46          | Corporate Debt Securities                         |
| VERAISON RE LTD                -A VR 144A NT 29    | 2029-03-08      | 6.4105%  | 0.0000% | $1750000.00        | $1758430.57        | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 35       | 2035-12-15      | 5.2500%  | 0.0000% | $76000.00          | $76993.89          | Corporate Debt Securities                         |
| US BANCORP                     FR 4.967%072233     | 2033-07-22      | 4.9670%  | 0.0000% | $77000.00          | $77616.96          | Corporate Debt Securities                         |
| VORNADO RLTY L P               SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $47000.00          | $47730.50          | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT 29       | 2029-12-01      | 4.9500%  | 0.0000% | $2221000.00        | $2301078.16        | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB3.6%29    | 2029-04-01      | 3.6000%  | 0.0000% | $81000.00          | $79639.20          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 28       | 2028-02-10      | 4.8750%  | 0.0000% | $33000.00          | $33692.68          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 2%28     | 2028-03-20      | 2.0000%  | 0.0000% | $10000.00          | $9646.43           | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 32       | 2032-05-12      | 4.4380%  | 0.0000% | $20333000.00       | $19964885.72       | Corporate Debt Securities                         |
| MASTEC INC                     SR GLBL 144A 28     | 2028-08-15      | 4.5000%  | 0.0000% | $11438000.00       | $11488555.96       | Corporate Debt Securities                         |
| MICHAELS COS INC               1LIEN 144A NT 33    | 2033-03-15      | 8.5000%  | 0.0000% | $8107000.00        | $8054736.87        | Corporate Debt Securities                         |
| RELX CAPITAL INC               SR GLBL NT 4%29     | 2029-03-18      | 4.0000%  | 0.0000% | $151000.00         | $150090.81         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.073%013037     | 2037-01-30      | 5.0730%  | 0.0000% | $42742000.00       | $42512357.92       | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.696%080631     | 2031-08-06      | 4.6960%  | 0.0000% | $3822000.00        | $3869126.11        | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 101824-101828    | 2028-10-18      | 4.4949%  | 0.0000% | $96000.00          | $96770.21          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FXD/FLTG 29         | 2029-01-24      | 3.7720%  | 0.0000% | $58000.00          | $58012.02          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.071%052031     | 2031-05-20      | 5.0710%  | 0.0000% | $66000.00          | $66798.45          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $98000.00          | $98387.24          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.125%072726     | 2026-07-27      | 3.1250%  | 0.0000% | $3958000.00        | $3994652.18        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.994%041229     | 2029-04-12      | 4.9940%  | 0.0000% | $60000.00          | $60797.40          | Corporate Debt Securities                         |
| SERVICENOW INC                 SR NT 5.05%33       | 2033-05-15      | 5.0500%  | 0.0000% | $7348000.00        | $7376318.38        | Corporate Debt Securities                         |

### Security 635: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HIYY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HIYY3
- **C.18 - Value (incl. sponsor support):** $304683763.80
- **C.18.a - Value (excl. sponsor support):** $304683763.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SUZANO AUSTRIA GMBH            SR GLBL NT 31       | 2031-01-15      | 3.7500%  | 0.0000% | $66000.00          | $62518.39          | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT 33       | 2033-03-03      | 5.2500%  | 0.0000% | $237000.00         | $245906.86         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL 144A 34     | 2034-01-17      | 8.2500%  | 0.0000% | $1174999.00        | $1257154.93        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         GLBL -B NT3.3%49    | 2049-12-01      | 3.3000%  | 0.0000% | $55000.00          | $38225.37          | Corporate Debt Securities                         |
| INDIANA MICH PWR CO            SR GLBL -L NT 47    | 2047-07-01      | 3.7500%  | 0.0000% | $209000.00         | $160057.77         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.5%32    | 2032-09-15      | 4.5000%  | 0.0000% | $427000.00         | $429100.84         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47       | 2047-04-15      | 4.2500%  | 0.0000% | $79000.00          | $64657.90          | Corporate Debt Securities                         |
| INVESCO FINANCE PLC            SR GLBL NT 43       | 2043-11-30      | 5.3750%  | 0.0000% | $44000.00          | $43224.09          | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB3.1%51    | 2051-11-30      | 3.1000%  | 0.0000% | $90000.00          | $58858.55          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR NT 4.625%42      | 2042-05-15      | 4.6250%  | 0.0000% | $75000.00          | $66674.15          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 3%012230         | 2030-01-22      | 3.0000%  | 0.0000% | $1200000.00        | $1135480.00        | Corporate Debt Securities                         |
| TRUCK HERO INC                 2LIEN GLBL PIK31    | 2031-07-31      | 6.2500%  | 0.0000% | $4850899.00        | $757952.97         | Corporate Debt Securities                         |
| PROTECTIVE LIFE GLOBAL FUNDING SR SEC 144A NT32    | 2032-01-14      | 5.4320%  | 0.0000% | $450000.00         | $469435.50         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.9%50    | 2050-05-15      | 2.9000%  | 0.0000% | $145000.00         | $92619.88          | Corporate Debt Securities                         |
| PROGRESS RESIDENTIAL 2025-SFR1 A      20420220 3.4 | 2042-02-20      | 3.4000%  | 0.0000% | $14300000.00       | $13534904.24       | Asset-Backed Securities                           |
| LOWES COS INC                  SR GLBL NT 31       | 2031-04-01      | 2.6250%  | 0.0000% | $44000.00          | $40290.32          | Corporate Debt Securities                         |
| LEAR CORP                      SR GLBL NT2.6%32    | 2032-01-15      | 2.6000%  | 0.0000% | $61000.00          | $54495.43          | Corporate Debt Securities                         |
| SEATTLE CHILDRENS HOSPITAL     SR GLBL -2021 50    | 2050-10-01      | 2.7190%  | 0.0000% | $41000.00          | $25281.45          | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 60     | 2060-05-15      | 3.9500%  | 0.0000% | $3544000.00        | $2454808.70        | Corporate Debt Securities                         |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55       | 2055-02-26      | 4.6250%  | 0.0000% | $2726000.00        | $2140885.68        | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $23415.00          | $5934.40           | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL DB4.5%46    | 2046-04-01      | 4.5000%  | 0.0000% | $395000.00         | $342887.65         | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-HE2     M-2    20551122 FLT | 2055-11-22      | 5.4251%  | 0.0000% | $1179000.00        | $1166662.10        | Asset-Backed Securities                           |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $2103000.00        | $1943005.51        | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 48       | 2048-09-15      | 4.3750%  | 0.0000% | $69000.00          | $57702.84          | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $250000.00         | $153555.56         | Corporate Debt Securities                         |
| ASCENSION HEALTH ALLIANCE      2013-A SNK BD 53    | 2053-11-15      | 4.8470%  | 0.0000% | $38000.00          | $33691.37          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B7       A-4 .. 20530516 FLT | 2053-05-16      | 4.5100%  | 0.0000% | $2554140.00        | $2545726.10        | Private Label Collateralized Mortgage Obligations |
| CANADIAN PAC RY CO NEW         SR GLBL NT 29       | 2029-11-15      | 2.8750%  | 0.0000% | $40000.00          | $37952.72          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 35       | 2035-03-23      | 4.7500%  | 0.0000% | $4053000.00        | $3772566.17        | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 29       | 2029-12-15      | 4.8500%  | 0.0000% | $808000.00         | $831702.23         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.8%41    | 2041-08-15      | 2.8000%  | 0.0000% | $65000.00          | $47584.48          | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.6%53      | 2053-03-15      | 5.6000%  | 0.0000% | $5637000.00        | $5465021.39        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.9%41    | 2041-04-01      | 2.9000%  | 0.0000% | $40636000.00       | $29864705.78       | Corporate Debt Securities                         |
| COCA-COLA FEMSA SAB DE CV      GLBL NT 1.85%32     | 2032-09-01      | 1.8500%  | 0.0000% | $380000.00         | $317452.84         | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $808000.00         | $835657.39         | Corporate Debt Securities                         |
| COLT MTG LN TR 2021-6          B-2    20661227 FLT | 2066-12-27      | 4.0974%  | 0.0000% | $499934.00         | $429466.65         | Private Label Collateralized Mortgage Obligations |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR 144A30    | 2030-01-23      | 6.0000%  | 0.0000% | $8672000.00        | $9095627.20        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 4.2%48              | 2048-09-01      | 4.2000%  | 0.0000% | $60000.00          | $48722.80          | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $8698000.00        | $9205692.60        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.6%53    | 2053-05-01      | 4.6000%  | 0.0000% | $31000.00          | $25923.37          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR NT 3.25%42       | 2042-08-01      | 3.2500%  | 0.0000% | $16000.00          | $12252.36          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT2.6%29    | 2029-09-19      | 2.6000%  | 0.0000% | $137000.00         | $130267.21         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 3.112%40    | 2040-02-15      | 3.1120%  | 0.0000% | $24000.00          | $18661.93          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.7%46    | 2046-05-15      | 4.7000%  | 0.0000% | $63000.00          | $56153.02          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 26       | 2026-08-03      | 5.2720%  | 0.0000% | $3020000.00        | $3073839.22        | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 44       | 2044-11-15      | 5.3500%  | 0.0000% | $90000.00          | $86763.65          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 30       | 2030-06-15      | 1.9500%  | 0.0000% | $79000.00          | $72176.24          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT2.8%41    | 2041-10-15      | 2.8000%  | 0.0000% | $77000.00          | $56182.45          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36    | 2036-01-25      | 6.1000%  | 0.0000% | $7900000.00        | $8466517.78        | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL REGS 34     | 2034-07-15      | 4.2000%  | 0.0000% | $1180000.00        | $1105345.33        | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT4.5%34    | 2034-09-15      | 4.5000%  | 0.0000% | $1975000.00        | $1937633.00        | Corporate Debt Securities                         |
| JP MORGAN MTG TRUST 2026-ACES1 A1F    20651025 FLT | 2065-10-25      | 4.8121%  | 0.0000% | $35455000.00       | $33112320.70       | Asset-Backed Securities                           |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL31    | 2031-03-01      | 2.9500%  | 0.0000% | $31000.00          | $28463.61          | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC          EXTND SR SEC 35     | 2035-06-01      | 4.8380%  | 0.0000% | $75000.00          | $67069.10          | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 2.375%33    | 2033-03-15      | 2.3750%  | 0.0000% | $153000.00         | $133508.10         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 5%35     | 2035-04-01      | 5.0000%  | 0.0000% | $132000.00         | $129531.01         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-04-23      | 4.9370%  | 0.0000% | $1209000.00        | $1219768.56        | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT4.5%28    | 2028-03-14      | 4.5000%  | 0.0000% | $950000.00         | $962468.75         | Corporate Debt Securities                         |
| HIH TR 2024-61P                A      20411015 FLT | 2041-10-15      | 5.4691%  | 0.0000% | $2790000.00        | $2506723.32        | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 3.375%040130     | 2030-04-01      | 3.3750%  | 0.0000% | $52000.00          | $50172.59          | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 32       | 2032-05-15      | 7.8750%  | 0.0000% | $1606000.00        | $1673327.54        | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 35       | 2035-04-27      | 4.8540%  | 0.0000% | $98000.00          | $96620.62          | Corporate Debt Securities                         |
| FORTIVE CORP                   SR NT 4.3%46        | 2046-06-15      | 4.3000%  | 0.0000% | $120000.00         | $100359.47         | Corporate Debt Securities                         |
| HPS LOAN MGMT LTD 2026-27      A-1    20390415 FLT | 2039-04-15      | 4.8712%  | 0.0000% | $5000000.00        | $5037252.94        | Asset-Backed Securities                           |
| EQUINIX INC                    SR GLBL NT3.2%29    | 2029-11-18      | 3.2000%  | 0.0000% | $90000.00          | $85909.30          | Corporate Debt Securities                         |
| UBS COML MTG TR 2017-C5        C      20501117 FLT | 2050-11-17      | 4.4599%  | 0.0000% | $625000.00         | $586904.89         | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT4.2%45    | 2045-03-15      | 4.2000%  | 0.0000% | $232000.00         | $181450.29         | Corporate Debt Securities                         |
| UNION ELEC CO                  SR SEC GLBL NT39    | 2039-03-15      | 8.4500%  | 0.0000% | $98000.00          | $127352.91         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.6%37        | 2037-09-15      | 3.6000%  | 0.0000% | $761000.00         | $674070.97         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.6%45    | 2045-07-17      | 4.6000%  | 0.0000% | $92000.00          | $83519.13          | Corporate Debt Securities                         |
| PFS FING CORP 2023-C           A      20281016 5.5 | 2028-10-16      | 5.5200%  | 0.0000% | $5264000.00        | $5303020.28        | Asset-Backed Securities                           |
| RCKT MTG TR 2024-INV1          B-3    20540625 FLT | 2054-06-25      | 6.9121%  | 0.0000% | $4076250.00        | $3995140.80        | Private Label Collateralized Mortgage Obligations |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL31    | 2031-04-15      | 2.8500%  | 0.0000% | $75000.00          | $69010.75          | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT 51       | 2051-05-10      | 3.6500%  | 0.0000% | $1124000.00        | $822966.26         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 36       | 2036-01-15      | 5.3500%  | 0.0000% | $1976000.00        | $2006767.42        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 60       | 2060-06-01      | 2.7500%  | 0.0000% | $84000.00          | $50017.57          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.5%27    | 2027-06-01      | 5.5000%  | 0.0000% | $397000.00         | $411285.82         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR NT 3.7%27        | 2027-06-06      | 3.7000%  | 0.0000% | $609000.00         | $616387.51         | Corporate Debt Securities                         |
| CME GROUP INC                  SR GLBL NT 32       | 2032-03-15      | 2.6500%  | 0.0000% | $54000.00          | $49069.65          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 30     | 2030-01-10      | 2.5000%  | 0.0000% | $6000.00           | $5632.22           | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 30       | 2030-05-20      | 2.8230%  | 0.0000% | $99000.00          | $92485.38          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 52       | 2052-03-15      | 3.8500%  | 0.0000% | $9766000.00        | $7507162.18        | Corporate Debt Securities                         |
| BRITISH AIRWAYS PLC 2019-1     AA     20340615 3.3 | 2034-06-15      | 3.3000%  | 0.0000% | $90000.00          | $60298.70          | Asset-Backed Securities                           |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29     | 2029-11-01      | 9.8750%  | 0.0000% | $16619000.00       | $16471764.89       | Corporate Debt Securities                         |
| IDAHO PWR CO                   FR 4.2%030148       | 2048-03-01      | 4.2000%  | 0.0000% | $50000.00          | $40934.33          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $1568000.00        | $1428140.67        | Corporate Debt Securities                         |
| AMERN CR ACCEP REC TR 2023-2   E      20300212 9.7 | 2030-02-12      | 9.7900%  | 0.0000% | $12502000.00       | $12946659.32       | Asset-Backed Securities                           |
| ATHENE HOLDING LTD             SR GLBL NT 52       | 2052-05-15      | 3.4500%  | 0.0000% | $38000.00          | $23815.04          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 50       | 2050-11-20      | 2.8750%  | 0.0000% | $198000.00         | $122193.47         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL 144A NT 29     | 2029-08-01      | 4.8000%  | 0.0000% | $20972000.00       | $21384169.71       | Corporate Debt Securities                         |
| SONOCO PRODS CO                SR GLBL NT 32       | 2032-02-01      | 2.8500%  | 0.0000% | $51000.00          | $46423.35          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-06-01      | 2.6500%  | 0.0000% | $90000.00          | $83549.95          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%46     | 2046-07-15      | 4.0000%  | 0.0000% | $10000.00          | $7016.59           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-2        B-4    20490825 FLT | 2049-08-25      | 4.4425%  | 0.0000% | $2975200.00        | $2193299.49        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-4        A-3    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $27760576.00       | $14738778.75       | Private Label Collateralized Mortgage Obligations |
| JABIL INC                      SR GLBL NT 3%31     | 2031-01-15      | 3.0000%  | 0.0000% | $79000.00          | $73495.81          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-05-01      | 2.5610%  | 0.0000% | $96000.00          | $86471.22          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.45%50     | 2050-02-01      | 3.4500%  | 0.0000% | $140000.00         | $94092.37          | Corporate Debt Securities                         |
| WPP 2025 LLC                   SR GLBL NT6.5%36    | 2036-03-30      | 6.5000%  | 0.0000% | $16000000.00       | $15853164.44       | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 31     | 2031-02-09      | 3.3480%  | 0.0000% | $575000.00         | $522548.50         | Corporate Debt Securities                         |
| PERNOD RICARD INTL FINANCE LLC SR GLBL REGS 28     | 2028-04-01      | 1.2500%  | 0.0000% | $150000.00         | $141617.08         | Corporate Debt Securities                         |
| GUARA NORTE SARL               SR SEC GLBL 34      | 2034-06-15      | 5.1980%  | 0.0000% | $641000.00         | $471956.45         | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 32       | 2032-01-15      | 3.6250%  | 0.0000% | $862000.00         | $807420.79         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54    | 2054-10-15      | 5.6000%  | 0.0000% | $80000.00          | $74234.76          | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -O NT 51    | 2051-11-01      | 3.2500%  | 0.0000% | $415000.00         | $270965.03         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.2%030727       | 2027-03-07      | 5.2000%  | 0.0000% | $1140000.00        | $1162542.87        | Corporate Debt Securities                         |
| AES CORP                       SR GLBL NT5.8%32    | 2032-03-15      | 5.8000%  | 0.0000% | $5000000.00        | $5131361.11        | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD 50       | 2050-03-15      | 3.2500%  | 0.0000% | $195000.00         | $132937.46         | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $75000.00          | $73003.25          | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $709000.00         | $654946.63         | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $782030.00         | $656131.42         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50       | 2050-10-15      | 2.8500%  | 0.0000% | $146000.00         | $93244.85          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 34       | 2034-02-08      | 5.1100%  | 0.0000% | $2072000.00        | $2112726.89        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.8%28    | 2028-04-15      | 4.8000%  | 0.0000% | $575000.00         | $583462.08         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL 56       | 2056-06-15      | 6.1000%  | 0.0000% | $850000.00         | $877470.11         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     M3     20691025 FLT | 2069-10-25      | 3.5000%  | 0.0000% | $981000.00         | $881370.03         | Asset-Backed Securities                           |
| HCA INC.                       SR SEC GLBL NT39    | 2039-06-15      | 5.1250%  | 0.0000% | $97000.00          | $94085.85          | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R05   2B-2   20420425 FLT | 2042-04-25      | 10.6121% | 0.0000% | $1200000.00        | $1260298.01        | Private Label Collateralized Mortgage Obligations |
| DISNEY WALT CO                 SR GLBL NT3.5%40    | 2040-05-13      | 3.5000%  | 0.0000% | $255000.00         | $209685.37         | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30    | 2030-02-15      | 2.5000%  | 0.0000% | $41000.00          | $38392.90          | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT 49       | 2049-09-07      | 2.8750%  | 0.0000% | $55000.00          | $36635.97          | Corporate Debt Securities                         |
| AFLAC INC                      SR GLBL NT 49       | 2049-01-15      | 4.7500%  | 0.0000% | $90000.00          | $79846.25          | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $75000.00          | $70074.17          | Corporate Debt Securities                         |
| MERCEDES AUTO REC TR 2023-1    A-3    20271115 4.5 | 2027-11-15      | 4.5100%  | 0.0000% | $8584000.00        | $759974.60         | Asset-Backed Securities                           |
| SEMPRA                         GLBL NT 5.4%26      | 2026-08-01      | 5.4000%  | 0.0000% | $679000.00         | $691744.83         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.221%061533     | 2033-06-15      | 6.2210%  | 0.0000% | $250000.00         | $266012.53         | Corporate Debt Securities                         |
| COLT MORTGAGE LOAN TR 2022-2   A-1    20670225 FLT | 2067-02-25      | 3.9940%  | 0.0000% | $868865.00         | $490866.57         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2018-RP3   A-1    20610325 FLT | 2061-03-25      | 3.2500%  | 0.0000% | $18400000.00       | $1650370.63        | Private Label Collateralized Mortgage Obligations |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.55%52     | 2052-05-15      | 4.5500%  | 0.0000% | $60000.00          | $49443.57          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5.425%081535     | 2035-08-15      | 5.4250%  | 0.0000% | $7753000.00        | $7901177.06        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-11-13      | 3.7500%  | 0.0000% | $45000.00          | $35081.40          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 3.846%030837     | 2037-03-08      | 3.8460%  | 0.0000% | $3237000.00        | $3039942.77        | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            4.2%48              | 2048-07-15      | 4.2000%  | 0.0000% | $21000.00          | $17086.30          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.3%28    | 2028-06-20      | 4.3000%  | 0.0000% | $300000.00         | $305328.50         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL -M NT 28    | 2028-01-15      | 3.3000%  | 0.0000% | $89000.00          | $88323.01          | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR NT 4.15%47       | 2047-03-15      | 4.1500%  | 0.0000% | $90000.00          | $72540.05          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 29       | 2029-11-21      | 5.6840%  | 0.0000% | $1153000.00        | $1188054.79        | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      SR GLBL REGS 31     | 2031-07-11      | 3.8750%  | 0.0000% | $700000.00         | $665884.92         | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 31       | 2031-08-01      | 8.2500%  | 0.0000% | $39000.00          | $41789.35          | Corporate Debt Securities                         |
| LEIDOS INC                     CR SEN SR GLBL31    | 2031-02-15      | 2.3000%  | 0.0000% | $97000.00          | $87131.65          | Corporate Debt Securities                         |
| REVVITY INC                    SR GLBL NT 31       | 2031-03-15      | 2.5500%  | 0.0000% | $75000.00          | $67791.13          | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 52       | 2052-06-01      | 5.0500%  | 0.0000% | $15064000.00       | $13362211.55       | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 31       | 2031-08-18      | 1.7500%  | 0.0000% | $100000.00         | $87880.97          | Corporate Debt Securities                         |
| US BANCORP                     SUB DEB   7.5%26    | 2026-06-01      | 7.5000%  | 0.0000% | $25000.00          | $25927.83          | Corporate Debt Securities                         |
| PFS FINANCING CORP 2025-F      A      20300815 4.4 | 2030-08-15      | 4.4000%  | 0.0000% | $255000.00         | $254767.21         | Asset-Backed Securities                           |
| PHILIP MORRIS INTL INC         SR NT 4.875%43      | 2043-11-15      | 4.8750%  | 0.0000% | $62000.00          | $56508.40          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-03-22      | 3.1500%  | 0.0000% | $31000.00          | $29701.18          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $55000.00          | $51045.27          | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $4209000.00        | $4144125.75        | Corporate Debt Securities                         |
| OBX TR 2024-NQM5               A-1    20640125 FLT | 2064-01-25      | 5.9880%  | 0.0000% | $8600000.00        | $4067685.72        | Private Label Collateralized Mortgage Obligations |
| TARGET CORP                    SR GLBL NT 46       | 2046-04-15      | 3.6250%  | 0.0000% | $39000.00          | $29576.84          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT5.2%64    | 2064-02-15      | 5.2000%  | 0.0000% | $255000.00         | $237836.52         | Corporate Debt Securities                         |
| JPMORGAN STUDENT LN TR 2007-A  A      20380628 FLT | 2038-06-28      | 4.0253%  | 0.0000% | $421279000.00      | $37620613.62       | Asset-Backed Securities                           |

### Security 636: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HIZC0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HIZC0
- **C.18 - Value (incl. sponsor support):** $499811845.00
- **C.18.a - Value (excl. sponsor support):** $499811845.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| FRANKLIN TEMPLETON ETF TR      PUTNA STK ETF    | 2500-12-31      | N/A      | 0.0000% | $703.00            | $19201.95          | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $88735.00          | $25062313.40       | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $439728.00         | $5140420.32        | Equities   |
| NOKIA CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $982291.00         | $15009406.48       | Equities   |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $1388.00           | $37767.48          | Equities   |
| THORNBURG ETF TR               INTL GROWTH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1069.80           | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $424.00            | $13613.45          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NATL AMT MUNI    | 2500-12-31      | N/A      | 0.0000% | $2688.00           | $62496.00          | Equities   |
| ISHARES TR                     ESG AWRE 1 5 YR  | 2500-12-31      | N/A      | 0.0000% | $24320.00          | $608486.40         | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $11165.00          | $119130.55         | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $280651.00         | $267404.27         | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $91185.00          | $947412.15         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $104330.00         | $1096508.30        | Equities   |
| RANGE CAP ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $25850.00          | $274268.50         | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $21012.00          | $215373.00         | Equities   |
| LAFAYETTE ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $16898.00          | $170500.82         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $67259.00          | $717653.53         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $18041.00          | $848468.23         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB   | 2500-12-31      | N/A      | 0.0000% | $49092.00          | $958766.76         | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $111215.00         | $1135505.15        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GAMMA EMERGING   | 2500-12-31      | N/A      | 0.0000% | $10481.00          | $279580.67         | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $72096.00          | $769985.28         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $75413.00          | $838592.56         | Equities   |
| GSR IV ACQUISITION CORP        CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $43638.00          | $443362.08         | Equities   |
| REIN THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $431724.00         | $479213.64         | Equities   |
| AMERICAN CENTY ETF TR          FOCUSED DYNAMIC  | 2500-12-31      | N/A      | 0.0000% | $15185.00          | $2130174.58        | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $418.00            | $20092.34          | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MS KORE ETF | 2500-12-31      | N/A      | 0.0000% | $1311.00           | $1442270.43        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INDXX INOVTV ETF | 2500-12-31      | N/A      | 0.0000% | $136.00            | $8981.93           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $2037.00           | $167881.80         | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $4367.00           | $191798.64         | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $143.00            | $4064.72           | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $12063.00          | $358271.10         | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $3944.00           | $319069.60         | Equities   |
| KRANESHARES TRUST              BOSE MSC CHI ETF | 2500-12-31      | N/A      | 0.0000% | $18359.00          | $630998.83         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $1763.00           | $56759.78          | Equities   |
| VANECK ETF TRUST               FALLEN ANGEL HG  | 2500-12-31      | N/A      | 0.0000% | $1494.00           | $43535.16          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    FT VEST BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $4001.00           | $55730.33          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $2322.00           | $647582.58         | Equities   |
| ISHARES TR                     U.S. ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $2490.00           | $150545.40         | Equities   |
| SPDR SERIES TRUST              ST STR P500ETF   | 2500-12-31      | N/A      | 0.0000% | $282108.00         | $25062474.72       | Equities   |
| HARBOR ETF TRUST               EME MAR EQU ETF  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $2912.26           | Equities   |
| SPDR SERIES TRUST              ST INTL BBG ETF  | 2500-12-31      | N/A      | 0.0000% | $49107.00          | $1085755.77        | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $184.00            | $5134.54           | Equities   |
| ISHARES TR                     3YRTB ETF        | 2500-12-31      | N/A      | 0.0000% | $3783.00           | $286827.06         | Equities   |
| ISHARES TR                     LIFEPATH TGT2040 | 2500-12-31      | N/A      | 0.0000% | $21080.00          | $810930.74         | Equities   |
| ABRDN FDS                      INTL SMA CAP ETF | 2500-12-31      | N/A      | 0.0000% | $4180.00           | $157704.71         | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $924512.00         | $1747327.68        | Equities   |
| AB ACTIVE ETFS INC             SHOR DU YIEL ETF | 2500-12-31      | N/A      | 0.0000% | $269.00            | $9635.58           | Equities   |
| AGF INVTS TR                   US MARKET NETRL  | 2500-12-31      | N/A      | 0.0000% | $61798.00          | $716547.81         | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $27679.00          | $2151488.67        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6 MEGA CAP   | 2500-12-31      | N/A      | 0.0000% | $4489.00           | $250935.10         | Equities   |
| DIREXION SHARES ETF TRUST      DLY 20 YR TRESUR | 2500-12-31      | N/A      | 0.0000% | $26338.00          | $920249.72         | Equities   |
| CALAMOS ETF TR                 S P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $5813.00           | $170062.22         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE PLUS INCM   | 2500-12-31      | N/A      | 0.0000% | $1119364.00        | $25062559.96       | Equities   |
| ISHARES TR                     IBONDS DEC 29    | 2500-12-31      | N/A      | 0.0000% | $13326.00          | $309163.20         | Equities   |
| HELIX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $82991.00          | $853977.39         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $89482.00          | $956562.58         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $17823.00          | $184824.51         | Equities   |
| COHEN CIRCLE ACQUISIT CORP II  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $60492.00          | $621252.84         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $716276.00         | $25062497.24       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $3594.00           | $278831.51         | Equities   |
| SPDR SERIES TRUST              ST STR SP AERO   | 2500-12-31      | N/A      | 0.0000% | $648.00            | $187634.88         | Equities   |
| SPDR SERIES TRUST              ST STR 1500MOM   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $12842.49          | Equities   |
| SPDR SERIES TRUST              ST STR SP HCSVC  | 2500-12-31      | N/A      | 0.0000% | $6004.00           | $694235.32         | Equities   |
| SPDR INDEX SHS FDS             ST STR SP GLBDIV | 2500-12-31      | N/A      | 0.0000% | $2794.00           | $227930.61         | Equities   |
| BLUEPORT ACQUISITION LTD       USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $11303.00          | $114047.27         | Equities   |
| CALISA ACQUISITION CORP        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $11778.00          | $118722.24         | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $31501.00          | $24224.27          | Equities   |
| BLACKROCK ETF TRUST            ISHA HEAL IN ETF | 2500-12-31      | N/A      | 0.0000% | $2460.00           | $70286.38          | Equities   |
| COMPANHIA PARANAENSE DE ENERGI SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $43183.00          | $495309.01         | Equities   |
| ETF OPPORTUNITIES TRUST        KING TACT BD ETF | 2500-12-31      | N/A      | 0.0000% | $812.00            | $18951.02          | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1146.00           | $42884.92          | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $218806.00         | $1021824.02        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $26040.00          | $1309030.80        | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $193532.00         | $25062394.00       | Equities   |
| AMPLIFY ETF TR                 CWP GRO INC ETF  | 2500-12-31      | N/A      | 0.0000% | $114053.00         | $3509410.81        | Equities   |
| BANCO SANTANDER SA             ADR              | 2500-12-31      | N/A      | 0.0000% | $24488.00          | $303896.08         | Equities   |
| NORTHERN FDS                   TAX-EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $878.00            | $45247.73          | Equities   |
| THEMES ETF TR                  GENE ARTI IN ETF | 2500-12-31      | N/A      | 0.0000% | $7001.00           | $300265.89         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 GARP ETF | 2500-12-31      | N/A      | 0.0000% | $53.00             | $6377.49           | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST T     | 2500-12-31      | N/A      | 0.0000% | $4438.00           | $61222.21          | Equities   |
| ISHARES TR                     TRS FLT RT BD    | 2500-12-31      | N/A      | 0.0000% | $221143.00         | $11194258.66       | Equities   |
| INNOVATOR ETFS TRUST           QUITY MANAGD FLR | 2500-12-31      | N/A      | 0.0000% | $5118.00           | $198220.14         | Equities   |
| EMMIS ACQUISITION CORP.        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $5363.00           | $54434.45          | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $71106.00          | $735236.04         | Equities   |
| SIDDHI ACQUISITION CORP        CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $27525.00          | $286535.25         | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $14167.00          | $155553.66         | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $16278.00          | $170267.88         | Equities   |
| DRUGS MADE IN AMER ACQUTN CORP ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $116524.00         | $1233989.16        | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $214340.00         | $510129.20         | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $62795.00          | $4968968.35        | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $146.00            | $13027.58          | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $4456.00           | $107634.68         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $264012.00         | $181349.84         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $629536.00         | $25061828.16       | Equities   |
| DIREXION SHARES ETF TRUST      DLY MU BULL 2X   | 2500-12-31      | N/A      | 0.0000% | $557.00            | $437245.00         | Equities   |
| FIDELITY COVINGTON TRUST       FIDELITY US MLTF | 2500-12-31      | N/A      | 0.0000% | $2905.00           | $119290.05         | Equities   |
| FIRST NORTHN CMNTY BANCORP     COM              | 2500-12-31      | N/A      | 0.0000% | $15653.00          | $269231.60         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II COMMON SHS       | 2500-12-31      | N/A      | 0.0000% | $10227.00          | $200653.74         | Equities   |
| VANGUARD SCOTTSDALE FDS        INTER TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $15848.00          | $935507.44         | Equities   |
| ITHAX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $37028.00          | $369539.44         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $10760.00          | $115347.20         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $20642.00          | $221075.82         | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $54403.00          | $550558.36         | Equities   |
| PROCAP ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $55372.00          | $568116.72         | Equities   |
| CANTOR EQUITY PARTNERS V INC   SHS CL A S       | 2500-12-31      | N/A      | 0.0000% | $60318.00          | $620069.04         | Equities   |
| NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $86574.00          | $895175.16         | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $69951.00          | $728889.42         | Equities   |
| INSIGHT DIGITAL PARTNERS II    CL A ORD         | 2500-12-31      | N/A      | 0.0000% | $17873.00          | $179444.92         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $80092.00          | $844970.60         | Equities   |
| M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $37682.00          | $381718.66         | Equities   |
| QUANTUMSPHERE ACQUISITION CO   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $10861.00          | $110673.59         | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $24384.00          | $260664.96         | Equities   |
| RIBBON ACQUISITION CORP        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $1325.00           | $14164.25          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $13228.00          | $1369891.68        | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $225423.00         | $25062529.14       | Equities   |
| PROSHARES TR                   ON-DEMAND ETF    | 2500-12-31      | N/A      | 0.0000% | $1404.00           | $50010.48          | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $2169.00           | $111248.01         | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE MN | 2500-12-31      | N/A      | 0.0000% | $2587.00           | $64519.78          | Equities   |
| TELEKOMUNIKASI IND             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $71734.00          | $1193653.76        | Equities   |
| COLUMBIA ETF TR I              CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $3110.00           | $61857.90          | Equities   |
| COLUMBIA ETF TR I              DIVERSIFID FXD   | 2500-12-31      | N/A      | 0.0000% | $107761.00         | $1965021.83        | Equities   |
| AXIOM INTELLIGENCE AC CORP 1   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $56210.00          | $582335.60         | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $559037.00         | $7530228.39        | Equities   |
| JANUS DETROIT STR TR           HENDRSN SHRT ETF | 2500-12-31      | N/A      | 0.0000% | $50617.00          | $2482763.85        | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $201137.00         | $181023.30         | Equities   |
| SURROZEN INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1388.00           | $36310.08          | Equities   |
| TRANSLATIONAL DEV ACQUISITION  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $50676.00          | $545273.76         | Equities   |
| 1RT ACQUISITION CORP.          USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $48484.00          | $496476.16         | Equities   |
| FG MERGER II CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $43373.00          | $447609.36         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST HIGH YIELD  | 2500-12-31      | N/A      | 0.0000% | $35055.00          | $674808.75         | Equities   |
| GRANITESHARES PLATINUM TR      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $17397.00          | $320974.65         | Equities   |
| PIMCO EQUITY SER               RAFI ESG US      | 2500-12-31      | N/A      | 0.0000% | $6442.00           | $301743.28         | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $366088.00         | $1438725.84        | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $549.00            | $45790.11          | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $37606.00          | $2935524.36        | Equities   |
| CSLM DIGITA ASSET ACQ CORP III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $28989.00          | $293658.57         | Equities   |
| GENERAL PURP ACQUISITION CORP  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $31642.00          | $315787.16         | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $8962.00           | $771538.58         | Equities   |
| ISHARES TR                     IBONDS 27 ETF    | 2500-12-31      | N/A      | 0.0000% | $25379.00          | $614933.17         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $46239.00          | $2121445.32        | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $280563.00         | $12047375.22       | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $119695.00         | $3025291.12        | Equities   |
| MCKINLEY ACQUISITION CORP      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $21774.00          | $221877.06         | Equities   |
| SPRING VY ACQUISITION CORP III SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $94811.00          | $1002152.27        | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $240866.00         | $2603761.46        | Equities   |
| HCM III ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $35411.00          | $362608.64         | Equities   |
| EVOLUTION GLOBAL ACQUISITION C USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $35315.00          | $353503.15         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $94258.00          | $971799.98         | Equities   |
| GLOBAL X FDS                   US CASH FLOW     | 2500-12-31      | N/A      | 0.0000% | $475.00            | $18402.59          | Equities   |
| PROSHARES TR                   BITCOIN ETF      | 2500-12-31      | N/A      | 0.0000% | $25506.00          | $255315.06         | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $4642.00           | $104305.74         | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $21315.00          | $2269621.20        | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $17865.00          | $1356310.80        | Equities   |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $16079.00          | $658917.42         | Equities   |
| TIDAL TRUST I                  SONICSHARES GBL  | 2500-12-31      | N/A      | 0.0000% | $11223.00          | $452511.36         | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2522.00           | $123971.18         | Equities   |
| PAMPA ENERGIA SA               SPONS ADR LVL I  | 2500-12-31      | N/A      | 0.0000% | $15174.00          | $1275981.66        | Equities   |
| SPDR SERIES TRUST              ST STR AGGRE ETF | 2500-12-31      | N/A      | 0.0000% | $425597.00         | $10865491.41       | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $9531.00           | $100456.74         | Equities   |
| SPDR INDEX SHS FDS             ST STR MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $2476.00           | $242287.25         | Equities   |
| HARVARD AVE ACQUISITION CORP   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $35397.00          | $358925.58         | Equities   |
| APEX TREAS CORP                ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $95064.00          | $954442.56         | Equities   |
| IRSA INVERSIONES Y REP S A     SPON GDS ECH  10 | 2500-12-31      | N/A      | 0.0000% | $62666.00          | $928083.46         | Equities   |
| LIGHTWAVE ACQUISITION CORP     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $28101.00          | $286911.21         | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $28878.00          | $300908.76         | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $5812.00           | $602239.44         | Equities   |
| ISHARES TR                     NEW ZEALAND ETF  | 2500-12-31      | N/A      | 0.0000% | $4476.00           | $208060.59         | Equities   |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $51487.00          | $1293353.44        | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $33210.00          | $25060266.00       | Equities   |
| CANTOR EQUITY PARTNERS IV INC  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $95924.00          | $992813.40         | Equities   |
| OTG ACQUISITION CORP. I        ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $39398.00          | $401071.64         | Equities   |
| TWELVE SEAS INVT CO III        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15124.00          | $150786.28         | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $10856.00          | $111056.88         | Equities   |
| COLUMBUS ACQUISITION CORP      SHS              | 2500-12-31      | N/A      | 0.0000% | $31808.00          | $345116.80         | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15452.00          | $156374.24         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A             | 2500-12-31      | N/A      | 0.0000% | $9366.00           | $96376.14          | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $8928.00           | $403724.16         | Equities   |
| LITMAN GREGORY FDS TR          POLE CAP GLO ETF | 2500-12-31      | N/A      | 0.0000% | $23245.00          | $259693.14         | Equities   |
| ISHARES TR                     0-3 MTH TREASURY | 2500-12-31      | N/A      | 0.0000% | $186476.00         | $18768809.40       | Equities   |
| DIREXION SHARES ETF TRUST      DAIL FT EURO ETF | 2500-12-31      | N/A      | 0.0000% | $264.00            | $12214.54          | Equities   |
| DIMENSIONAL ETF TRUST          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $11153.00          | $557315.41         | Equities   |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $4469.00           | $301434.05         | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $398324.00         | $25062546.08       | Equities   |
| AMERICA MOVIL SAB DE CV        SPON ADS RP CL B | 2500-12-31      | N/A      | 0.0000% | $290381.00         | $7488925.99        | Equities   |
| ASCENTAGE PHARMA GROUP INTL    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2876.00           | $57635.04          | Equities   |
| CONTEXT THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $723680.00         | $2048014.40        | Equities   |
| AMERICAN CENTY ETF TR          SELE HIGH YI ETF | 2500-12-31      | N/A      | 0.0000% | $3079.00           | $142773.23         | Equities   |
| CALAMOS ETF TR                 ANTE GLOB SU ETF | 2500-12-31      | N/A      | 0.0000% | $650.00            | $24317.93          | Equities   |
| DIREXION SHARES ETF TRUST      DAI MAR BUL ETF  | 2500-12-31      | N/A      | 0.0000% | $2952.00           | $276602.40         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $7517.00           | $298500.07         | Equities   |
| ISHARES TR                     SELECT DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $3419.00           | $530184.33         | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $199591.00         | $4317153.33        | Equities   |
| TEUCRIUM COMMODITY TR          CORN FD SHS      | 2500-12-31      | N/A      | 0.0000% | $53013.00          | $965366.73         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $603000.00         | $25060680.00       | Equities   |
| PROSHARES TR                   PSHS ULTRA TECH  | 2500-12-31      | N/A      | 0.0000% | $150.00            | $22825.50          | Equities   |
| TIDAL TRUST II                 YIELDMAX GOOGL   | 2500-12-31      | N/A      | 0.0000% | $9062.00           | $133755.12         | Equities   |
| SELECT SECTOR SPDR TR          ST STR REAL ETF  | 2500-12-31      | N/A      | 0.0000% | $202456.00         | $8991070.96        | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $225970.00         | $354772.90         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1036064.00        | $25062388.16       | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $144.00            | $3624.48           | Equities   |
| PROSHARES TR                   NANOTECH ETF     | 2500-12-31      | N/A      | 0.0000% | $1675.00           | $137667.75         | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSN ETF | 2500-12-31      | N/A      | 0.0000% | $320.00            | $22126.34          | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $519320.00         | $25062383.20       | Equities   |
| VANECK ETF TRUST               CLO ETF          | 2500-12-31      | N/A      | 0.0000% | $19850.00          | $1050859.00        | Equities   |
| VANGUARD SCOTTSDALE FDS        TOTAL CORP BND   | 2500-12-31      | N/A      | 0.0000% | $4299.00           | $330827.83         | Equities   |
| VANGUARD SCOTTSDALE FDS        TOTAL WLD BD ETF | 2500-12-31      | N/A      | 0.0000% | $11377.00          | $778186.80         | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $4626.00           | $87894.00          | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $43895.00          | $2247862.95        | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $41558.00          | $1839357.08        | Equities   |
| MILUNA ACQUISITION CORP        USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $9973.00           | $100527.84         | Equities   |
| CENTURION ACQUISITION CORP     SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $57945.00          | $631021.05         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRE STRAT ETF  | 2500-12-31      | N/A      | 0.0000% | $62269.00          | $1812027.90        | Equities   |
| SPROTT FDS TR                  URANI MINER ETF  | 2500-12-31      | N/A      | 0.0000% | $93909.00          | $5761317.15        | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $18678.00          | $45574.32          | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $1416.00           | $44618.16          | Equities   |
| WISEKEY INTERNATIONAL HLDS LTD SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $86952.00          | $886910.40         | Equities   |
| VANGUARD BD INDEX FDS          INTERMED TERM    | 2500-12-31      | N/A      | 0.0000% | $250084.00         | $19196447.84       | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $9526.00           | $2800739.26        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $359.00            | $23842.99          | Equities   |

### Security 637: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HL7H3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HL7H3
- **C.18 - Value (incl. sponsor support):** $399783016.00
- **C.18.a - Value (excl. sponsor support):** $399783016.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| SFS AUTO RECEIVABLES 2024-2    B      20300820 5.4 | 2030-08-20      | 5.4100%  | 0.0000% | $20000.00          | $20316.85          | Asset-Backed Securities |
| PROGRESS RESI TR 2022-SFR7     A      20391019 4.7 | 2039-10-19      | 4.7500%  | 0.0000% | $1135000.00        | $1104845.70        | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      A-3    20290116 5.6 | 2029-01-16      | 5.6300%  | 0.0000% | $1604000.00        | $270786.57         | Asset-Backed Securities |
| OCTAGON LTD 2024-65            B      20371026 FLT | 2037-10-26      | 5.3661%  | 0.0000% | $1500000.00        | $1513563.09        | Asset-Backed Securities |
| RCKT MORTGAGE TR 2025-CES12    M-1    20551125 FLT | 2055-11-25      | 5.6500%  | 0.0000% | $8400000.00        | $8356542.14        | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2023-B     A-4    20290815 5.3 | 2029-08-15      | 5.3100%  | 0.0000% | $46000.00          | $46533.60          | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.2256%  | 0.0000% | $184000.00         | $39636.10          | Asset-Backed Securities |
| GOLB CPT PRTN LTD 2022-62(B)-R B-R    20371015 FLT | 2037-10-15      | 5.4231%  | 0.0000% | $1000000.00        | $1008898.23        | Asset-Backed Securities |
| GREAT AMER LSG RECV FDG 2023-1 A-4    20300315 5.0 | 2030-03-15      | 5.0600%  | 0.0000% | $5304000.00        | $5359202.85        | Asset-Backed Securities |
| TESLA ELECTRC VEHICLE 2023-1   A-3    20280620 5.3 | 2028-06-20      | 5.3800%  | 0.0000% | $35000.00          | $21813.79          | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-1  B      20270625 6.2 | 2027-06-25      | 6.2200%  | 0.0000% | $2450000.00        | $409074.91         | Asset-Backed Securities |
| GLDNTREE LN MG US CLO 2021-10R A-R    20371020 FLT | 2037-10-20      | 5.0252%  | 0.0000% | $300000.00         | $302203.20         | Asset-Backed Securities |
| HARLEY-DAVIDSON MOTORCYCLE TRU A-3    20280815 5.6 | 2028-08-15      | 5.6900%  | 0.0000% | $13000000.00       | $4980685.52        | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2026-1  D      20330418 5.2 | 2033-04-18      | 5.2500%  | 0.0000% | $1005000.00        | $997892.31         | Asset-Backed Securities |
| GOLUB CAP CLO 2025-78M         A-1    20390421 FLT | 2039-04-21      | 5.0521%  | 0.0000% | $13730000.00       | $13738825.84       | Asset-Backed Securities |
| HYUNDAI AUTO LEASE TR 2024-B   B      20280815 5.5 | 2028-08-15      | 5.5600%  | 0.0000% | $1000000.00        | $1007164.22        | Asset-Backed Securities |
| SILVER PT SCF CLO 2026-9       A-1    20380420 FLT | 2038-04-20      | 5.1196%  | 0.0000% | $901983.00         | $907655.84         | Asset-Backed Securities |
| M&T BANK AUTO RECV TR 2026-1   A-4    20331017 4.7 | 2033-10-17      | 4.7900%  | 0.0000% | $3000000.00        | $3014280.33        | Asset-Backed Securities |
| TRINITAS CLO LTD 2024-29       A-1    20370723 FLT | 2037-07-23      | 5.1561%  | 0.0000% | $1285000.00        | $1292640.69        | Asset-Backed Securities |
| KENNEDY LEWIS CLO LTD 2025-3R  D-R3   20361020 FLT | 2036-10-20      | 8.1752%  | 0.0000% | $1500000.00        | $1520964.75        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2026-2 D      20320115 5.3 | 2032-01-15      | 5.3800%  | 0.0000% | $8000000.00        | $8034986.66        | Asset-Backed Securities |
| METLIFE SEC TR 2018-1          A      20570325 FLT | 2057-03-25      | 3.7500%  | 0.0000% | $360000.00         | $79118.33          | Asset-Backed Securities |
| GM FIN CONS AUT REC TR 2022-3  C      20280316 4.7 | 2028-03-16      | 4.7200%  | 0.0000% | $100000.00         | $100231.04         | Asset-Backed Securities |
| DRIVE AUTO RECEI TR 2025-2     A-2    20281015 4.2 | 2028-10-15      | 4.2900%  | 0.0000% | $1635000.00        | $709128.76         | Asset-Backed Securities |
| ENTERPRISE FLEET FING 2022-4   A-3    20291022 5.6 | 2029-10-22      | 5.6500%  | 0.0000% | $7794000.00        | $7088268.17        | Asset-Backed Securities |
| CTM CLO LTD 2025-1             A-1    20380715 FLT | 2038-07-15      | 5.1731%  | 0.0000% | $865000.00         | $873539.87         | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2023-2     A      20271020 5.2 | 2027-10-20      | 5.2000%  | 0.0000% | $500000.00         | $418233.33         | Asset-Backed Securities |
| BBAM US CLO LTD 2025-6         C      20390127 FLT | 2039-01-27      | 5.5166%  | 0.0000% | $300000.00         | $301081.09         | Asset-Backed Securities |
| ARI FLEET LEASE TR 2026-A      A2     20341115 3.9 | 2034-11-15      | 3.9600%  | 0.0000% | $397000.00         | $396223.47         | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $462956.55         | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   B      20280612 0.6 | 2028-06-12      | 0.6600%  | 0.0000% | $8400000.00        | $323708.78         | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2025-4 A      20290514 4.4 | 2029-05-14      | 4.4200%  | 0.0000% | $6734000.00        | $3597157.24        | Asset-Backed Securities |
| ANCHORAGE CAP CLO 2019-11R2    A-R2   20370722 FLT | 2037-07-22      | 5.1936%  | 0.0000% | $1000000.00        | $1005887.91        | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2026-1  B      20360616 4.9 | 2036-06-16      | 4.9600%  | 0.0000% | $2320000.00        | $2308251.26        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 A-3    20290116 4.7 | 2029-01-16      | 4.7400%  | 0.0000% | $2985000.00        | $1782727.85        | Asset-Backed Securities |
| CPS AUTO RECV TR 2026-B        B      20301216 4.5 | 2030-12-16      | 4.5900%  | 0.0000% | $2500000.00        | $2497832.50        | Asset-Backed Securities |
| BA CREDIT CARD TRUST 2025-1    A      20300515 4.3 | 2030-05-15      | 4.3100%  | 0.0000% | $29060000.00       | $29148287.51       | Asset-Backed Securities |
| AUTONATION FIN TR 2025-1       A-2    20280410 4.7 | 2028-04-10      | 4.7200%  | 0.0000% | $255000.00         | $67115.32          | Asset-Backed Securities |
| BALBOA BAY LN FDG LTD 2021-1   D      20340720 FLT | 2034-07-20      | 6.9868%  | 0.0000% | $1000000.00        | $988659.08         | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-2        D      20290215 6.6 | 2029-02-15      | 6.6200%  | 0.0000% | $175000.00         | $178193.83         | Asset-Backed Securities |
| EXETER ATMBL REC TR 2022-4     D      20281215 5.9 | 2028-12-15      | 5.9800%  | 0.0000% | $3653000.00        | $1735265.91        | Asset-Backed Securities |
| EXETER AUTO REC TR 2025-4      A-2    20280315 4.5 | 2028-03-15      | 4.5300%  | 0.0000% | $4080000.00        | $1274380.52        | Asset-Backed Securities |
| EXETER AUTOMOBILE REC 2023-5   D      20300215 7.1 | 2030-02-15      | 7.1300%  | 0.0000% | $140000.00         | $144379.31         | Asset-Backed Securities |
| 1988 CLO 2023-2R LTD           D-1R   20380415 FLT | 2038-04-15      | 6.7231%  | 0.0000% | $1000000.00        | $988134.12         | Asset-Backed Securities |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 4.8452%  | 0.0000% | $1800000.00        | $1797391.80        | Asset-Backed Securities |
| SCF EQUIP LEASING LLC 2025-1   A-3    20331121 5.1 | 2033-11-21      | 5.1100%  | 0.0000% | $100000.00         | $101273.45         | Asset-Backed Securities |
| REGATTA XXVIII 2024-28         A-1    20370427 FLT | 2037-04-27      | 5.2166%  | 0.0000% | $3000000.00        | $3016550.90        | Asset-Backed Securities |
| GLS AUTO SEL RECV TR 2026-2    D      20330715 0.0 | 2033-07-15      | 5.6800%  | 0.0000% | $4351000.00        | $4384110.63        | Asset-Backed Securities |
| GM FINAN AB LEASING TR 2025-2  A-2-A  20270720 4.5 | 2027-07-20      | 4.5500%  | 0.0000% | $301000.00         | $155097.82         | Asset-Backed Securities |
| LAD AUTO RECEIVABLES 2023-4    A-4    20280615 6.2 | 2028-06-15      | 6.2400%  | 0.0000% | $1075000.00        | $348040.77         | Asset-Backed Securities |
| PRPM LLC 2025-RCF3             A-2    20550725 FLT | 2055-07-25      | 5.2500%  | 0.0000% | $1934477.00        | $1929887.13        | Asset-Backed Securities |
| GCAT 2021-NQM1 TR              A-3    20660125 FLT | 2066-01-25      | 1.1510%  | 0.0000% | $16165000.00       | $3024669.05        | Asset-Backed Securities |
| NEUBERGER BERMAN LN 2017-25R2  A-R2   20380719 FLT | 2038-07-19      | 5.0752%  | 0.0000% | $922000.00         | $928000.53         | Asset-Backed Securities |
| GLS AUTO SEL RECV TR 2026-2    B      20320615 0.0 | 2032-06-15      | 4.7900%  | 0.0000% | $5175000.00        | $5170895.08        | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2025-2   C      20321018 4.9 | 2032-10-18      | 4.9100%  | 0.0000% | $500000.00         | $503336.53         | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2025-A  A-2A   20280417 4.4 | 2028-04-17      | 4.4900%  | 0.0000% | $494000.00         | $92100.73          | Asset-Backed Securities |
| WF CARD ISSUANCE TRUST 2026-1  A      20310415 4.0 | 2031-04-15      | 4.0800%  | 0.0000% | $6083000.00        | $6057388.54        | Asset-Backed Securities |
| RCKT MTG TR 2026-CES5          A-3    20560525 FLT | 2056-05-25      | 5.7630%  | 0.0000% | $1000000.00        | $1003186.33        | Asset-Backed Securities |
| QTS ISSUER ABS 2025-II, LLC    A-2    20551005 5.0 | 2055-10-05      | 5.0440%  | 0.0000% | $75000.00          | $73214.37          | Asset-Backed Securities |
| WESTLAKE AUTOMOBILE REC 2025-3 A-2A   20280417 4.3 | 2028-04-17      | 4.3100%  | 0.0000% | $3603000.00        | $2558884.69        | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 7.8547%  | 0.0000% | $3000000.00        | $2764890.60        | Asset-Backed Securities |
| KKR-KIMM CLO LLC 2026-2        B      20380415 FLT | 2038-04-15      | 5.4529%  | 0.0000% | $6800000.00        | $6845855.02        | Asset-Backed Securities |
| GREAT AMERICA LEASING 2026-1   A-3    20300916 4.7 | 2030-09-16      | 4.7600%  | 0.0000% | $2000000.00        | $2007608.89        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2026-2 A-3    20270501 4.3 | 2027-05-01      | 4.3300%  | 0.0000% | $5000000.00        | $4994812.22        | Asset-Backed Securities |
| GMF FLOORPL OWNE REV TR 2024-3 A-1    20281115 4.6 | 2028-11-15      | 4.6800%  | 0.0000% | $100000.00         | $100431.20         | Asset-Backed Securities |
| OCCU AUTO RECEIVABLES 2023-1   A-3    20280615 6.2 | 2028-06-15      | 6.2300%  | 0.0000% | $845000.00         | $154631.06         | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2022-D   A-3    20270515 5.2 | 2027-05-15      | 5.2700%  | 0.0000% | $630000.00         | $8314.91           | Asset-Backed Securities |
| REGIONAL MTG ISS TR 2021-2     A      20330815 1.9 | 2033-08-15      | 1.9000%  | 0.0000% | $245000.00         | $239281.92         | Asset-Backed Securities |
| RCKT MTG TR 2026-CES4          M-1A   20560425 FLT | 2056-04-25      | 5.9420%  | 0.0000% | $1500000.00        | $1495043.33        | Asset-Backed Securities |
| JP MORGAN MTG TRUST 2026-ACES1 A1     20651025 FLT | 2065-10-25      | 4.8940%  | 0.0000% | $15000000.00       | $13925424.20       | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N2   C      20280310 1.0 | 2028-03-10      | 1.0700%  | 0.0000% | $140000.00         | $9223.99           | Asset-Backed Securities |
| ENT AUTO RECEIVABLES 2023-1    A-3    20290116 6.2 | 2029-01-16      | 6.2400%  | 0.0000% | $5800000.00        | $1597136.36        | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  A-3    20281215 4.7 | 2028-12-15      | 4.7800%  | 0.0000% | $8670000.00        | $8705303.28        | Asset-Backed Securities |
| PEAC SOLUTIONS REC 2024-2      A-2    20270420 4.7 | 2027-04-20      | 4.7400%  | 0.0000% | $3105000.00        | $646173.75         | Asset-Backed Securities |
| POINT AU ROCHE PK CLO 2021-1R  C-R    20390120 FLT | 2039-01-20      | 5.3752%  | 0.0000% | $7500000.00        | $7523873.75        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2025-1    A-2A   20280118 4.6 | 2028-01-18      | 4.6600%  | 0.0000% | $4610000.00        | $873053.51         | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 7.4347%  | 0.0000% | $2000000.00        | $1859053.74        | Asset-Backed Securities |
| MORGAN STANLEY EATON 2021-1R   D-2R   20371023 FLT | 2037-10-23      | 7.9961%  | 0.0000% | $2000000.00        | $1974372.12        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-2    A-3    20281115 5.6 | 2028-11-15      | 5.6300%  | 0.0000% | $540000.00         | $43776.56          | Asset-Backed Securities |
| MADISON PARK 2020-45RR         A-RR   20340717 FLT | 2034-07-17      | 4.7531%  | 0.0000% | $310000.00         | $311711.00         | Asset-Backed Securities |
| GREAT AMERICA LEASING 2026-1   C      20340515 5.4 | 2034-05-15      | 5.4400%  | 0.0000% | $1000000.00        | $1007852.22        | Asset-Backed Securities |
| CAPITAL ONE PRIME 2023-2       A-3    20280615 5.8 | 2028-06-15      | 5.8200%  | 0.0000% | $46000.00          | $20988.05          | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2024-4 A-4    20300415 4.6 | 2030-04-15      | 4.6400%  | 0.0000% | $13450000.00       | $13540780.02       | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-P2    A-3    20280410 5.4 | 2028-04-10      | 5.4200%  | 0.0000% | $345000.00         | $20292.63          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    A-4    20280210 3.5 | 2028-02-10      | 3.5200%  | 0.0000% | $11200000.00       | $3186315.34        | Asset-Backed Securities |
| ALLEGRO CLO LTD 2024-8S        A      20371015 FLT | 2037-10-15      | 5.0631%  | 0.0000% | $1500000.00        | $1512987.35        | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $1660000.00        | $82995.96          | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-3      B      20280915 5.5 | 2028-09-15      | 5.5700%  | 0.0000% | $20000.00          | $5733.21           | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-1      B      20280815 5.2 | 2028-08-15      | 5.2900%  | 0.0000% | $2250000.00        | $181933.42         | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2024-P3 A-3    20291010 4.2 | 2029-10-10      | 4.2600%  | 0.0000% | $970000.00         | $685494.35         | Asset-Backed Securities |
| VOYA CLO LTD 2021-2R           A-1-R  20380420 FLT | 2038-04-20      | 4.8452%  | 0.0000% | $1410000.00        | $1416329.49        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2025-1    C      20301015 5.1 | 2030-10-15      | 5.1400%  | 0.0000% | $135000.00         | $136393.32         | Asset-Backed Securities |
| NEXTGEAR FLRPN MT OW TR 2026-1 A2     20310218 4.0 | 2031-02-18      | 4.0700%  | 0.0000% | $2867000.00        | $2838871.23        | Asset-Backed Securities |
| SILVER POINT CLO LTD 2023-1R   A-1-R  20380120 FLT | 2038-01-20      | 4.9952%  | 0.0000% | $500000.00         | $503575.75         | Asset-Backed Securities |
| SOFI CONSUMER LN PROGRM 2025-3 A      20340825 4.4 | 2034-08-25      | 4.4700%  | 0.0000% | $2242000.00        | $1028421.83        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2022-7 C      20310317 6.6 | 2031-03-17      | 6.6900%  | 0.0000% | $245000.00         | $204460.12         | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      M-1    20591125 FLT | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3063829.64        | Asset-Backed Securities |
| RAD CLO LTD 2025-28            A      20380420 FLT | 2038-04-20      | 4.9652%  | 0.0000% | $250000.00         | $251972.25         | Asset-Backed Securities |
| HONDA AUTO REC OWR TR 2024-1   A-3    20280815 5.2 | 2028-08-15      | 5.2100%  | 0.0000% | $312000.00         | $170424.88         | Asset-Backed Securities |
| GREATAMERICA REC TR 2024-1     A-4    20301216 5.0 | 2030-12-16      | 5.0800%  | 0.0000% | $5850000.00        | $5926205.35        | Asset-Backed Securities |
| EXETER AUTO REC TR 2026-1      A-2    20280915 4.0 | 2028-09-15      | 4.0800%  | 0.0000% | $12733000.00       | $11857898.13       | Asset-Backed Securities |
| AVIS BUDGET RENTL FD LC 2021-1 A      20270820 1.3 | 2027-08-20      | 1.3800%  | 0.0000% | $3590000.00        | $1788270.54        | Asset-Backed Securities |
| AGL CLO LTD 2020-6RR           A-1RR  20380420 FLT | 2038-04-20      | 4.9552%  | 0.0000% | $2000000.00        | $2012936.33        | Asset-Backed Securities |
| GLS AUTO SELECT RECV TR 2025-4 A-2    20310218 4.1 | 2031-02-18      | 4.1700%  | 0.0000% | $385000.00         | $341572.91         | Asset-Backed Securities |
| FIRST NATL MSTR NT TR 2024-1   A      20300515 5.3 | 2030-05-15      | 5.3400%  | 0.0000% | $42575000.00       | $43131653.95       | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1128000.00        | $769700.70         | Asset-Backed Securities |
| SANTANDER AUTO REC TR 2022-4   C      20291115 5.0 | 2029-11-15      | 5.0000%  | 0.0000% | $845000.00         | $517286.52         | Asset-Backed Securities |
| FIRST INVES AT OWNER TR 2025-1 A-2    20281215 4.3 | 2028-12-15      | 4.3100%  | 0.0000% | $120000.00         | $101568.19         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2024-P1    A-3    20290410 5.0 | 2029-04-10      | 5.0500%  | 0.0000% | $2000000.00        | $1117296.50        | Asset-Backed Securities |
| AMERICREDIT AUT REC 2025-1     A-2-A  20290319 4.2 | 2029-03-19      | 4.2200%  | 0.0000% | $650000.00         | $525187.76         | Asset-Backed Securities |
| AGL CLO LTD 2024-35            D-1    20380121 FLT | 2038-01-21      | 6.5221%  | 0.0000% | $1200000.00        | $1210517.38        | Asset-Backed Securities |
| ALLEGRO CLO LTD 2021-14R       D-2-R  20381015 FLT | 2038-10-15      | 7.7731%  | 0.0000% | $2500000.00        | $2519126.14        | Asset-Backed Securities |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $1951000.00        | $555439.34         | Asset-Backed Securities |
| COMVEST CR CLO LLC 2024-1      A      20360715 FLT | 2036-07-15      | 5.3731%  | 0.0000% | $78000000.00       | $61580464.76       | Asset-Backed Securities |
| CARMAX SELECT REC TR 2025-B    A-3    20300315 4.1 | 2030-03-15      | 4.1200%  | 0.0000% | $19510000.00       | $19487041.06       | Asset-Backed Securities |
| MADISON PARK FUNDING 2019-34   C-RR   20371016 FLT | 2037-10-16      | 5.7795%  | 0.0000% | $1625000.00        | $1635795.39        | Asset-Backed Securities |
| MADISON PARK FDG LTD 2022-54R  C-R    20371021 FLT | 2037-10-21      | 5.6721%  | 0.0000% | $500000.00         | $503528.63         | Asset-Backed Securities |
| LENDMARK FDG TR 2026-1         C      20351120 5.4 | 2035-11-20      | 5.4000%  | 0.0000% | $1000000.00        | $996760.00         | Asset-Backed Securities |
| PRET TR 2025-RPL2              A-2    20650225 FLT | 2065-02-25      | 4.0000%  | 0.0000% | $25995000.00       | $24971943.67       | Asset-Backed Securities |
| TRICON RES TR 2022-SFR1        A      20390419 3.8 | 2039-04-19      | 3.8560%  | 0.0000% | $1500000.00        | $1481026.09        | Asset-Backed Securities |
| IVY HL MMT CR FD LTD 2023-20R  A-1-R  20370720 FLT | 2037-07-20      | 5.3252%  | 0.0000% | $9386000.00        | $9438552.21        | Asset-Backed Securities |
| PALMER SQ LN FDG 2024-2R LTD   A-1-R  20330115 FLT | 2033-01-15      | 4.4931%  | 0.0000% | $370000.00         | $341818.07         | Asset-Backed Securities |
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.2171%  | 0.0000% | $30000000.00       | $30205565.12       | Asset-Backed Securities |
| NP SPE X LP 2021-1             A1     20510319 2.2 | 2051-03-19      | 2.2300%  | 0.0000% | $5250000.00        | $4547505.24        | Asset-Backed Securities |
| FLATIRON CLO 28 LTD            A-1-R  20360715 FLT | 2036-07-15      | 4.7531%  | 0.0000% | $2200000.00        | $2212670.56        | Asset-Backed Securities |
| OSCAR US FUNDING XIII LLC      SR-A-4 144A 28      | 2028-09-11      | 1.2700%  | 0.0000% | $5900000.00        | $302222.73         | Asset-Backed Securities |
| PALMER SQUARE CLO 2022-5R      A-1-R  20371020 FLT | 2037-10-20      | 5.0252%  | 0.0000% | $2400000.00        | $2419521.60        | Asset-Backed Securities |

### Security 638: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HP891, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1HP891
- **C.18 - Value (incl. sponsor support):** $1092993310.84
- **C.18.a - Value (excl. sponsor support):** $1092993310.84
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| FIRST TR EXCHANGE TRADED FD VI EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $1722.00           | $94012.59          | Equities   |
| FRANKLIN TEMPLETON ETF TR      PUTNA STK ETF    | 2500-12-31      | N/A      | 0.0000% | $703.00            | $19201.95          | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $44950.00          | $2279414.50        | Equities   |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $75.00             | $6487.50           | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $312.00            | $10017.45          | Equities   |
| TURKCELL ILETISIM              SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $1143636.00        | $6484416.12        | Equities   |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $1166.00           | $107983.26         | Equities   |
| ISHARES INC                    EM MKT SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $3614.00           | $281675.16         | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $3124.00           | $302590.64         | Equities   |
| PETROLEO BRASILEIRO S A        SP ADR NON VTG   | 2500-12-31      | N/A      | 0.0000% | $1633064.00        | $27500797.76       | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $2053472.00        | $54745563.52       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $23246.00          | $1986138.24        | Equities   |
| UBS AG LONDON BRANCH           ETRACS LKD ETN   | 2500-12-31      | N/A      | 0.0000% | $226.00            | $16226.82          | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $96134.00          | $54745428.98       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF CBRE REA ASS ETF | 2500-12-31      | N/A      | 0.0000% | $31.00             | $937.32            | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $224764.00         | $6711453.04        | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $71106.00          | $735236.04         | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $37260.00          | $414331.20         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1375168.00        | $54745438.08       | Equities   |
| ETF OPPORTUNITIES TRUST        KING TACT BD ETF | 2500-12-31      | N/A      | 0.0000% | $812.00            | $18951.02          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $274144.00         | $696325.76         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPON U | 2500-12-31      | N/A      | 0.0000% | $78.00             | $6790.68           | Equities   |
| AMERICAN CENTY ETF TR          US SML CP VALU   | 2500-12-31      | N/A      | 0.0000% | $44292.00          | $5363318.28        | Equities   |
| EA SERIES TRUST                ROCK GL EQUA ETF | 2500-12-31      | N/A      | 0.0000% | $703.00            | $20629.25          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANG GL COAL ETF | 2500-12-31      | N/A      | 0.0000% | $29372.00          | $801268.16         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI SMID RISNG ETF   | 2500-12-31      | N/A      | 0.0000% | $13257.00          | $550032.93         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NE ST GA ETF   | 2500-12-31      | N/A      | 0.0000% | $1796.00           | $55443.06          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $748912.00         | $808824.96         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2535.00           | $81614.32          | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $547.00            | $144294.66         | Equities   |
| VALNEVA SE                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7066.00           | $44515.80          | Equities   |
| VANECK ETF TRUST               URANI NUCLE ETF  | 2500-12-31      | N/A      | 0.0000% | $5764.00           | $768398.84         | Equities   |
| INVESCO DB COMMDY INDX TRCK FD UNIT             | 2500-12-31      | N/A      | 0.0000% | $165986.00         | $4933103.92        | Equities   |
| FIDELITY COVINGTON TRUST       CONSMR STAPLES   | 2500-12-31      | N/A      | 0.0000% | $2871.00           | $152593.65         | Equities   |
| HARBOR ETF TRUST               INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $184.00            | $5134.54           | Equities   |
| HARBOR ETF TRUST               EME MAR EQU ETF  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $2912.26           | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $475710.00         | $32519535.60       | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $833213.00         | $26754469.43       | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $5068.00           | $370622.84         | Equities   |
| AB ACTIVE ETFS INC             TAX AWA LONG ETF | 2500-12-31      | N/A      | 0.0000% | $5866.00           | $146884.64         | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $12893.00          | $1824617.36        | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $183.00            | $6475.40           | Equities   |
| ALPS ETF TR                    DYNA CORE IN ETF | 2500-12-31      | N/A      | 0.0000% | $1878.00           | $41907.57          | Equities   |
| BARCLAYS BANK PLC              DJUBS CMDT ETN36 | 2500-12-31      | N/A      | 0.0000% | $12585.00          | $613518.75         | Equities   |
| BLACKROCK ETF TRUST II         ISHA FLEX IN ETF | 2500-12-31      | N/A      | 0.0000% | $1046760.00        | $54745548.00       | Equities   |
| BLACKROCK ETF TRUST            ISHARES US EQUIT | 2500-12-31      | N/A      | 0.0000% | $30801.00          | $2073831.33        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $485340.00         | $25235253.30       | Equities   |
| DOUBLELINE ETF TRUST           COMMERCIAL REAL  | 2500-12-31      | N/A      | 0.0000% | $6053.00           | $313666.46         | Equities   |
| DIREXION SHARES ETF TRUST      NASDAQ 100 EQ WT | 2500-12-31      | N/A      | 0.0000% | $16467.00          | $1948704.78        | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $1162.00           | $46305.70          | Equities   |
| DBX ETF TR                     XTRA SE SELE ETF | 2500-12-31      | N/A      | 0.0000% | $1322.00           | $122530.50         | Equities   |
| GOLDMAN SACHS ETF TR           S&P 500 PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $9755.00           | $546377.55         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 MOMNTM   | 2500-12-31      | N/A      | 0.0000% | $20528.00          | $3081868.64        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $2504152.00        | $51310074.48       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR VAL   | 2500-12-31      | N/A      | 0.0000% | $2516.00           | $285364.72         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  US MEGA CP ETF   | 2500-12-31      | N/A      | 0.0000% | $6717.00           | $497939.94         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $4098.00           | $102490.98         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1564604.00        | $54745493.96       | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $31464.00          | $24195.82          | Equities   |
| SPDR SERIES TRUST              ST STR BL 12 ETF | 2500-12-31      | N/A      | 0.0000% | $28735.00          | $2856546.35        | Equities   |
| MATTHEWS ASIA FDS              EMERGING MKT DIS | 2500-12-31      | N/A      | 0.0000% | $551.00            | $17362.01          | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $251312.00         | $11949885.60       | Equities   |
| BLACKROCK ETF TRUST            ISHARES GOVT MON | 2500-12-31      | N/A      | 0.0000% | $2839.00           | $284652.34         | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $191262.00         | $6271480.98        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY BANKS ETF  | 2500-12-31      | N/A      | 0.0000% | $10340.00          | $1180104.20        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $2037.00           | $167881.80         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1146.00           | $42884.92          | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $218806.00         | $1021824.02        | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $178944.55         | Equities   |
| BANCO BBVA ARGENTINA S A       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $283580.00         | $4996679.60        | Equities   |
| BNY MELLON ETF TRUST           US LRG CP CORE   | 2500-12-31      | N/A      | 0.0000% | $8293.00           | $1199831.24        | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1479370.00        | $24483573.50       | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $4456.00           | $107634.68         | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $16826.00          | $1208611.58        | Equities   |
| REIN THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $431712.00         | $479200.32         | Equities   |
| ABRDN FDS                      INTL SMA CAP ETF | 2500-12-31      | N/A      | 0.0000% | $4180.00           | $157704.71         | Equities   |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $489244.00         | $8537307.80        | Equities   |
| VANGUARD WORLD FD              EXTENDED DUR     | 2500-12-31      | N/A      | 0.0000% | $28038.00          | $1787142.12        | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $114604.00         | $109194.69         | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $9027.00           | $99116.46          | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $214340.00         | $510129.20         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $17823.00          | $184824.51         | Equities   |
| REAL ASSET ACQUISITION CORP    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $55676.00          | $634706.40         | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $16278.00          | $170267.88         | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $797920.00         | $54745291.20       | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $146207.00         | $14962824.38       | Equities   |
| ISHARES TR                     IBONDS DEC 2032  | 2500-12-31      | N/A      | 0.0000% | $77198.00          | $1946933.56        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GOVT MONE MA ETF | 2500-12-31      | N/A      | 0.0000% | $16930.00          | $1693846.50        | Equities   |
| NORTHERN FDS                   TAX-EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $8411.00           | $433460.88         | Equities   |
| LISTED FDS TR                  ALEX PRA TAC ETF | 2500-12-31      | N/A      | 0.0000% | $2828.00           | $113032.90         | Equities   |
| SPDR SERIES TRUST              ST STR S& LN ETF | 2500-12-31      | N/A      | 0.0000% | $1097.00           | $27194.63          | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $143.00            | $4064.72           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CLOUD COMPUTING  | 2500-12-31      | N/A      | 0.0000% | $91777.00          | $12390812.77       | Equities   |
| FIRST NORTHN CMNTY BANCORP     COM              | 2500-12-31      | N/A      | 0.0000% | $18154.00          | $312248.80         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $5859.00           | $764540.91         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II DEV MRK EX US    | 2500-12-31      | N/A      | 0.0000% | $2945.00           | $294771.23         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $9670.00           | $587374.17         | Equities   |
| ISHARES TR                     CORE 30 70 ETF   | 2500-12-31      | N/A      | 0.0000% | $44411.00          | $1842612.39        | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $439728.00         | $5140420.32        | Equities   |
| T ROWE PRICE ETF INC           ULTRA SHRT TRM   | 2500-12-31      | N/A      | 0.0000% | $6714.00           | $334290.06         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  BLDG CONSTR ETF  | 2500-12-31      | N/A      | 0.0000% | $9835.00           | $1037789.20        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $59772.00          | $6036972.00        | Equities   |
| EXCHANGE LISTED FDS TR         AXS KNO LEA ETF  | 2500-12-31      | N/A      | 0.0000% | $775.00            | $48348.76          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $5390.00           | $149531.00         | Equities   |
| COHEN CIRCLE ACQUISIT CORP II  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $60492.00          | $621252.84         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $89482.00          | $956562.58         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $20642.00          | $221075.82         | Equities   |
| WISDOMTREE TR                  EMERG CUR STR FD | 2500-12-31      | N/A      | 0.0000% | $7885.00           | $153402.67         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $10760.00          | $115347.20         | Equities   |
| SPDR SERIES TRUST              ST STR MSCI GEN  | 2500-12-31      | N/A      | 0.0000% | $741.00            | $115583.11         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $80092.00          | $844970.60         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $264012.00         | $181349.84         | Equities   |
| M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $35624.00          | $360871.12         | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 VAL    | 2500-12-31      | N/A      | 0.0000% | $55.00             | $6031.85           | Equities   |
| VANGUARD INSTL INDEX FD        0 3 MO TR BI ETF | 2500-12-31      | N/A      | 0.0000% | $7977.00           | $603460.05         | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLLCP 600 IDX   | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $219521.00         | Equities   |
| PROSHARES TR                   MSCI EMRG ETF    | 2500-12-31      | N/A      | 0.0000% | $3005.00           | $357925.55         | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SANJ ALP LOW ETF | 2500-12-31      | N/A      | 0.0000% | $224.00            | $5708.64           | Equities   |
| KRANESHARES TRUST              MSCI EMG EX CH   | 2500-12-31      | N/A      | 0.0000% | $27210.00          | $1402131.30        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $1810.00           | $305546.10         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $36647.00          | $11098543.95       | Equities   |
| DIREXION SHARES ETF TRUST      DA 500 BU 3X ETF | 2500-12-31      | N/A      | 0.0000% | $11576.00          | $3274966.16        | Equities   |
| COLUMBIA ETF TR I              DIVERSIFID FXD   | 2500-12-31      | N/A      | 0.0000% | $107761.00         | $1965021.83        | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $22895.00          | $78529.85          | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $9632.00           | $293968.64         | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $82392.00          | $5162682.72        | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $4171.00           | $404128.19         | Equities   |
| NORTHERN FDS                   2055 INF LIN ETF | 2500-12-31      | N/A      | 0.0000% | $186.00            | $18740.84          | Equities   |
| ORIX CORP                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $15643.00          | $605384.10         | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $523460.00         | $785190.00         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $247114.00         | $1018109.68        | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $53805.00          | $2761810.65        | Equities   |
| SPROTT FDS TR                  LITHIUM MINERS   | 2500-12-31      | N/A      | 0.0000% | $18358.00          | $294278.74         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDQ CLN EDGE   | 2500-12-31      | N/A      | 0.0000% | $2825.00           | $547711.00         | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $212675.00         | $846446.50         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US DIVID BOOSTER | 2500-12-31      | N/A      | 0.0000% | $5018.00           | $159123.79         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II S NETWRK FUT VEH | 2500-12-31      | N/A      | 0.0000% | $1630.00           | $194516.70         | Equities   |
| FRANKLIN TEMPLETON ETF TR      DIVIDEND GROWTH  | 2500-12-31      | N/A      | 0.0000% | $140.00            | $3676.65           | Equities   |
| NOMURA ETF TR                  TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $483.00            | $12292.35          | Equities   |
| PRECIDIAN ETFS TR              GSK PLC ADRHEDGE | 2500-12-31      | N/A      | 0.0000% | $156.00            | $11293.51          | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6185936.00        | $54745533.60       | Equities   |
| FIRST TR EXCH TRADED FD III    ULTRA SHT DUR MU | 2500-12-31      | N/A      | 0.0000% | $13463.00          | $269731.21         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $31644.00          | $9913432.32        | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $1855.00           | $75971.52          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1493.00           | $124525.76         | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $981180.00         | $1991795.40        | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $574.00            | $29440.46          | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $72540.00          | $54738684.00       | Equities   |
| USCF ETF TR                    ENER COM RETU FD | 2500-12-31      | N/A      | 0.0000% | $2523.00           | $81272.14          | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $366088.00         | $1438725.84        | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $97520.00          | $8676354.40        | Equities   |
| DYNAMIX CORP                   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $188120.00         | $2029814.80        | Equities   |
| PGIM ETF TR                    MUN INCO OPP ETF | 2500-12-31      | N/A      | 0.0000% | $4712.00           | $240147.08         | Equities   |
| PIMCO ETF TR                   0-5 HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $5152.00           | $482433.28         | Equities   |
| ISHARES TR                     CORE 40 MODE ETF | 2500-12-31      | N/A      | 0.0000% | $19774.00          | $985140.68         | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $169689.00         | $152720.10         | Equities   |
| NOVO-NORDISK A S               ADR              | 2500-12-31      | N/A      | 0.0000% | $342448.00         | $15584808.48       | Equities   |
| GLOBAL X FDS                   INVT GRAD CO ETF | 2500-12-31      | N/A      | 0.0000% | $8103.00           | $202458.32         | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $50328.00          | $3418277.76        | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $13215.00          | $305200.42         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $3138816.00        | $47678615.04       | Equities   |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $1938.00           | $577775.94         | Equities   |
| ISHARES TR                     FUTU EXPO TE ETF | 2500-12-31      | N/A      | 0.0000% | $6164.00           | $514077.60         | Equities   |
| TRAILBLAZER ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $43076.00          | $435498.36         | Equities   |
| SPDR INDEX SHS FDS             ST STR MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $34860.00          | $3411200.90        | Equities   |
| PALISADE BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $395808.00         | $815364.48         | Equities   |
| STRATEGIC TRUST                RUNNING GWTH ETF | 2500-12-31      | N/A      | 0.0000% | $48775.00          | $1589533.35        | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $15497.00          | $161478.74         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $94258.00          | $971799.98         | Equities   |
| SPDR INDEX SHS FDS             ST STR MSCI WLD  | 2500-12-31      | N/A      | 0.0000% | $6456.00           | $988643.43         | Equities   |
| SPDR SERIES TRUST              ST BLOO HIGH ETF | 2500-12-31      | N/A      | 0.0000% | $45342.00          | $4380944.04        | Equities   |
| SPDR SERIES TRUST              ST STR NUVEE ETF | 2500-12-31      | N/A      | 0.0000% | $171991.00         | $7830750.23        | Equities   |
| 2023 ETF SERIES TRUST          PICT CL PLAN ETF | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2779.40           | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $1317200.00        | $54742832.00       | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $74422.00          | $54744823.20       | Equities   |
| SCHWAB STRATEGIC TR            CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $16387.00          | $419015.59         | Equities   |
| INDIGO ACQUISITION CORP        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $10856.00          | $111056.88         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $967.00            | $329408.55         | Equities   |
| WISDOMTREE TR                  INDI HED EQU FD  | 2500-12-31      | N/A      | 0.0000% | $1477.00           | $58297.19          | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15452.00          | $156374.24         | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $4212.00           | $388388.52         | Equities   |
| DIREXION SHARES ETF TRUST      DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $21829.00          | $911142.46         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $1034.00           | $264774.73         | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $202064.00         | $8046188.48        | Equities   |
| BNY MELLON ETF TRUST           US MDCP CORE EQT | 2500-12-31      | N/A      | 0.0000% | $2407.00           | $290107.77         | Equities   |
| ETF OPPORTUNITIES TRUST        REX FA IN EQ ETF | 2500-12-31      | N/A      | 0.0000% | $21421.00          | $992434.93         | Equities   |
| TCW ETF TRUST                  DURABLE GROWTH   | 2500-12-31      | N/A      | 0.0000% | $1691.00           | $52877.57          | Equities   |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1614320.00        | $2857346.40        | Equities   |
| AMERICAN CENTY ETF TR          SELE HIGH YI ETF | 2500-12-31      | N/A      | 0.0000% | $3079.00           | $142773.23         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $144.00            | $3624.48           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT FINL | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $327261.20         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $170252.00         | $17823681.88       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $23835.00          | $3525434.85        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  MSCI NORTH AMER  | 2500-12-31      | N/A      | 0.0000% | $99750.00          | $3083771.25        | Equities   |
| RBB FD INC                     F M ULTR TAX ETF | 2500-12-31      | N/A      | 0.0000% | $1466.00           | $73365.97          | Equities   |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $46501.00          | $2968623.84        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $624.00            | $27007.28          | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSN ETF | 2500-12-31      | N/A      | 0.0000% | $320.00            | $22126.34          | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $1134384.00        | $54745371.84       | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $6405.00           | $2694455.40        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $91.00             | $9503.13           | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $26031.00          | $2178274.08        | Equities   |
| SPDR SERIES TRUST              ST STR P500ETF   | 2500-12-31      | N/A      | 0.0000% | $573090.00         | $50913315.60       | Equities   |
| CROWN RESV ACQUISITION CORP I  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $67154.00          | $678591.17         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $643512.00         | $2702750.40        | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $184.00            | $17099.12          | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARK TO INTL ETF | 2500-12-31      | N/A      | 0.0000% | $796.00            | $50532.47          | Equities   |
| VANGUARD SCOTTSDALE FDS        SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $13661.00          | $796709.52         | Equities   |

### Security 639: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HR699, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HR699
- **C.18 - Value (incl. sponsor support):** $249768985.00
- **C.18.a - Value (excl. sponsor support):** $249768985.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| HYUNDAI AUTO REC TR 2026-A     B      20321215 4.1 | 2032-12-15      | 4.1000%  | 0.0000% | $45000.00          | $44304.86          | Asset-Backed Securities |
| SILVER PT SCF CLO LTD 2025-5   A-1    20380420 FLT | 2038-04-20      | 5.1752%  | 0.0000% | $1000000.00        | $1003646.50        | Asset-Backed Securities |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 4.4929%  | 0.0000% | $24250000.00       | $24305174.09       | Asset-Backed Securities |
| RCKT MTG TR 2026-CES2          A-1B   20560225 FLT | 2056-02-25      | 4.8630%  | 0.0000% | $8271000.00        | $7883147.12        | Asset-Backed Securities |
| WILDWOOD PARK CLO 2024-1 LTD   B-1    20371020 FLT | 2037-10-20      | 5.3752%  | 0.0000% | $1944329.00        | $1960006.45        | Asset-Backed Securities |
| SILVER PT SCF CLO 2026-9       A-1    20380420 FLT | 2038-04-20      | 5.1196%  | 0.0000% | $11098017.00       | $11167815.76       | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2026-1  A-2    20320217 4.0 | 2032-02-17      | 4.0500%  | 0.0000% | $5000000.00        | $4955590.21        | Asset-Backed Securities |
| FIRST INVESTOR AT OW TR 2026-1 B      20320715 4.8 | 2032-07-15      | 4.8100%  | 0.0000% | $3500000.00        | $3505885.45        | Asset-Backed Securities |
| AREX  CLO LTD 2016-39R3        D-R3   20370720 FLT | 2037-07-20      | 6.9252%  | 0.0000% | $2000000.00        | $2028944.66        | Asset-Backed Securities |
| ARES LOAN FDG LTD 2024-5       A-1    20370727 FLT | 2037-07-27      | 5.1666%  | 0.0000% | $1041000.00        | $1045520.57        | Asset-Backed Securities |
| CERBERUS LOAN FUNDING 2023-43  A      20351015 FLT | 2035-10-15      | 6.0981%  | 0.0000% | $82000000.00       | $82935885.11       | Asset-Backed Securities |
| CCG RECEIVABLES TRUST 2023-2   A-2    20320414 6.2 | 2032-04-14      | 6.2800%  | 0.0000% | $5250000.00        | $1037435.35        | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-2     D      20280315 5.4 | 2028-03-15      | 5.4600%  | 0.0000% | $3800000.00        | $1821991.93        | Asset-Backed Securities |
| WHITEBOX CLO LTD 2019-1R3      A-1-R3 20370126 FLT | 2037-01-26      | 4.8471%  | 0.0000% | $400000.00         | $401616.98         | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.1152%  | 0.0000% | $1000000.00        | $1003521.50        | Asset-Backed Securities |
| SILVER POINT CLO LTD 2025-15   D-1A   20390118 FLT | 2039-01-18      | 6.4181%  | 0.0000% | $1500000.00        | $1533992.15        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2022-3 C      20290815 4.4 | 2029-08-15      | 4.4900%  | 0.0000% | $1455000.00        | $718074.83         | Asset-Backed Securities |
| MAD PAR FDG XXII LTD 2016-22RR C-R2   20380115 FLT | 2038-01-15      | 5.6231%  | 0.0000% | $5500000.00        | $5547314.73        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2024-2    B      20281115 5.7 | 2028-11-15      | 5.7700%  | 0.0000% | $3478000.00        | $2027011.68        | Asset-Backed Securities |
| PEAC SOLUTIONS REC 2026-1      C      20330720 4.8 | 2033-07-20      | 4.8900%  | 0.0000% | $3770000.00        | $3745738.17        | Asset-Backed Securities |
| FORD CREDIT AT TR  2025-A      B      20290215 4.9 | 2029-02-15      | 4.9600%  | 0.0000% | $1000000.00        | $1008631.89        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2026-2 C      20320115 4.9 | 2032-01-15      | 4.9000%  | 0.0000% | $9150000.00        | $9156408.05        | Asset-Backed Securities |
| GLS AUTO REC TR 2021-4         D      20271015 2.4 | 2027-10-15      | 2.4800%  | 0.0000% | $205000.00         | $39655.09          | Asset-Backed Securities |
| GM FINA AUTO LEASE TR 2024-2   A-3    20270720 5.3 | 2027-07-20      | 5.3900%  | 0.0000% | $5855000.00        | $1446877.00        | Asset-Backed Securities |
| NISSAN AUTO LEASE TRUST 2026-A C      20300615 4.2 | 2030-06-15      | 4.2900%  | 0.0000% | $6000000.00        | $5952044.00        | Asset-Backed Securities |
| FORTRESS CR OPRTUNITIS 2025-29 C      20330420 FLT | 2033-04-20      | 5.9252%  | 0.0000% | $14000000.00       | $14075305.99       | Asset-Backed Securities |
| GLS AUTO SELECT RECV TR 2025-4 D      20330118 5.6 | 2033-01-18      | 5.6100%  | 0.0000% | $1363000.00        | $1371976.26        | Asset-Backed Securities |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $146646.00         | $110929.96         | Asset-Backed Securities |
| PPM CLO LTD 2025-8             A-1    20380420 FLT | 2038-04-20      | 4.9452%  | 0.0000% | $3050000.00        | $3069694.87        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      A-2    20591125 FLT | 2059-11-25      | 3.0000%  | 0.0000% | $3567000.00        | $3248792.68        | Asset-Backed Securities |
| EXETER SEL AUTO REC TR 2025-1  A-2    20281016 4.8 | 2028-10-16      | 4.8300%  | 0.0000% | $2295000.00        | $434081.48         | Asset-Backed Securities |
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 7.9252%  | 0.0000% | $3250000.00        | $3172830.91        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-3 B      20280615 6.0 | 2028-06-15      | 6.0900%  | 0.0000% | $604000.00         | $516616.16         | Asset-Backed Securities |
| WORLD OMNI SET AUTO TR  2024-A A-3    20300215 4.9 | 2030-02-15      | 4.9800%  | 0.0000% | $1980000.00        | $1390567.18        | Asset-Backed Securities |
| WF CARD ISSUANCE TR 2025-1     A      20300515 4.3 | 2030-05-15      | 4.3400%  | 0.0000% | $5260000.00        | $5277309.49        | Asset-Backed Securities |
| FORTRESS CR BSL LTD 2023-19R   C-1-R  20360724 FLT | 2036-07-24      | 6.0671%  | 0.0000% | $5600000.00        | $5631295.94        | Asset-Backed Securities |
| HARRIMAN PK 20-1RR CLO LTD     D2-RR  20380720 FLT | 2038-07-20      | 8.0252%  | 0.0000% | $2500000.00        | $2501785.00        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 5.9752%  | 0.0000% | $10000000.00       | $10071731.65       | Asset-Backed Securities |
| MORGAN STNY ETN VC CL 2023-19R B-R    20380715 FLT | 2038-07-15      | 5.4231%  | 0.0000% | $1283449.00        | $1295126.12        | Asset-Backed Securities |
| BENEFIT STREET PRTNR 2015-6BR  A-1-R  20380420 FLT | 2038-04-20      | 4.8552%  | 0.0000% | $6750000.00        | $6792928.87        | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  D      20310315 5.6 | 2031-03-15      | 5.6200%  | 0.0000% | $1250000.00        | $1267078.20        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 B      20271015 3.9 | 2027-10-15      | 3.9100%  | 0.0000% | $86000.00          | $86116.41          | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-4    A-3    20270816 5.3 | 2027-08-16      | 5.3400%  | 0.0000% | $3960000.00        | $18622.31          | Asset-Backed Securities |
| ACM AUTO TR 2025-1             A      20290620 5.3 | 2029-06-20      | 5.3800%  | 0.0000% | $3000000.00        | $328093.03         | Asset-Backed Securities |
| ALLY AUTO RECV TR 2023-1       A-3    20280515 5.4 | 2028-05-15      | 5.4600%  | 0.0000% | $268000.00         | $87505.85          | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   B      20300510 5.6 | 2030-05-10      | 5.6300%  | 0.0000% | $30000.00          | $28191.39          | Asset-Backed Securities |
| DELL EQUIP FINANCE TR 2025-1   A-3    20310224 4.6 | 2031-02-24      | 4.6100%  | 0.0000% | $8635000.00        | $8681062.45        | Asset-Backed Securities |
| RR LTD 2025-38                 A-2    20400416 FLT | 2040-04-16      | 5.1731%  | 0.0000% | $5000000.00        | $5031813.39        | Asset-Backed Securities |
| WORLD OMNI SELECT AUTO TR 2023 B      20280815 5.8 | 2028-08-15      | 5.8700%  | 0.0000% | $115000.00         | $52096.18          | Asset-Backed Securities |
| WORLD OMNI AUTO RECV TR 2026-B A-4    20320816 4.4 | 2032-08-16      | 4.4500%  | 0.0000% | $2000000.00        | $2002743.56        | Asset-Backed Securities |
| GT LN MNGM US CLO 2022-15R2    A-J-R  20381020 FLT | 2038-10-20      | 5.1052%  | 0.0000% | $5250000.00        | $5262026.00        | Asset-Backed Securities |
| BOFA AUTO TRUST 2024-1         A-3    20281115 5.3 | 2028-11-15      | 5.3500%  | 0.0000% | $1505000.00        | $820237.50         | Asset-Backed Securities |
| BARINGS MIDDLE MARKET 2025-1   C      20370415 FLT | 2037-04-15      | 5.8231%  | 0.0000% | $15000000.00       | $14804791.83       | Asset-Backed Securities |
| DRIVE AUTO RECEIVABL TR 2024-2 A-3    20280915 4.5 | 2028-09-15      | 4.5000%  | 0.0000% | $700000.00         | $198819.72         | Asset-Backed Securities |
| DRIVEN BRANDS FDG LLC 2021-1   A-2    20511020 2.7 | 2051-10-20      | 2.7910%  | 0.0000% | $3150000.00        | $2731844.73        | Asset-Backed Securities |
| PRPM LLC 2024-RPL3             A-3    20541125 FLT | 2054-11-25      | 4.0000%  | 0.0000% | $2694000.00        | $2602030.73        | Asset-Backed Securities |
| PEAC SOLUTIONS REC 2024-1      A-2    20270621 5.7 | 2027-06-21      | 5.7900%  | 0.0000% | $5915000.00        | $1690636.33        | Asset-Backed Securities |
| SYMPHONY CLO 2023-30R LTD      A-1-R  20371020 FLT | 2037-10-20      | 5.2152%  | 0.0000% | $1060000.00        | $1067610.62        | Asset-Backed Securities |
| NEUBERGER BERMAN LN 2024-55R   A-2-R  20400423 FLT | 2040-04-23      | 5.0570%  | 0.0000% | $5500000.00        | $5501473.69        | Asset-Backed Securities |

### Security 640: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.230000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HR6J7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HR6J7
- **C.18 - Value (incl. sponsor support):** $143017756.14
- **C.18.a - Value (excl. sponsor support):** $143017756.14
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PMT LOAN TRUST 2025-INV10      B-5    20561025 FLT | 2056-10-25      | 6.7737%  | 0.0000% | $1743000.00        | $1152917.23        | Private Label Collateralized Mortgage Obligations |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $15000000.00       | $11574977.94       | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65C    20520517 4.1 | 2052-05-17      | 4.1226%  | 0.0000% | $240000.00         | $31183.79          | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.7 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1169832.34        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.6706%  | 0.0000% | $1158000.00        | $247748.16         | Private Label Collateralized Mortgage Obligations |
| CAFL ISSUER, 2025-RRTL1        M-1    20400528 8.1 | 2040-05-28      | 8.1600%  | 0.0000% | $500000.00         | $504339.83         | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM6   B-2    20700125 FLT | 2070-01-25      | 7.2554%  | 0.0000% | $5796000.00        | $5764835.39        | Private Label Collateralized Mortgage Obligations |
| ALEN MORTGAGE TR 2021-ACEN     B      20340417 FLT | 2034-04-17      | 5.3925%  | 0.0000% | $5375000.00        | $4902520.78        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $1999088.00        | $1523064.28        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.6891%  | 0.0000% | $5141000.00        | $4308888.57        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.0737%  | 0.0000% | $215000.00         | $12195.57          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 7.3925%  | 0.0000% | $5000000.00        | $39324.26          | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.3825%  | 0.0000% | $3880000.00        | $2429895.70        | Private Label Collateralized Mortgage Obligations |
| NYC COML  MTG TR 2026-1325     A      20410509 FLT | 2041-05-09      | 5.3314%  | 0.0000% | $12145000.00       | $12136008.38       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $7204000.00        | $5081457.38        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.5640%  | 0.0000% | $4792000.00        | $2599380.92        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   D      20321115 FLT | 2032-11-15      | 5.9241%  | 0.0000% | $4540000.00        | $4493710.07        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.5640%  | 0.0000% | $12884000.00       | $1714084.28        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 5.7750%  | 0.0000% | $5000000.00        | $4311179.19        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $7500000.00        | $1264900.83        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $499678.51         | Private Label Collateralized Mortgage Obligations |
| CLIP TR 2026-NQM1              B-2    20710525 FLT | 2071-05-25      | 6.6068%  | 0.0000% | $880000.00         | $838704.72         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           F      20360616 FLT | 2036-06-16      | 7.7415%  | 0.0000% | $1500000.00        | $1482721.45        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMM  MORT 2025-1105W    D      20401217 7.8 | 2040-12-17      | 7.7280%  | 0.0000% | $2800000.00        | $2827897.34        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-SRP5  B      20310915 FLT | 2031-09-15      | 6.6750%  | 0.0000% | $34245000.00       | $11619763.79       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 5.67013 25JUN56 144A                | 2056-06-25      | 5.6701%  | 0.0000% | $51096000.00       | $50554132.09       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $2999998.00        | $610146.26         | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           A      20380812 FLT | 2038-08-12      | 2.6966%  | 0.0000% | $1270000.00        | $1088752.39        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     G      20421113 FLT | 2042-11-13      | 10.4472% | 0.0000% | $3800000.00        | $3835288.93        | Private Label Collateralized Mortgage Obligations |
| KRE CML MTG TR 2026-ICNA       D      20430515 FLT | 2043-05-15      | 7.6271%  | 0.0000% | $415000.00         | $416745.94         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-6          A-26F  20560525 FLT | 2056-05-25      | 5.3445%  | 0.0000% | $15000000.00       | $14886177.55       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2741%  | 0.0000% | $10505000.00       | $10642546.29       | Private Label Collateralized Mortgage Obligations |

### Security 641: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HR6N8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HR6N8
- **C.18 - Value (incl. sponsor support):** $250262110.00
- **C.18.a - Value (excl. sponsor support):** $250262110.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MIZUHO BANK LTD.               SR GLBL 144A 36  | 2036-04-16      | 5.1850%  | 0.0000% | $200000.00         | $200490.64         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      LW TIER II 36    | 2036-08-15      | 2.4870%  | 0.0000% | $165000.00         | $143171.27         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 6.125%54 | 2054-04-01      | 6.1250%  | 0.0000% | $513000.00         | $508741.10         | Corporate Debt Securities |
| US BANCORP                     FR 2.491%110336  | 2036-11-03      | 2.4910%  | 0.0000% | $21000.00          | $18265.57          | Corporate Debt Securities |
| GEORGIA PWR CO                 GLBL 2021A NT 51 | 2051-03-15      | 3.2500%  | 0.0000% | $60000.00          | $41008.83          | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%29   | 2029-02-05      | 4.6000%  | 0.0000% | $117000.00         | $118945.32         | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT5%41 | 2041-08-02      | 5.0000%  | 0.0000% | $8469000.00        | $7631669.97        | Corporate Debt Securities |
| US BANCORP                     FR 5.723%052041  | 2041-05-20      | 5.7230%  | 0.0000% | $54500000.00       | $54622665.88       | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 34 BD 50 | 2050-03-01      | 3.2000%  | 0.0000% | $19000.00          | $12883.56          | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD5.3%55 | 2055-02-01      | 5.3000%  | 0.0000% | $24000.00          | $22846.85          | Corporate Debt Securities |
| NORINCHUKIN BANK LTD           SR GLBL REGS 36  | 2036-03-10      | 5.3560%  | 0.0000% | $4470000.00        | $4489906.90        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 37    | 2037-05-15      | 5.9500%  | 0.0000% | $215000.00         | $228517.89         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-10-15      | 3.8750%  | 0.0000% | $307000.00         | $305092.34         | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT 53    | 2053-11-21      | 6.8750%  | 0.0000% | $595000.00         | $643907.68         | Corporate Debt Securities |
| BANK OF AMER CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $5000.00           | $5081.52           | Corporate Debt Securities |
| CSL FIN PLC                    GLBL 144A NT 34  | 2034-04-03      | 5.1060%  | 0.0000% | $11000.00          | $11100.35          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 51    | 2051-05-15      | 2.8500%  | 0.0000% | $3000.00           | $1838.72           | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR GLBL NT 29    | 2029-10-24      | 2.3750%  | 0.0000% | $6749000.00        | $6306394.02        | Corporate Debt Securities |
| NORINCHUKIN BANK LTD           GLBL REGS NT 31  | 2031-09-22      | 2.0800%  | 0.0000% | $1018000.00        | $884408.99         | Corporate Debt Securities |
| CITIGROUP INC                  LW TIER II 36    | 2036-08-25      | 6.1250%  | 0.0000% | $857000.00         | $909253.91         | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 55   | 2055-05-29      | 6.1700%  | 0.0000% | $2458000.00        | $2617049.67        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527   | 2027-01-15      | 5.9500%  | 0.0000% | $7067000.00        | $7294820.45        | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR NT 3.875%28   | 2028-11-13      | 3.8750%  | 0.0000% | $1000.00           | $995.59            | Corporate Debt Securities |
| POWER FIN CORP LTD             FR 6.15%120628   | 2028-12-06      | 6.1500%  | 0.0000% | $2434000.00        | $2509697.40        | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 3%29  | 2029-02-02      | 3.0000%  | 0.0000% | $20000.00          | $19363.00          | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27    | 2027-02-16      | 4.6500%  | 0.0000% | $141000.00         | $143394.77         | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 30  | 2030-04-29      | 3.3750%  | 0.0000% | $465000.00         | $444941.06         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%54 | 2054-06-15      | 5.6000%  | 0.0000% | $200000.00         | $201826.22         | Corporate Debt Securities |
| TOTALENERGIES CAP SA           SR GLBL NT 28    | 2028-10-11      | 3.8830%  | 0.0000% | $13000.00          | $12975.40          | Corporate Debt Securities |
| TOTALENERGIES CAP SA           GLBL NT 5.638%64 | 2064-04-05      | 5.6380%  | 0.0000% | $8925000.00        | $8758611.22        | Corporate Debt Securities |
| PT PERTAMINA HULU              FR 5.25%052130   | 2030-05-21      | 5.2500%  | 0.0000% | $1400000.00        | $1409389.33        | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL 144A 49  | 2049-04-01      | 4.5500%  | 0.0000% | $4000.00           | $3385.24           | Corporate Debt Securities |
| NATIONWIDE FINL SVCS INC       SR 144A NT3.9%49 | 2049-11-30      | 3.9000%  | 0.0000% | $490000.00         | $379687.12         | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL REGS 30  | 2030-07-16      | 4.9449%  | 0.0000% | $437000.00         | $447231.26         | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    BD18C BAM-TCRS48 | 2048-11-01      | 5.2460%  | 0.0000% | $1000000.00        | $889200.22         | Corporate Debt Securities |
| TRUIST FINL CORP               PERP -S NT 6.25% | 2500-12-31      | 6.2500%  | 0.0000% | $25000000.00       | $24999513.89       | Corporate Debt Securities |
| BARCLAYS BANK PLC              GLBL IDX COCO 27 | 2027-04-22      | 0.0000%  | 0.0000% | $200000.00         | $306635.60         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 52    | 2052-03-15      | 3.8500%  | 0.0000% | $762000.00         | $585752.36         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.606%072139  | 2039-07-21      | 5.6060%  | 0.0000% | $8000.00           | $8359.94           | Corporate Debt Securities |
| WOODSIDE FIN LTD               SR GLBL NT5.4%30 | 2030-05-19      | 5.4000%  | 0.0000% | $50000.00          | $51025.50          | Corporate Debt Securities |
| CK HUTCHINSON INTL 24 II LTD   SR REGS NT 34    | 2034-09-13      | 4.7500%  | 0.0000% | $30510000.00       | $30486744.60       | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33  | 2033-01-15      | 5.0000%  | 0.0000% | $408000.00         | $415058.85         | Corporate Debt Securities |
| M & T BK CORP                  FR 5.4%073035    | 2035-07-30      | 5.4000%  | 0.0000% | $3514000.00        | $3565234.12        | Corporate Debt Securities |
| SIEMENS FUNDING B.V.           SR GLBL 144A 55  | 2055-05-28      | 5.8000%  | 0.0000% | $642000.00         | $657543.53         | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 52    | 2052-06-01      | 4.5500%  | 0.0000% | $45000.00          | $38380.38          | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 55    | 2055-05-19      | 6.6250%  | 0.0000% | $3960000.00        | $3920005.10        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 48    | 2048-10-06      | 4.4390%  | 0.0000% | $78000.00          | $66527.39          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AH BD 52 | 2052-03-01      | 3.6000%  | 0.0000% | $25000.00          | $18188.00          | Corporate Debt Securities |
| COOPERATIEVE RABOBANK UA NY    VR 011426-011428 | 2028-01-14      | 4.0456%  | 0.0000% | $1300000.00        | $1306752.83        | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.1%50 | 2050-08-15      | 3.1000%  | 0.0000% | $175000.00         | $117184.47         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.625%30 | 2030-07-15      | 3.6250%  | 0.0000% | $40000000.00       | $39764122.22       | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30 | 2030-12-15      | 9.6250%  | 0.0000% | $239000.00         | $294796.28         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50    | 2050-10-15      | 4.2500%  | 0.0000% | $22000.00          | $17539.38          | Corporate Debt Securities |
| BAYER US FIN II LLC            SR GLBL 144A 64  | 2064-07-15      | 4.7000%  | 0.0000% | $5000.00           | $3950.42           | Corporate Debt Securities |
| EURO BK RECON & DEV EURO MTN   VR 012225-072230 | 2030-07-22      | 4.0559%  | 0.0000% | $2083000.00        | $2094070.33        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.2%52 | 2052-02-15      | 3.2000%  | 0.0000% | $8000.00           | $5375.72           | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $125000.00         | $92897.50          | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 129 BD50 | 2050-03-01      | 3.0000%  | 0.0000% | $7000.00           | $4569.13           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          LW TIER II 32    | 2032-07-29      | 2.3590%  | 0.0000% | $1048000.00        | $912539.01         | Corporate Debt Securities |
| HUTCHISON WHAMPOA              SR GLBL C REGS27 | 2027-08-01      | 7.5000%  | 0.0000% | $200000.00         | $211958.67         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.625%090149  | 2049-09-01      | 3.6250%  | 0.0000% | $333000.00         | $244618.84         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.5%50 | 2050-04-15      | 4.5000%  | 0.0000% | $227000.00         | $186307.98         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $104000.00         | $103132.87         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        LW TIER II 33    | 2033-06-06      | 4.6260%  | 0.0000% | $24000.00          | $23830.81          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $414000.00         | $455807.79         | Corporate Debt Securities |
| THAIOIL TREAS CTR CO LTD       FR 2.5%061830    | 2030-06-18      | 2.5000%  | 0.0000% | $809000.00         | $743519.99         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.314%011841  | 2041-01-18      | 5.3140%  | 0.0000% | $24410000.00       | $24249182.85       | Corporate Debt Securities |
| PPL CAP FDG INC                JR SB GLBL 67    | 2067-03-30      | 6.6274%  | 0.0000% | $9284000.00        | $9362501.64        | Corporate Debt Securities |
| WAKE FST UNIV BAPTIST MED CTR  -2016 SINK BD 46 | 2046-06-01      | 4.1750%  | 0.0000% | $1500000.00        | $1249414.58        | Corporate Debt Securities |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2017 BD 47   | 2047-05-01      | 4.1500%  | 0.0000% | $9261000.00        | $7595018.13        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 65    | 2065-01-15      | 5.6500%  | 0.0000% | $100000.00         | $98599.06          | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       SR GLBL NT3.6%51 | 2051-09-15      | 3.6000%  | 0.0000% | $45000.00          | $31405.50          | Corporate Debt Securities |
| BARCLAYS PLC                   LW TIER II 30    | 2030-06-20      | 5.0880%  | 0.0000% | $2378000.00        | $2438049.26        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR NT 2.375%27   | 2027-05-24      | 2.3750%  | 0.0000% | $3056000.00        | $3010067.90        | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-07-18      | 6.5000%  | 0.0000% | $320000.00         | $337690.49         | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 36    | 2036-01-15      | 5.3300%  | 0.0000% | $186000.00         | $187722.26         | Corporate Debt Securities |

### Security 642: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.180000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HUOE1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HUOE1
- **C.18 - Value (incl. sponsor support):** $499789410.00
- **C.18.a - Value (excl. sponsor support):** $499789410.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9030000.00        | $5440097.41        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $963776.90         | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1466%  | 0.0000% | $8000000.00        | $565451.08         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 10.9915% | 0.0000% | $280000.00         | $1170.51           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA E      20421015 FLT | 2042-10-15      | 8.5654%  | 0.0000% | $5746000.00        | $5787968.67        | Private Label Collateralized Mortgage Obligations |
| WELLS FG COM MTG TR 2026-1250B E      20410312 FLT | 2041-03-12      | 7.8280%  | 0.0000% | $12401000.00       | $12536883.26       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11533679.88       | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 3.8814%  | 0.0000% | $6281000.00        | $5075166.48        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2026-5C9  E      20590516 FLT | 2059-05-16      | 4.5000%  | 0.0000% | $8348000.00        | $6705455.87        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C22     B      20570917 FLT | 2057-09-17      | 4.3710%  | 0.0000% | $47000.00          | $43891.45          | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $2080000.00        | $1630451.96        | Private Label Collateralized Mortgage Obligations |
| HUNDRED ACRES WD TR 2021-INV1  B6     20510725 FLT | 2051-07-25      | 3.2333%  | 0.0000% | $2147511.00        | $1089696.01        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  F      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $4608000.00        | $2978673.99        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2026-MED1  B-1    20560425 6.8 | 2056-04-25      | 6.8703%  | 0.0000% | $9163000.00        | $7847363.43        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8080%  | 0.0000% | $1090000.00        | $801488.69         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 5.8425%  | 0.0000% | $4000000.00        | $149007.56         | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 1.8892%  | 0.0000% | $2500000.00        | $1058038.50        | Private Label Collateralized Mortgage Obligations |
| ACRA TRUST 2024-NQM1           B-2    20641025 FLT | 2064-10-25      | 8.1532%  | 0.0000% | $8217000.00        | $8326647.68        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.1670%  | 0.0000% | $8469000.00        | $7229664.89        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.8007%  | 0.0000% | $4086750.00        | $246318.77         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.0996%  | 0.0000% | $1909000.00        | $583919.36         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                D      20610517 3.0 | 2061-05-17      | 3.0000%  | 0.0000% | $3000000.00        | $2427952.00        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2177%  | 0.0000% | $5096000.00        | $5145037.76        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 5.7171%  | 0.0000% | $19300000.00       | $19025875.10       | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 5.8325%  | 0.0000% | $1000000.00        | $848159.00         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  D      20491118 3.0 | 2049-11-18      | 3.0590%  | 0.0000% | $6227102.00        | $5531399.09        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $18852000.00       | $18124606.06       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG 5.67013 25JUN56 144A FR                | 2056-06-25      | 5.6701%  | 0.0000% | $194576770.00      | $195138143.66      | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  D      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $1059000.00        | $780073.83         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTG TR 2022-5     B-5    20520925 FLT | 2052-09-25      | 2.9521%  | 0.0000% | $1865000.00        | $941626.50         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2026-NQM5   B-2    20660425 0.0 | 2066-04-25      | 6.5880%  | 0.0000% | $354000.00         | $338932.72         | Private Label Collateralized Mortgage Obligations |
| NEW RESDTL FDG LN TR 2026-NQM1 B-2    20651125 FLT | 2065-11-25      | 6.5900%  | 0.0000% | $770000.00         | $736047.30         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT | 2052-09-25      | 3.0550%  | 0.0000% | $2659000.00        | $1270446.94        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-6    20561025 FLT | 2056-10-25      | 6.7737%  | 0.0000% | $2130453.00        | $1138637.13        | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.3068%  | 0.0000% | $7900000.00        | $7904645.90        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.6706%  | 0.0000% | $4022000.00        | $1614003.94        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         E      20341115 FLT | 2034-11-15      | 6.5915%  | 0.0000% | $130000.00         | $1176.96           | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.4775%  | 0.0000% | $57193357.00       | $33965494.06       | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.4575%  | 0.0000% | $7500000.00        | $5849678.75        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-6    20560625 FLT | 2056-06-25      | 6.5484%  | 0.0000% | $1665576.00        | $928915.37         | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RESI MTG T 2026-INV2 B-3    20710325 FLT | 2071-03-25      | 6.7135%  | 0.0000% | $7111268.00        | $6100358.59        | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TR 2025-1        A-1    20380125 FLT | 2038-01-25      | 5.2200%  | 0.0000% | $490000.00         | $417381.31         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.0915%  | 0.0000% | $8181000.00        | $63932.40          | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 5.7415%  | 0.0000% | $3750000.00        | $54407.78          | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 4.7425%  | 0.0000% | $3782000.00        | $558428.56         | Private Label Collateralized Mortgage Obligations |
| MF1 LTD 2022-FL9               A-S    20370622 FLT | 2037-06-22      | 6.2628%  | 0.0000% | $25000000.00       | $25065241.73       | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     D      20421113 FLT | 2042-11-13      | 6.8064%  | 0.0000% | $3000000.00        | $3030257.53        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.6766%  | 0.0000% | $286000.00         | $197082.21         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $1570000.00        | $12200.03          | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.1425%  | 0.0000% | $5000000.00        | $4883182.60        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   D      20360616 FLT | 2036-06-16      | 6.3920%  | 0.0000% | $7470000.00        | $5564234.51        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $5312000.00        | $4334093.20        | Private Label Collateralized Mortgage Obligations |
| SCG MTG TRUST 2024-MSP         D      20410415 FLT | 2041-04-15      | 7.5651%  | 0.0000% | $2411194.00        | $2425396.74        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2026-5C9  F      20590516 FLT | 2059-05-16      | 4.5000%  | 0.0000% | $4007520.00        | $3017734.70        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 3.8512%  | 0.0000% | $2021000.00        | $1876151.59        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $12008000.00       | $6386222.65        | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     E      20421113 FLT | 2042-11-13      | 7.9135%  | 0.0000% | $4800000.00        | $4792142.28        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   E      20360616 FLT | 2036-06-16      | 7.0920%  | 0.0000% | $2500000.00        | $1731624.17        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $4902000.00        | $3107912.61        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 0.1862%  | 0.0000% | $1753173.00        | $268950.86         | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 7.8171%  | 0.0000% | $13400000.00       | $12159195.22       | Private Label Collateralized Mortgage Obligations |
| NYC COML  MTG TR 2026-1325     D      20410509 FLT | 2041-05-09      | 6.6849%  | 0.0000% | $2800000.00        | $2819903.43        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-6    20560225 FLT | 2056-02-25      | 6.5354%  | 0.0000% | $782451.00         | $396889.36         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $2378022.47        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2026-MED1  B-2    20560425 6.8 | 2056-04-25      | 6.8703%  | 0.0000% | $4581000.00        | $3499923.30        | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $7189999.00        | $5874823.64        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-1    20650825 FLT | 2065-08-25      | 6.6670%  | 0.0000% | $7914000.00        | $7889003.19        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 7.9425%  | 0.0000% | $1000000.00        | $6818.56           | Private Label Collateralized Mortgage Obligations |
| CONE 2026-DFW3                 D      20430511 FLT | 2043-05-11      | 7.3546%  | 0.0000% | $8887000.00        | $9011108.95        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 D      20541019 3.4 | 2054-10-19      | 3.4690%  | 0.0000% | $200000.00         | $179183.62         | Private Label Collateralized Mortgage Obligations |
| EXTENDED AMER TR 2026-ESH2     E      20430217 FLT | 2043-02-17      | 6.5271%  | 0.0000% | $16500000.00       | $15633693.82       | Private Label Collateralized Mortgage Obligations |
| ARES TR 2026-TRON              C      20430515 FLT | 2043-05-15      | 5.5500%  | 0.0000% | $5000000.00        | $5026372.12        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RESI MTG T 2026-INV2 B-2    20710325 FLT | 2071-03-25      | 6.7135%  | 0.0000% | $2150000.00        | $2046765.60        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.6984%  | 0.0000% | $3290000.00        | $3023181.95        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2025-NQM2    B-2    20650425 FLT | 2065-04-25      | 7.2518%  | 0.0000% | $800000.00         | $804304.26         | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 10.3621% | 0.0000% | $17647000.00       | $19415820.72       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  E-FL   20330708 FLT | 2033-07-08      | 6.4860%  | 0.0000% | $3000000.00        | $1143911.52        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2020-NQM1 B-2    20551025 FLT | 2055-10-25      | 5.9962%  | 0.0000% | $742000.00         | $735750.82         | Private Label Collateralized Mortgage Obligations |
| KRE CML MTG TR 2026-ICNA       D      20430515 FLT | 2043-05-15      | 7.6271%  | 0.0000% | $4585000.00        | $4604289.51        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  B-1    20450725 FLT | 2045-07-25      | 8.0121%  | 0.0000% | $250000.00         | $249598.42         | Private Label Collateralized Mortgage Obligations |
| KRE CML MTG TR 2026-ICNA       B      20430515 FLT | 2043-05-15      | 5.9771%  | 0.0000% | $6000000.00        | $6013934.54        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1500000.00        | $1176592.91        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-6          A-7    20560525 FLT | 2056-05-25      | 5.5000%  | 0.0000% | $15000000.00       | $14718311.67       | Private Label Collateralized Mortgage Obligations |

### Security 643: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.060000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HWBG6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HWBG6
- **C.18 - Value (incl. sponsor support):** $580418539.60
- **C.18.a - Value (excl. sponsor support):** $580418539.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT 33    | 2033-03-03      | 5.2500%  | 0.0000% | $216000.00         | $224117.64         | Corporate Debt Securities |
| RENTOKIL TERMINIX FDG PLC      SR 144A NT 31    | 2031-04-23      | 4.6250%  | 0.0000% | $2506000.00        | $2479223.39        | Corporate Debt Securities |
| CK HUTCHISON INTL 20 LTD       SR GLBL REGS 30  | 2030-05-08      | 2.5000%  | 0.0000% | $450000.00         | $418877.25         | Corporate Debt Securities |
| CPPIB CAPITAL INC              REGS NT 3.875%31 | 2031-02-15      | 3.8750%  | 0.0000% | $59605000.00       | $59359791.65       | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RC NT 28   | 2028-04-13      | 3.6250%  | 0.0000% | $69960000.00       | $69660707.23       | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RG NT 35   | 2035-08-28      | 4.6250%  | 0.0000% | $19901000.00       | $20041520.41       | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54   | 2054-02-05      | 5.3000%  | 0.0000% | $130000.00         | $119206.53         | Corporate Debt Securities |
| GOODMAN US FINANCE SIX LLC     GLBL REGS NT 34  | 2034-10-07      | 5.1250%  | 0.0000% | $451000.00         | $448421.53         | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $6355000.00        | $6402662.50        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 35    | 2035-03-14      | 5.2500%  | 0.0000% | $2650000.00        | $2727770.88        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SUB 144A NT 39   | 2039-12-16      | 6.8500%  | 0.0000% | $8800000.00        | $10080358.44       | Corporate Debt Securities |
| FIRST HORIZON BK MEMPHIS TENN  SUB NT 5.75%30   | 2030-05-01      | 5.7500%  | 0.0000% | $261000.00         | $265907.38         | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD3.9%52 | 2052-04-01      | 3.9000%  | 0.0000% | $11000.00          | $8351.46           | Corporate Debt Securities |
| SOUTH32 TREAS LTD              SR REGS NT 32    | 2032-04-14      | 4.3500%  | 0.0000% | $1518000.00        | $1458262.91        | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28    | 2028-05-19      | 4.4500%  | 0.0000% | $89000.00          | $89347.64          | Corporate Debt Securities |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 30    | 2030-04-14      | 3.1250%  | 0.0000% | $30000.00          | $28622.29          | Corporate Debt Securities |
| KOREA ELEC PWR CORP            SR GLBL REGS 34  | 2034-04-23      | 5.1250%  | 0.0000% | $7645000.00        | $7824925.08        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL WWW BD51 | 2051-08-15      | 2.9500%  | 0.0000% | $25000.00          | $16063.56          | Corporate Debt Securities |
| KT CORP                        SR GLBL REGS 29  | 2029-01-03      | 4.3750%  | 0.0000% | $791000.00         | $803500.22         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 54    | 2054-01-15      | 6.6500%  | 0.0000% | $50000.00          | $57127.64          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 41   | 2041-02-02      | 5.3870%  | 0.0000% | $6454000.00        | $6407064.90        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52 | 2052-01-15      | 3.0000%  | 0.0000% | $35000.00          | $22071.58          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79       | 2079-05-01      | 5.6500%  | 0.0000% | $94000.00          | $94304.98          | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31 | 2031-09-18      | 3.5470%  | 0.0000% | $235000.00         | $222985.74         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC -2019 A 4.125%49 | 2049-05-15      | 4.1250%  | 0.0000% | $3000.00           | $2377.84           | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32   | 2032-09-30      | 2.6380%  | 0.0000% | $7000.00           | $6068.25           | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $192000.00         | $220299.50         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 35 | 2035-02-13      | 5.8270%  | 0.0000% | $73000.00          | $75731.46          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT 55    | 2055-09-05      | 5.7500%  | 0.0000% | $28000.00          | $28848.87          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51 | 2051-01-15      | 2.5000%  | 0.0000% | $3509000.00        | $2107419.62        | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 61    | 2061-12-15      | 3.0500%  | 0.0000% | $987000.00         | $617896.00         | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 33    | 2033-02-28      | 5.3500%  | 0.0000% | $93000.00          | $96193.03          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 34   | 2034-11-19      | 5.5920%  | 0.0000% | $165000.00         | $167732.95         | Corporate Debt Securities |
| CNOOC NEXEN FINANCE ULC        SR NT 4.875%44   | 2044-04-30      | 4.8750%  | 0.0000% | $6044000.00        | $5926366.13        | Corporate Debt Securities |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42 | 2042-01-15      | 5.5000%  | 0.0000% | $8000.00           | $8044.34           | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.375%27 | 2027-03-15      | 1.3750%  | 0.0000% | $48908000.00       | $48082745.43       | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 27    | 2027-02-08      | 2.2500%  | 0.0000% | $50000.00          | $49740.38          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 6.8965%  | 0.0000% | $3411000.00        | $3420756.90        | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.1250%  | 0.0000% | $3000.00           | $3142.75           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 47   | 2047-06-15      | 4.1250%  | 0.0000% | $3000.00           | $2495.56           | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR NT 5.968%54   | 2054-03-04      | 5.9680%  | 0.0000% | $5000.00           | $5031.76           | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%55 | 2055-10-15      | 6.1000%  | 0.0000% | $740000.00         | $723080.31         | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 28  | 2028-04-23      | 1.7500%  | 0.0000% | $29400000.00       | $28114632.00       | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV2013 GLBL REGS NT 43  | 2043-10-17      | 5.3750%  | 0.0000% | $965000.00         | $1003552.55        | Corporate Debt Securities |
| CNPC OVERSEAS CAPITAL LTD      SR REGS NT 41    | 2041-04-28      | 5.9500%  | 0.0000% | $4477000.00        | $4914374.30        | Corporate Debt Securities |
| SIEMENS FUNDING B.V.           SR GLBL 144A 65  | 2065-05-28      | 5.9000%  | 0.0000% | $1448000.00        | $1483554.03        | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 27    | 2027-06-14      | 1.6730%  | 0.0000% | $1240000.00        | $1247958.22        | Corporate Debt Securities |
| SUMITOMO LIFE INS CO           SUB GLBL 144A 55 | 2055-09-10      | 5.8750%  | 0.0000% | $300000.00         | $303459.71         | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB GLBL 144A 50 | 2050-04-15      | 3.3750%  | 0.0000% | $3674000.00        | $2511197.37        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47 | 2047-05-15      | 4.2700%  | 0.0000% | $80000.00          | $64522.44          | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      JR SB-2026A NT56 | 2056-10-17      | 6.1250%  | 0.0000% | $1134000.00        | $1146559.99        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SUB GLBL NT 41   | 2041-01-25      | 5.4230%  | 0.0000% | $906000.00         | $905998.72         | Corporate Debt Securities |
| ONTARIO PROV CDA               GLBL BD 4.45%35  | 2035-11-20      | 4.4500%  | 0.0000% | $37594000.00       | $37006123.83       | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.9%50 | 2050-03-01      | 2.9000%  | 0.0000% | $15000.00          | $9897.73           | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL -2055 55 | 2055-05-15      | 5.6500%  | 0.0000% | $420000.00         | $416949.63         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55    | 2055-03-01      | 6.1500%  | 0.0000% | $4917000.00        | $4879401.34        | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 5.625%33 | 2033-10-23      | 5.6250%  | 0.0000% | $7300000.00        | $7812861.50        | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $4000.00           | $4024.44           | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 55    | 2055-02-25      | 6.3750%  | 0.0000% | $20000.00          | $20260.32          | Corporate Debt Securities |
| TELEFONICA EMISONES SA         SR GLBL NT 36    | 2036-06-20      | 7.0450%  | 0.0000% | $192000.00         | $218210.96         | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 39 BD 52 | 2052-06-01      | 4.5000%  | 0.0000% | $43000.00          | $36356.07          | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 36    | 2036-09-10      | 5.7410%  | 0.0000% | $5065000.00        | $5164822.57        | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR REGS BD4.1%51 | 2051-07-14      | 4.1000%  | 0.0000% | $22500000.00       | $17767912.50       | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 66    | 2066-04-15      | 6.3750%  | 0.0000% | $300000.00         | $294909.50         | Corporate Debt Securities |
| CSL FIN PLC                    SR REGS NT 52    | 2052-04-27      | 4.7500%  | 0.0000% | $6541000.00        | $5583477.55        | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59   | 2059-09-30      | 3.6250%  | 0.0000% | $178000.00         | $121552.81         | Corporate Debt Securities |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29   | 2029-04-19      | 5.5000%  | 0.0000% | $878000.00         | $906263.80         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%66 | 2066-02-15      | 5.6000%  | 0.0000% | $34000.00          | $33617.73          | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -A 56 | 2056-03-15      | 5.8750%  | 0.0000% | $123000.00         | $123690.82         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55 | 2055-03-01      | 5.9000%  | 0.0000% | $891000.00         | $858827.97         | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL BD 3.625%28 | 2028-11-20      | 3.6250%  | 0.0000% | $46410000.00       | $45877967.36       | Corporate Debt Securities |
| POSCO                          SR REGS NT4.5%31 | 2031-01-16      | 4.5000%  | 0.0000% | $10140000.00       | $10167327.30       | Corporate Debt Securities |
| US BANCORP                     PERP JR SB GLBL  | 2079-12-31      | 3.7000%  | 0.0000% | $8844000.00        | $8765573.37        | Corporate Debt Securities |
| VALLEY NATL BANCORP            SUB NT 6.219%36  | 2036-06-01      | 6.2190%  | 0.0000% | $65000.00          | $65076.78          | Corporate Debt Securities |
| MITSUBISHI CORP                SR REGS NT 35    | 2035-09-09      | 4.8750%  | 0.0000% | $1447000.00        | $1441795.62        | Corporate Debt Securities |
| THAI OIL PUB CO LTD            4.875%43         | 2043-01-23      | 4.8750%  | 0.0000% | $5020000.00        | $4497179.55        | Corporate Debt Securities |
| JT INTL FINL SVCS BV           SR GLBL REGS 32  | 2032-10-24      | 6.8750%  | 0.0000% | $926000.00         | $1024520.87        | Corporate Debt Securities |
| DUKE ENERGY OHIO INC           1M GLBL BD 54    | 2054-03-15      | 5.5500%  | 0.0000% | $125000.00         | $121524.79         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26   | 2026-07-28      | 3.7500%  | 0.0000% | $4200000.00        | $4249997.50        | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 30    | 2030-05-30      | 5.3750%  | 0.0000% | $7049000.00        | $7316197.24        | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.125%36 | 2036-01-14      | 4.1250%  | 0.0000% | $425000.00         | $420643.22         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 33   | 2033-05-26      | 4.9890%  | 0.0000% | $49000.00          | $48848.38          | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 29    | 2029-03-29      | 4.8500%  | 0.0000% | $191000.00         | $193292.64         | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 34    | 2034-01-05      | 6.3500%  | 0.0000% | $152000.00         | $165959.68         | Corporate Debt Securities |
| PENTAIR FINANCE SA             GLBL NT 5.9%32   | 2032-07-15      | 5.9000%  | 0.0000% | $400000.00         | $424460.44         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $136000.00         | $129540.30         | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 56   | 2056-06-30      | 6.0500%  | 0.0000% | $7350000.00        | $7524519.63        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM JR SB GLBL 50    | 2050-05-15      | 3.3000%  | 0.0000% | $6302000.00        | $4237044.67        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL 144A 47  | 2047-03-05      | 5.7060%  | 0.0000% | $6000000.00        | $5864544.00        | Corporate Debt Securities |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 36   | 2036-03-24      | 4.9240%  | 0.0000% | $44000.00          | $43252.46          | Corporate Debt Securities |
| CHINA STHRN PWR GRID INTL FIN  GLBL REGS NT 27  | 2027-05-08      | 3.5000%  | 0.0000% | $1620000.00        | $1611578.70        | Corporate Debt Securities |
| HONEYWELL AEROSPACE INC        SR 144A NT 56    | 2056-03-16      | 5.7320%  | 0.0000% | $145000.00         | $146273.57         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 27    | 2027-04-15      | 6.4500%  | 0.0000% | $24726000.00       | $25333105.72       | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2017B NT 47  | 2047-12-01      | 3.7000%  | 0.0000% | $11000.00          | $8422.75           | Corporate Debt Securities |
| ALBERTA PROV                   GLBL BD 4.5%29   | 2029-06-26      | 4.5000%  | 0.0000% | $1019000.00        | $1047312.92        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT6.1%27 | 2027-01-15      | 6.1000%  | 0.0000% | $296000.00         | $305429.24         | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 32  | 2032-02-02      | 3.8280%  | 0.0000% | $3000000.00        | $2774133.00        | Corporate Debt Securities |
| BROOKFIELD FIN I UK PLC / BROO SR GLBL NT 32    | 2032-01-30      | 2.3400%  | 0.0000% | $2000.00           | $1759.77           | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50 | 2050-05-01      | 3.5000%  | 0.0000% | $12000.00          | $8564.55           | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 32   | 2032-06-15      | 6.6250%  | 0.0000% | $67000.00          | $74730.50          | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48 | 2048-03-01      | 4.0000%  | 0.0000% | $17000.00          | $13472.46          | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 138 BD55 | 2055-06-01      | 5.9500%  | 0.0000% | $77000.00          | $80721.37          | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -B NT 55 | 2055-01-15      | 6.2000%  | 0.0000% | $6000.00           | $6263.63           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 36 | 2036-01-24      | 6.0200%  | 0.0000% | $602000.00         | $632035.45         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 51    | 2051-04-15      | 3.4500%  | 0.0000% | $117000.00         | $82133.61          | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL-A BD 52  | 2052-09-15      | 4.7500%  | 0.0000% | $2000.00           | $1731.13           | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $1828000.00        | $1903636.04        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 34   | 2034-07-28      | 5.6250%  | 0.0000% | $9559000.00        | $9967037.86        | Corporate Debt Securities |
| CALIFORNIA ENDOWMENT           SR -2021 BD 51   | 2051-04-01      | 2.4980%  | 0.0000% | $641000.00         | $367392.07         | Corporate Debt Securities |
| BANQUE FED DU CRED MUTUEL      SNR PREF 144A 30 | 2030-01-22      | 5.5380%  | 0.0000% | $2411000.00        | $2518860.51        | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2016 A46 | 2046-06-15      | 3.8500%  | 0.0000% | $175000.00         | $138494.81         | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT47 | 2047-06-15      | 5.5000%  | 0.0000% | $40000.00          | $38027.42          | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    GLBL NT 6.534%29 | 2029-01-10      | 6.5340%  | 0.0000% | $360000.00         | $379468.26         | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 56    | 2056-03-15      | 5.5500%  | 0.0000% | $134000.00         | $131307.05         | Corporate Debt Securities |
| NEVADA POWER CO                GLBL GG NT5.9%53 | 2053-05-01      | 5.9000%  | 0.0000% | $5000.00           | $5002.19           | Corporate Debt Securities |
| VARANASI AURANGABAD NH-2       SR SEC REGS 34   | 2034-02-28      | 5.9000%  | 0.0000% | $8978000.00        | $9347129.87        | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL 144A 30  | 2030-07-16      | 4.8760%  | 0.0000% | $13810000.00       | $14098961.97       | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL NT 32   | 2032-05-17      | 7.6250%  | 0.0000% | $2414000.00        | $2679278.48        | Corporate Debt Securities |
| MOODYS CORP                    SR GLBL NT 52    | 2052-02-25      | 3.7500%  | 0.0000% | $181000.00         | $133911.34         | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    BD20B BAM-TCRS50 | 2050-09-01      | 4.2870%  | 0.0000% | $5000000.00        | $3952696.67        | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $62000.00          | $61971.26          | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL NT 46    | 2046-09-22      | 4.7500%  | 0.0000% | $125000.00         | $109715.03         | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB GLBL 144A 39 | 2039-08-15      | 9.3750%  | 0.0000% | $426000.00         | $560114.74         | Corporate Debt Securities |
| NOMURA HLDGS INC               LW TIER II 36    | 2036-06-10      | 5.0430%  | 0.0000% | $450000.00         | $451140.34         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.7%56 | 2056-03-18      | 5.7000%  | 0.0000% | $5000.00           | $5127.31           | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 50    | 2050-08-14      | 2.7500%  | 0.0000% | $5000.00           | $3194.15           | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL O NT4%49 | 2049-06-01      | 4.0000%  | 0.0000% | $50000.00          | $38658.39          | Corporate Debt Securities |
| ONTARIO PROV CDA               SR GLBL BD 35    | 2035-06-11      | 4.8500%  | 0.0000% | $298000.00         | $309330.95         | Corporate Debt Securities |
| ONTARIO PROV CDA               GLBL BD 4.2%29   | 2029-01-18      | 4.2000%  | 0.0000% | $529000.00         | $537407.57         | Corporate Debt Securities |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32   | 2032-12-01      | 4.9000%  | 0.0000% | $28000.00          | $28759.30          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 3.4000%  | 0.0000% | $6000.00           | $5990.69           | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 36    | 2036-02-09      | 4.8750%  | 0.0000% | $213000.00         | $212413.36         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50 | 2050-05-01      | 4.2000%  | 0.0000% | $57000.00          | $41675.36          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $50000.00          | $37272.06          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $10000.00          | $11341.54          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR NT 2.375%27   | 2027-05-24      | 2.3750%  | 0.0000% | $53259000.00       | $52458509.83       | Corporate Debt Securities |

### Security 644: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.060000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HWBH4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HWBH4
- **C.18 - Value (incl. sponsor support):** $199845984.00
- **C.18.a - Value (excl. sponsor support):** $199845984.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| ENTERPRISE FLT FING 2023-3     A-2    20300320 6.4 | 2030-03-20      | 6.4000%  | 0.0000% | $6616000.00        | $1844985.61        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-98         D      20350420 FLT | 2035-04-20      | 6.7752%  | 0.0000% | $6900000.00        | $6911107.85        | Asset-Backed Securities |
| DLLMT LLC 2023-1               A-4    20310320 5.3 | 2031-03-20      | 5.3500%  | 0.0000% | $350000.00         | $352371.08         | Asset-Backed Securities |
| CARMAX SELECT RECIEV TR 2025-A A-2A   20280515 4.7 | 2028-05-15      | 4.7600%  | 0.0000% | $1714000.00        | $586218.07         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P4    A-4    20271210 1.6 | 2027-12-10      | 1.6400%  | 0.0000% | $2225000.00        | $465666.20         | Asset-Backed Securities |
| BRIDGE STR CLO LTD 2021-2R     A-1R   20390120 FLT | 2039-01-20      | 4.9352%  | 0.0000% | $250000.00         | $251649.12         | Asset-Backed Securities |
| ABRY LIQUID CRD CLO LTD 2026-3 A-1    20390420 FLT | 2039-04-20      | 4.9018%  | 0.0000% | $10700000.00       | $10843237.52       | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2025-X2    A      20301015 4.4 | 2030-10-15      | 4.4500%  | 0.0000% | $5389000.00        | $2584767.44        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-5 A-1    20700625 FLT | 2070-06-25      | 5.4270%  | 0.0000% | $704999.00         | $546207.10         | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2025-A   A-2A   20271215 4.4 | 2027-12-15      | 4.4700%  | 0.0000% | $335000.00         | $134763.06         | Asset-Backed Securities |
| VERIZON MASTER TRUST 2025-9    A-1B   20301021 FLT | 2030-10-21      | 4.0629%  | 0.0000% | $153000.00         | $153322.54         | Asset-Backed Securities |
| MONROE CAPITAL MML 2020-10RR   A-R2   20370820 FLT | 2037-08-20      | 5.3119%  | 0.0000% | $20000000.00       | $19991159.60       | Asset-Backed Securities |
| HILTON GRAND VACA TR 2022-2    C      20370125 5.5 | 2037-01-25      | 5.5700%  | 0.0000% | $150000.00         | $40268.66          | Asset-Backed Securities |
| HILTON GRND VAC TR 2022-1D     C      20340620 4.6 | 2034-06-20      | 4.6900%  | 0.0000% | $1000000.00        | $157580.19         | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 B      20310218 5.0 | 2031-02-18      | 5.0400%  | 0.0000% | $421000.00         | $424568.40         | Asset-Backed Securities |
| HPEFS EQUIPMENT TR 2024-1      B      20310520 5.1 | 2031-05-20      | 5.1800%  | 0.0000% | $1175000.00        | $603137.62         | Asset-Backed Securities |
| STELLANTIS FINANCIAL UNDERWRIT B      20300420 4.6 | 2030-04-20      | 4.6100%  | 0.0000% | $3620000.00        | $3613362.73        | Asset-Backed Securities |
| WORLD OMNI AUTO RECEIVABLES TR A-3    20281115 5.1 | 2028-11-15      | 5.1500%  | 0.0000% | $1455000.00        | $516770.44         | Asset-Backed Securities |
| WOODMONT LP 2023-12R           A-1R   20321025 FLT | 2032-10-25      | 5.0666%  | 0.0000% | $100000.00         | $66995.45          | Asset-Backed Securities |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $2430000.00        | $1277160.61        | Asset-Backed Securities |
| GREENACRE PK CLO LLC 2025-1R   D-2-R  20380720 FLT | 2038-07-20      | 8.1752%  | 0.0000% | $3000000.00        | $3010690.50        | Asset-Backed Securities |
| BCC MIDDLE MARKET CLO 2025-1   A-1    20370717 FLT | 2037-07-17      | 5.3004%  | 0.0000% | $19830000.00       | $19896307.08       | Asset-Backed Securities |
| AGL CLO 2024-30 LTD            A-1    20370421 FLT | 2037-04-21      | 5.2021%  | 0.0000% | $10000000.00       | $10052411.48       | Asset-Backed Securities |
| AGL CLO LTD 2022-17R           B-R    20350122 FLT | 2035-01-22      | 5.0721%  | 0.0000% | $1500000.00        | $1508450.89        | Asset-Backed Securities |
| FIRST INVESTOR AT OW TR 2026-1 C      20320715 5.3 | 2032-07-15      | 5.3800%  | 0.0000% | $3450000.00        | $3477435.17        | Asset-Backed Securities |
| BMW VEH OWNER TR 2023-A        A3     20280225 5.4 | 2028-02-25      | 5.4700%  | 0.0000% | $25000.00          | $5227.55           | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $6725000.00        | $1489920.96        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV 2025-2  D      20310812 5.5 | 2031-08-12      | 5.5000%  | 0.0000% | $1000000.00        | $1010433.22        | Asset-Backed Securities |
| ENTERPRISE FLET FINCNG 2022-3  A-3    20290720 4.2 | 2029-07-20      | 4.2900%  | 0.0000% | $3898000.00        | $2664118.95        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-5 A-3    20291115 4.2 | 2029-11-15      | 4.2400%  | 0.0000% | $25000.00          | $25038.30          | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-2RR       D-1-RR 20371020 FLT | 2037-10-20      | 6.7252%  | 0.0000% | $1756533.00        | $1779904.84        | Asset-Backed Securities |
| BAIN CAP CR CLO LTD 2022-2R    D-1-R  20350423 FLT | 2035-04-23      | 6.8636%  | 0.0000% | $1220000.00        | $1219456.24        | Asset-Backed Securities |
| CARLYLE DIRECT LENDNG 2015-1RR B-R    20360715 FLT | 2036-07-15      | 6.4231%  | 0.0000% | $1300000.00        | $1306864.59        | Asset-Backed Securities |
| CANYON CLO LTD 2019-2R2        D-R2   20341016 FLT | 2034-10-16      | 6.5231%  | 0.0000% | $1000000.00        | $968402.68         | Asset-Backed Securities |
| ACM AUTO TR 2024-2             B      20310820 9.2 | 2031-08-20      | 9.2100%  | 0.0000% | $1750000.00        | $1376984.14        | Asset-Backed Securities |
| ACM AUTO TR 2025-2             A      20280620 5.5 | 2028-06-20      | 5.5500%  | 0.0000% | $2050000.00        | $656841.73         | Asset-Backed Securities |
| HYUNDAI AUTO LEASE 2026-A      A-3    20281215 3.9 | 2028-12-15      | 3.9700%  | 0.0000% | $4355000.00        | $4341830.00        | Asset-Backed Securities |
| KATAYMA CLO LTD 2023-1R        D-1-R  20390120 FLT | 2039-01-20      | 6.5752%  | 0.0000% | $2000000.00        | $2015986.33        | Asset-Backed Securities |
| JOHN DEERE OWNER TR 2025       A-3    20290917 4.2 | 2029-09-17      | 4.2300%  | 0.0000% | $115000.00         | $115277.04         | Asset-Backed Securities |
| MERCEDES AUTO REC TR 2023-1    A-3    20271115 4.5 | 2027-11-15      | 4.5100%  | 0.0000% | $168000.00         | $14873.69          | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      C      20280615 6.2 | 2028-06-15      | 6.2100%  | 0.0000% | $1590000.00        | $152556.59         | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     D      20301115 5.6 | 2030-11-15      | 5.6100%  | 0.0000% | $14750000.00       | $14973619.84       | Asset-Backed Securities |
| JAMESTOWN CLO LTD 2020-15R2    A1-R2  20350716 FLT | 2035-07-16      | 4.7231%  | 0.0000% | $260000.00         | $261425.50         | Asset-Backed Securities |
| NISSAN AUTO REC OWN TR 2024-A  A-4    20310415 5.1 | 2031-04-15      | 5.1800%  | 0.0000% | $1734000.00        | $1760041.98        | Asset-Backed Securities |
| WF CARD ISSUANCE 2024-1        A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $17168000.00       | $17309792.42       | Asset-Backed Securities |
| TEXTAINER MARI CONT VII 2021-2 A      20460420 2.2 | 2046-04-20      | 2.2300%  | 0.0000% | $100000.00         | $55738.41          | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      C      20370420 FLT | 2037-04-20      | 5.7752%  | 0.0000% | $24000000.00       | $23623331.98       | Asset-Backed Securities |
| 37 CAPITAL CLO 4 LTD           B-R    20350415 FLT | 2035-04-15      | 5.1731%  | 0.0000% | $1550000.00        | $1559567.65        | Asset-Backed Securities |
| LCM LTD 2022-38R2              A-R2   20381104 FLT | 2038-11-04      | 4.9431%  | 0.0000% | $6550000.00        | $6600707.26        | Asset-Backed Securities |
| LCM LTD 2021-35                D      20341016 FLT | 2034-10-16      | 7.3347%  | 0.0000% | $8500000.00        | $8081924.49        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $1237000.00        | $158137.52         | Asset-Backed Securities |
| ONEMAIN FIN ISS TR 2022-S1     D      20350514 5.2 | 2035-05-14      | 5.2000%  | 0.0000% | $1570000.00        | $1566317.83        | Asset-Backed Securities |
| PALMER SQ LN FDG 2025-2 LTD    A-1    20330715 FLT | 2033-07-15      | 4.6131%  | 0.0000% | $830000.00         | $706414.40         | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2423369.17        | Asset-Backed Securities |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $1461791.76        | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2021-B A      20361120 2.1 | 2036-11-20      | 2.1000%  | 0.0000% | $596000.00         | $584146.16         | Asset-Backed Securities |
| GM FINAN AB LEASING TR 2025-2  B      20290420 4.8 | 2029-04-20      | 4.8000%  | 0.0000% | $75000.00          | $75501.23          | Asset-Backed Securities |
| SANTANR DRV AUTO REC TR 2023-6 B      20290416 5.9 | 2029-04-16      | 5.9800%  | 0.0000% | $985000.00         | $952039.12         | Asset-Backed Securities |
| PRPM 2025-RPL3 LLC             A-1    20550425 FLT | 2055-04-25      | 3.2500%  | 0.0000% | $290000.00         | $240553.05         | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     A-3    20280915 4.7 | 2028-09-15      | 4.7700%  | 0.0000% | $1500000.00        | $1366225.55        | Asset-Backed Securities |
| BENEFIT STR PARTNERS 2016-10R3 B-R3   20380720 FLT | 2038-07-20      | 5.5252%  | 0.0000% | $1000000.00        | $1008505.67        | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  C      20300712 5.7 | 2030-07-12      | 5.7300%  | 0.0000% | $620000.00         | $582396.57         | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        C      20300415 5.7 | 2030-04-15      | 5.7400%  | 0.0000% | $1926000.00        | $1469067.20        | Asset-Backed Securities |
| CPS AUTO RECV TR 2026-B        C      20320715 4.9 | 2032-07-15      | 4.9300%  | 0.0000% | $11500000.00       | $11505016.55       | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2023-1 D      20290412 6.3 | 2029-04-12      | 6.3500%  | 0.0000% | $950000.00         | $674173.10         | Asset-Backed Securities |
| AMUR EQUIP FIN REC LLC 2022-2  A-2    20280621 5.3 | 2028-06-21      | 5.3000%  | 0.0000% | $1715000.00        | $1746.42           | Asset-Backed Securities |
| BALLYROCK CLO 17 LTD           A-1B-R 20381020 FLT | 2038-10-20      | 5.1752%  | 0.0000% | $1750000.00        | $1755121.37        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2025-C A      20290315 4.7 | 2029-03-15      | 4.7100%  | 0.0000% | $1811000.00        | $798044.79         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    B      20280210 3.0 | 2028-02-10      | 3.0000%  | 0.0000% | $550000.00         | $547142.38         | Asset-Backed Securities |
| CREDIT ACCEPT AUT LN TR 2024-1 A      20340315 5.6 | 2034-03-15      | 5.6800%  | 0.0000% | $5400000.00        | $4223650.62        | Asset-Backed Securities |
| DRIVE AUTO RECEIVABL TR 2024-2 B      20290716 4.5 | 2029-07-16      | 4.5200%  | 0.0000% | $3065000.00        | $3075359.02        | Asset-Backed Securities |
| SANTANDER DR AT REC TR 2022-2  C      20290716 3.7 | 2029-07-16      | 3.7600%  | 0.0000% | $2750000.00        | $1381341.90        | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   C      20300515 5.0 | 2030-05-15      | 5.0900%  | 0.0000% | $1405000.00        | $931407.02         | Asset-Backed Securities |
| VENTURE CLO LTF 2023-48R       B-R    20361020 FLT | 2036-10-20      | 5.4252%  | 0.0000% | $450000.00         | $452397.30         | Asset-Backed Securities |
| GLS AUTO RECEIVABLES ISSUER TR C      20290515 6.0 | 2029-05-15      | 6.0100%  | 0.0000% | $2292000.00        | $1439036.57        | Asset-Backed Securities |
| OCTAGON INVEST PART 2019-20RR  A-1-RR 20370812 FLT | 2037-08-12      | 5.0433%  | 0.0000% | $2000000.00        | $2007903.11        | Asset-Backed Securities |
| SILVER POINT CLO LTD 2025-10   D-2    20380715 FLT | 2038-07-15      | 7.9231%  | 0.0000% | $3000000.00        | $3009587.37        | Asset-Backed Securities |
| VOYA CLO LTD 2018-4RR          A-1RR  20371015 FLT | 2037-10-15      | 5.0331%  | 0.0000% | $2900000.00        | $2923146.54        | Asset-Backed Securities |

### Security 645: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HWBJ0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HWBJ0
- **C.18 - Value (incl. sponsor support):** $749636100.00
- **C.18.a - Value (excl. sponsor support):** $749636100.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| HOME RE 2026-1 LTD             M-2    20360125 FLT | 2036-01-25      | 6.8121%  | 0.0000% | $2350000.00        | $2371675.64        | Asset-Backed Securities |
| HERTZ VEHICLE FING LLC 2025-1  D      20290925 7.9 | 2029-09-25      | 7.9800%  | 0.0000% | $2000000.00        | $2014911.33        | Asset-Backed Securities |
| MADISON PARK FUND LTD 2018-31R E-R    20370723 FLT | 2037-07-23      | 10.0661% | 0.0000% | $1775000.00        | $1656511.76        | Asset-Backed Securities |
| REPUBLIC FIN ISSUANC TR 2024-A D      20320820 9.4 | 2032-08-20      | 9.4900%  | 0.0000% | $1200000.00        | $1210690.20        | Asset-Backed Securities |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $17275000.00       | $8884878.00        | Asset-Backed Securities |
| LOBEL AUTOMOBILE REC TR 2023-1 D      20300315 8.0 | 2030-03-15      | 8.0000%  | 0.0000% | $10000000.00       | $7901595.61        | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2024-2       D      20310127 9.4 | 2031-01-27      | 9.4100%  | 0.0000% | $2000000.00        | $2077309.11        | Asset-Backed Securities |
| REGATTA FUNDING LTD 2022-19    SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $410200.00         | $188692.00         | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.0952% | 0.0000% | $8675000.00        | $8168378.54        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $11542000.00       | $11062953.13       | Asset-Backed Securities |
| STRIKE ACCEP AT FDG TR 2025-1  A      20320415 5.8 | 2032-04-15      | 5.8400%  | 0.0000% | $3000000.00        | $1223754.91        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 10.5404% | 0.0000% | $3175000.00        | $3186547.82        | Asset-Backed Securities |
| LAD AUTO REC TR 2022-1         C      20300415 6.8 | 2030-04-15      | 6.8500%  | 0.0000% | $656000.00         | $414246.35         | Asset-Backed Securities |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $964000.00         | $980268.46         | Asset-Backed Securities |
| TCW CLO LTD 2021-1R            E-R    20380120 FLT | 2038-01-20      | 10.1752% | 0.0000% | $2750000.00        | $2612563.71        | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 10.8468% | 0.0000% | $1300000.00        | $1092052.97        | Asset-Backed Securities |
| RED OAK FDG MASTER TR 2025-1   A      20301220 FLT | 2030-12-20      | 5.6251%  | 0.0000% | $10000000.00       | $10047452.82       | Asset-Backed Securities |
| RCKT MTG TR 2026-CES4          B-2    20560425 FLT | 2056-04-25      | 7.8800%  | 0.0000% | $5516000.00        | $5494641.44        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.0902%  | 0.0000% | $2000000.00        | $39563.31          | Asset-Backed Securities |
| SIGNAL PEAK CLO LTD 2021-9     SUB    20340721 FLT | 2034-07-21      | 0.0000%  | 0.0000% | $7000000.00        | $2257500.00        | Asset-Backed Securities |
| RCKT MTG TR 2026-CES4          B-1    20560425 FLT | 2056-04-25      | 6.6390%  | 0.0000% | $8549000.00        | $8463635.39        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4026596.89        | Asset-Backed Securities |
| FIRSTKEY HOMES 2022-SFR3 TR    E-1    20380719 3.5 | 2038-07-19      | 3.5000%  | 0.0000% | $550000.00         | $549249.37         | Asset-Backed Securities |
| ATLANTIC AVE 2025-4 LTD 2025-4 E      20381015 FLT | 2038-10-15      | 9.8231%  | 0.0000% | $5750000.00        | $5649386.57        | Asset-Backed Securities |
| BARINGS CLO LTD 2025-7         E      20380115 FLT | 2038-01-15      | 8.6231%  | 0.0000% | $3350000.00        | $3381487.81        | Asset-Backed Securities |
| ARES 2023-70 CLO LTD           SUB    20351025 FLT | 2035-10-25      | 0.0000%  | 0.0000% | $10125000.00       | $7004535.75        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.0368%  | 0.0000% | $4000000.00        | $3878572.97        | Asset-Backed Securities |
| NEBRGR BRMN LN ADV CL 2021-45R E-R    20361014 FLT | 2036-10-14      | 8.5190%  | 0.0000% | $1240000.00        | $1169975.57        | Asset-Backed Securities |
| GALLATIN CLO VIII LTD 2017-1R  E-R    20310715 FLT | 2031-07-15      | 10.8547% | 0.0000% | $1600000.00        | $1456522.99        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.2250%  | 0.0000% | $12250000.00       | $4367930.57        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $187500.00         | Asset-Backed Securities |
| CHERRY SECURITIZN TR 2024-1    A      20320415 5.7 | 2032-04-15      | 5.7000%  | 0.0000% | $31914000.00       | $32083197.40       | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.6391%  | 0.0000% | $3150000.00        | $146172.05         | Asset-Backed Securities |
| AMERICAN CRT ACC REC TR 2026-1 E      20331212 0.0 | 2033-12-12      | 6.7200%  | 0.0000% | $48105000.00       | $48571345.89       | Asset-Backed Securities |
| ARES 2019-53R2 CLO LTD         E-R2   20361024 FLT | 2036-10-24      | 9.1671%  | 0.0000% | $1680000.00        | $1647496.11        | Asset-Backed Securities |
| COLT TR 2021-RPL1              A-1    20610925 1.6 | 2061-09-25      | 1.6654%  | 0.0000% | $3325000.00        | $1436297.19        | Asset-Backed Securities |
| BLUEMNT CLO LTD 2020-30R       E-R    20350416 FLT | 2035-04-16      | 10.3731% | 0.0000% | $1400000.00        | $1333119.53        | Asset-Backed Securities |
| CIM TR 2025-R1                 A-1    20990225 FLT | 2099-02-25      | 5.0000%  | 0.0000% | $2000000.00        | $1757107.73        | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 5.8282%  | 0.0000% | $2000000.00        | $3623020.35        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 7.5988%  | 0.0000% | $212000.00         | $73963.97          | Asset-Backed Securities |
| FIGRE TR 2025-HE1              A      20550125 FLT | 2055-01-25      | 5.8290%  | 0.0000% | $13693000.00       | $10031059.08       | Asset-Backed Securities |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.1731% | 0.0000% | $3000000.00        | $2793821.37        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $60969630.09       | Asset-Backed Securities |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $503596.80         | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.3847% | 0.0000% | $3250000.00        | $2976780.38        | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.7253%  | 0.0000% | $2168996.00        | $2009868.47        | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $3600000.00        | $2605659.44        | Asset-Backed Securities |
| PRET LLC 2025-NPL8             A-1    20550825 FLT | 2055-08-25      | 5.7319%  | 0.0000% | $390000.00         | $352099.39         | Asset-Backed Securities |
| PRET TR 2025-RPL1              B-1    20690725 FLT | 2069-07-25      | 4.5243%  | 0.0000% | $10696050.00       | $7076208.08        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $56208000.00       | $58510490.46       | Asset-Backed Securities |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1295600.94        | Asset-Backed Securities |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $204375.00         | Asset-Backed Securities |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $4500000.00        | $393551.50         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2025-1    E      20320315 7.3 | 2032-03-15      | 7.3500%  | 0.0000% | $53000000.00       | $53962709.65       | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $3590871.64        | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $17925.60          | Asset-Backed Securities |
| OCTAGON INVST PART 2021-49     SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $4250000.00        | $871250.00         | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $351711.47         | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8254%  | 0.0000% | $2882900.00        | $2149283.50        | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR3 E      20420717 3.3 | 2042-07-17      | 3.3900%  | 0.0000% | $1510000.00        | $1365341.50        | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $1805.79           | Asset-Backed Securities |
| NIAGARA PK CLO LTD 2019-1RR    E-RR   20380119 FLT | 2038-01-19      | 9.7804%  | 0.0000% | $600000.00         | $530454.27         | Asset-Backed Securities |
| OAKTREE CLO LTD 2023-2         SUB    20360721 FLT | 2036-07-21      | 0.0000%  | 0.0000% | $10000000.00       | $6187990.00        | Asset-Backed Securities |
| THOR 2026-A LLC                D      20430415 10. | 2043-04-15      | 10.2400% | 0.0000% | $2000000.00        | $1930853.35        | Asset-Backed Securities |
| THAYER PK CLO 2017-R LTD       D-R    20340420 FLT | 2034-04-20      | 10.1868% | 0.0000% | $2000000.00        | $1803971.49        | Asset-Backed Securities |
| RCKT MTG TR 2026-CES4          B-3    20560425 FLT | 2056-04-25      | 8.2919%  | 0.0000% | $578810.00         | $575351.79         | Asset-Backed Securities |
| REPUBLIC FIN ISSUANC TR 2024-A A      20320820 5.9 | 2032-08-20      | 5.9100%  | 0.0000% | $5529000.00        | $5554568.86        | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 11.7649% | 0.0000% | $1501750.00        | $95075.09          | Asset-Backed Securities |
| HERTZ VEHICLE FINANCING 2025-6 D      20320525 8.3 | 2032-05-25      | 8.3000%  | 0.0000% | $1570000.00        | $1568230.96        | Asset-Backed Securities |
| JUNIPER VALLEY PK CLO 2023-1RR E-RR   20360721 FLT | 2036-07-21      | 8.4252%  | 0.0000% | $5020000.00        | $4765171.41        | Asset-Backed Securities |
| PARK BLUE CLO 2022-II LTD 2022 E-R    20370720 FLT | 2037-07-20      | 10.4252% | 0.0000% | $4000000.00        | $3806616.00        | Asset-Backed Securities |
| OCTAGON LTD 2022-66R2          E-R2   20370217 FLT | 2037-02-17      | 11.1956% | 0.0000% | $2500000.00        | $2479941.55        | Asset-Backed Securities |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 10.7347% | 0.0000% | $3000000.00        | $3025443.60        | Asset-Backed Securities |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 5.9844%  | 0.0000% | $4706388.00        | $1932334.02        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $1472155.20        | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2026-1 E      20330215 6.6 | 2033-02-15      | 6.6300%  | 0.0000% | $5000000.00        | $4956921.67        | Asset-Backed Securities |
| CIFC FUNDING LTD 2021-5R       E-R    20380115 FLT | 2038-01-15      | 8.7731%  | 0.0000% | $1000000.00        | $1009792.68        | Asset-Backed Securities |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $15350000.00       | $16084558.90       | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2001160.64        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2025-4 E      20330812 7.0 | 2033-08-12      | 7.0200%  | 0.0000% | $23240000.00       | $23229634.96       | Asset-Backed Securities |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $12000000.00       | $5100000.00        | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1246150.00        | Asset-Backed Securities |
| MILFORD PK CLO,LTD 2022-R      E-R    20380120 FLT | 2038-01-20      | 8.5252%  | 0.0000% | $4000000.00        | $3513942.66        | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1153790.96        | Asset-Backed Securities |
| TCI HOME IMPRVMENT TR 2024-A   C      20461015 11. | 2046-10-15      | 11.7300% | 0.0000% | $500000.00         | $508919.33         | Asset-Backed Securities |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $1946399.00        | Asset-Backed Securities |
| TRINITAS CLO LTD 2021-18       E      20350122 FLT | 2035-01-22      | 10.9868% | 0.0000% | $1000000.00        | $908242.41         | Asset-Backed Securities |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $2550000.00        | $1151643.75        | Asset-Backed Securities |
| SYMPHONY CLO LTD 2019-20       E      20320116 FLT | 2032-01-16      | 10.2311% | 0.0000% | $1745000.00        | $1670698.80        | Asset-Backed Securities |
| PRET TR 2025-RPL3              XS     20650425 0.0 | 2065-04-25      | 0.4620%  | 0.0000% | $383906398.00      | $3471183.45        | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 4.7197%  | 0.0000% | $12000000.00       | $785625.33         | Asset-Backed Securities |
| PRET TR 2025-RPL1              B      20690725 4.6 | 2069-07-25      | 4.5243%  | 0.0000% | $23209516.00       | $8619041.37        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.1252% | 0.0000% | $4065000.00        | $3921084.09        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1500000.00        | Asset-Backed Securities |
| VOLT CII LLC 2021-NPL11        A-1    20510825 FLT | 2051-08-25      | 5.8678%  | 0.0000% | $255000.00         | $9543.80           | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2024-C E      20320315 8.0 | 2032-03-15      | 8.0400%  | 0.0000% | $2500000.00        | $2580599.17        | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   E      20280612 3.1 | 2028-06-12      | 3.1600%  | 0.0000% | $2000000.00        | $753557.87         | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $12680000.00       | $12029075.01       | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $2500000.00        | $2322670.56        | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-1    20601225 1.7 | 2060-12-25      | 1.7400%  | 0.0000% | $1770000.00        | $864499.99         | Asset-Backed Securities |
| ANGEL OAK MTG TR 2025-HB1      M-1    20550225 FLT | 2055-02-25      | 6.0121%  | 0.0000% | $9095000.00        | $9199465.27        | Asset-Backed Securities |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $3430000.00        | $634429.07         | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $21860000.00       | $22367872.18       | Asset-Backed Securities |
| FIGRE TRUST 2025-HE2           A      20550325 FLT | 2055-03-25      | 5.7750%  | 0.0000% | $3048000.00        | $2277734.19        | Asset-Backed Securities |
| FIDIUM LLC                     C      20551220 8.0 | 2055-12-20      | 8.0980%  | 0.0000% | $3600000.00        | $3687197.40        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 4.2250%  | 0.0000% | $9750000.00        | $847833.29         | Asset-Backed Securities |
| BLUEMTAIN CLO LTD 2022-34      E      20351231 FLT | 2035-12-31      | 11.2252% | 0.0000% | $1500000.00        | $1453411.00        | Asset-Backed Securities |
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2170733.18        | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.1552% | 0.0000% | $4356000.00        | $4276741.85        | Asset-Backed Securities |
| WELLFLEET CLO 2022-1 LTD       E-R    20370715 FLT | 2037-07-15      | 11.4231% | 0.0000% | $3200000.00        | $2953445.01        | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.2247% | 0.0000% | $2000000.00        | $863138.18         | Asset-Backed Securities |
| PRET TR 2025-RPL1              XS     20690725 FLT | 2069-07-25      | 0.0000%  | 0.0000% | $403630366.00      | $763963.16         | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $4761931.56        | Asset-Backed Securities |
| TRINITAS CLO 2020-12 LTD       E      20330425 FLT | 2033-04-25      | 11.3282% | 0.0000% | $3000000.00        | $2737978.53        | Asset-Backed Securities |
| PRET TR 2025-RPL3              B-1    20650425 FLT | 2065-04-25      | 4.6476%  | 0.0000% | $12477300.00       | $9456247.50        | Asset-Backed Securities |
| MORGAN STANLY ETN VNC 2022-17A SUB    20350720 FLT | 2035-07-20      | 0.0000%  | 0.0000% | $4800000.00        | $2681611.20        | Asset-Backed Securities |
| FIGRE TRUST 2026-HE2           E      20560125 FLT | 2056-01-25      | 7.0600%  | 0.0000% | $2000000.00        | $2024510.22        | Asset-Backed Securities |
| VISTA POINT SECURITIZATION 202 B-1    20541025 FLT | 2054-10-25      | 7.4980%  | 0.0000% | $3000000.00        | $3041744.33        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2026-1    E      20330315 6.4 | 2033-03-15      | 6.4700%  | 0.0000% | $21295000.00       | $21274750.82       | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 5.7402%  | 0.0000% | $2000000.00        | $436979.03         | Asset-Backed Securities |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 10.4952% | 0.0000% | $2500000.00        | $2414624.58        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $24500000.00       | $25913729.62       | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-1         C      20550320 8.6 | 2055-03-20      | 8.6590%  | 0.0000% | $5000000.00        | $5177898.75        | Asset-Backed Securities |
| WINGSPIRE EQUIPMENT FIN 2025-1 A-1    20261020 4.1 | 2026-10-20      | 4.1280%  | 0.0000% | $6000000.00        | $1275321.25        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2026-1         C      20560420 7.7 | 2056-04-20      | 7.7840%  | 0.0000% | $30400000.00       | $31095484.45       | Asset-Backed Securities |
| OPORTUN ISSUANCE TRUST 2025-D  E      20330208 10. | 2033-02-08      | 10.8200% | 0.0000% | $7500000.00        | $7568427.50        | Asset-Backed Securities |
| PRPM LLC 2025-RCF3             M-2    20550725 FLT | 2055-07-25      | 5.2500%  | 0.0000% | $2000000.00        | $1905350.67        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $42893268.98       | Asset-Backed Securities |
| MERCURY FINL CR C 8.29 22DEC31 144A                | 2031-12-22      | 8.2900%  | 0.0000% | $12000000.00       | $11916990.00       | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 6.2500%  | 0.0000% | $560000.00         | $303142.22         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2024-3    E      20311215 6.9 | 2031-12-15      | 6.9700%  | 0.0000% | $50000000.00       | $47969427.75       | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.1902%  | 0.0000% | $2000000.00        | $246949.05         | Asset-Backed Securities |
| EXETER ATMB REC TR 2026-2      E      20331115 7.5 | 2033-11-15      | 7.5400%  | 0.0000% | $2000000.00        | $2029832.44        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-5 E      20330615 7.1 | 2033-06-15      | 7.1500%  | 0.0000% | $4594000.00        | $4618019.99        | Asset-Backed Securities |
| CHERRY SECURITIZN TR 2024-1    D      20320415 12. | 2032-04-15      | 12.2800% | 0.0000% | $7750000.00        | $7870896.55        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $1500000.00        | $1591332.83        | Asset-Backed Securities |
| BRIDGECRE LDG AT SEC TR 2026-2 E      20330515 7.1 | 2033-05-15      | 7.1700%  | 0.0000% | $6000000.00        | $6042566.00        | Asset-Backed Securities |
| BARINGS CLO LTD 2018-2R        E-R    20360715 FLT | 2036-07-15      | 10.5731% | 0.0000% | $2500000.00        | $2532711.69        | Asset-Backed Securities |
| BELLEMEADE RE 2025-1 LTD       M-2    20351025 FLT | 2035-10-25      | 7.5121%  | 0.0000% | $2200000.00        | $2246600.42        | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-3  D      20280220 7.3 | 2028-02-20      | 7.3200%  | 0.0000% | $100000.00         | $100968.30         | Asset-Backed Securities |
| CARLYLE US CLO 2017-2R2        ER-2   20370720 FLT | 2037-07-20      | 11.2352% | 0.0000% | $2265000.00        | $2273066.80        | Asset-Backed Securities |
| CARMAX SELECT RECEIV TR 2026-A E      20330215 6.5 | 2033-02-15      | 6.5600%  | 0.0000% | $2000000.00        | $1972754.22        | Asset-Backed Securities |
| FLAGSHIP CREDIT AUTO 2024-3    E      20320115 8.8 | 2032-01-15      | 8.8300%  | 0.0000% | $2000000.00        | $1835083.78        | Asset-Backed Securities |

### Security 646: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HXSF8, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1HXSF8
- **C.18 - Value (incl. sponsor support):** $574463950.50
- **C.18.a - Value (excl. sponsor support):** $574463950.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $15000000.00       | $121590.08         | Asset-Backed Securities                           |
| CENTEX HM EQ LN TR 2001-B      A-6    20320725 6.3 | 2032-07-25      | 6.3600%  | 0.0000% | $27116000.00       | $145875.54         | Asset-Backed Securities                           |
| CEDAR FUNDING XI CLO 2019-11   SUB    20320601 FLT | 2032-06-01      | 0.0000%  | 0.0000% | $5000000.00        | $150000.00         | Asset-Backed Securities                           |
| BFLD COM MTG TR 2025-660F      E      20421117 FLT | 2042-11-17      | 7.2271%  | 0.0000% | $13200000.00       | $13265980.66       | Private Label Collateralized Mortgage Obligations |
| CENTRE SQUARE CDO LT           A-2A   20511119 FLT | 2051-11-19      | 1.6734%  | 0.0000% | $51875000.00       | $82177.21          | Asset-Backed Securities                           |
| CWCAPITAL COBALT VR 2007-5     A-2    20321126 FLT | 2032-11-26      | 5.9200%  | 0.0000% | $100000000.00      | $547333.30         | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT 2022-2     SUB    20350423 FLT | 2035-04-23      | 0.0000%  | 0.0000% | $3595000.00        | $826850.00         | Asset-Backed Securities                           |
| DRYDEN 43 SR LN FD 2016-43     SUB NT 20290720 FLT | 2029-07-20      | 0.0000%  | 0.0000% | $6620000.00        | $1798640.76        | Asset-Backed Securities                           |
| ACE SECS HEQ 2004-RM1          M-4    20340725 FLT | 2034-07-25      | 6.6238%  | 0.0000% | $1500000.00        | $122820.61         | Asset-Backed Securities                           |
| CSMC SERIES 2014-2R            3-A-3  20351128 FLT | 2035-11-28      | 3.5000%  | 0.0000% | $790299.00         | $620114.37         | Asset-Backed Securities                           |
| BX TR 2021-BXMF                C      20381015 FLT | 2038-10-15      | 4.9328%  | 0.0000% | $150000.00         | $107641.91         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM1     B-3    20630125 FLT | 2063-01-25      | 6.0818%  | 0.0000% | $27303936.00       | $15125496.45       | Private Label Collateralized Mortgage Obligations |
| START II LTD                   COM                 | 2044-03-15      | 0.0000%  | 0.0000% | $4000000.00        | $3816000.00        | Asset-Backed Securities                           |
| SOUND PNT CLO IV-R LTD 2018-4R E      20310418 FLT | 2031-04-18      | 10.1868% | 0.0000% | $3000000.00        | $1096247.23        | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS 2007-BC4 A2     20371125 FLT | 2037-11-25      | 4.1988%  | 0.0000% | $1515000.00        | $1422948.51        | Asset-Backed Securities                           |
| MKP CDO IV LTD                                     | 2040-07-12      | 7.4500%  | 0.0000% | $34000000.00       | $2332415.10        | Asset-Backed Securities                           |
| CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $6280152.00        | $1859031.75        | Asset-Backed Securities                           |
| MAGNETITE LIMITED 2023-37R     E-R    20381025 FLT | 2038-10-25      | 8.3666%  | 0.0000% | $2500000.00        | $2516917.42        | Asset-Backed Securities                           |
| OBX 2026-NQM3 TRUST            B-3    20660125 FLT | 2066-01-25      | 6.6760%  | 0.0000% | $841683.00         | $675736.05         | Private Label Collateralized Mortgage Obligations |
| OFSI BSL 2018-9 LTD            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4350000.00        | $378097.65         | Asset-Backed Securities                           |
| VENTURE 32 CLO 2018-32         E      20310718 FLT | 2031-07-18      | 9.6868%  | 0.0000% | $5462000.00        | $2019869.87        | Asset-Backed Securities                           |
| OCTAGON INV PTNRS 24 2015-24   SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $15950000.00       | $1754500.00        | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR 2004-1    M-5    20340625 FLT | 2034-06-25      | 5.2738%  | 0.0000% | $625000.00         | $901.99            | Asset-Backed Securities                           |
| J.P.MORGAN COML TR 2021-1MEM   E      20411010 FLT | 2041-10-10      | 2.6535%  | 0.0000% | $4000000.00        | $2648267.43        | Private Label Collateralized Mortgage Obligations |
| PREFER TERM SEC XXVIII 2007-28 C-1    20380322 FLT | 2038-03-22      | 4.8356%  | 0.0000% | $2250000.00        | $1531666.75        | Asset-Backed Securities                           |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $20000000.00       | $20967925.38       | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2023-5      B-6    20531125 FLT | 2053-11-25      | 4.6706%  | 0.0000% | $1299770.00        | $765796.71         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2020-C55   E      20530218 2.5 | 2053-02-18      | 2.5000%  | 0.0000% | $500000.00         | $314668.72         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-CNF1       B-6    20561025 FLT | 2056-10-25      | 5.8443%  | 0.0000% | $729319.00         | $402624.28         | Private Label Collateralized Mortgage Obligations |
| FREMF MORTGAGE TRUST 2025-K539 C      20300225 FLT | 2030-02-25      | 5.2954%  | 0.0000% | $33000000.00       | $30350583.75       | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO 2025-R1        E      20380222 FLT | 2038-02-22      | 11.2219% | 0.0000% | $2100000.00        | $1869788.51        | Asset-Backed Securities                           |
| HILTON GRAND VAC TRUST 2024-1B D      20390915 8.8 | 2039-09-15      | 8.8500%  | 0.0000% | $2840000.00        | $841781.12         | Asset-Backed Securities                           |
| HARBORVIEW NIM CI-8 2006-14    N2 144 20380319 8.3 | 2038-03-19      | 8.3500%  | 0.0000% | $1000000.00        | $68664.67          | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2007-WF1      M-2    20370525 FLT | 2037-05-25      | 4.1038%  | 0.0000% | $6000000.00        | $4718002.54        | Asset-Backed Securities                           |
| NW RE-REMIC TRUST 2021-FRR1    AK88   20511229 FLT | 2051-12-29      | 2.6988%  | 0.0000% | $300000.00         | $267204.08         | Private Label Collateralized Mortgage Obligations |
| NOMURA CRE CDO 2007-2          J 144A 20420521 FLT | 2042-05-21      | 5.1027%  | 0.0000% | $16175000.00       | $3042650.48        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2004-5      M5     20350225 FLT | 2035-02-25      | 6.4738%  | 0.0000% | $1750000.00        | $961.60            | Asset-Backed Securities                           |
| LONGPORT FDG LTD 2003          A-1B   20350130 FLT | 2035-01-30      | 2.7071%  | 0.0000% | $35600000.00       | $660238.86         | Asset-Backed Securities                           |
| LNR CDO IV LTD 2006-1          E 144A 20430528 FLT | 2043-05-28      | 6.6874%  | 0.0000% | $7500000.00        | $518521.47         | Asset-Backed Securities                           |
| LAQ MTG TR 2023-LAQ            G      20360317 FLT | 2036-03-17      | 12.0600% | 0.0000% | $16720000.00       | $11987851.46       | Private Label Collateralized Mortgage Obligations |
| THL CR LK SHORE MM CLO 2019-2  SUB    20311017 FLT | 2031-10-17      | 0.0000%  | 0.0000% | $21850000.00       | $5733177.80        | Asset-Backed Securities                           |
| STIFEL SBA IO TR 2024-1        A-1    20360915 FLT | 2036-09-15      | 2.1172%  | 0.0000% | $636476160.00      | $15790593.53       | Asset-Backed Securities                           |
| MYERS PARK CLO 2018-1          SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $8792000.00        | $1055919.20        | Asset-Backed Securities                           |
| PROVIDENT FDG MTG LN 2021-INV2 B-5    20511125 FLT | 2051-11-25      | 2.6882%  | 0.0000% | $100000.00         | $58520.46          | Private Label Collateralized Mortgage Obligations |
| Z CAPITAL CR PAR CLO 2019-1    E      20310716 FLT | 2031-07-16      | 13.1711% | 0.0000% | $5000000.00        | $2950069.01        | Asset-Backed Securities                           |
| BLUEMONNTAIN CLO XXII 2018-22  SUB NT 20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $5710000.00        | $370636.10         | Asset-Backed Securities                           |
| VOYA CLO 2017-3 LTD            SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $25635000.00       | $4357950.00        | Asset-Backed Securities                           |
| WASH MUTUAL WMABS  CI SERIES 2006                  | 2036-09-25      | 8.5000%  | 0.0000% | $2383872.00        | $2253.82           | Asset-Backed Securities                           |
| WELLS FARGO MBS 2004-U         A-1    20341025 FLT | 2034-10-25      | 6.4990%  | 0.0000% | $300000.00         | $398.41            | Private Label Collateralized Mortgage Obligations |
| SOUNDVIEW HM LN 2001-2         M-2    20300325 FLT | 2030-03-25      | 5.4988%  | 0.0000% | $1700000.00        | $52772.66          | Asset-Backed Securities                           |
| NEW RESI MTG TR 2019-RPL3      B4     20590725 FLT | 2059-07-25      | 3.9660%  | 0.0000% | $2500000.00        | $1996284.24        | Asset-Backed Securities                           |
| INDYMAC IMSC 2007-AR1          1-A-1  20370625 FLT | 2037-06-25      | 3.2203%  | 0.0000% | $16522500.00       | $940856.72         | Private Label Collateralized Mortgage Obligations |
| 20 TIMES SQ TR 2018-20TS       D      20350517 FLT | 2035-05-17      | 3.0999%  | 0.0000% | $10500000.00       | $9737815.85        | Private Label Collateralized Mortgage Obligations |
| FHN SBA 2026 1.7777 25APR37 144A FR                | 2037-04-25      | 1.7779%  | 0.0000% | $356535296.00      | $16477546.24       | Asset-Backed Securities                           |
| CWABS INC NIM 2005-9N          N      20361025 5.5 | 2036-10-25      | 5.5000%  | 0.0000% | $20685000.00       | $1453.56           | Asset-Backed Securities                           |
| CFMT 2021-FRR1                 A-K99  20290929 0.0 | 2029-09-29      | 0.0000%  | 0.0000% | $750000.00         | $607717.50         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-PC1           E      20500712 3.4 | 2050-07-12      | 3.4000%  | 0.0000% | $2091000.00        | $1329427.36        | Private Label Collateralized Mortgage Obligations |
| CWABS INC 2004-14              M-5    20341225 FLT | 2034-12-25      | 5.3488%  | 0.0000% | $7000000.00        | $2632791.29        | Asset-Backed Securities                           |
| CLNY TRUST 2019-IKPR           E      20381115 FLT | 2038-11-15      | 6.7290%  | 0.0000% | $3800000.00        | $3572443.97        | Private Label Collateralized Mortgage Obligations |
| CWABS INC 2004-14              B      20340625 FLT | 2034-06-25      | 6.0238%  | 0.0000% | $3400000.00        | $1018483.78        | Asset-Backed Securities                           |
| ATHILON CAP CORP               SUB C VR 144A 47    | 2047-06-20      | 0.0000%  | 0.0000% | $24900000.00       | $9113997.60        | Asset-Backed Securities                           |
| BEAR STEARNS ASSET 2004-HE10   M-6    20341225 FLT | 2034-12-25      | 5.8178%  | 0.0000% | $1485000.00        | $285081.24         | Asset-Backed Securities                           |
| BA ALTERNATIVE LN TR 2006-5    2-A-1  20460625 FLT | 2046-06-25      | 4.0488%  | 0.0000% | $29088000.00       | $1005452.35        | Private Label Collateralized Mortgage Obligations |
| APIDOS CLO XXVII 2017-27       SUB    20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $3500000.00        | $813281.00         | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2007-1    M-9    20370225 FLT | 2037-02-25      | 5.6988%  | 0.0000% | $2000000.00        | $969.80            | Asset-Backed Securities                           |
| AAMES MTG TR 2004-1            M8     20350125 FLT | 2035-01-25      | 6.6988%  | 0.0000% | $1000000.00        | $130164.59         | Asset-Backed Securities                           |
| FIGRE TR 2026-HF3              D      20560327 FLT | 2056-03-27      | 6.0121%  | 0.0000% | $16643904.00       | $16449303.66       | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2006-1    M-8    20360425 FLT | 2036-04-25      | 1.5407%  | 0.0000% | $3500000.00        | $1449.23           | Asset-Backed Securities                           |
| ACACIA CDO 7 2005-7            C      20450112 FLT | 2045-01-12      | 5.1103%  | 0.0000% | $4000000.00        | $58731.66          | Asset-Backed Securities                           |
| ARES CLO LTD 2017-45           SUB    20301004 FLT | 2030-10-04      | 0.0000%  | 0.0000% | $4500000.00        | $1165927.50        | Asset-Backed Securities                           |
| ALLEGANY PARK CLO LTD 2019-1RR E-RR   20350122 FLT | 2035-01-22      | 10.0752% | 0.0000% | $2000000.00        | $1589529.66        | Asset-Backed Securities                           |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6188%  | 0.0000% | $533000.00         | $532198.76         | Private Label Collateralized Mortgage Obligations |
| DUTCH HILL FUNDING 2007-2      B      20470326 FLT | 2047-03-26      | 6.0037%  | 0.0000% | $64400000.00       | $5112564.04        | Asset-Backed Securities                           |
| BEAR STEARNS ASSET BK 2004-HE1 M-6    20340225 FLT | 2034-02-25      | 5.8863%  | 0.0000% | $1500000.00        | $137576.70         | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO            A-2    20460705 FLT | 2046-07-05      | 7.2000%  | 0.0000% | $61760000.00       | $642365.76         | Asset-Backed Securities                           |
| BENEFIT STR PT CLO LTD 2024-37 E      20380125 FLT | 2038-01-25      | 9.0166%  | 0.0000% | $1500000.00        | $1504447.12        | Asset-Backed Securities                           |
| CSFB MTG PTC 2002-AR33         III-A3 20321225 FLT | 2032-12-25      | 2.2427%  | 0.0000% | $150407000.00      | $182463.92         | Private Label Collateralized Mortgage Obligations |
| CROWN CITY CLO II              SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $4364776.00        | $872955.20         | Asset-Backed Securities                           |
| ALLEGRO CLO LTD 2024-8S        F      20371015 FLT | 2037-10-15      | 12.2231% | 0.0000% | $900000.00         | $909772.51         | Asset-Backed Securities                           |
| AEGIS ABS 2004-6               N      20350325 4.7 | 2035-03-25      | 4.7500%  | 0.0000% | $10223616.00       | $327.65            | Asset-Backed Securities                           |
| ACE SECS HEQ 2004-HE2          M-6    20341025 FLT | 2034-10-25      | 8.7988%  | 0.0000% | $2680000.00        | $315613.76         | Asset-Backed Securities                           |
| CENTRE SQUARE CDO LT           B      20511119 FLT | 2051-11-19      | 1.7523%  | 0.0000% | $27500000.00       | $1903244.75        | Asset-Backed Securities                           |
| BX COMMERCIAL MTG TR 2024-SLCT E      20420115 FLT | 2042-01-15      | 7.0176%  | 0.0000% | $2000000.00        | $1985472.14        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQ37     B-3    20650725 FLT | 2065-07-25      | 7.2947%  | 0.0000% | $4533368.00        | $3269404.60        | Private Label Collateralized Mortgage Obligations |
| BLUEMOUNTAIN CLO LTD  2021-31  SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $2100000.00        | $964977.30         | Asset-Backed Securities                           |
| AYRESOME CDO I LTD 2005-1      A-2    20451208 FLT | 2045-12-08      | 7.2300%  | 0.0000% | $18000000.00       | $5041035.00        | Asset-Backed Securities                           |
| APIDOS CLO 2021-38             SUB    20340123 FLT | 2034-01-23      | 0.0000%  | 0.0000% | $5000000.00        | $2066500.00        | Asset-Backed Securities                           |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $6116000.00        | $6488394.40        | Asset-Backed Securities                           |
| CARLYLE GLBL MKT STRTGS 2014-4 NONCAR 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3300000.00        | $571639.20         | Asset-Backed Securities                           |
| CITIGRP COML MTG TR 2016-C1    E      20490512 FLT | 2049-05-12      | 4.8354%  | 0.0000% | $7765000.00        | $7073145.11        | Private Label Collateralized Mortgage Obligations |
| EAGLE RE LTD 2023-1            M-2    20330926 FLT | 2033-09-26      | 8.8121%  | 0.0000% | $14600000.00       | $15389134.98       | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR  2026-3   B      20331215 6.0 | 2033-12-15      | 6.2010%  | 0.0000% | $24195000.00       | $24319138.50       | Asset-Backed Securities                           |
| OBX TR 2026-J1                 B-6    20560125 FLT | 2056-01-25      | 6.0887%  | 0.0000% | $1449496.00        | $931369.07         | Private Label Collateralized Mortgage Obligations |
| PARK PLACE NIM 2005 WHQN1                          | 2035-02-25      | 4.0000%  | 0.0000% | $69600000.00       | $2099885.69        | Asset-Backed Securities                           |
| OBX TRUST 2024-NQM1            B-1    20631125 FLT | 2063-11-25      | 7.7709%  | 0.0000% | $6095400.00        | $6082173.17        | Private Label Collateralized Mortgage Obligations |
| HARTWICK PARK CLO, LTD 2023-1R E-R    20370121 FLT | 2037-01-21      | 8.5252%  | 0.0000% | $3264500.00        | $2995948.08        | Asset-Backed Securities                           |
| HALCYON LN ADV FDG 2017-1 LTD  SUB    20290625 FLT | 2029-06-25      | 0.0000%  | 0.0000% | $28665000.00       | $2917237.05        | Asset-Backed Securities                           |
| SALUDA GRADE ALT TR 2023-FIG3  A      20530825 FLT | 2053-08-25      | 7.0670%  | 0.0000% | $9500000.00        | $5467088.13        | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 2005-B      M-3    20351025 FLT | 2035-10-25      | 4.4638%  | 0.0000% | $14404464.00       | $3890021.48        | Asset-Backed Securities                           |
| OBX TRUST 2026-INV1            B-6    20560225 FLT | 2056-02-25      | 6.5038%  | 0.0000% | $2251940.00        | $1550424.10        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2022-INV1            B-6    20511225 FLT | 2051-12-25      | 3.2536%  | 0.0000% | $4150344.00        | $2051921.10        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE 2007-LDP12     B      20510215 FLT | 2051-02-15      | 6.3634%  | 0.0000% | $8309000.00        | $479181.29         | Private Label Collateralized Mortgage Obligations |
| MERRILL MTG INVESTORS NIM 2005 N1     20360525 4.5 | 2036-05-25      | 4.5000%  | 0.0000% | $19365888.00       | $8688.00           | Asset-Backed Securities                           |
| MADISON PRK FUND LTD 2021-52   SUB    20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $6000000.00        | $960000.00         | Asset-Backed Securities                           |
| POPULAR ABS 2006-C             M-1    20360725 FLT | 2036-07-25      | 4.1938%  | 0.0000% | $175000.00         | $68269.57          | Asset-Backed Securities                           |
| THP MTG TR 2023-THL            G      20341214 FLT | 2034-12-14      | 6.9864%  | 0.0000% | $5210000.00        | $5003641.59        | Private Label Collateralized Mortgage Obligations |
| ALESCO PREF  FDG VI, 2004-6    D1     20350323 FLT | 2035-03-23      | 6.9491%  | 0.0000% | $500000.00         | $12147.58          | Asset-Backed Securities                           |
| BRAVO RESI FDG TR 2024-RPL1    B      20631025 FLT | 2063-10-25      | 0.0000%  | 0.0000% | $45958528.00       | $14530201.78       | Asset-Backed Securities                           |
| CF MORTGAGE TR 2019-CF3        E      20530117 2.5 | 2053-01-17      | 2.5000%  | 0.0000% | $2852000.00        | $1779329.84        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ASSET BK 2004-FR3 M-6    20340925 FLT | 2034-09-25      | 5.5506%  | 0.0000% | $3000000.00        | $133048.26         | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2019-B14      225B-C 20621215 FLT | 2062-12-15      | 3.2943%  | 0.0000% | $4839000.00        | $145180.81         | Private Label Collateralized Mortgage Obligations |
| BOYCE PK CLO L 0.0 21APR35 144A FRN                | 2035-04-21      | 0.0000%  | 0.0000% | $375000.00         | $750.00            | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2016-3        SUB NT 20271115 FLT | 2027-11-15      | 0.0000%  | 0.0000% | $6250000.00        | $1723087.50        | Asset-Backed Securities                           |
| CATHEDRAL LAKE LTD 2021-6      SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $160000.00         | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-OPT1    M-4    20360225 FLT | 2036-02-25      | 4.4038%  | 0.0000% | $12998300.00       | $7538219.05        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2016-II        SUB NT 20280720 FLT | 2028-07-20      | 0.0000%  | 0.0000% | $3000000.00        | $928431.00         | Asset-Backed Securities                           |
| NYC COML  MTG TR 2026-1325     E      20410509 FLT | 2041-05-09      | 8.2229%  | 0.0000% | $6170000.00        | $6158663.17        | Private Label Collateralized Mortgage Obligations |
| OBX 2025-NQM12 TRUST           B-2    20650525 FLT | 2065-05-25      | 7.0781%  | 0.0000% | $1922000.00        | $1281960.64        | Private Label Collateralized Mortgage Obligations |
| TABERNA PREF FDG 2006-6        A2 144 20361205 FLT | 2036-12-05      | 4.4197%  | 0.0000% | $10000000.00       | $7454594.80        | Asset-Backed Securities                           |
| GCAT TR 2025-INV5              B-5    20551225 FLT | 2055-12-25      | 6.5946%  | 0.0000% | $865000.00         | $739816.47         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2025-CNF2          B-4    20561225 FLT | 2056-12-25      | 6.0093%  | 0.0000% | $1757000.00        | $1333038.99        | Private Label Collateralized Mortgage Obligations |
| PAGAYA AI DEBT GRANTOR 2025-8  A2     20330715 4.8 | 2033-07-15      | 4.8510%  | 0.0000% | $10000000.00       | $10017706.45       | Asset-Backed Securities                           |
| STATIC RESI CDO 2005-B         A-1F   20401114 FLT | 2040-11-14      | 5.1337%  | 0.0000% | $210538752.00      | $422719.40         | Asset-Backed Securities                           |
| HORIZON AIR FIN 2018-A-B-C     B      20381215 5.2 | 2038-12-15      | 5.2700%  | 0.0000% | $9000000.00        | $7926708.55        | Asset-Backed Securities                           |
| RCKT MTG TR 2026-CES2          B-2    20560225 FLT | 2056-02-25      | 7.8420%  | 0.0000% | $8132000.00        | $7740520.10        | Asset-Backed Securities                           |
| HPS LOAN MANAGEMET 10-2016 LTD SUB    20280120 FLT | 2028-01-20      | 0.0000%  | 0.0000% | $2370104.00        | $674453.38         | Asset-Backed Securities                           |
| FIRST NLC TRUST 2005-4         M-1    20360225 FLT | 2036-02-25      | 4.4338%  | 0.0000% | $2500000.00        | $2287888.71        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M2     20370125 FLT | 2037-01-25      | 4.5238%  | 0.0000% | $10649600.00       | $4121.21           | Asset-Backed Securities                           |
| GCAT TR 2025-INV5              B-6    20551225 FLT | 2055-12-25      | 6.5946%  | 0.0000% | $2424700.00        | $1735367.87        | Private Label Collateralized Mortgage Obligations |
| FIELDSTONE MTG INV 2005-3      M6     20360225 FLT | 2036-02-25      | 4.7338%  | 0.0000% | $5996544.00        | $2425.50           | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR 2024-1    A      20271015 6.6 | 2027-10-15      | 6.6100%  | 0.0000% | $615000.00         | $58574.46          | Asset-Backed Securities                           |
| RCKT MTG TR 2025-CES7          B-2R   20550725 FLT | 2055-07-25      | 8.0610%  | 0.0000% | $340000.00         | $320602.55         | Asset-Backed Securities                           |
| PREFER TERM SEC XXVI 2007-26   D      20370922 FLT | 2037-09-22      | 5.6356%  | 0.0000% | $250000.00         | $159499.32         | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 2005-EMX2    M-8    20350725 FLT | 2035-07-25      | 5.7988%  | 0.0000% | $4845000.00        | $902146.96         | Asset-Backed Securities                           |
| PROVIDENT FDG MTG TR 2025-3    B-4    20550825 FLT | 2055-08-25      | 6.2962%  | 0.0000% | $1549000.00        | $1205047.34        | Private Label Collateralized Mortgage Obligations |
| ROCKFORD TOWER CLO LTD 2020-1  SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $7000000.00        | $3080000.00        | Asset-Backed Securities                           |
| TRICON RES 2021-SFR1           F      20380719 3.6 | 2038-07-19      | 3.6920%  | 0.0000% | $2100000.00        | $2097537.87        | Asset-Backed Securities                           |
| OBX TR 2024-NQM17              B-3    20641125 FLT | 2064-11-25      | 7.2691%  | 0.0000% | $1239178.00        | $841241.70         | Private Label Collateralized Mortgage Obligations |
| OZLM XVIII LTD 2018-18         F      20310415 FLT | 2031-04-15      | 11.1847% | 0.0000% | $1000000.00        | $1059835.29        | Asset-Backed Securities                           |
| MONTAUK POT CDO II LTD 2006-02 A-3    20460406 FLT | 2046-04-06      | 7.3400%  | 0.0000% | $10000000.00       | $1523652.22        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2004-WMC2   B-2    20340725 FLT | 2034-07-25      | 6.7738%  | 0.0000% | $4365000.00        | $124973.34         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-3  A-3-L  20380325 FLT | 2038-03-25      | 5.8002%  | 0.0000% | $25618688.00       | $1158871.71        | Asset-Backed Securities                           |
| NEUBERGER BERMAN XXII 2016-22  SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $2500000.00        | $450000.00         | Asset-Backed Securities                           |
| GSR MTG LN TR 2006-OA1         1-A-1  20460825 FLT | 2046-08-25      | 4.1388%  | 0.0000% | $83995000.00       | $4034215.52        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ADJ RATE 2006-2     3-A1   20360325 FLT | 2036-03-25      | 5.0297%  | 0.0000% | $316918000.00      | $2847104.52        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET INV 2003-BC9  M2     20330825 FLT | 2033-08-25      | 6.3238%  | 0.0000% | $46347000.00       | $560411.53         | Asset-Backed Securities                           |
| STRUCTURED ADJ RATE 2005-22    5-A1   20351225 FLT | 2035-12-25      | 4.5012%  | 0.0000% | $3700000.00        | $199989.15         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-R1              B-2    20630125 FLT | 2063-01-25      | 6.3537%  | 0.0000% | $4918000.00        | $4557158.44        | Private Label Collateralized Mortgage Obligations |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $2000000.00        | $205638.00         | Asset-Backed Securities                           |
| WIND RIVER CLO LTD 2024-1      F      20370420 FLT | 2037-04-20      | 10.1752% | 0.0000% | $1733000.00        | $1421914.65        | Asset-Backed Securities                           |
| MP CLO III LTD 2013-3R         SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2883584.00        | $288.36            | Asset-Backed Securities                           |
| HOUT BAY LTD 2006-1            A-2    20410705 FLT | 2041-07-05      | 4.9158%  | 0.0000% | $9400000.00        | $61223.32          | Asset-Backed Securities                           |
| GCAT TR 2022-INV1              B-6    20511225 FLT | 2051-12-25      | 3.2935%  | 0.0000% | $6733344.00        | $2958431.81        | Private Label Collateralized Mortgage Obligations |
| OZLM LTD 2014-9                SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $6000000.00        | $404802.00         | Asset-Backed Securities                           |
| COMMODORE CDO III 2005         A2     20400306 FLT | 2040-03-06      | 9.0000%  | 0.0000% | $33750000.00       | $3541592.53        | Asset-Backed Securities                           |
| SHARPS SP I NIM 2005-HE4N      N      20350725 5.2 | 2035-07-25      | 5.2500%  | 0.0000% | $7995382.00        | $763.60            | Asset-Backed Securities                           |
| PRET  LLC 2025-NPL9            A-1    20550825 FLT | 2055-08-25      | 5.3912%  | 0.0000% | $250000.00         | $227375.84         | Asset-Backed Securities                           |
| PRET 2026-NPL2 0.0 25FEB56 144A                    | 2056-02-25      | 0.0000%  | 0.0000% | $49380864.00       | $48430529.27       | Asset-Backed Securities                           |
| TRAPEZA CDO X 2006-10          C-2    20410708 FLT | 2041-07-08      | 5.2902%  | 0.0000% | $2500000.00        | $2129640.53        | Asset-Backed Securities                           |
| PROGRESS RES TR 2024-SFR2      F      20410418 3.6 | 2041-04-18      | 3.6500%  | 0.0000% | $1710000.00        | $1592097.02        | Asset-Backed Securities                           |
| MADISON PARK FDG XXXVI 2019-36 SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $10000000.00       | $2900000.00        | Asset-Backed Securities                           |
| LONG BEACH MTG LN TR 2006-1    II-A3  20360225 FLT | 2036-02-25      | 4.0788%  | 0.0000% | $24600000.00       | $4183384.55        | Asset-Backed Securities                           |
| MAGNETITE LTD 2025-45          E      20380415 FLT | 2038-04-15      | 8.1731%  | 0.0000% | $3150000.00        | $3208083.93        | Asset-Backed Securities                           |
| GS MTG SECS TR 2016-GS2        E      20490512 FLT | 2049-05-12      | 4.5657%  | 0.0000% | $2569000.00        | $2053985.05        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG ACQ 2007-CH3     M-1    20370325 FLT | 2037-03-25      | 3.9988%  | 0.0000% | $100000.00         | $97378.42          | Asset-Backed Securities                           |
| NYC COML  MTG TR 2026-1325     F      20410509 FLT | 2041-05-09      | 9.8946%  | 0.0000% | $4640000.00        | $4639126.75        | Private Label Collateralized Mortgage Obligations |
| OBX 2026-NQM3 TRUST            B-1A   20660125 FLT | 2066-01-25      | 5.9630%  | 0.0000% | $1949610.00        | $1939651.18        | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-5            M-1    20350825 FLT | 2035-08-25      | 4.4638%  | 0.0000% | $199943.00         | $3340.87           | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-J1                 B-6    20520225 FLT | 2052-02-25      | 2.8436%  | 0.0000% | $1752472.00        | $708367.82         | Private Label Collateralized Mortgage Obligations |
| STATIC RESI CDO 2006-A         B      20381012 FLT | 2038-10-12      | 1.1326%  | 0.0000% | $12000000.00       | $89800.31          | Asset-Backed Securities                           |
| WHETSTNE PRK CLO LTD 2021-1    SUB    20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $12740000.00       | $1833158.60        | Asset-Backed Securities                           |
| PIONEER AIR FIN 2019           EQT CT 20440615 0.0 | 2044-06-15      | 0.0000%  | 0.0000% | $3390000.00        | $1907983.53        | Asset-Backed Securities                           |
| SIERRA MADRE FDG 2004          A1 LTA 20390907 FLT | 2039-09-07      | 4.1371%  | 0.0000% | $750000.00         | $30873.22          | Asset-Backed Securities                           |
| GREENWOOD PARK CLO 2018-1      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $26720320.00       | $801609.60         | Asset-Backed Securities                           |
| NYC COMML MTG TR 2025-1155     E      20420612 FLT | 2042-06-12      | 7.3580%  | 0.0000% | $1586000.00        | $1563917.95        | Private Label Collateralized Mortgage Obligations |
| DRYDEN 49  SR LN FD 2017-49    F      20300718 FLT | 2030-07-18      | 11.4868% | 0.0000% | $2600000.00        | $2354180.60        | Asset-Backed Securities                           |
| DSLA MTG LN TR 2007-AR1        2A-1B  20370319 FLT | 2037-03-19      | 3.9073%  | 0.0000% | $37484928.00       | $2616449.95        | Asset-Backed Securities                           |
| C-BASS CBO XVIII 2007-18       D      20470313 FLT | 2047-03-13      | 9.1707%  | 0.0000% | $5800000.00        | $554179.03         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2023-NQM4     B-2    20630525 FLT | 2063-05-25      | 6.9683%  | 0.0000% | $2972640.00        | $2795024.16        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2023-RPL1    B      20630525 FLT | 2063-05-25      | 0.0000%  | 0.0000% | $28228672.00       | $17628666.65       | Asset-Backed Securities                           |
| COMM MTG TR 2015-LC21          E      20480710 3.2 | 2048-07-10      | 3.2500%  | 0.0000% | $4250000.00        | $2783698.06        | Private Label Collateralized Mortgage Obligations |
| BMO SBA COOF 2.6723 25OCT46 144A FR                | 2046-10-25      | 2.6240%  | 0.0000% | $591134720.00      | $16751309.15       | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2026-NQM1     B-3    20651225 FLT | 2065-12-25      | 6.9178%  | 0.0000% | $9632560.00        | $9443092.08        | Private Label Collateralized Mortgage Obligations |
| BCAP LLC TR 2011-RR4 I-II      8A2    20360226 FLT | 2036-02-26      | 0.0000%  | 0.0000% | $2686976.00        | $514.54            | Private Label Collateralized Mortgage Obligations |
| ASSET BACKED FDG 2004-FF1      M-2    20340125 FLT | 2034-01-25      | 5.8738%  | 0.0000% | $2250000.00        | $89217.34          | Asset-Backed Securities                           |
| ANGEL OAK MTG TR 2020-R1       B-3    20530425 FLT | 2053-04-25      | 4.3200%  | 0.0000% | $5875000.00        | $4612104.12        | Private Label Collateralized Mortgage Obligations |
| ABS CORP HEQ 2005-HE6          M7     20350725 FLT | 2035-07-25      | 5.7238%  | 0.0000% | $3900156.00        | $3061903.21        | Asset-Backed Securities                           |
| BEAR STEARNS ALT-A 2006-8      III-A2 20340225 FLT | 2034-02-25      | 4.0988%  | 0.0000% | $36634000.00       | $978967.57         | Private Label Collateralized Mortgage Obligations |
| AMERIQUEST MTG SECS 2003-AR3   M-5    20330725 FLT | 2033-07-25      | 2.9812%  | 0.0000% | $2000000.00        | $232267.50         | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD 2019-2RR   E-RR   20380125 FLT | 2038-01-25      | 11.3366% | 0.0000% | $1980000.00        | $1645235.40        | Asset-Backed Securities                           |
| COMM MTG TR 2024-CBM           E      20411212 FLT | 2041-12-12      | 7.9274%  | 0.0000% | $7975000.00        | $8018270.59        | Private Label Collateralized Mortgage Obligations |
| CROWN CITY CLO 2021-3          SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $6249208.00        | $1374825.76        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2022-109        SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $14000000.00       | $5040000.00        | Asset-Backed Securities                           |
| CHASEFLEX TRUST 2005-1         2-A3   20350225 6.0 | 2035-02-25      | 6.0000%  | 0.0000% | $1117000.00        | $187378.14         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2019- GC44         D      20570817 FLT | 2057-08-17      | 2.5000%  | 0.0000% | $400000.00         | $298594.98         | Private Label Collateralized Mortgage Obligations |
| ARES XLII CLO LTD 2017-42      SUB    20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $4999990.00        | $4999.99           | Asset-Backed Securities                           |
| GSR MTG TR 2004-14             1B1    20341225 FLT | 2034-12-25      | 4.2488%  | 0.0000% | $9890000.00        | $406338.37         | Private Label Collateralized Mortgage Obligations |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 4.5988%  | 0.0000% | $2500000.00        | $2248515.58        | Asset-Backed Securities                           |
| JP MORGAN MTG ACQ 2006-HE1     M-2    20360125 FLT | 2036-01-25      | 4.2988%  | 0.0000% | $19058000.00       | $4487188.05        | Asset-Backed Securities                           |
| RR LTD 23-26R                  D-R    20380415 FLT | 2038-04-15      | 8.0731%  | 0.0000% | $2500000.00        | $2489592.81        | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2025-CES11    B-3    20551125 FLT | 2055-11-25      | 9.0258%  | 0.0000% | $3808800.00        | $3572410.79        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2018-2      SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $4083328.00        | $195897.66         | Asset-Backed Securities                           |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.0631%  | 0.0000% | $12620000.00       | $12747216.35       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GCJ14      H      20460810 FLT | 2046-08-10      | 4.2500%  | 0.0000% | $15388512.00       | $2494596.62        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG 2005-AR5  A-2    20350719 FLT | 2035-07-19      | 4.2273%  | 0.0000% | $100000.00         | $402.04            | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-INV2       B-4    20560425 FLT | 2056-04-25      | 6.2531%  | 0.0000% | $6796000.00        | $6978320.78        | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO LTD 2015-16R      F-R    20311015 FLT | 2031-10-15      | 11.9147% | 0.0000% | $1050000.00        | $24019.95          | Asset-Backed Securities                           |
| MARBLE POINT CLO XI LTD        INC NT 20301218 FLT | 2030-12-18      | 0.0000%  | 0.0000% | $5000000.00        | $50000.00          | Asset-Backed Securities                           |
| PROVIDENT FND MTG TR 2021-INV1 B-6    20510825 FLT | 2051-08-25      | 2.7788%  | 0.0000% | $1825072.00        | $649289.70         | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO XIX 2018-19    SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $1250000.00        | $103151.25         | Asset-Backed Securities                           |
| HILLCREST CDO I LTD 2004-1     B-1    20391210 FLT | 2039-12-10      | 5.1907%  | 0.0000% | $6500000.00        | $445818.39         | Asset-Backed Securities                           |
| KODIAK CDO II LTD 2007-2       C-1    20421107 FLT | 2042-11-07      | 5.3183%  | 0.0000% | $2218000.00        | $1360188.61        | Asset-Backed Securities                           |
| SOUTH COAST FDG VII 2005-7     A-2    20410107 FLT | 2041-01-07      | 0.6443%  | 0.0000% | $26083000.00       | $141345.73         | Asset-Backed Securities                           |
| MASTR SEASONED SEC 2004-1      4-A-1  20321025 FLT | 2032-10-25      | 6.5322%  | 0.0000% | $549999.00         | $2514.82           | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO XXIV LTD 2019  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $5920000.00        | $125379.68         | Asset-Backed Securities                           |
| VIBRANT CLO 2021-14 LTD        SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $750000.00         | $195000.00         | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES8          XS     20441025 FLT | 2044-10-25      | 3.2959%  | 0.0000% | $73844000.00       | $3859244.90        | Asset-Backed Securities                           |
| MARLETTE FUNDING TRUST 2023-4  B      20331215 8.1 | 2033-12-15      | 8.1500%  | 0.0000% | $5500000.00        | $5647160.45        | Asset-Backed Securities                           |
| SACO I TRUST 2004-3            B-1    20350125 FLT | 2035-01-25      | 6.5438%  | 0.0000% | $2200000.00        | $23224.32          | Asset-Backed Securities                           |
| VENTURE XXIII CLO 2016-23      SUB    20280719 FLT | 2028-07-19      | 0.0000%  | 0.0000% | $2125000.00        | $42500.00          | Asset-Backed Securities                           |
| WELLFLEET CLO 2022-1 LTD       SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $3000000.00        | $810000.00         | Asset-Backed Securities                           |

### Security 647: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HXSJ0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1HXSJ0
- **C.18 - Value (incl. sponsor support):** $399544328.00
- **C.18.a - Value (excl. sponsor support):** $399544328.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **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? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| TIF FUNDING III LLC 2024-1     A      20490420 5.4 | 2049-04-20      | 5.4800%  | 0.0000% | $100000.00         | $84031.32          | Asset-Backed Securities |
| TOYOTA AUTO RECEIVABLES 2023-A A-3    20270915 4.6 | 2027-09-15      | 4.6300%  | 0.0000% | $725000.00         | $99637.48          | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2026-A B      20390621 5.1 | 2039-06-21      | 5.1500%  | 0.0000% | $3780000.00        | $3774525.09        | Asset-Backed Securities |
| PRET TR 2025-RPL3              A-1    20650425 FLT | 2065-04-25      | 4.1500%  | 0.0000% | $5000000.00        | $4410675.00        | Asset-Backed Securities |
| HARLEY-DAVIDSON  TR 2025-A     A-2A   20280715 4.7 | 2028-07-15      | 4.7100%  | 0.0000% | $400000.00         | $169321.72         | Asset-Backed Securities |
| TOYTA AUT LN EXT TR 2024-1     A-1    20361125 5.1 | 2036-11-25      | 5.1600%  | 0.0000% | $46538000.00       | $47473941.26       | Asset-Backed Securities |
| TOYOTA AUTO RECV OWN TR 2022-D A-3    20270915 5.3 | 2027-09-15      | 5.3000%  | 0.0000% | $320000.00         | $45589.83          | Asset-Backed Securities |
| STELLANTIS FINANCIAL UNDERWRIT A-4    20300420 4.6 | 2030-04-20      | 4.4100%  | 0.0000% | $7000000.00        | $6986150.50        | Asset-Backed Securities |
| PEAC SOLUTIONS REC 2026-1      B      20330720 4.7 | 2033-07-20      | 4.7500%  | 0.0000% | $4570000.00        | $4543852.75        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  A-2    20280717 4.5 | 2028-07-17      | 4.5200%  | 0.0000% | $6520000.00        | $3132679.92        | Asset-Backed Securities |
| GOLUB CAP CLO LTD 2026-87B     A-1    20390420 FLT | 2039-04-20      | 4.8400%  | 0.0000% | $200000.00         | $202151.06         | Asset-Backed Securities |
| TOYOTA LEASE OWNER TR 2025-A   A-3    20280222 4.7 | 2028-02-22      | 4.7500%  | 0.0000% | $9055000.00        | $9099881.11        | Asset-Backed Securities |
| GOLUB CAP PART LTD 2023-67M    A-1    20360509 FLT | 2036-05-09      | 6.1477%  | 0.0000% | $5000000.00        | $5015919.28        | Asset-Backed Securities |
| GLS AUTO SELECT 2023-2         D      20310218 8.2 | 2031-02-18      | 8.2200%  | 0.0000% | $6947000.00        | $7401824.72        | Asset-Backed Securities |
| CITIBANK CCIT 2018-A7          NT     20301015 3.9 | 2030-10-15      | 3.9600%  | 0.0000% | $454000.00         | $452817.33         | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2026-P1   B      20320710 4.7 | 2032-07-10      | 4.7600%  | 0.0000% | $80000.00          | $79048.90          | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   A-2    20280612 1.1 | 2028-06-12      | 1.1100%  | 0.0000% | $2915000.00        | $600868.01         | Asset-Backed Securities |
| GM FINL CONSUMER AUTOMOBILE RE C      20290216 5.9 | 2029-02-16      | 5.9200%  | 0.0000% | $1000000.00        | $1016034.78        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 A      20290112 4.7 | 2029-01-12      | 4.7300%  | 0.0000% | $9900000.00        | $3600631.90        | Asset-Backed Securities |
| ARI FLEET LEASE TR 2025-A      A-2    20340117 4.3 | 2034-01-17      | 4.3800%  | 0.0000% | $1000000.00        | $725666.80         | Asset-Backed Securities |
| AMERICAN EX CR AC MT TR 2025-5 A      20320715 4.5 | 2032-07-15      | 4.5100%  | 0.0000% | $27059000.00       | $27197701.43       | Asset-Backed Securities |
| AMERICR ATMBL REC TR 2022-2    C      20280418 5.3 | 2028-04-18      | 5.3200%  | 0.0000% | $660000.00         | $487889.45         | Asset-Backed Securities |
| BRANT POINT CLO 2023-1 2023-1R B-R    20380726 FLT | 2038-07-26      | 5.4166%  | 0.0000% | $500000.00         | $504277.37         | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 A-4    20270915 3.6 | 2027-09-15      | 3.6200%  | 0.0000% | $325000.00         | $108677.55         | Asset-Backed Securities |
| CARVANA AUTO RCV TR 2021-N4    D      20280910 2.3 | 2028-09-10      | 2.3000%  | 0.0000% | $7635000.00        | $840818.41         | Asset-Backed Securities |
| CR ACCEP AUTO LN TR  2023-2    C      20330915 7.1 | 2033-09-15      | 7.1500%  | 0.0000% | $8875000.00        | $8985356.68        | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2025-P1 A-2    20280610 4.5 | 2028-06-10      | 4.5000%  | 0.0000% | $315000.00         | $3832.56           | Asset-Backed Securities |
| CROWN CITY CLO LLC 2024-6      A-1    20370715 FLT | 2037-07-15      | 5.1731%  | 0.0000% | $5500000.00        | $5540549.73        | Asset-Backed Securities |
| CHASE AUTO OWNER TR 2026-1     A-4    20311225 4.6 | 2031-12-25      | 4.6900%  | 0.0000% | $5000000.00        | $5013752.78        | Asset-Backed Securities |
| BRIDGEST LDG AUT SEC TR 2024-3 B      20281016 5.3 | 2028-10-16      | 5.3700%  | 0.0000% | $950000.00         | $730679.10         | Asset-Backed Securities |
| BRIDGECRST LDG AT SC TR 2025-4 A-3    20291015 4.2 | 2029-10-15      | 4.2400%  | 0.0000% | $1414000.00        | $1415353.04        | Asset-Backed Securities |
| AMERICREDIT AUTO REC TR 2021-3 C      20270818 1.4 | 2027-08-18      | 1.4100%  | 0.0000% | $890000.00         | $37866.51          | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-3    20290118 5.4 | 2029-01-18      | 5.4300%  | 0.0000% | $305000.00         | $198039.62         | Asset-Backed Securities |
| ENTERPRISE FLEET FING 2026-1   A-4    20320920 4.2 | 2032-09-20      | 4.2900%  | 0.0000% | $1665000.00        | $1651091.42        | Asset-Backed Securities |
| DELL EQUIPMENT FIN TR 2026-1   A-2    20280722 4.2 | 2028-07-22      | 4.2400%  | 0.0000% | $2000000.00        | $2002008.89        | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $1643781.66        | Asset-Backed Securities |
| SFS AR REC SEC TR 2026-1       B      20320620 4.2 | 2032-06-20      | 4.2700%  | 0.0000% | $5630000.00        | $5534737.58        | Asset-Backed Securities |
| ONEMAIN DIRET AT REV TR 2025-1 A      20350416 5.3 | 2035-04-16      | 5.3600%  | 0.0000% | $3100000.00        | $3170696.53        | Asset-Backed Securities |
| TCW CLO LTD 2019-2R2           D-1R2  20380120 FLT | 2038-01-20      | 6.6752%  | 0.0000% | $5000000.00        | $4911657.50        | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2023-4   A-3    20280816 5.7 | 2028-08-16      | 5.7800%  | 0.0000% | $2407000.00        | $1088167.89        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 7.6752%  | 0.0000% | $250000.00         | $252433.71         | Asset-Backed Securities |
| GOLUB CAP PVT CR FD CLO 2025-2 A-1    20391018 FLT | 2039-10-18      | 5.1452%  | 0.0000% | $14000000.00       | $13995855.99       | Asset-Backed Securities |
| POST ROAD EQUIP FIN 2024-1     A-2    20291115 5.5 | 2029-11-15      | 5.5900%  | 0.0000% | $200000.00         | $16096.20          | Asset-Backed Securities |
| GM FINL AUTO REC TR 2026-2     C      20331116 4.6 | 2033-11-16      | 4.6400%  | 0.0000% | $2250000.00        | $2239615.25        | Asset-Backed Securities |
| PRPM LLC 2025-RCF3             A-1    20550725 FLT | 2055-07-25      | 5.2500%  | 0.0000% | $850000.00         | $628953.23         | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2024-B   A-3    20271122 5.5 | 2027-11-22      | 5.5600%  | 0.0000% | $230000.00         | $87020.92          | Asset-Backed Securities |
| GOLUB CAPITAL PARTNERS 2025-80 A-1    20390509 FLT | 2039-05-09      | 5.0077%  | 0.0000% | $14825000.00       | $14826687.90       | Asset-Backed Securities |
| JAMESTOWN CLO LTD 2019-14RR    B-RR   20341020 FLT | 2034-10-20      | 5.4252%  | 0.0000% | $250000.00         | $251476.83         | Asset-Backed Securities |
| MERCEDES BENZ AUTO REC 2022-1  A-3    20270816 5.2 | 2027-08-16      | 5.2100%  | 0.0000% | $2265000.00        | $66234.35          | Asset-Backed Securities |
| NEUBERGER BERMAN LOAN 2021-44R B-R    20351016 FLT | 2035-10-16      | 5.1795%  | 0.0000% | $2000000.00        | $2013513.30        | Asset-Backed Securities |
| RCKT MTG TR 2026-CES2          M-1A   20560225 FLT | 2056-02-25      | 5.3550%  | 0.0000% | $4323000.00        | $4257238.52        | Asset-Backed Securities |
| FORD CREDIT AT TR  2025-A      A-2A   20270815 4.5 | 2027-08-15      | 4.5700%  | 0.0000% | $225000.00         | $62750.17          | Asset-Backed Securities |
| PRESTIGE AUTO REC 2024-2       B      20290215 4.5 | 2029-02-15      | 4.5600%  | 0.0000% | $4935000.00        | $4646402.02        | Asset-Backed Securities |
| GENERATE CLO 2024-7R LTD       A-1-R  20370422 FLT | 2037-04-22      | 5.2836%  | 0.0000% | $750000.00         | $755092.81         | Asset-Backed Securities |
| GREATAMERICA REC TR 2024-1     A-3    20280118 4.9 | 2028-01-18      | 4.9800%  | 0.0000% | $1350000.00        | $1046202.98        | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  D      20290815 7.0 | 2029-08-15      | 7.0500%  | 0.0000% | $5491000.00        | $5570161.92        | Asset-Backed Securities |
| REGIONAL MGT ISSUANC TR 2025-1 C      20340417 5.7 | 2034-04-17      | 5.7300%  | 0.0000% | $150000.00         | $151149.35         | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2022-B     A-4    20280815 3.8 | 2028-08-15      | 3.8000%  | 0.0000% | $4095000.00        | $100474.51         | Asset-Backed Securities |
| PFS FING CORP 2023-C           A      20281016 5.5 | 2028-10-16      | 5.5200%  | 0.0000% | $7074000.00        | $7126437.21        | Asset-Backed Securities |
| TOYOTA AT REC OWN TR 2022-B    A-4    20270816 3.1 | 2027-08-16      | 3.1100%  | 0.0000% | $308000.00         | $91423.65          | Asset-Backed Securities |
| BENEFIT STREET PART 2021-2R    A-2R   20350116 FLT | 2035-01-16      | 4.8731%  | 0.0000% | $1600000.00        | $1605705.62        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P4    C      20280210 2.3 | 2028-02-10      | 2.3300%  | 0.0000% | $50000.00          | $49066.89          | Asset-Backed Securities |
| BARINGS MIDD 7.7847 20JAN36 144A FR                | 2036-01-20      | 6.1252%  | 0.0000% | $32333000.00       | $31532567.89       | Asset-Backed Securities |
| DELL EQUIPMENT FINANCE 2024-2  A-2    20300822 4.6 | 2030-08-22      | 4.6900%  | 0.0000% | $2000000.00        | $192124.17         | Asset-Backed Securities |
| EXETER ATMB REC TR 2026-2      D      20320816 5.5 | 2032-08-16      | 5.5100%  | 0.0000% | $8860000.00        | $8913370.66        | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-4      C      20300815 5.4 | 2030-08-15      | 5.4800%  | 0.0000% | $95000.00          | $95983.36          | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 D      20320415 5.7 | 2032-04-15      | 5.7400%  | 0.0000% | $2428000.00        | $2451889.63        | Asset-Backed Securities |
| NP SPE IX LP 2019-9            A-2    20490920 3.2 | 2049-09-20      | 3.2410%  | 0.0000% | $29595000.00       | $25955746.06       | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2022-C   C      20300315 5.2 | 2030-03-15      | 5.2200%  | 0.0000% | $50000.00          | $50127.05          | Asset-Backed Securities |
| SFS AR REC SEC TR 2025-1       A-4    20301220 4.8 | 2030-12-20      | 4.8300%  | 0.0000% | $6515000.00        | $6554145.38        | Asset-Backed Securities |
| MMAF EQUIPMENT FINANCE 2024-A  A-2    20270913 5.2 | 2027-09-13      | 5.2000%  | 0.0000% | $500000.00         | $48984.65          | Asset-Backed Securities |
| PIXLEY PARK CLO LTD 2024-1     D-2    20380115 FLT | 2038-01-15      | 7.5231%  | 0.0000% | $1000000.00        | $975884.90         | Asset-Backed Securities |
| VSTRONG AUTO REC 2024-A        A-3    20281215 5.6 | 2028-12-15      | 5.6200%  | 0.0000% | $1500000.00        | $367730.94         | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $160000.00         | $52677.54          | Asset-Backed Securities |
| WINGSPIRE EQUIPMENT FIN 2025-1 A-2    20330920 4.3 | 2033-09-20      | 4.3300%  | 0.0000% | $100000.00         | $100077.25         | Asset-Backed Securities |
| NISSAN AUTO REC OWN TR 2024-A  A-3    20281215 5.2 | 2028-12-15      | 5.2800%  | 0.0000% | $1509000.00        | $1002465.82        | Asset-Backed Securities |
| ONEMAIN FINL ISSUA TR 2023-1   A      20380614 5.5 | 2038-06-14      | 5.5000%  | 0.0000% | $12292000.00       | $12537516.31       | Asset-Backed Securities |
| OCEAN TRAILS CLO LTD 2024-16   A-2    20380120 FLT | 2038-01-20      | 5.2752%  | 0.0000% | $9900000.00        | $9924995.84        | Asset-Backed Securities |
| OCEAN TRAILS CLO 2020-8RR2     B-RR2  20380315 FLT | 2038-03-15      | 5.3231%  | 0.0000% | $8000000.00        | $8067648.09        | Asset-Backed Securities |
| VALLEY STREAM PARK CLO 2022-1R D-RR   20370121 FLT | 2037-01-21      | 6.3752%  | 0.0000% | $2985000.00        | $2935766.90        | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2025-P2 A-3    20300810 4.5 | 2030-08-10      | 4.5500%  | 0.0000% | $1500000.00        | $1507266.58        | Asset-Backed Securities |
| DRIVE AUTO RECEIVA TR 2024-1   B      20290116 5.3 | 2029-01-16      | 5.3100%  | 0.0000% | $5882000.00        | $2691363.35        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-N1    D      20281210 4.1 | 2028-12-10      | 4.1300%  | 0.0000% | $75000.00          | $12691.66          | Asset-Backed Securities |
| CEDAR FDG II CLO LTD 2013-2R3  B-R3   20380722 FLT | 2038-07-22      | 5.4136%  | 0.0000% | $2753853.00        | $2777795.05        | Asset-Backed Securities |
| EATON VANCE CLO LTD 2020-1RR   A-RR   20371015 FLT | 2037-10-15      | 5.0631%  | 0.0000% | $1000000.00        | $1007568.23        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-1 A-2A   20280315 4.6 | 2028-03-15      | 4.6300%  | 0.0000% | $681000.00         | $158120.46         | Asset-Backed Securities |
| BLACKROCK RAINER CLO 2021-6R   A-1-R  20370420 FLT | 2037-04-20      | 5.2252%  | 0.0000% | $3000000.00        | $3009692.00        | Asset-Backed Securities |
| CLOVER CLO LLC 2021-3R         D-R    20350125 FLT | 2035-01-25      | 6.2166%  | 0.0000% | $1130000.00        | $1133227.12        | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2026-1  C      20360815 5.2 | 2036-08-15      | 5.2800%  | 0.0000% | $2680000.00        | $2666263.21        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 C      20300114 5.6 | 2030-01-14      | 5.6300%  | 0.0000% | $4470000.00        | $1132725.56        | Asset-Backed Securities |
| DRYDEN CLO LTD 19-68RR         A-RR   20350716 FLT | 2035-07-16      | 4.7731%  | 0.0000% | $320000.00         | $321889.21         | Asset-Backed Securities |
| ARI FLEET LEASE TRUST 2024-A   A-2    20321115 5.3 | 2032-11-15      | 5.3000%  | 0.0000% | $11476000.00       | $2774899.47        | Asset-Backed Securities |
| AGL CLO 29 LT 4.84 21APR39 144A FRN                | 2039-04-21      | 4.8400%  | 0.0000% | $250000.00         | $252439.17         | Asset-Backed Securities |
| BOFA AUTO TR 2025-1            A-2A   20271120 4.5 | 2027-11-20      | 4.5200%  | 0.0000% | $650000.00         | $134640.82         | Asset-Backed Securities |
| AVIS BUDGET CAR FDG LLC 2021-2 A      20280220 1.6 | 2028-02-20      | 1.6600%  | 0.0000% | $400000.00         | $394846.00         | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-1     D      20271215 3.4 | 2027-12-15      | 3.4000%  | 0.0000% | $39995000.00       | $6120969.71        | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   A-3    20280815 4.6 | 2028-08-15      | 4.6700%  | 0.0000% | $350000.00         | $110962.32         | Asset-Backed Securities |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280216 4.6 | 2028-02-16      | 4.6600%  | 0.0000% | $5241000.00        | $888875.60         | Asset-Backed Securities |
| EMPOWER CLO 2024-2 LTD         A-1    20370715 FLT | 2037-07-15      | 5.1931%  | 0.0000% | $1500000.00        | $1510435.68        | Asset-Backed Securities |
| SYNCHRONY CARD ISSUA TR 2026-1 A      20320315 4.1 | 2032-03-15      | 4.1800%  | 0.0000% | $21185000.00       | $21058346.64       | Asset-Backed Securities |
| GREAT AMERICA LEASING 2026-1   B      20330516 5.1 | 2033-05-16      | 5.1400%  | 0.0000% | $2800000.00        | $2814015.56        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-1    B      20281215 5.2 | 2028-12-15      | 5.2300%  | 0.0000% | $700000.00         | $399634.28         | Asset-Backed Securities |
| WINDHILL CLO 2025-4 LTD        C      20371022 FLT | 2037-10-22      | 5.8636%  | 0.0000% | $4400000.00        | $4415252.68        | Asset-Backed Securities |
| WOODMONT TR 2022-10R           C-R    20380415 FLT | 2038-04-15      | 5.7731%  | 0.0000% | $5250000.00        | $5203884.06        | Asset-Backed Securities |
| MERCEDES-BENZ AUTO RECE 2023-2 A-3    20281115 5.9 | 2028-11-15      | 5.9500%  | 0.0000% | $19000.00          | $8311.46           | Asset-Backed Securities |
| MADISON PK FDG LTD 2018-27R    D-1-R  20380420 FLT | 2038-04-20      | 6.5252%  | 0.0000% | $5000000.00        | $4921245.00        | Asset-Backed Securities |
| SCULPTOR CLO LTD 2021-29R      C-R    20380722 FLT | 2038-07-22      | 5.7636%  | 0.0000% | $1000000.00        | $1006823.74        | Asset-Backed Securities |
| HARTWICK PARK CLO, LTD 2023-1R D-R    20370121 FLT | 2037-01-21      | 6.3752%  | 0.0000% | $1190000.00        | $1176917.73        | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2023-B     A-3    20280417 5.4 | 2028-04-17      | 5.4800%  | 0.0000% | $2422000.00        | $699310.47         | Asset-Backed Securities |
| PALMER SQUARE CLO LTD 2018-1   A-1-R  20370420 FLT | 2037-04-20      | 5.1952%  | 0.0000% | $345000.00         | $347366.07         | Asset-Backed Securities |
| MARINER FIIN  ISSUANCE 2026-A  D      20390520 6.1 | 2039-05-20      | 6.1600%  | 0.0000% | $5000000.00        | $5013525.56        | Asset-Backed Securities |
| FORTRESS CREDIT BSL 2024-26    A      20380115 FLT | 2038-01-15      | 5.0731%  | 0.0000% | $2000000.00        | $2016780.91        | Asset-Backed Securities |
| WHEELS FLEET LEASE FDG 2023-1  B      20380419 5.8 | 2038-04-19      | 5.8000%  | 0.0000% | $14855000.00       | $14980230.95       | Asset-Backed Securities |
| WELLINGTON MANAGEMENT CLO 2025 A      20380419 FLT | 2038-04-19      | 4.8252%  | 0.0000% | $5590000.00        | $5611227.09        | Asset-Backed Securities |
| M&T EQUIPMENT LLC 2024-LEAF1   A-2    20310818 4.9 | 2031-08-18      | 4.9900%  | 0.0000% | $1251000.00        | $265169.07         | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-2 A-3    20280815 5.6 | 2028-08-15      | 5.6100%  | 0.0000% | $560000.00         | $137889.45         | Asset-Backed Securities |
| WORLD OMN AT REC TR 2022-C     A-4    20280915 3.6 | 2028-09-15      | 3.6800%  | 0.0000% | $1590000.00        | $1504307.69        | Asset-Backed Securities |
| BRIDGECREST LEN AUTO 2024-1    B      20280815 5.4 | 2028-08-15      | 5.4300%  | 0.0000% | $85000.00          | $3270.99           | Asset-Backed Securities |
| BATTALION CLO LTD 2021-18R     D-R    20361015 FLT | 2036-10-15      | 7.3847%  | 0.0000% | $1250000.00        | $1192482.20        | Asset-Backed Securities |
| ELARA HGV TMSHR ISS LLC 2021-A A      20350827 1.3 | 2035-08-27      | 1.3600%  | 0.0000% | $100000.00         | $19453.23          | Asset-Backed Securities |
| CARVANA AUTO RECEIVABLES 2023- A-3    20281010 6.1 | 2028-10-10      | 6.1600%  | 0.0000% | $2500000.00        | $788868.38         | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2026-P1   A-2    20290610 4.1 | 2029-06-10      | 4.1000%  | 0.0000% | $250000.00         | $250276.47         | Asset-Backed Securities |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3805000.00        | $652179.45         | Asset-Backed Securities |
| CHASE AUTO OWNER TRUST 2024-2  A-4    20291126 5.4 | 2029-11-26      | 5.4800%  | 0.0000% | $810000.00         | $824157.09         | Asset-Backed Securities |
| FIRST NATL MASTER TR 2026-1    A      20310515 4.6 | 2031-05-15      | 4.6100%  | 0.0000% | $12000000.00       | $12028248.66       | Asset-Backed Securities |
| FIGRE TRUST 2026-HE4           C      20560525 FLT | 2056-05-25      | 5.7030%  | 0.0000% | $2526000.00        | $2472404.51        | Asset-Backed Securities |

### Security 648: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HZRT4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1HZRT4
- **C.18 - Value (incl. sponsor support):** $249898022.50
- **C.18.a - Value (excl. sponsor support):** $249898022.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALESCO PREF FDG IX 2006-9      A-2A   20360623 FLT | 2036-06-23      | 4.3991%  | 0.0000% | $4404000.00        | $4197836.08        | Asset-Backed Securities                           |
| ORION CLO LTD 2024-4           A      20371020 FLT | 2037-10-20      | 5.0552%  | 0.0000% | $16335000.00       | $16451901.41       | Asset-Backed Securities                           |
| GS MTG BACKED SEC TR 2021-HP1  A-6    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $400000.00         | $237062.89         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-INV3       A-1    20560525 FLT | 2056-05-25      | 5.5000%  | 0.0000% | $13044900.00       | $13066055.93       | Private Label Collateralized Mortgage Obligations |
| SPRUCE HILL MTG LN TR 2022-SH1 A1A    20570725 FLT | 2057-07-25      | 4.1000%  | 0.0000% | $12500000.00       | $8864465.32        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG SEC TR 2024-BHP A      20390815 FLT | 2039-08-15      | 5.9771%  | 0.0000% | $4000000.00        | $4024051.11        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2018-8        A-13   20490125 FLT | 2049-01-25      | 4.0000%  | 0.0000% | $2438998.00        | $66229.21          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-NQM6               A-2    20620625 FLT | 2062-06-25      | 4.6841%  | 0.0000% | $26960000.00       | $24700714.55       | Private Label Collateralized Mortgage Obligations |
| J P M C COML MTG SEC 2025-BHR5 A      20400315 FLT | 2040-03-15      | 5.3210%  | 0.0000% | $2279000.00        | $551757.11         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-6    A-3    20551225 FLT | 2055-12-25      | 5.5000%  | 0.0000% | $10000000.00       | $9270771.78        | Private Label Collateralized Mortgage Obligations |
| AREIT LTD 2025-CRE11           A      20430720 FLT | 2043-07-20      | 5.1751%  | 0.0000% | $25000000.00       | $25081892.40       | Private Label Collateralized Mortgage Obligations |
| BRAVO RESI FDG TR 2019-1       M-1    20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $6310000.00        | $5111259.15        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-NQM8 TRUST           A-1    20661025 FLT | 2066-10-25      | 2.8410%  | 0.0000% | $1575000.00        | $834887.76         | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-AE3                  A-17   20610625 FLT | 2061-06-25      | 6.0000%  | 0.0000% | $14363000.00       | $14510804.85       | Private Label Collateralized Mortgage Obligations |
| JW COML MTG TR 2026-MRCO       A      20390615 FLT | 2039-06-15      | 5.1500%  | 0.0000% | $60000000.00       | $60270166.68       | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2022-NQM3           A-1    20670425 FLT | 2067-04-25      | 5.3480%  | 0.0000% | $1579960.00        | $1168201.06        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1           2-A-2  20540125 FLT | 2054-01-25      | 6.5000%  | 0.0000% | $10389000.00       | $4520902.65        | Private Label Collateralized Mortgage Obligations |
| PREFER TERM SEC XXVIII 2007-28 A-2    20380322 FLT | 2038-03-22      | 4.3356%  | 0.0000% | $11686000.00       | $9210326.57        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2019-3          A2     20590225 FLT | 2059-02-25      | 4.0000%  | 0.0000% | $11641000.00       | $10894708.43       | Private Label Collateralized Mortgage Obligations |
| STORE MASTER FUNDING 2024-1    A-1    20540520 5.6 | 2054-05-20      | 5.6900%  | 0.0000% | $3750000.00        | $3749481.15        | Private Label Collateralized Mortgage Obligations |
| SYMPHONY CLO 40 LTD            A-R    20380105 FLT | 2038-01-05      | 4.9790%  | 0.0000% | $6250000.00        | $6303585.54        | Asset-Backed Securities                           |
| HOUSTON GALLERIA TR 2025-HGLR  A      20450207 FLT | 2045-02-07      | 5.4619%  | 0.0000% | $4414000.00        | $4530560.97        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2021-1    A-5A   20510425 FLT | 2051-04-25      | 2.0000%  | 0.0000% | $30392900.00       | $17327086.84       | Private Label Collateralized Mortgage Obligations |
| AUDAX SNR DEBT CLO LLC 2024-11 A-1    20360722 FLT | 2036-07-22      | 5.3436%  | 0.0000% | $6700000.00        | $6743027.90        | Asset-Backed Securities                           |
| FLAGSTAR MORTGAGE TR 2021-1    A-2    20510225 FLT | 2051-02-25      | 2.5000%  | 0.0000% | $3445000.00        | $1632218.28        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST 2023-CES3  A-1B   20431125 FLT | 2043-11-25      | 7.4630%  | 0.0000% | $898990.00         | $360728.88         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV1          A-22   20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $1127000.00        | $769586.96         | Private Label Collateralized Mortgage Obligations |
| PREFER TERM SEC XXVIII 2007-28 A-1    20380322 FLT | 2038-03-22      | 4.8356%  | 0.0000% | $39999964.00       | $5699921.59        | Asset-Backed Securities                           |
| PMT LOAN TR 2021-INV1          A-27   20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $1040000.00        | $612841.99         | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              A      20411115 5.3 | 2041-11-15      | 5.3883%  | 0.0000% | $25500000.00       | $25939031.77       | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST 2023-CES3  M-1    20431125 FLT | 2043-11-25      | 7.9880%  | 0.0000% | $612000.00         | $621280.91         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST 202 A-1    20690925 FLT | 2069-09-25      | 5.0950%  | 0.0000% | $283000.00         | $176653.44         | Private Label Collateralized Mortgage Obligations |

### Security 649: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1HZV36, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1HZV36
- **C.18 - Value (incl. sponsor support):** $919557707.99
- **C.18.a - Value (excl. sponsor support):** $919557707.99
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| XCEL BRANDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $592.00            | $1314.24           | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS US VAL  | 2500-12-31      | N/A      | 0.0000% | $339.00            | $35187.62          | Equities   |
| VICTORY PORTFOLIOS II          VICSHS DV AC ETF | 2500-12-31      | N/A      | 0.0000% | $1104.00           | $61313.62          | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $38818.00          | $9143968.08        | Equities   |
| BROOKFIELD WEALTH SOL LTD      CL A EXCHANGEAB  | 2500-12-31      | N/A      | 0.0000% | $45.00             | $2070.45           | Equities   |
| GOLDMAN SACHS ETF TR           TECHN OPPOR ETF  | 2500-12-31      | N/A      | 0.0000% | $4715.00           | $229164.56         | Equities   |
| GOLDMAN SACHS ETF TR           HEDGE IND ETF    | 2500-12-31      | N/A      | 0.0000% | $1821.00           | $326628.76         | Equities   |
| TIDAL TRUST III                IMPA SHS WOM ETF | 2500-12-31      | N/A      | 0.0000% | $196.00            | $8399.03           | Equities   |
| HORIZON TECHNOLOGY FIN CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $140237.00         | $587593.03         | Equities   |
| GLOBAL X FDS                   DOW 30 CO CA ETF | 2500-12-31      | N/A      | 0.0000% | $737.00            | $16177.15          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $359.00            | $23842.99          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  RAFI US 1500     | 2500-12-31      | N/A      | 0.0000% | $2289.00           | $119537.30         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $74.00             | $11726.78          | Equities   |
| PROSHARES TR                   ULTRASHRT S&P500 | 2500-12-31      | N/A      | 0.0000% | $67.00             | $3777.46           | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $19558.00          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCP LOW    | 2500-12-31      | N/A      | 0.0000% | $388.00            | $25154.04          | Equities   |
| INNOVATOR ETFS TRUST           INTERNATIONAL DV | 2500-12-31      | N/A      | 0.0000% | $1507.00           | $55302.68          | Equities   |
| SPDR SERIES TRUST              ST STR R1K LOWV  | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $357040.00         | Equities   |
| SPDR INDEX SHS FDS             ST PORT MARK ETF | 2500-12-31      | N/A      | 0.0000% | $8691.00           | $455582.22         | Equities   |
| SPDR SERIES TRUST              ST STR SP SEMI   | 2500-12-31      | N/A      | 0.0000% | $603.00            | $380239.74         | Equities   |
| PROSHARES TR                   ULTRASHORT FINA  | 2500-12-31      | N/A      | 0.0000% | $14932.00          | $429949.02         | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $34580.00          | Equities   |
| PROSHARES TR                   ULTPRO SHT       | 2500-12-31      | N/A      | 0.0000% | $2502.00           | $21120.13          | Equities   |
| MDA SPACE LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $1271.00           | $61872.28          | Equities   |
| TIDAL TRUST II                 YIEL XOM OPT ETF | 2500-12-31      | N/A      | 0.0000% | $1133.00           | $12825.56          | Equities   |
| TIDAL TRUST II                 YIELDMAX TARGET  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $30188.76          | Equities   |
| TIDAL TR IV                    VOYA MULT SE ETF | 2500-12-31      | N/A      | 0.0000% | $119.00            | $5902.40           | Equities   |
| SUNSHINE BIOPHARMA INC         COM              | 2500-12-31      | N/A      | 0.0000% | $15300.00          | $4850.10           | Equities   |
| TIDAL TRUST II                 DEFIA 2X AMD ETF | 2500-12-31      | N/A      | 0.0000% | $1243.00           | $2610.30           | Equities   |
| TIDAL TRUST I                  UNLIMITED HFND   | 2500-12-31      | N/A      | 0.0000% | $1347.00           | $32927.42          | Equities   |
| TIDAL TRUST II                 DEFI DA RGTI ETF | 2500-12-31      | N/A      | 0.0000% | $800.00            | $33312.00          | Equities   |
| TIDAL TRUST II                 NICHOLAS FIXED   | 2500-12-31      | N/A      | 0.0000% | $2027.00           | $35697.29          | Equities   |
| SPINNAKER ETF SERIES           INDE YI FIXE ETF | 2500-12-31      | N/A      | 0.0000% | $544.00            | $5448.16           | Equities   |
| SPDR SERIES TRUST              ST STR SW SERV   | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $203460.00         | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $245745.00         | $417766.50         | Equities   |
| NEOS ETF TRUST                 NEOS ENH INC 1-3 | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4982.00           | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2031 | 2500-12-31      | N/A      | 0.0000% | $7036.00           | $174774.24         | Equities   |
| NEUBERGER BERMAN ETF TRUST     SMAL MID CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1323.00           | $35363.79          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQUI PLUS ETF | 2500-12-31      | N/A      | 0.0000% | $700.00            | $21189.00          | Equities   |
| UBS AG LONDON BRANCH           ETRACS MNTHLY B  | 2500-12-31      | N/A      | 0.0000% | $3810.00           | $14859.00          | Equities   |
| SPDR SERIES TRUST              ST STR NYSE TECH | 2500-12-31      | N/A      | 0.0000% | $80.00             | $29180.00          | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $123020.00         | $356758.00         | Equities   |
| PROSHARES TR                   ULTRA NVDA       | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1097.25           | Equities   |
| PUTNAM ETF TRUST               FRANKLIN NY MUNI | 2500-12-31      | N/A      | 0.0000% | $21700.00          | $171647.00         | Equities   |
| SPDR SERIES TRUST              ST LON TREAS ETF | 2500-12-31      | N/A      | 0.0000% | $110406.00         | $2873868.18        | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SWP GR IN ET SW  | 2500-12-31      | N/A      | 0.0000% | $332.00            | $9626.97           | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALER MLP  | 2500-12-31      | N/A      | 0.0000% | $3688.00           | $107796.18         | Equities   |
| GMO ETF TRUST                  DOMES RESIL ETF  | 2500-12-31      | N/A      | 0.0000% | $105.00            | $3177.30           | Equities   |
| KRANESHARES TRUST              2X LONG BABA ETF | 2500-12-31      | N/A      | 0.0000% | $946.00            | $8884.93           | Equities   |
| INNOVATOR ETFS TRUST           EQUITY MNGD 100  | 2500-12-31      | N/A      | 0.0000% | $12662.00          | $345039.50         | Equities   |
| VALKYRIE ETF TRUST II          COINSHARES BITCN | 2500-12-31      | N/A      | 0.0000% | $2652.00           | $51509.27          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P500 DOWNSID   | 2500-12-31      | N/A      | 0.0000% | $185.00            | $7851.10           | Equities   |
| ROUNDHILL ETF TRUST            MEME STOCK ETF   | 2500-12-31      | N/A      | 0.0000% | $28226.00          | $333066.80         | Equities   |
| PROSHARES TR                   PSHS ULTRA INDL  | 2500-12-31      | N/A      | 0.0000% | $4981.00           | $279867.95         | Equities   |
| 2023 ETF SERIES TRUST          ATLAS AMER FD    | 2500-12-31      | N/A      | 0.0000% | $343.00            | $9422.21           | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $135280.00         | $6943922.40        | Equities   |
| VANECK SOLANA TR               COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $167.00            | $1824.41           | Equities   |
| VANECK ETF TRUST               TECHN TRUSE ETF  | 2500-12-31      | N/A      | 0.0000% | $66.00             | $2105.33           | Equities   |
| VANGUARD MALVERN FDS           GOVT ACTIV ETF   | 2500-12-31      | N/A      | 0.0000% | $647.00            | $48632.08          | Equities   |
| GRAYSCALE ETHEREUM STAKING ETF SHS              | 2500-12-31      | N/A      | 0.0000% | $38000.00          | $619780.00         | Equities   |
| GRAYSCALE FUNDS TRUST          BITCOIN MINERS   | 2500-12-31      | N/A      | 0.0000% | $1290.00           | $64964.40          | Equities   |
| GALECTIN THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $280774.00         | $721589.18         | Equities   |
| GRAYSCALE CHAINLINK TR ETF     SHS              | 2500-12-31      | N/A      | 0.0000% | $1115.00           | $8897.70           | Equities   |
| GRANITESHARES ETF TR           2X LONG IONQ     | 2500-12-31      | N/A      | 0.0000% | $5715.00           | $298037.25         | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $4474.00           | $205132.90         | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $240.00            | $10718.40          | Equities   |
| GRANITESHARES ETF TR           2X LONG RIVN ETF | 2500-12-31      | N/A      | 0.0000% | $5277.00           | $144897.45         | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $3822.00           | $900310.32         | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $1301.00           | $23181.74          | Equities   |
| PROSHARES TR II                ULTRASHRT EURO   | 2500-12-31      | N/A      | 0.0000% | $8341.00           | $245141.99         | Equities   |
| PIMCO ETF TR                   ULTR SH GO AC FD | 2500-12-31      | N/A      | 0.0000% | $57.00             | $5753.01           | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $96849.00          | Equities   |
| KRANESHARES TRUST              CALIFORNIA CARB  | 2500-12-31      | N/A      | 0.0000% | $864.00            | $13785.12          | Equities   |
| PACER FDS TR                   DATA & DIGI REVO | 2500-12-31      | N/A      | 0.0000% | $500.00            | $49905.00          | Equities   |
| PACER FDS TR                   DATA AND INFRAST | 2500-12-31      | N/A      | 0.0000% | $378.00            | $13165.74          | Equities   |
| PUTNAM ETF TRUST               ESG ULTRA SHORT  | 2500-12-31      | N/A      | 0.0000% | $99.00             | $4991.58           | Equities   |
| PACER FDS TR                   METAURUS NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1754.94           | Equities   |
| LISTED FDS TR                  STF TACTICAL GRW | 2500-12-31      | N/A      | 0.0000% | $2466.00           | $116215.92         | Equities   |
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $212039.00         | $3125454.86        | Equities   |
| VIVOSIM LABS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2503.00           | $3278.93           | Equities   |
| LISTED FDS TR                  TEUCRIUM AGRI ST | 2500-12-31      | N/A      | 0.0000% | $5901.00           | $106808.10         | Equities   |
| GRAFTECH INTL LTD SR NT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $52000.00          | Equities   |
| GLOBAL X FDS                   GENOMICS AND BIO | 2500-12-31      | N/A      | 0.0000% | $113.00            | $5594.91           | Equities   |
| GRANITESHARES ETF TR           2X LONG AAPL ETF | 2500-12-31      | N/A      | 0.0000% | $5601.00           | $225840.16         | Equities   |
| HARBOR ETF TRUST               DIVIDEND GTH LEA | 2500-12-31      | N/A      | 0.0000% | $8086.00           | $147892.94         | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $79400.00          | $233436.00         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS AGGREGATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $30933.00          | $627011.91         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRE STRAT ETF  | 2500-12-31      | N/A      | 0.0000% | $62269.00          | $1812027.90        | Equities   |
| SPDR INDEX SHS FDS             ST DOW GLOBA ETF | 2500-12-31      | N/A      | 0.0000% | $45398.00          | $2242661.20        | Equities   |
| SPDR SERIES TRUST              ST STR SP SEMI   | 2500-12-31      | N/A      | 0.0000% | $308.00            | $194218.64         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $635.00            | $29635.45          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS PIPE SAND SM ETF | 2500-12-31      | N/A      | 0.0000% | $280.00            | $8855.48           | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2032 | 2500-12-31      | N/A      | 0.0000% | $2143.00           | $52985.68          | Equities   |
| SELECT SECTOR SPDR TR          ST REAL INCO ETF | 2500-12-31      | N/A      | 0.0000% | $207.00            | $4903.91           | Equities   |
| SOUTH BOW CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $200000.00         | $7412000.00        | Equities   |
| STARBOARD INVT TR              ADAPTIVE ALPHA   | 2500-12-31      | N/A      | 0.0000% | $525.00            | $18028.50          | Equities   |
| PROSHARES TR                   ULTRA FNCLS NEW  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $15634.00          | Equities   |
| PROSHARES TR                   ULTRA FNCLS NEW  | 2500-12-31      | N/A      | 0.0000% | $12389.00          | $968448.13         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $3537808.00        | $1220543.76        | Equities   |
| PACER FDS TR                   NASD IN PATE ETF | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $81075.28          | Equities   |
| STRATEGY SHS                   NS 7HANDL IDX    | 2500-12-31      | N/A      | 0.0000% | $1085.00           | $24873.41          | Equities   |
| SPDR SERIES TRUST              ST STR R2K LOWV  | 2500-12-31      | N/A      | 0.0000% | $2075.00           | $309532.94         | Equities   |
| SHUTTLE PHARMACTCLS HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $19972.00          | $10744.94          | Equities   |
| TIDAL TRUST II                 YIELDMAX BRK.B   | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2225.04           | Equities   |
| TIDAL TRUST II                 DEFI DA LMND ETF | 2500-12-31      | N/A      | 0.0000% | $111.00            | $1541.77           | Equities   |
| T ROWE PRICE ETF INC           CAP APP PREM ETF | 2500-12-31      | N/A      | 0.0000% | $457.00            | $10131.69          | Equities   |
| THOR FINL TECHNOLOGIES TR      EQUA WEI LOW ETF | 2500-12-31      | N/A      | 0.0000% | $958.00            | $31431.12          | Equities   |
| WEBS ETF TR                    QQQ DEF VOL ETF  | 2500-12-31      | N/A      | 0.0000% | $444.00            | $14486.48          | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $2398.00           | $24843.28          | Equities   |
| GRANITESHARES ETF TR           2X SHOR TSLA NEW | 2500-12-31      | N/A      | 0.0000% | $80773.00          | $552487.32         | Equities   |
| RBB FD INC                     US TREAS 30YR BD | 2500-12-31      | N/A      | 0.0000% | $676.00            | $27262.81          | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST RIOT  | 2500-12-31      | N/A      | 0.0000% | $8666.00           | $108541.65         | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $364.00            | $15445.94          | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST COIN  | 2500-12-31      | N/A      | 0.0000% | $66390.00          | $233028.90         | Equities   |
| GRANITESHARES ETF TR           2X SHOR TSLA NEW | 2500-12-31      | N/A      | 0.0000% | $20059.00          | $137203.56         | Equities   |
| REX ETF TR                     DRONE ETF        | 2500-12-31      | N/A      | 0.0000% | $6316.00           | $185121.96         | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST BABA  | 2500-12-31      | N/A      | 0.0000% | $3192.00           | $36644.16          | Equities   |
| GRAYSCALE XRP TR ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $5646.00           | $143747.16         | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $3137.00           | $138843.62         | Equities   |
| SPDR SERIES TRUST              ST STR P500ETF   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $88840.00          | Equities   |
| SPDR INDEX SHS FDS             ST STR PO EX ETF | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2399.35           | Equities   |
| GRANITESHARES ETF TR           NASD SEL DIS ETF | 2500-12-31      | N/A      | 0.0000% | $723.00            | $45738.35          | Equities   |
| TWO RDS SHARED TR              LEAD DY YIEL ETF | 2500-12-31      | N/A      | 0.0000% | $566.00            | $12695.38          | Equities   |
| PROSHARES TR                   ULTRASHORT REAL  | 2500-12-31      | N/A      | 0.0000% | $601.00            | $24364.54          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT INDS | 2500-12-31      | N/A      | 0.0000% | $729.00            | $180740.75         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP LOW    | 2500-12-31      | N/A      | 0.0000% | $8107.00           | $404887.09         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2027    | 2500-12-31      | N/A      | 0.0000% | $400.00            | $8958.00           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $4056.00           | $446565.60         | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $543571.00         | $45980670.89       | Equities   |
| INNOVATE CORP                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $24480.00          | Equities   |
| TIDAL TRUST II                 PINN FOCU OP ETF | 2500-12-31      | N/A      | 0.0000% | $5683.00           | $254825.72         | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $12401.00          | $358367.82         | Equities   |
| TIDAL TRUST II                 YIELDMAX NVDA    | 2500-12-31      | N/A      | 0.0000% | $13888.00          | $188321.28         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $11114.00          | $284962.96         | Equities   |
| JANUS DETROIT STR TR           HEND SECU IN ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5169.00           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFED RTRN   | 2500-12-31      | N/A      | 0.0000% | $3301.00           | $403646.28         | Equities   |
| TIDAL TRUST II                 YIELDMAX JP OPT  | 2500-12-31      | N/A      | 0.0000% | $5437.00           | $72203.36          | Equities   |
| TIDAL TRUST II                 YIELD CVNA ETF   | 2500-12-31      | N/A      | 0.0000% | $21400.00          | $527056.32         | Equities   |
| GLOBAL X FDS                   US NATURAL GAS   | 2500-12-31      | N/A      | 0.0000% | $10819.00          | $456237.23         | Equities   |
| T ROWE PRICE ETF INC           INTER MU IN ETF  | 2500-12-31      | N/A      | 0.0000% | $413.00            | $21085.72          | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $163764.00         | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $645.00            | $96814.50          | Equities   |
| TIDAL TRUST II                 YIELDMAX CRYPTO  | 2500-12-31      | N/A      | 0.0000% | $7359.00           | $179927.55         | Equities   |
| VALION BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $1633.80           | Equities   |
| PROSHARES TR                   ULTR S& 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $24342.00          | $1147637.67        | Equities   |
| RBB FD INC                     US TREAS 5 YR NT | 2500-12-31      | N/A      | 0.0000% | $2948.00           | $142462.10         | Equities   |
| RBB FD INC                     US TREASY 2 YR   | 2500-12-31      | N/A      | 0.0000% | $16457.00          | $790758.85         | Equities   |
| QUEST RESOURCE HLDG CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $27030.00          | $32165.70          | Equities   |
| ROUNDHILL ETF TRUST            GLP 1 & WEIGHT L | 2500-12-31      | N/A      | 0.0000% | $480.00            | $15144.00          | Equities   |
| INNOVATOR ETFS TRUST           INTL DEV PWR BUF | 2500-12-31      | N/A      | 0.0000% | $2037.00           | $74398.57          | Equities   |
| TIDAL TRUST III                GAMMAROAD MKT    | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1456.58           | Equities   |
| OPKO HEALTH INC                COM              | 2500-12-31      | N/A      | 0.0000% | $103675.00         | $148255.25         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF WINSLOW LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $171030.00         | Equities   |
| TIDAL TRUST II                 DEFIANCE GOLD    | 2500-12-31      | N/A      | 0.0000% | $15261.00          | $217850.77         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  US RESEARCH ENHN | 2500-12-31      | N/A      | 0.0000% | $300.00            | $20367.00          | Equities   |
| TOUCHSTONE ETF TRUST           STRAT INCOM ETF  | 2500-12-31      | N/A      | 0.0000% | $375.00            | $9631.88           | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DYNAMIC MUNICIP  | 2500-12-31      | N/A      | 0.0000% | $2621.00           | $68617.78          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORPORATE BD     | 2500-12-31      | N/A      | 0.0000% | $22300.00          | $473429.00         | Equities   |
| TOUCHSTONE ETF TRUST           DIVIDEND SELECT  | 2500-12-31      | N/A      | 0.0000% | $1684.00           | $64553.95          | Equities   |
| RBB FD INC                     US TREASR 10 YR  | 2500-12-31      | N/A      | 0.0000% | $14098.00          | $608059.43         | Equities   |
| PROSHARES TR                   ULTRA TECHN      | 2500-12-31      | N/A      | 0.0000% | $400.00            | $4988.88           | Equities   |
| PROSHARES TR                   ULTRASHORT INDL  | 2500-12-31      | N/A      | 0.0000% | $889.00            | $15876.92          | Equities   |
| PROSHARES TR                   ULTRASHORT MSCI  | 2500-12-31      | N/A      | 0.0000% | $3033.00           | $34347.21          | Equities   |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $65.00             | $4149.60           | Equities   |
| SCHWAB STRATEGIC TR            ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $11208.00          | $282553.68         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $17542.00          | $862101.59         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST 20 PLUS YEA | 2500-12-31      | N/A      | 0.0000% | $10226.00          | $188260.66         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $11983.00          | $2265745.64        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST INVESTMENT  | 2500-12-31      | N/A      | 0.0000% | $17164.00          | $333733.38         | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $75002.00          | $2571068.56        | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $144.00            | $3624.48           | Equities   |
| FUNDX INVT TR                  AGGRESSIVE ETF   | 2500-12-31      | N/A      | 0.0000% | $293.00            | $29048.61          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $51.00             | $2025.21           | Equities   |
| CALAMOS ETF TR                 S&P 500 PROT ETF | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3736.80           | Equities   |
| COHEN & STEERS ETF TRUST       SHORT DURATN PFD | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1006.33           | Equities   |
| ELEVATION SERIES TRUST         SOVE CAP FLOU FD | 2500-12-31      | N/A      | 0.0000% | $733.00            | $20977.95          | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $67.00             | $3360.72           | Equities   |
| BBH TR                         SELE LAR CAP ETF | 2500-12-31      | N/A      | 0.0000% | $49651.00          | $843073.98         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANG NUCL RE ETF | 2500-12-31      | N/A      | 0.0000% | $84.00             | $6056.40           | Equities   |
| DIREXION SHARES ETF TRUST      DAI 710 BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $835.00            | $11717.72          | Equities   |
| DIREXION SHARES ETF TRUST      DIREXION HCM     | 2500-12-31      | N/A      | 0.0000% | $749.00            | $31428.04          | Equities   |
| DIREXION SHARES ETF TRUST      DLY 20 YR TRESUR | 2500-12-31      | N/A      | 0.0000% | $124900.00         | $4364006.00        | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1895.28           | Equities   |
| DOUBLELINE ETF TRUST           COMMERCIAL REAL  | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1191.86           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY 500 2X ETF | 2500-12-31      | N/A      | 0.0000% | $8082.00           | $1782646.74        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY SMALL CAP  | 2500-12-31      | N/A      | 0.0000% | $4046.00           | $282855.86         | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $515.00            | $12859.76          | Equities   |
| EQUILLIUM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $86700.00          | $246228.00         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE LARGE  | 2500-12-31      | N/A      | 0.0000% | $650.00            | $21021.00          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY FINANCIAL  | 2500-12-31      | N/A      | 0.0000% | $15720.00          | $718089.60         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY FINANCIAL  | 2500-12-31      | N/A      | 0.0000% | $18800.00          | $858784.00         | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $1009.00           | $28766.59          | Equities   |
| BANK MONTREAL MEDIUM           MICROSCTR 3X LEV | 2500-12-31      | N/A      | 0.0000% | $2406.00           | $361164.66         | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $4369.00           | $339602.37         | Equities   |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $16185.00          | Equities   |
| MORGAN STANLEY ETF TRUST       EATO VAN MUN ETF | 2500-12-31      | N/A      | 0.0000% | $28.00             | $1417.50           | Equities   |
| ISHARES TR                     US DIGI REAL ETF | 2500-12-31      | N/A      | 0.0000% | $98.00             | $12333.25          | Equities   |
| ISHARES INC                    MSCI ISRAEL ETF  | 2500-12-31      | N/A      | 0.0000% | $25052.00          | $3446153.12        | Equities   |
| ISHARES INC                    MSCI ISRAEL ETF  | 2500-12-31      | N/A      | 0.0000% | $56.00             | $7703.36           | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $324.00            | $13062.90          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SM EN ET NEW | 2500-12-31      | N/A      | 0.0000% | $279.00            | $16628.40          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $5288.00           | $152294.40         | Equities   |
| FIDELITY COVINGTON TRUST       SML MID MLTFCT   | 2500-12-31      | N/A      | 0.0000% | $4325.00           | $217547.50         | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $3255.36           | Equities   |
| AMPLIFY ETF TR                 COWS COV CAL ETF | 2500-12-31      | N/A      | 0.0000% | $674.00            | $16129.63          | Equities   |
| AMERICAN CENTY ETF TR          LARG CA GROW ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7076.72           | Equities   |
| AMERICAN BEACON SELECT FUNDS   IONIC INFLATION  | 2500-12-31      | N/A      | 0.0000% | $423.00            | $8225.24           | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15638.00          | $389542.58         | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY VAL   | 2500-12-31      | N/A      | 0.0000% | $669.00            | $46397.56          | Equities   |
| BTC DIGITAL LTD                SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $84047.00          | $94132.64          | Equities   |
| WISDOMTREE TR                  JAPN HEDGE EQT   | 2500-12-31      | N/A      | 0.0000% | $5183.00           | $887381.43         | Equities   |
| THAYER VENTURES ACQ CORP II    CL A             | 2500-12-31      | N/A      | 0.0000% | $9366.00           | $96376.14          | Equities   |
| ALGONQUIN POWER & UTILITIES CO COM              | 2500-12-31      | N/A      | 0.0000% | $684135.00         | $4056920.55        | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $258980.00         | $950456.60         | Equities   |
| BLACKROCK ETF TRUST            ISHA SYST AL ETF | 2500-12-31      | N/A      | 0.0000% | $38100.00          | $1078230.00        | Equities   |
| BLINK CHARGING CO              COM              | 2500-12-31      | N/A      | 0.0000% | $3091.00           | $2602.93           | Equities   |
| BIOATLA INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1215.00           | Equities   |
| BNY MELLON ETF TRUST           US MDCP CORE EQT | 2500-12-31      | N/A      | 0.0000% | $640.00            | $77137.09          | Equities   |
| BITWISE ETHEREUM ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $2821.00           | $40650.61          | Equities   |
| BLACKROCK ETF TRUST            ISHA US THEM ETF | 2500-12-31      | N/A      | 0.0000% | $2013.00           | $87122.64          | Equities   |
| BITWISE ETHEREUM ETF           SHS              | 2500-12-31      | N/A      | 0.0000% | $408.00            | $5879.28           | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $114944.00         | $536788.48         | Equities   |
| CARILLON SER TR                RJ EA GCM DI ETF | 2500-12-31      | N/A      | 0.0000% | $23308.00          | $671270.40         | Equities   |
| ADVISORS INNER CIRCLE FD II    CULLEN ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $717.00            | $19156.59          | Equities   |
| AMERICAN CENTY ETF TR          MULT FL INCO ETF | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $60726.00          | Equities   |
| DIREXION SHARES ETF TRUST      DA TE 5 BE ETF   | 2500-12-31      | N/A      | 0.0000% | $3628.00           | $58725.71          | Equities   |
| DIREXION SHARES ETF TRUST      DAIL ENER 5 ETF  | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $192596.50         | Equities   |
| TCW ETF TRUST                  HIGH YIELD BOND  | 2500-12-31      | N/A      | 0.0000% | $576.00            | $17231.04          | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC VLU   | 2500-12-31      | N/A      | 0.0000% | $11982.00          | $377623.51         | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $10077.00          | $535491.78         | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $9500.00           | $497895.00         | Equities   |
| DIREXION SHARES ETF TRUST      DAI BET BUL ETF  | 2500-12-31      | N/A      | 0.0000% | $1056.00           | $125864.64         | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MS MEXI ETF | 2500-12-31      | N/A      | 0.0000% | $166.00            | $5346.86           | Equities   |
| DIREXION SHARES ETF TRUST      DLY AMD BEAR 1X  | 2500-12-31      | N/A      | 0.0000% | $97447.00          | $305983.58         | Equities   |
| ETF SER SOLUTIONS              AAM BRENTVIEW    | 2500-12-31      | N/A      | 0.0000% | $69.00             | $1676.44           | Equities   |
| DIREXION SHARES ETF TRUST      DLY NVDA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $13008.00          | $422090.09         | Equities   |
| DARE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $27360.00          | Equities   |
| ETF SER SOLUTIONS              DEFIANCE RETAIL  | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1093.93           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $696.00            | $91539.45          | Equities   |
| DOUBLELINE ETF TRUST           MORTGAGE ETF     | 2500-12-31      | N/A      | 0.0000% | $7272.00           | $357164.28         | Equities   |
| DIREXION SHARES ETF TRUST      DAI ENE BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $89181.00          | $1040742.27        | Equities   |
| DIREXION SHARES ETF TRUST      DLY GOOGL BR 1X  | 2500-12-31      | N/A      | 0.0000% | $8091.00           | $42935.70          | Equities   |
| DIREXION SHARES ETF TRUST      DAI SEM BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $10000.00          | $71100.00          | Equities   |
| DIMENSIONAL ETF TRUST          US REAL ESTA ETF | 2500-12-31      | N/A      | 0.0000% | $39646.00          | $1034760.60        | Equities   |
| SELECT SECTOR SPDR TR          ST ENER INCO ETF | 2500-12-31      | N/A      | 0.0000% | $165.00            | $4417.02           | Equities   |
| SPDR SERIES TRUST              ST SHOR CORP ETF | 2500-12-31      | N/A      | 0.0000% | $49400.00          | $1484470.00        | Equities   |
| SERIES PORTFOLIOS TR           ELDR AAA CLO ETF | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $56298.00          | Equities   |
| SERIES PORTFOLIOS TR           ELDR AAA CLO ETF | 2500-12-31      | N/A      | 0.0000% | $2523.00           | $64563.57          | Equities   |
| SERIES PORTFOLIOS TR           ELM MAR NAV ETF  | 2500-12-31      | N/A      | 0.0000% | $2242.00           | $65600.92          | Equities   |
| TWELVE SEAS INVT CO III        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15124.00          | $150786.28         | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $51200.00          | $7115776.00        | Equities   |
| VERTICAL AEROSPACE LTD         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $616450.00         | $1732224.50        | Equities   |
| NEWGENIVF GROUP LIMITED        SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $2987.00           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10902.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS ANCORATO TARGET  | 2500-12-31      | N/A      | 0.0000% | $576.00            | $13862.88          | Equities   |
| WISDOMTREE TR                  US MIDC QU GR FD | 2500-12-31      | N/A      | 0.0000% | $313.00            | $9040.94           | Equities   |
| CHENGHE ACQUISITION III CO     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $4133.00           | $41825.96          | Equities   |
| JIANZHI ED TECHNOLOGY GROUP CO SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3269.00           | $2386.04           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  INTRNL RES EQT   | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $105560.00         | Equities   |
| NUSHARES ETF TR                NUVEEN ULTRA SHT | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1440.39           | Equities   |
| KRANESHARES TRUST              GBL HUMANOID ROB | 2500-12-31      | N/A      | 0.0000% | $13300.00          | $562457.00         | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST HIMS  | 2500-12-31      | N/A      | 0.0000% | $167.00            | $1166.49           | Equities   |
| DIREXION SHARES ETF TRUST      DLY BRKB BULL 2X | 2500-12-31      | N/A      | 0.0000% | $3198.00           | $67829.58          | Equities   |
| DIMENSIONAL ETF TRUST          US LARG VECT ETF | 2500-12-31      | N/A      | 0.0000% | $430.00            | $35522.30          | Equities   |
| DIREXION SHARES ETF TRUST      DLY META BULL 2X | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $39885.00          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $143920.00         | Equities   |
| DIREXION SHARES ETF TRUST      DA BI BU 3X ETF  | 2500-12-31      | N/A      | 0.0000% | $11130.00          | $2133175.80        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY CSI CHINA  | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1098.24           | Equities   |
| DOUBLELINE ETF TRUST           OPPO CORE BD ETF | 2500-12-31      | N/A      | 0.0000% | $10686.00          | $487335.03         | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSH PRI PUB ETF | 2500-12-31      | N/A      | 0.0000% | $592728.00         | $12067942.08       | Equities   |
| DIREXION SHARES ETF TRUST      DAIL PHA MED ETF | 2500-12-31      | N/A      | 0.0000% | $6777.00           | $85119.12          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $49675.00          | $3727115.25        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY INTC BULL  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $8430.40           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $17361.00          | $83332.80          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $30853.00          | $1089419.43        | Equities   |
| EXCHANGE LISTED FDS TR         QRAFT AI ENHCD   | 2500-12-31      | N/A      | 0.0000% | $49.00             | $3436.85           | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $1181.00           | $41701.11          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY S&P OIL &  | 2500-12-31      | N/A      | 0.0000% | $9449.00           | $333644.19         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2769.00           | $123349.81         | Equities   |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $6301.00           | $20541.26          | Equities   |
| CANADIAN PACIFIC KANSAS CITY   COM              | 2500-12-31      | N/A      | 0.0000% | $121000.00         | $10962600.00       | Equities   |
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $64765.00          | $26650.80          | Equities   |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $233000.00         | $15757790.00       | Equities   |
| COHEN & STEERS ETF TRUST       NATURAL RES ACTI | 2500-12-31      | N/A      | 0.0000% | $500.00            | $18472.00          | Equities   |
| CENTERRA GOLD INC              COM              | 2500-12-31      | N/A      | 0.0000% | $56700.00          | $966735.00         | Equities   |
| CALAMOS ETF TR                 NASD 100 ST SEPT | 2500-12-31      | N/A      | 0.0000% | $79.00             | $2214.68           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $52197.00          | $1369649.28        | Equities   |
| ANGEL OAK FUNDS TRUST          HIGH YIE OPP ETF | 2500-12-31      | N/A      | 0.0000% | $4145.00           | $46071.68          | Equities   |
| BANK MONTREAL MEDIUM           2X LEVERAGED     | 2500-12-31      | N/A      | 0.0000% | $2571.00           | $374796.52         | Equities   |
| BTQ TECHNOLOGIES CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $124078.00         | $588129.72         | Equities   |
| BANK MONTREAL MEDIUM           MICR FA IN 3X IN | 2500-12-31      | N/A      | 0.0000% | $4865.00           | $98377.60          | Equities   |
| NORTHERN FDS                   2030 INF LIN ETF | 2500-12-31      | N/A      | 0.0000% | $2002.00           | $202582.38         | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $342.00            | $2154.33           | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $192782.00         | $154013.54         | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $187.00            | $3887.73           | Equities   |
| ISHARES TR                     S&P 500 3 CAPPED | 2500-12-31      | N/A      | 0.0000% | $1409.00           | $48369.98          | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1230.00           | Equities   |
| INNOVATOR ETFS TRUST           NASD 100 10 BUFF | 2500-12-31      | N/A      | 0.0000% | $786.00            | $24098.76          | Equities   |
| NOCERA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $20983.00          | $5422.01           | Equities   |
| TIDAL TRUST II                 CARBON CLCTV CLM | 2500-12-31      | N/A      | 0.0000% | $1940.00           | $56618.90          | Equities   |
| TIDAL TRUST II                 HILT SMAL MI ETF | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $45935.42          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT CSMR | 2500-12-31      | N/A      | 0.0000% | $381.00            | $38216.21          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $1106370.00        | $45980737.20       | Equities   |
| ISHARES TR                     BB RAT CORP BD   | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $308814.00         | Equities   |
| TIDAL TRUST II                 DEFI DA IONQ NEW | 2500-12-31      | N/A      | 0.0000% | $126195.00         | $244818.30         | Equities   |
| ISHARES TR                     0 1 YR TI BD ETF | 2500-12-31      | N/A      | 0.0000% | $3325.00           | $169408.75         | Equities   |
| GEOVAX LABS INC                COM NEW 2025     | 2500-12-31      | N/A      | 0.0000% | $4599.00           | $11037.60          | Equities   |
| TEUCRIUM COMMODITY TR          HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $44.00             | $3659.92           | Equities   |
| TIDAL TRUST II                 DEFI DAI VST ETF | 2500-12-31      | N/A      | 0.0000% | $196.00            | $5934.88           | Equities   |
| TIDAL TRUST I                  FREE MARKETS ETF | 2500-12-31      | N/A      | 0.0000% | $693.00            | $15637.41          | Equities   |
| TIDAL TRUST II                 DEFI DA IONQ NEW | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $1998.20           | Equities   |
| PROSHARES TR                   S&P KENSHO CLEA  | 2500-12-31      | N/A      | 0.0000% | $1452.00           | $71530.17          | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS US AGRAT  | 2500-12-31      | N/A      | 0.0000% | $347.00            | $14275.58          | Equities   |
| GLOBAL X FDS                   MSCI SUPR EM ETF | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1463.04           | Equities   |
| GOLDMAN SACHS ETF TR           ACCE U S PFD ETF | 2500-12-31      | N/A      | 0.0000% | $1603.00           | $80646.93          | Equities   |
| PUTNAM ETF TRUST               SUSTA LEADE ETF  | 2500-12-31      | N/A      | 0.0000% | $696.00            | $27154.44          | Equities   |
| PUTNAM ETF TRUST               FRAN NEW JER ETF | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $18417.00          | Equities   |
| PROSHARES TR                   ULTSHT MIDCAP400 | 2500-12-31      | N/A      | 0.0000% | $1196.00           | $7408.14           | Equities   |
| PROSHARES TR                   NASDAQ100 DORSEY | 2500-12-31      | N/A      | 0.0000% | $2475.00           | $191246.47         | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $62027.00          | $5190419.36        | Equities   |
| PROSHARES TR                   PSHS ULTRA TECH  | 2500-12-31      | N/A      | 0.0000% | $95.00             | $14456.15          | Equities   |
| PROSHARES TR                   MSCI TRANFRMTNAL | 2500-12-31      | N/A      | 0.0000% | $95.00             | $4885.06           | Equities   |
| PROSHARES TR                   PSHS ULT SCAP600 | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2063.63           | Equities   |
| PROFESIONALLY MANAGED PORTFOLI CONGR BD ETF     | 2500-12-31      | N/A      | 0.0000% | $2237.00           | $55242.71          | Equities   |
| LEVI STRAUSS & CO NEW          CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $101900.00         | $2417068.00        | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $2416.00           | $5363.52           | Equities   |
| MANAGER DIRECTED PORTFOLIOS    TWIN OAK SHORT   | 2500-12-31      | N/A      | 0.0000% | $835.00            | $24002.08          | Equities   |
| PACER FDS TR                   TRENDPILOT 100   | 2500-12-31      | N/A      | 0.0000% | $8961.00           | $794590.69         | Equities   |
| PROSHARES TR II                ULTRA SHORT SILV | 2500-12-31      | N/A      | 0.0000% | $41836.00          | $843413.76         | Equities   |
| PGIM ETF TR                    TOTA RETU BD ETF | 2500-12-31      | N/A      | 0.0000% | $21157.00          | $880236.98         | Equities   |
| COMPUGEN LTD                   ORD              | 2500-12-31      | N/A      | 0.0000% | $4441.00           | $12345.98          | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $30300.00          | $5723367.00        | Equities   |
| NEOS ETF TRUST                 ENHANCED INCOME  | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1631.71           | Equities   |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $4525.65           | Equities   |
| SPDR SERIES TRUST              ST STR NUVEE ETF | 2500-12-31      | N/A      | 0.0000% | $305.00            | $13886.65          | Equities   |
| SPDR SERIES TRUST              ST STR AGGRE ETF | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $86802.00          | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $283500.00         | $445095.00         | Equities   |
| LISTED FDS TR                  HORI KI INFL ETF | 2500-12-31      | N/A      | 0.0000% | $700.00            | $36561.00          | Equities   |
| INNOVIZ TECHNOLOGIES LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $8280.00           | $6062.62           | Equities   |
| NOMURA ETF TR                  TAX-FREE USA ETF | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1406.44           | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $3863.00           | $96864.73          | Equities   |
| SEGALL BRYANT & HAMILL TR      SEGALL BRYANT    | 2500-12-31      | N/A      | 0.0000% | $5035.00           | $199637.75         | Equities   |
| SPDR SERIES TRUST              ST STR R1K MOM   | 2500-12-31      | N/A      | 0.0000% | $47.00             | $7006.78           | Equities   |
| ADECOAGRO S A                  COM              | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1263.00           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $682982.00         | $19895265.66       | Equities   |
| SPDR SERIES TRUST              STATE STRET SPDR | 2500-12-31      | N/A      | 0.0000% | $58886.00          | $2160527.34        | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $25936.00          | $992052.00         | Equities   |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $72700.00          | $736451.00         | Equities   |
| SPDR SERIES TRUST              ST STR FACTSET   | 2500-12-31      | N/A      | 0.0000% | $426.00            | $84442.96          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $52729.75          | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $3699.00           | $144815.85         | Equities   |
| PIMCO ETF TR                   MTG BKD SECS ACT | 2500-12-31      | N/A      | 0.0000% | $650.00            | $32145.49          | Equities   |
| PROSHARES TR                   ULTRA COMMUNICTN | 2500-12-31      | N/A      | 0.0000% | $2149.00           | $58219.42          | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $74163.00          | $3806786.79        | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $3667.00           | Equities   |
| PROSHARES TR                   SHRT RUSSELL2000 | 2500-12-31      | N/A      | 0.0000% | $17000.00          | $235280.00         | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $235.00            | $14899.45          | Equities   |
| VANGUARD MALVERN FDS           TOTAL TREASURY   | 2500-12-31      | N/A      | 0.0000% | $16866.00          | $1268154.54        | Equities   |
| FRANKLIN TEMPLETON ETF TR      SYSTMTC STYL PRE | 2500-12-31      | N/A      | 0.0000% | $16069.00          | $439487.15         | Equities   |
| TIDAL TRUST III                VIST TA ACKT ETF | 2500-12-31      | N/A      | 0.0000% | $6845.00           | $128343.75         | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $234900.00         | $4834242.00        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $624.00            | $27007.28          | Equities   |
| FIDELITY COVINGTON TRUST       MOMENTUM FACTR   | 2500-12-31      | N/A      | 0.0000% | $12422.00          | $1190524.48        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEYWRIGHT MOM | 2500-12-31      | N/A      | 0.0000% | $840.00            | $37401.08          | Equities   |
| FIRST TR EXCH TRADED FD III    MERGER ARBITRA   | 2500-12-31      | N/A      | 0.0000% | $6054.00           | $126468.06         | Equities   |
| GLOBAL X FDS                   GLBL X MLP ETF   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $2312.11           | Equities   |
| PARNASSUS INCOME FDS           VALUE SELECT ETF | 2500-12-31      | N/A      | 0.0000% | $67.00             | $2078.29           | Equities   |
| GLOBAL X FDS                   RUSSELL 2000     | 2500-12-31      | N/A      | 0.0000% | $15149.00          | $238748.24         | Equities   |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $70.00             | $4279.80           | Equities   |
| PROSHARES TR                   ONLINE RTL ETF   | 2500-12-31      | N/A      | 0.0000% | $5243.00           | $305746.59         | Equities   |
| GLOBAL X FDS                   RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $627.00            | $71634.75          | Equities   |
| GLOBAL X FDS                   RUSSE GROWT ETF  | 2500-12-31      | N/A      | 0.0000% | $872.00            | $21111.12          | Equities   |
| PROSHARES TR                   PSHS ULDOW30 NEW | 2500-12-31      | N/A      | 0.0000% | $16576.00          | $305992.96         | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $78.00             | $3141.84           | Equities   |
| PRESIDIO PRODTN CO             CL A COM         | 2500-12-31      | N/A      | 0.0000% | $15146.00          | $181600.54         | Equities   |
| GLOBAL X FDS                   S&P 500 COLLAR   | 2500-12-31      | N/A      | 0.0000% | $25.00             | $689.08            | Equities   |
| LISTED FDS TR                  STF TAC GW & INC | 2500-12-31      | N/A      | 0.0000% | $10817.00          | $307310.97         | Equities   |
| LATTICE STRATEGIES TR          HART US GROW ETF | 2500-12-31      | N/A      | 0.0000% | $16.00             | $1054.68           | Equities   |
| GRANITESHARES ETF TR           2X LONG ETOR DLY | 2500-12-31      | N/A      | 0.0000% | $726.00            | $9651.08           | Equities   |
| GRANITESHARES ETF TR           2X LONG RDDT DA  | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1516.21           | Equities   |
| GRAYSCALE BITCOIN MINI TR ETF  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $30120.00          | $976490.40         | Equities   |
| HARBOR ETF TRUST               HUMAN CAP LARGE  | 2500-12-31      | N/A      | 0.0000% | $2737.00           | $121988.09         | Equities   |
| FIDELITY COVINGTON TRUST       QLTY FCTOR ETF   | 2500-12-31      | N/A      | 0.0000% | $4589.00           | $372535.02         | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4915.59           | Equities   |
| FIDELITY MERRIMACK STR TR      LTD TRM BD ETF   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5022.00           | Equities   |
| FIDELITY COVINGTON TRUST       MOMENTUM FACTR   | 2500-12-31      | N/A      | 0.0000% | $139.00            | $13321.76          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $3177.00           | $132612.11         | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  ENHANCED STOCKS  | 2500-12-31      | N/A      | 0.0000% | $408.00            | $9156.25           | Equities   |
| FIDELITY COVINGTON TRUST       LOW VOLITY ETF   | 2500-12-31      | N/A      | 0.0000% | $7702.00           | $542297.82         | Equities   |
| SPDR INDEX SHS FDS             ST MAR DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $223614.00         | Equities   |
| VICTORY PORTFOLIOS II          VICT WES U S ETF | 2500-12-31      | N/A      | 0.0000% | $10884.00          | $555628.20         | Equities   |
| VALUED ADVISERS TR             KOVITZ CORE EQT  | 2500-12-31      | N/A      | 0.0000% | $11854.00          | $328711.42         | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $164.00            | $4067.20           | Equities   |
| SPDR INDEX SHS FDS             ST STR SP N AM   | 2500-12-31      | N/A      | 0.0000% | $153.00            | $12648.51          | Equities   |
| PROSHARES TR II                PSH ULTRA EURO   | 2500-12-31      | N/A      | 0.0000% | $1454.00           | $18713.71          | Equities   |
| PROSHARES TR                   ULTR MSCI ETF    | 2500-12-31      | N/A      | 0.0000% | $6437.00           | $467443.35         | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $270947.00         | $550022.41         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS US    | 2500-12-31      | N/A      | 0.0000% | $51.00             | $3071.91           | Equities   |
| VICTORY PORTFOLIOS II          VICT FR GROW ETF | 2500-12-31      | N/A      | 0.0000% | $9500.00           | $302311.85         | Equities   |
| VIRTUS ETF TR II               NEWF SHOR BD ETF | 2500-12-31      | N/A      | 0.0000% | $273.00            | $6983.20           | Equities   |
| SP FUNDS TRUST                 S&P WORLD EX US  | 2500-12-31      | N/A      | 0.0000% | $66.00             | $2245.32           | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $329992.00         | $1336467.60        | Equities   |
| JPMORGAN CHASE FINL CO LLC     CAL LKD 44       | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1426.00           | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $536.00            | $52635.36          | Equities   |
| NORTHERN LTS FD TR III         COUN QUA EQU ETF | 2500-12-31      | N/A      | 0.0000% | $13764.00          | $696596.04         | Equities   |
| NEUBERGER BERMAN ETF TRUST     DISRUPTERS ETF   | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1586.91           | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE 100 ETF  | 2500-12-31      | N/A      | 0.0000% | $95.00             | $5136.08           | Equities   |
| PROSHARES TR                   ULTRA COIN       | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $26825.00          | Equities   |
| NUSHARES ETF TR                NUVEE AGGRE ETF  | 2500-12-31      | N/A      | 0.0000% | $85.00             | $2122.45           | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $3717.00           | $168082.74         | Equities   |
| NORTHERN FDS                   INTER TAX EX ETF | 2500-12-31      | N/A      | 0.0000% | $6839.00           | $350293.58         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  RLTY INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $7103.00           | $370776.60         | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT ULT SHR  | 2500-12-31      | N/A      | 0.0000% | $1488.00           | $75582.96          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   DISC VALU SE ETF | 2500-12-31      | N/A      | 0.0000% | $14592.00          | $445220.89         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  FUND DA VALU ETF | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3851.64           | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $16912.00          | $464403.52         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $6950.00           | $685339.50         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $5451.00           | $137692.26         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   PFD INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1100.16           | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $61.00             | $6307.40           | Equities   |
| GLOBAL X FDS                   US CASH FLOW     | 2500-12-31      | N/A      | 0.0000% | $513.00            | $19874.80          | Equities   |
| GLOBAL X FDS                   CLEAN WTR ETF    | 2500-12-31      | N/A      | 0.0000% | $645.00            | $12051.70          | Equities   |
| GLOBAL X FDS                   INVT GRAD CO ETF | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2273.69           | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $46800.00          | $3178656.00        | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $26768.00          | $398575.52         | Equities   |
| YORKVILLE AMER INVTS TR        AMERICAN ENERGY  | 2500-12-31      | N/A      | 0.0000% | $213.00            | $6532.94           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE EQ | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $196084.80         | Equities   |
| 2023 ETF SERIES TRUST          PICT AI AUTO ETF | 2500-12-31      | N/A      | 0.0000% | $3224.00           | $101623.06         | Equities   |
| TIDAL TRUST I                  GOTHAM ENHNCD    | 2500-12-31      | N/A      | 0.0000% | $1025.00           | $41943.00          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $297.00            | $6839.91           | Equities   |
| TIDAL TRUST II                 DEFIA AI PWR ETF | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1785.78           | Equities   |
| TEUCRIUM COMMODITY TR          AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1043.28           | Equities   |
| TORTOISE CAPITAL SERIES TRUST  ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $16144.00          | $163215.84         | Equities   |
| TIDAL TRUST II                 YIE MRN INC ETF  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1540.00           | Equities   |
| TIDAL TRUST I                  SOUND EQUIT ETF  | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1108.11           | Equities   |
| TIDAL TRUST II                 YIEL BABA OP ETF | 2500-12-31      | N/A      | 0.0000% | $2664.00           | $25441.20          | Equities   |
| TIDAL TRUST II                 YIE MRN INC ETF  | 2500-12-31      | N/A      | 0.0000% | $2512.00           | $38684.80          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $21170.50          | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $47200.00          | $42494.16          | Equities   |
| TIDAL TRUST I                  SONICSHARES GBL  | 2500-12-31      | N/A      | 0.0000% | $762.00            | $30723.84          | Equities   |
| TIDAL TRUST II                 YIELDMAX NFLX    | 2500-12-31      | N/A      | 0.0000% | $4008.00           | $37915.68          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2043.19           | Equities   |
| THEMES ETF TR                  LEVERAGE SHS     | 2500-12-31      | N/A      | 0.0000% | $816.00            | $22513.44          | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $97416.00          | $4562965.44        | Equities   |
| GENERAL PURP ACQUISITION CORP  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $36936.00          | $368621.28         | Equities   |
| KRANESHARES TRUST              ARTI INT TEC ETF | 2500-12-31      | N/A      | 0.0000% | $226952.00         | $10721212.48       | Equities   |
| ZJK INDL CO. LTD.              ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $600.00            | $1572.00           | Equities   |
| KRANESHARES TRUST              2X LONG BIDU DLY | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1161.94           | Equities   |
| TIDAL TRUST II                 DEFI DA BMNR ETF | 2500-12-31      | N/A      | 0.0000% | $3620.00           | $63494.80          | Equities   |
| PGIM ETF TR                    TOTA RETU BD ETF | 2500-12-31      | N/A      | 0.0000% | $10000.00          | $416050.00         | Equities   |
| T3 DEFENSE INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10647.00          | $4386.56           | Equities   |
| NORTHERN FDS                   2045 INF LIN ETF | 2500-12-31      | N/A      | 0.0000% | $201.00            | $20294.61          | Equities   |
| HORIZON FDS                    NASDAQ-100 DEF   | 2500-12-31      | N/A      | 0.0000% | $6961.00           | $211096.50         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $1096.00           | $80183.36          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP FINL   | 2500-12-31      | N/A      | 0.0000% | $2853.00           | $175253.51         | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $10110.00          | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $26.00             | $2347.54           | Equities   |
| ISHARES TR                     RUS TP200 VL ETF | 2500-12-31      | N/A      | 0.0000% | $10.00             | $1037.40           | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $10782.00          | $815766.12         | Equities   |
| INNOVATOR ETFS TRUST           EMRGNG MKT JAN   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7197.00           | Equities   |
| ISHARES TR                     GL TIMB FORE ETF | 2500-12-31      | N/A      | 0.0000% | $195.00            | $13267.80          | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $10059.00          | $496814.01         | Equities   |
| ISHARES TR                     ESG AWR US AGRGT | 2500-12-31      | N/A      | 0.0000% | $23400.00          | $1109628.00        | Equities   |
| INNOVATOR ETFS TRUST           POWER BUFFER SET | 2500-12-31      | N/A      | 0.0000% | $82.00             | $3015.55           | Equities   |
| ISHARES TR                     RUS TP200 VL ETF | 2500-12-31      | N/A      | 0.0000% | $16586.00          | $1720631.64        | Equities   |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $108728.00         | $7816455.92        | Equities   |
| ISHARES TR                     LIFEPATH TARGET  | 2500-12-31      | N/A      | 0.0000% | $1336.00           | $43777.51          | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $489.00            | $13225.00          | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $26180.00          | $2329234.60        | Equities   |
| SPEND LIFE WISELY FUNDS INVTS  WISD SHO DUR ETF | 2500-12-31      | N/A      | 0.0000% | $108.00            | $10909.62          | Equities   |
| RANI THERAPEUTICS HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $168700.00         | $160518.05         | Equities   |
| PROSHARES TR                   ULT R/EST NEW    | 2500-12-31      | N/A      | 0.0000% | $1872.00           | $130585.85         | Equities   |
| RBB FD INC                     F/M EMERALD SPL  | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2534.31           | Equities   |
| RBB FD INC                     F M 10 YEAR INVE | 2500-12-31      | N/A      | 0.0000% | $148.00            | $7468.02           | Equities   |
| QUAKER INVT TR                 AFFORDABLE HOUS  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $6952.00           | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $96.00             | $8541.12           | Equities   |
| YIREN DIGITAL LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3824.00           | $5621.28           | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $22984.00          | $2207153.52        | Equities   |
| NERVGEN PHARMA CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $334600.00         | $695968.00         | Equities   |
| FRANKLIN XRP TRUST             FRANKLIN XRP ETF | 2500-12-31      | N/A      | 0.0000% | $3516.00           | $50208.48          | Equities   |
| FLEXSHARES TR                  QUALT DIVD IDX   | 2500-12-31      | N/A      | 0.0000% | $1288.00           | $114683.52         | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $97913.00          | $146869.50         | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $699.00            | $43743.42          | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD    | 2500-12-31      | N/A      | 0.0000% | $10794.00          | $315832.44         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P GBL WATER    | 2500-12-31      | N/A      | 0.0000% | $193.00            | $12076.01          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  BIOTECHNOLOGY    | 2500-12-31      | N/A      | 0.0000% | $328.00            | $27516.61          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  500 QVM MULTI    | 2500-12-31      | N/A      | 0.0000% | $4106.00           | $182886.58         | Equities   |
| TIDAL TRUST III                USCF DLY TRGT 2X | 2500-12-31      | N/A      | 0.0000% | $1168.00           | $36698.56          | Equities   |
| INVESCO CURRENCYSHARES         JAPANESE YEN     | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $190245.00         | Equities   |
| INVESCO CURRENCYSHARES         JAPANESE YEN     | 2500-12-31      | N/A      | 0.0000% | $106388.00         | $6133268.20        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $87.00             | $4690.17           | Equities   |
| INNOVATOR ETFS TRUST           INNOVATOR INTER  | 2500-12-31      | N/A      | 0.0000% | $341.00            | $11692.89          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $122.00            | $2355.82           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  GBL LISTED PVT   | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $217944.00         | Equities   |
| INVESCO CURRENCYSHARES EURO TR EURO SHS         | 2500-12-31      | N/A      | 0.0000% | $34637.00          | $3723477.50        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP VALUE  | 2500-12-31      | N/A      | 0.0000% | $8172.00           | $603257.04         | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $1073.00           | $131088.41         | Equities   |
| USCF ETF TR                    GOLD STRATEGY    | 2500-12-31      | N/A      | 0.0000% | $60.00             | $2147.88           | Equities   |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $685927.00         | $28109288.46       | Equities   |
| UNIFIED SER TR                 ONEA CORE BD ETF | 2500-12-31      | N/A      | 0.0000% | $11200.00          | $254016.00         | Equities   |
| STEVANATO GROUP S P A          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $24400.00          | $455304.00         | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $27749.00          | $50225.69          | Equities   |
| DIMENSIONAL ETF TRUST          US COR EQU 2 ETF | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $207505.00         | Equities   |
| DIREXION SHARES ETF TRUST      DAIL HEAL BU ETF | 2500-12-31      | N/A      | 0.0000% | $6567.00           | $639297.45         | Equities   |
| DIREXION SHARES ETF TRUST      DAI ENE BUL ETF  | 2500-12-31      | N/A      | 0.0000% | $2580.00           | $225388.80         | Equities   |
| COLUMBIA ETF TR I              SELECT TECHNOLO  | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1782.50           | Equities   |
| DIREXION SHARES ETF TRUST      DAIL AI BULL ETF | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6422.58           | Equities   |
| DIREXION SHARES ETF TRUST      DAIL AI BULL ETF | 2500-12-31      | N/A      | 0.0000% | $6384.00           | $440879.04         | Equities   |
| ENDEAVOUR SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $489100.00         | $4763834.00        | Equities   |
| CALAMOS ETF TR                 S&P 500 STR MARC | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2089.80           | Equities   |
| BLACKROCK ETF TRUST            ISHA LA CORE ETF | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $50800.00          | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $338882.00         | $808233.57         | Equities   |
| BLACKROCK ETF TRUST II         ISHAR INTER ETF  | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1757.84           | Equities   |
| BITWISE SOLANA STAKING ETF     COM SHS OF BENEF | 2500-12-31      | N/A      | 0.0000% | $10727.00          | $118962.43         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 1 5 YE | 2500-12-31      | N/A      | 0.0000% | $500.00            | $25555.00          | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $357.00            | $14215.74          | Equities   |
| EA SERIES TRUST                ALPHA ARCHITECT  | 2500-12-31      | N/A      | 0.0000% | $517.00            | $27837.66          | Equities   |
| AUTOLUS THERAPEUTICS LTD       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $33044.00          | $58487.88          | Equities   |
| AMG ETF TRUST                  GW&K MUN INC ETF | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1001.99           | Equities   |
| ADVISORS INNER CIRCLE FD II    PMV ADAPTIVE RSK | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3350.41           | Equities   |
| ALLSPRING EXCHANGE TRADED FUND ULTRA SRT MUNI   | 2500-12-31      | N/A      | 0.0000% | $66.00             | $1652.64           | Equities   |
| DIMENSIONAL ETF TRUST          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $301.00            | $15040.97          | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $94500.00          | $69334.65          | Equities   |
| DIREXION SHARES ETF TRUST      DLY PANW BULL 2X | 2500-12-31      | N/A      | 0.0000% | $1533.00           | $47124.42          | Equities   |
| DIREXION SHARES ETF TRUST      DLY META BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $6952.00           | $109702.56         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY AAPL BR 1X | 2500-12-31      | N/A      | 0.0000% | $525.00            | $5956.12           | Equities   |
| DIREXION SHARES ETF TRUST      DA 500 BU 3X ETF | 2500-12-31      | N/A      | 0.0000% | $17800.00          | $5035798.00        | Equities   |
| DIREXION SHARES ETF TRUST      DAILY QCOM BEAR  | 2500-12-31      | N/A      | 0.0000% | $4967.00           | $66781.32          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST CORE16 BEST      | 2500-12-31      | N/A      | 0.0000% | $52.00             | $1642.68           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS MODERAT  | 2500-12-31      | N/A      | 0.0000% | $628.00            | $45855.30          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS SHFXDINC | 2500-12-31      | N/A      | 0.0000% | $19539.00          | $911396.66         | Equities   |
| EA SERIES TRUST                JLEN 500 JEW ETF | 2500-12-31      | N/A      | 0.0000% | $3053.00           | $97107.08          | Equities   |
| THE ALGER ETF TRUST            CONCENTRATED EQT | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4139.00           | Equities   |
| AMPLIFY ETF TR                 BLACKSWAN ISWN   | 2500-12-31      | N/A      | 0.0000% | $2536.00           | $56708.76          | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $33604.00          | $3901424.40        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND SPECIAL LARG VAL | 2500-12-31      | N/A      | 0.0000% | $14985.00          | $445658.40         | Equities   |
| EA SERIES TRUST                GURU FAV STOCKS  | 2500-12-31      | N/A      | 0.0000% | $69.00             | $2467.71           | Equities   |
| ENLIVEX LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $11502.00          | $8792.13           | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $239050.00         | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $412956.00         | $3386239.20        | Equities   |
| ALCON AG                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $133629.00         | $8774080.14        | Equities   |
| ARCOS DORADOS HLDGS INC        SHS CLASS -A -   | 2500-12-31      | N/A      | 0.0000% | $612400.00         | $5431988.00        | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2901.36           | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1443.00           | $5974.02           | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $8239.00           | $34109.46          | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE CR | 2500-12-31      | N/A      | 0.0000% | $17500.00          | $514412.50         | Equities   |
| T ROWE PRICE ETF INC           GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $612.00            | $28782.36          | Equities   |
| VANECK ETF TRUST               BDC INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $97.00             | $1221.23           | Equities   |
| VANGUARD QUANTITATIVE FDS      CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $275.00            | $20411.49          | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $70699.00          | $5518763.94        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $34065.00          | Equities   |
| LITHIUM ARGENTINA AG           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $657700.00         | $6807195.00        | Equities   |
| INVEST GREEN ACQUISITION CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $8680.00           | $86800.00          | Equities   |
| PROSHARES TR                   SMART MATLS ETF  | 2500-12-31      | N/A      | 0.0000% | $732.00            | $31103.70          | Equities   |
| PIMCO EQUITY SER               RAFI DYN ML US   | 2500-12-31      | N/A      | 0.0000% | $4343.00           | $282642.44         | Equities   |
| PROSHARES TR                   ULTRAPRO SHRT RU | 2500-12-31      | N/A      | 0.0000% | $24092.00          | $578208.00         | Equities   |
| RBB FUND TRUST                 PATHFINDER FO    | 2500-12-31      | N/A      | 0.0000% | $335.00            | $7846.03           | Equities   |
| POWERBANK CORP                 COM SHS          | 2500-12-31      | N/A      | 0.0000% | $59200.00          | $61568.00          | Equities   |
| PROSHARES TR                   ULTRA SOLANA ETF | 2500-12-31      | N/A      | 0.0000% | $480.00            | $11347.20          | Equities   |
| PUTNAM ETF TRUST               ESG CORE BOND    | 2500-12-31      | N/A      | 0.0000% | $331.00            | $15287.24          | Equities   |
| PROSHARES TR                   ULTRA MDCAP400   | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1297.70           | Equities   |
| PROSHARES TR                   ULTST NASD 2026  | 2500-12-31      | N/A      | 0.0000% | $99.00             | $1642.52           | Equities   |
| UNITED STS GASOLINE FD LP      UNITS            | 2500-12-31      | N/A      | 0.0000% | $12518.00          | $1348689.32        | Equities   |
| RBB FD INC                     SGI US LARGE CAP | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $206095.00         | Equities   |
| ISHARES TR                     PARI ALI CLI ETF | 2500-12-31      | N/A      | 0.0000% | $11753.00          | $925089.21         | Equities   |
| ISHARES TR                     S&P MC 400GR ETF | 2500-12-31      | N/A      | 0.0000% | $9150.00           | $1038982.50        | Equities   |
| ISHARES TR                     FUTU EXPO TE ETF | 2500-12-31      | N/A      | 0.0000% | $132.00            | $11008.80          | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $35.00             | $3154.20           | Equities   |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1614.60           | Equities   |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $23700.00          | $1250412.00        | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1977.12           | Equities   |
| PROSHARES TR                   ULTR RU 2000 NEW | 2500-12-31      | N/A      | 0.0000% | $71.00             | $1583.30           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW PPTY CASUT   | 2500-12-31      | N/A      | 0.0000% | $396.00            | $46132.06          | Equities   |
| MOBIX LABS INC                 COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $13800.00          | $33534.00          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $3027040.00        | $45980737.60       | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $28038.00          | $1138342.80        | Equities   |
| MOLECULIN BIOTECH INC          COM              | 2500-12-31      | N/A      | 0.0000% | $652.00            | $1786.48           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $16577.00          | $545549.07         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  ZACKS MID CAP    | 2500-12-31      | N/A      | 0.0000% | $1575.00           | $184853.03         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP INDL   | 2500-12-31      | N/A      | 0.0000% | $1281.00           | $220382.22         | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1.5X NVDA  | 2500-12-31      | N/A      | 0.0000% | $1924.00           | $40673.36          | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $103.00            | $2378.78           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  RLTY INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $4187.00           | $218561.40         | Equities   |
| NOMURA ETF TR                  TRANS TECHN ETF  | 2500-12-31      | N/A      | 0.0000% | $10762.00          | $348147.47         | Equities   |
| ISHARES TR                     SP SMCP600VL ETF | 2500-12-31      | N/A      | 0.0000% | $75223.00          | $9906869.10        | Equities   |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $32.00             | $2093.12           | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $380.00            | $26489.80          | Equities   |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $477431.00         | $40934933.94       | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $866398.00         | $31285631.78       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  PHARMACEUTICALS  | 2500-12-31      | N/A      | 0.0000% | $939.00            | $103753.02         | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $16863.00          | $1175519.73        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT BASC | 2500-12-31      | N/A      | 0.0000% | $1408.00           | $184504.18         | Equities   |
| FLEXSHARES TR                  ESG & CLM US LRG | 2500-12-31      | N/A      | 0.0000% | $2434.00           | $199343.14         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA SML CAP VAL ALPH | 2500-12-31      | N/A      | 0.0000% | $1132.00           | $75015.60          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR DISCRE   | 2500-12-31      | N/A      | 0.0000% | $1502.00           | $102766.84         | Equities   |
| FORTIS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $220993.00         | $12399917.23       | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV INTER GRADE ETF  | 2500-12-31      | N/A      | 0.0000% | $19696.00          | $407707.20         | Equities   |
| HARBOR ETF TRUST               LONG SHO EQU ETF | 2500-12-31      | N/A      | 0.0000% | $1859.00           | $64222.87          | Equities   |
| HAGERTY INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $800.00            | $8136.00           | Equities   |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $18097.00          | $914079.47         | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA ETF | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $116292.00         | Equities   |
| LEGG MASON ETF INVT            FRAN CLE ENH ETF | 2500-12-31      | N/A      | 0.0000% | $704.00            | $39242.23          | Equities   |
| JUPITER NEUROSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4968.00           | $1438.24           | Equities   |
| KLX ENERGY SERVICES HOLDINGS   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19400.00          | $53738.00          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUE GL EQUI ETF | 2500-12-31      | N/A      | 0.0000% | $2257.00           | $73916.75          | Equities   |
| ISHARES TR                     CORE LT USDB ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $14721.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $319057.00         | $24752442.06       | Equities   |
| ISHARES TR                     LIFEPATH TGT2055 | 2500-12-31      | N/A      | 0.0000% | $1119.00           | $47221.80          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFD EQT ETF | 2500-12-31      | N/A      | 0.0000% | $1462.00           | $85300.54          | Equities   |
| FLEXSHARES TR                  CRE SLCT BD FD   | 2500-12-31      | N/A      | 0.0000% | $94.00             | $2077.87           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II UTILITIES ALPH   | 2500-12-31      | N/A      | 0.0000% | $5717.00           | $275159.21         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1675.68           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $61.00             | $15927.10          | Equities   |
| NUSHARES ETF TR                NUVEEN ESG 1-5   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2317.00           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    BITC ST F15 OCTO | 2500-12-31      | N/A      | 0.0000% | $2656.00           | $45165.28          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $32.00             | $2677.76           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII FT VEST US EQT   | 2500-12-31      | N/A      | 0.0000% | $603.00            | $13715.24          | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON VOL SMCP | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7449.58           | Equities   |
| MAN ETF SER TR                 ACTIVE TREND     | 2500-12-31      | N/A      | 0.0000% | $6595.00           | $203003.33         | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST MSTR  | 2500-12-31      | N/A      | 0.0000% | $9079.00           | $36316.00          | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST META  | 2500-12-31      | N/A      | 0.0000% | $681.00            | $9023.25           | Equities   |
| GRANITESHARES ETF TR           2X LONG CRWD ETF | 2500-12-31      | N/A      | 0.0000% | $16402.00          | $853045.06         | Equities   |
| MAGNA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $279085.00         | $18453100.20       | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1323176.00        | $3665197.52        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HEDGED EQUITY    | 2500-12-31      | N/A      | 0.0000% | $5251.00           | $175750.97         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HEDGED EQUITY    | 2500-12-31      | N/A      | 0.0000% | $11393.00          | $381323.71         | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $219186.00         | $394534.80         | Equities   |
| HINGE HEALTH INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $171147.00         | $9404527.65        | Equities   |
| HENNESSY FDS TR                SUSTAINABLE ETF  | 2500-12-31      | N/A      | 0.0000% | $151.00            | $5505.20           | Equities   |
| SCHWAB STRATEGIC TR            INTERNL DIVID    | 2500-12-31      | N/A      | 0.0000% | $4789.00           | $154972.04         | Equities   |
| SELECT SECTOR SPDR TR          ST INDL INCO ETF | 2500-12-31      | N/A      | 0.0000% | $832.00            | $21050.93          | Equities   |
| SPDR SERIES TRUST              ST STR SP400GRW  | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $130032.00         | Equities   |
| UPEXI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $101065.00         | $122288.65         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SHORT TERM TREA  | 2500-12-31      | N/A      | 0.0000% | $80989.00          | $1672422.85        | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $18481.00          | $50268.32          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $247703.00         | $673752.16         | Equities   |
| WOLFSPEED INC                  COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $343768.00         | $22362108.40       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS KAYNE ANDERSON   | 2500-12-31      | N/A      | 0.0000% | $9720.00           | $250533.00         | Equities   |
| SERIES PORTFOLIOS TR           INFRA CAP BD ETF | 2500-12-31      | N/A      | 0.0000% | $6467.00           | $328911.62         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $191752.00         | $4896387.32        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF   | 2500-12-31      | N/A      | 0.0000% | $17651.00          | $372436.10         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  QUALITY ETF      | 2500-12-31      | N/A      | 0.0000% | $676.00            | $51267.23          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $517.00            | $31741.99          | Equities   |
| PAN AMERN SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $30.00             | $1654.80           | Equities   |
| ISHARES TR                     MORNINGSTAR VALU | 2500-12-31      | N/A      | 0.0000% | $4280.00           | $436089.20         | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $42.00             | $5987.10           | Equities   |
| PROSHARES TR                   PSHS ULT HLTHCRE | 2500-12-31      | N/A      | 0.0000% | $2890.00           | $138937.62         | Equities   |
| PALMER SQUARE FUNDS TR         CR OPPOR ETF     | 2500-12-31      | N/A      | 0.0000% | $74590.00          | $1551472.00        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NY AMT FRE MUN   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2246.99           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMAL 600 ETF | 2500-12-31      | N/A      | 0.0000% | $103.00            | $3384.58           | Equities   |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $123883.00         | $319618.14         | Equities   |
| VICTORY PORTFOLIOS II          PIONEER ASSET    | 2500-12-31      | N/A      | 0.0000% | $168.00            | $4182.36           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $768.00            | $26733.77          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP MATL   | 2500-12-31      | N/A      | 0.0000% | $1615.00           | $172723.12         | Equities   |
| PDS BIOTECHNOLOGY CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $6317.00           | $6759.19           | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $19897.00          | $4542883.04        | Equities   |
| VANECK ETF TRUST               CONSUMER DISCRTN | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2444.77           | Equities   |
| ISHARES TR                     MRGSTR MD CP ETF | 2500-12-31      | N/A      | 0.0000% | $5874.00           | $547221.84         | Equities   |
| ISHARES TR                     ESG OPTIMIZED    | 2500-12-31      | N/A      | 0.0000% | $4360.00           | $668213.60         | Equities   |
| MORGAN STANLEY ETF TRUST       PARA HEDG EQ ETF | 2500-12-31      | N/A      | 0.0000% | $1669.00           | $57435.96          | Equities   |
| TIDAL TRUST I                  FUND GRAN US ETF | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1342.11           | Equities   |
| TIDAL TRUST II                 YIEL DIS OPT ETF | 2500-12-31      | N/A      | 0.0000% | $937.00            | $9215.40           | Equities   |
| TIDAL TRUST I                  FOLI AL RATE ETF | 2500-12-31      | N/A      | 0.0000% | $25087.00          | $907145.92         | Equities   |
| NATIXIS ETF TRUST II           VAUGHAN NELSN SL | 2500-12-31      | N/A      | 0.0000% | $177.00            | $7429.03           | Equities   |
| T ROWE PRICE ETF INC           VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $2633.00           | $107136.77         | Equities   |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $45200.00          | $3056876.00        | Equities   |
| HADRON ENERGY INC              COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $18060.00          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   GLOBAL SR LN ETF | 2500-12-31      | N/A      | 0.0000% | $4899.00           | $120711.36         | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $6894.73           | Equities   |
| NUTRIEN LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $261.00            | $18178.65          | Equities   |
| NORTHERN FDS                   2035 INF LIN ETF | 2500-12-31      | N/A      | 0.0000% | $457.00            | $46124.78          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  NASDAQ EQT PREM  | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $255990.00         | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $14100.00          | $414963.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AI AND NEXT GEN  | 2500-12-31      | N/A      | 0.0000% | $46.00             | $4575.62           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  MUNICIPAL ETF    | 2500-12-31      | N/A      | 0.0000% | $300.00            | $15114.00          | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3263.25           | Equities   |
| GREENTREE HOSPITALITY GROUP    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $863.00            | $1104.64           | Equities   |
| ISHARES TR                     LIFEPATH TGT2035 | 2500-12-31      | N/A      | 0.0000% | $6618.00           | $242615.88         | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $28043.00          | $1383922.05        | Equities   |
| J-STAR HLDG CO LTD             ORD SHS CLASS A  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $1020.00           | Equities   |
| JAYUD GLOBAL LOGISTICS LTD     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $2775.00           | Equities   |
| ZACKS TRUST                    SMALL/MID CAP    | 2500-12-31      | N/A      | 0.0000% | $9551.00           | $406872.60         | Equities   |
| ISHARES TR                     EMGR MKT INF ETF | 2500-12-31      | N/A      | 0.0000% | $2348.00           | $63676.59          | Equities   |
| TIDAL TRUST II                 YIE SHO TSL ETF  | 2500-12-31      | N/A      | 0.0000% | $3551.00           | $71925.51          | Equities   |
| TIDAL TRUST I                  SOUND ENHANCED   | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1091.82           | Equities   |
| PACER FDS TR                   ARIST HIGH ETF   | 2500-12-31      | N/A      | 0.0000% | $44739.00          | $2094232.59        | Equities   |
| THEMES ETF TR                  US CASH FLOW ETF | 2500-12-31      | N/A      | 0.0000% | $712.00            | $25186.00          | Equities   |
| TIDAL TRUST I                  SOFI AGENTIC AI  | 2500-12-31      | N/A      | 0.0000% | $2047.00           | $50294.79          | Equities   |
| NORTHERN LTS FD TR II          ONE GLOBAL ETF   | 2500-12-31      | N/A      | 0.0000% | $275.00            | $8889.38           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY US EQT  | 2500-12-31      | N/A      | 0.0000% | $94.00             | $4564.17           | Equities   |
| COLUMBIA ETF TR I              RESEARCH ENHAN   | 2500-12-31      | N/A      | 0.0000% | $178.00            | $4074.42           | Equities   |
| DIREXION SHARES ETF TRUST      DLY AMZN BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $20454.00          | $170381.82         | Equities   |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $34391.00          | $176081.92         | Equities   |
| DIREXION SHARES ETF TRUST      DAI FTS BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $87.00             | $2706.57           | Equities   |
| ETF SER SOLUTIONS              COLTERPOINT NET  | 2500-12-31      | N/A      | 0.0000% | $8337.00           | $219825.85         | Equities   |
| DIREXION SHARES ETF TRUST      DAI GOL BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $36945.00          | $1909687.05        | Equities   |
| DIREXION SHARES ETF TRUST      DAI GOL BUL ETF  | 2500-12-31      | N/A      | 0.0000% | $93.00             | $15104.13          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY LMT BULL   | 2500-12-31      | N/A      | 0.0000% | $322.00            | $11097.31          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY LITHIUM  | 2500-12-31      | N/A      | 0.0000% | $1418.00           | $24531.40          | Equities   |
| BITGO HOLDINGS INC             COM SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $9900.00           | $59895.00          | Equities   |
| BBH TR                         SELECT MID CAP   | 2500-12-31      | N/A      | 0.0000% | $134731.00         | $1532565.12        | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUN INM ETF      | 2500-12-31      | N/A      | 0.0000% | $73773.00          | $2020642.47        | Equities   |
| DIREXION SHARES ETF TRUST      DLY MSFT BULL 2X | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1735.36           | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MS INDI ETF | 2500-12-31      | N/A      | 0.0000% | $500.00            | $22140.00          | Equities   |
| CITIUS ONCOLOGY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $212144.00         | $171115.35         | Equities   |
| CANADIAN NAT RES LTD MED TERM  COM              | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1099.44           | Equities   |
| DIREXION SHARES ETF TRUST      DLY MSFT BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $32540.00          | $413807.93         | Equities   |
| BIGLARI HLDGS INC              COM STK CL A     | 2500-12-31      | N/A      | 0.0000% | $92.00             | $134701.80         | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT NXTGEN  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $7377.70           | Equities   |
| EA SERIES TRUST                STRI US ENER ETF | 2500-12-31      | N/A      | 0.0000% | $7429.00           | $266552.52         | Equities   |
| EA SERIES TRUST                STOC AI POWE ETF | 2500-12-31      | N/A      | 0.0000% | $139.00            | $4076.18           | Equities   |
| EA SERIES TRUST                ASTO US GROW ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10821.87          | Equities   |
| EA SERIES TRUST                STRI TOTA BD ETF | 2500-12-31      | N/A      | 0.0000% | $503.00            | $9969.46           | Equities   |
| ADVISORS INNER CIRCLE FD II    FRON AS SMAL ETF | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1864.35           | Equities   |
| ADVISOR MANAGED PORTFOLIOS     OPTI ST INDE ETF | 2500-12-31      | N/A      | 0.0000% | $815.00            | $37439.71          | Equities   |
| ALAMOS GOLD INC                COM CL A         | 2500-12-31      | N/A      | 0.0000% | $68.00             | $2687.36           | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $89.00             | $12558.34          | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $8710.00           | $309466.30         | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $289363.00         | $5850919.86        | Equities   |
| THE ALGER ETF TRUST            RUSSE INNOV ETF  | 2500-12-31      | N/A      | 0.0000% | $3347.00           | $70547.73          | Equities   |
| ADVISOR MANAGED PORTFOLIOS     REGA FIX MBS ETF | 2500-12-31      | N/A      | 0.0000% | $574.00            | $16072.00          | Equities   |
| EA SERIES TRUST                ARGENT MID CAP   | 2500-12-31      | N/A      | 0.0000% | $587.00            | $20358.16          | Equities   |
| EA SERIES TRUST                DRACO EVOLUTION  | 2500-12-31      | N/A      | 0.0000% | $148.00            | $5259.45           | Equities   |
| EA SERIES TRUST                CAMB TAX AWA ETF | 2500-12-31      | N/A      | 0.0000% | $282.00            | $8657.40           | Equities   |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1265.75           | Equities   |
| AGNICO EAGLE MINES LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $12500.00          | $2224625.00        | Equities   |
| ABRDN FDS                      ULTRA SHORT ETF  | 2500-12-31      | N/A      | 0.0000% | $2401.00           | $62582.07          | Equities   |
| LUCKY STRIKE ENTERTAINMENT COR CL A COM         | 2500-12-31      | N/A      | 0.0000% | $23828.00          | $212545.76         | Equities   |
| NOVA VISION ACQUISITION CORP   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $5361.00           | $4347.77           | Equities   |
| VSEE HEALTH INC                COM              | 2500-12-31      | N/A      | 0.0000% | $141509.00         | $25782.94          | Equities   |
| VIRTUS ETF TR II               VIRTUS US QLTY   | 2500-12-31      | N/A      | 0.0000% | $2843.00           | $126399.78         | Equities   |
| ADAGENE INC                    ADS              | 2500-12-31      | N/A      | 0.0000% | $8134.00           | $32047.96          | Equities   |
| ALPS ETF TR                    ACTIVE REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $2666.00           | $80313.78          | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $899.00            | $64575.17          | Equities   |
| ADVISORSHARES TR               DORSY FSM ALCP   | 2500-12-31      | N/A      | 0.0000% | $103.00            | $5212.41           | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $33405.00          | $2399481.15        | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US 500 VOL | 2500-12-31      | N/A      | 0.0000% | $674.00            | $64935.32          | Equities   |
| VIRTUS ETF TR II               DUFF PH CLEA ETF | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1909.13           | Equities   |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $355400.00         | Equities   |
| VOLATILITY SHS TR              2X SOLANA ETF    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4257.00           | Equities   |
| VANECK ETF TRUST               REAL ASSETS ETF  | 2500-12-31      | N/A      | 0.0000% | $15900.00          | $655875.00         | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL A             | 2500-12-31      | N/A      | 0.0000% | $27.00             | $19322820.00       | Equities   |
| DBX ETF TR                     XTRACKERS US     | 2500-12-31      | N/A      | 0.0000% | $558.00            | $16432.93          | Equities   |
| CIVEO CORP CDA                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $188730.00         | Equities   |
| ETF SER SOLUTIONS              BAHL GAY CAP ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2685.64           | Equities   |
| DBX ETF TR                     XTRACK CSI 500 A | 2500-12-31      | N/A      | 0.0000% | $1277.00           | $58690.92          | Equities   |
| BNY MELLON ETF TRUST II        ENHANCED DIVID   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2848.71           | Equities   |
| BLACKROCK ETF TRUST            ISHA US AWAR ETF | 2500-12-31      | N/A      | 0.0000% | $584.00            | $47044.12          | Equities   |
| BOYD GROUP SERVICES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $3554.10           | Equities   |
| CAPITAL GROUP DIVIDEND VALUE E SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $501.00            | $24253.41          | Equities   |
| BLACKROCK ETF TRUST            ISHA US SELE ETF | 2500-12-31      | N/A      | 0.0000% | $592.00            | $23451.07          | Equities   |
| CITIUS PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $43800.00          | $28597.02          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE LARGE  | 2500-12-31      | N/A      | 0.0000% | $4290.00           | $135606.90         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $1875.00           | $31987.50          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $81.00             | $1381.86           | Equities   |
| DIREXION SHARES ETF TRUST      DAI MAR BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $49335.00          | $783439.80         | Equities   |
| EMERA INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $35600.00          | $1876476.00        | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $522.00            | $14433.20          | Equities   |
| EA SERIES TRUST                EUCL FUN VAL ETF | 2500-12-31      | N/A      | 0.0000% | $492.00            | $18589.63          | Equities   |
| ARIS MINING CORPORATION        COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1114.10           | Equities   |
| EA SERIES TRUST                MILI LONG SH ETF | 2500-12-31      | N/A      | 0.0000% | $4071.00           | $147451.62         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ PHRMTCLS   | 2500-12-31      | N/A      | 0.0000% | $852.00            | $29961.18          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $700.00            | $19719.63          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $36029.00          | $2634800.77        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $2012.00           | $98970.28          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP   | 2500-12-31      | N/A      | 0.0000% | $7904.00           | $314184.00         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $15688.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV ENERGY INM PARTN | 2500-12-31      | N/A      | 0.0000% | $178.00            | $5681.76           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $810.00            | $47393.10          | Equities   |
| FIGMA INC                      CLASS A COM STK  | 2500-12-31      | N/A      | 0.0000% | $8500.00           | $199410.00         | Equities   |
| ETF OPPORTUNITIES TRUST        HEDGEYE CAPITAL  | 2500-12-31      | N/A      | 0.0000% | $13232.00          | $367452.64         | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MS KORE ETF | 2500-12-31      | N/A      | 0.0000% | $41795.00          | $45979933.35       | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2379.00           | $9991.80           | Equities   |
| ETF OPPORTUNITIES TRUST        WEALTHTRUST DBS  | 2500-12-31      | N/A      | 0.0000% | $1292.00           | $48579.20          | Equities   |
| ETF OPPORTUNITIES TRUST        SMI REAL ETF     | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1001.72           | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $903.00            | $84966.79          | Equities   |
| DIREXION SHARES ETF TRUST      DAILY 20 YR TREA | 2500-12-31      | N/A      | 0.0000% | $25931.00          | $995231.78         | Equities   |
| ETF OPPORTUNITIES TRUST        IDX ALTERNATIVE  | 2500-12-31      | N/A      | 0.0000% | $1280.00           | $29989.50          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP MUNIC | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $24684.00          | Equities   |
| T ROWE PRICE ETF INC           SMALL MID CAP    | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $145600.00         | Equities   |
| TFI INTERNATIONAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3421.00           | $522899.85         | Equities   |
| NEW ERA ENERGY & DIGITAL INC   COM              | 2500-12-31      | N/A      | 0.0000% | $116758.00         | $542924.70         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BITC STR PLU ETF | 2500-12-31      | N/A      | 0.0000% | $626.00            | $6541.70           | Equities   |
| SSGA ACTIVE TR                 STATE STREET IG  | 2500-12-31      | N/A      | 0.0000% | $2546.00           | $64051.25          | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2034 | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2455.00           | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP TAXAB | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $25587.50          | Equities   |
| NORTHERN LTS FD TR II          BEACON TACTICAL  | 2500-12-31      | N/A      | 0.0000% | $967.00            | $26724.30          | Equities   |
| SPDR SERIES TRUST              ST STR SP HOME   | 2500-12-31      | N/A      | 0.0000% | $101410.00         | $10421905.70       | Equities   |
| SELECT SECTOR SPDR TR          ST STR SVC ETF   | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $583350.00         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $68.00             | $3414.96           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $2689.99           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $15271.00          | $414937.50         | Equities   |
| ISHARES TR                     BRAZIL SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $953.00            | $13484.95          | Equities   |
| ISHARES TR                     CORE 60 BALA ETF | 2500-12-31      | N/A      | 0.0000% | $5500.00           | $382360.00         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $13.00             | $1008.57           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P ULTRA DIVIDE | 2500-12-31      | N/A      | 0.0000% | $2689.00           | $157333.39         | Equities   |
| INVESTMENT MANAGERS SER TR II  TRAD 2X INNO ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $14797.92          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 GWT   | 2500-12-31      | N/A      | 0.0000% | $3685.00           | $239333.01         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 CONC ETF | 2500-12-31      | N/A      | 0.0000% | $4232.00           | $281356.48         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 VLU MOMN | 2500-12-31      | N/A      | 0.0000% | $98.00             | $7105.78           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 GARP ETF | 2500-12-31      | N/A      | 0.0000% | $6802.00           | $818484.66         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 REVENUE  | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $686124.00         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P 500 MOMNTM   | 2500-12-31      | N/A      | 0.0000% | $96.00             | $14412.48          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUA ETF | 2500-12-31      | N/A      | 0.0000% | $15818.00          | $834557.68         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP HELT   | 2500-12-31      | N/A      | 0.0000% | $5081.00           | $229930.49         | Equities   |
| INVESTMENT MANAGERS SER TR II  ALTE ACC CLO ETF | 2500-12-31      | N/A      | 0.0000% | $2184.00           | $54501.72          | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST PLTR  | 2500-12-31      | N/A      | 0.0000% | $5902.00           | $59757.75          | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $14400.00          | $811152.00         | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $83347.00          | $5140009.49        | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE CR | 2500-12-31      | N/A      | 0.0000% | $199.00            | $5849.60           | Equities   |
| TIDAL TRUST I                  DIGITAL ASSET    | 2500-12-31      | N/A      | 0.0000% | $1144.00           | $24819.08          | Equities   |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $9100.00           | $127673.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $25277.00          | $540166.96         | Equities   |
| TRILLER GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $39362.00          | $10989.87          | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2215.63           | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $47800.00          | $3159102.00        | Equities   |
| SCHWAB STRATEGIC TR            GOVT MONE MA ETF | 2500-12-31      | N/A      | 0.0000% | $44.00             | $4432.56           | Equities   |
| SSGA ACTIVE ETF TR             ST STR INCOM ETF | 2500-12-31      | N/A      | 0.0000% | $2302.00           | $79913.93          | Equities   |
| SERIES PORTFOLIOS TR           ELDRIDGE BBB B   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2651.50           | Equities   |
| SPDR SERIES TRUST              SP O&G EQP SERV  | 2500-12-31      | N/A      | 0.0000% | $5663.00           | $687431.57         | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $147400.00         | $3343032.00        | Equities   |
| SPDR SERIES TRUST              ST STR SP HCSVC  | 2500-12-31      | N/A      | 0.0000% | $36.00             | $4162.64           | Equities   |
| WEBS ETF TR                    UTILITIES XLU    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2668.72           | Equities   |
| PROSHARES TR                   ULTR RUSSL2000   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $3260.00           | Equities   |
| WISDOMTREE TR                  EUROP OPPOR FD   | 2500-12-31      | N/A      | 0.0000% | $49.00             | $2831.22           | Equities   |
| AUTOZI INTERNET TECHNOLOGY G   CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $4742.00           | $5737.82           | Equities   |
| ITHAX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $37031.00          | $369569.38         | Equities   |
| ECARX HOLDINGS INC             CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $21987.00          | $23086.35          | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1645.60           | Equities   |
| ACCELERANT HOLDINGS            CL A             | 2500-12-31      | N/A      | 0.0000% | $53707.00          | $873812.89         | Equities   |
| BITCOIN INFRASTRUCTURE ACQUIS  USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $17237.00          | $172197.63         | Equities   |
| WISDOMTREE TR                  CYBERSECURITY FD | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1582.99           | Equities   |
| WISDOMTREE TR                  CYBERSECURITY FD | 2500-12-31      | N/A      | 0.0000% | $1555.00           | $50235.67          | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $30.00             | $2819.84           | Equities   |
| ELME COMMUNITIES               SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $2934.00           | $5897.34           | Equities   |
| ELME COMMUNITIES               SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $236700.00         | $475767.00         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS KAYNE ANDERSON   | 2500-12-31      | N/A      | 0.0000% | $3879.00           | $99981.23          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VETTAFI PRIVATE  | 2500-12-31      | N/A      | 0.0000% | $1048.00           | $20748.09          | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2026 | 2500-12-31      | N/A      | 0.0000% | $477.00            | $11872.53          | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $66659.00          | $8670336.13        | Equities   |
| WISDOMTREE TR                  US SMAL QU GR FD | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3127.91           | Equities   |
| GOLDMAN SACHS ETF TR           MSCI WORLD PRIV  | 2500-12-31      | N/A      | 0.0000% | $4089.00           | $246015.91         | Equities   |
| FEDERATED HERMES ETF TRUST     US STRATEGIC DIV | 2500-12-31      | N/A      | 0.0000% | $93.00             | $2917.41           | Equities   |
| GOLDMAN SACHS ETF TR           ACCES MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $73.00             | $3644.42           | Equities   |
| DIREXION SHARES ETF TRUST      DAI GOL BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $1177.00           | $60839.13          | Equities   |
| ETF SER SOLUTIONS              BAHL GA GROW ETF | 2500-12-31      | N/A      | 0.0000% | $7984.00           | $281116.64         | Equities   |
| ETF SER SOLUTIONS              AAM LW DUR PFD   | 2500-12-31      | N/A      | 0.0000% | $4220.00           | $83134.42          | Equities   |
| ETF SER SOLUTIONS              BRIN FD CONS ETF | 2500-12-31      | N/A      | 0.0000% | $201.00            | $5955.63           | Equities   |
| ETFIS SER TR I                 VIRTUS NEWFLEET  | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2085.72           | Equities   |
| DOUBLELINE ETF TRUST           SHIL CAP U S ETF | 2500-12-31      | N/A      | 0.0000% | $7260.00           | $234933.60         | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $145700.00         | Equities   |
| DIREXION SHARES ETF TRUST      DAI REA BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $44299.00          | $860286.58         | Equities   |
| DIREXION SHARES ETF TRUST      DAILY SMALL CAP  | 2500-12-31      | N/A      | 0.0000% | $5396.00           | $377234.36         | Equities   |
| ETF OPPORTUNITIES TRUST        APPLIED FINA VAL | 2500-12-31      | N/A      | 0.0000% | $6500.00           | $306540.00         | Equities   |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1594.67           | Equities   |
| CAPITOL SER TR                 THE NIGHTVIEW FD | 2500-12-31      | N/A      | 0.0000% | $162.00            | $6351.57           | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $2552.00           | Equities   |
| DIREXION SHARES ETF TRUST      DLY MU BULL 2X   | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $863500.00         | Equities   |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $14376.00          | $1590416.88        | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $42140.23          | Equities   |
| EVAXION AS                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $401.00            | $1644.10           | Equities   |
| ETF SER SOLUTIONS              ACQUIRERS FD     | 2500-12-31      | N/A      | 0.0000% | $1681.00           | $67177.63          | Equities   |
| DIREXION SHARES ETF TRUST      DAI SEM BUL ETF  | 2500-12-31      | N/A      | 0.0000% | $124.00            | $27854.12          | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1275.20           | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $128195.00         | $1279386.10        | Equities   |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $20200.00          | $762146.00         | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MS BRAZ ETF | 2500-12-31      | N/A      | 0.0000% | $18.00             | $1746.72           | Equities   |
| CALAMOS ETF TR                 S&P 500 STRU FEB | 2500-12-31      | N/A      | 0.0000% | $196.00            | $5134.22           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE PLUS INCM   | 2500-12-31      | N/A      | 0.0000% | $54250.00          | $1214657.50        | Equities   |
| GD CULTURE GROUP LTD           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $349728.00         | $41302.88          | Equities   |
| DIREXION SHARES ETF TRUST      DAIL INDU BU ETF | 2500-12-31      | N/A      | 0.0000% | $1232.00           | $108300.44         | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM              | 2500-12-31      | N/A      | 0.0000% | $3938.00           | $431211.00         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $3796.00           | $98088.64          | Equities   |
| DIMENSIONAL ETF TRUST          ULTR FIX INC ETF | 2500-12-31      | N/A      | 0.0000% | $120063.00         | $6097399.45        | Equities   |
| CAPITAL-FORCE ETF TR           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1348.71           | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MS BRAZ ETF | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $242600.00         | Equities   |
| CAPITOL SER TR                 FAIR TA SECT ETF | 2500-12-31      | N/A      | 0.0000% | $400.00            | $12532.88          | Equities   |
| CAPITAL-FORCE ETF TR           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $18762.00          | $766802.94         | Equities   |
| BITWISE FUNDS TRUST            ETHEREUM OPTION  | 2500-12-31      | N/A      | 0.0000% | $712.00            | $14453.10          | Equities   |
| BLACKROCK ETF TRUST II         ISHA FLEX IN ETF | 2500-12-31      | N/A      | 0.0000% | $38192.00          | $1997441.60        | Equities   |
| BLACKBERRY LTD                 COM              | 2500-12-31      | N/A      | 0.0000% | $53512.00          | $469835.36         | Equities   |
| ATAIBECKLEY INC                COM SHS          | 2500-12-31      | N/A      | 0.0000% | $146476.00         | $645959.16         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 10  YE | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1778.51           | Equities   |
| AMPCO-PITTSBURG CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $34700.00          | $393151.00         | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $12400.00          | $516956.00         | Equities   |
| BABCOCK & WILCOX ENTERPRISES   COM              | 2500-12-31      | N/A      | 0.0000% | $48800.00          | $935984.00         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $79.00             | $2179.61           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  ULTRA SHORT ETF  | 2500-12-31      | N/A      | 0.0000% | $22200.00          | $563107.44         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE PLUS INCM   | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $143296.00         | Equities   |
| CANOPY GROWTH CORPORATION      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $703691.00         | $788133.92         | Equities   |
| AB ACTIVE ETFS INC             CONSERVATIVE     | 2500-12-31      | N/A      | 0.0000% | $10118.00          | $429104.38         | Equities   |
| AB ACTIVE ETFS INC             SHOR DU INCO ETF | 2500-12-31      | N/A      | 0.0000% | $353.00            | $12565.03          | Equities   |
| ALPS ETF TR                    REIT DIVIDE DOGS | 2500-12-31      | N/A      | 0.0000% | $770.00            | $31531.50          | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $72.00             | $3537.36           | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $2585.00           | $90992.00          | Equities   |
| ALPS ETF TR                    OSHARES US SMLCP | 2500-12-31      | N/A      | 0.0000% | $9594.00           | $445641.30         | Equities   |
| ALPS ETF TR                    ALERIAN ENERGY   | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2138.64           | Equities   |
| AB ACTIVE ETFS INC             US HIG DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $2708.00           | $242721.29         | Equities   |
| AB ACTIVE ETFS INC             US LOW VOLATIL   | 2500-12-31      | N/A      | 0.0000% | $6025.00           | $488602.80         | Equities   |
| ALPS ETF TR                    LEVE FOU CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1845.00           | $80472.44          | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $303200.00         | $342616.00         | Equities   |
| ALPS ETF TR                    DYNA CORE IN ETF | 2500-12-31      | N/A      | 0.0000% | $245.00            | $5467.18           | Equities   |
| ETFS GOLD TR                   PHYSCL GOLD SHS  | 2500-12-31      | N/A      | 0.0000% | $11177.00          | $478710.91         | Equities   |
| ALPS ETF TR                    SECTR DIV DOGS   | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1706.75           | Equities   |
| ALPS ETF TR                    SECTR DIV DOGS   | 2500-12-31      | N/A      | 0.0000% | $1786.00           | $121930.22         | Equities   |
| ALPS ETF TR                    INTL SEC DV DOG  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $13086.00          | Equities   |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $13482.00          | $331252.74         | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST RGTI  | 2500-12-31      | N/A      | 0.0000% | $2538.00           | $22786.42          | Equities   |
| SSGA ACTIVE TR                 STATE STR MY2033 | 2500-12-31      | N/A      | 0.0000% | $116.00            | $2866.94           | Equities   |
| GRANITESHARES ETF TR           2X LONG GOOGL    | 2500-12-31      | N/A      | 0.0000% | $78.00             | $2730.76           | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA SHS ISSUED FRST  | 2500-12-31      | N/A      | 0.0000% | $1441.00           | $142346.88         | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR BD | 2500-12-31      | N/A      | 0.0000% | $4086.00           | $174799.08         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST GROW ST ETF | 2500-12-31      | N/A      | 0.0000% | $122.00            | $2472.33           | Equities   |
| NEOVOLTA INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $681627.00         | $1363254.00        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II JAPAN ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $139.00            | $10789.18          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI FIRST TR BLOOMBE | 2500-12-31      | N/A      | 0.0000% | $605.00            | $26574.62          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    FT VEST BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $370.00            | $5153.77           | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE CAPITAL  | 2500-12-31      | N/A      | 0.0000% | $115.00            | $3498.48           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECUR PLUS ETF   | 2500-12-31      | N/A      | 0.0000% | $272.00            | $5794.33           | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $200.00            | $28320.00          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $21.00             | $5964.42           | Equities   |
| FIDELITY COVINGTON TRUST       ENH MID COR ETF  | 2500-12-31      | N/A      | 0.0000% | $1835.00           | $72684.35          | Equities   |
| FLEXSHARES TR                  QLT DIV DEF IDX  | 2500-12-31      | N/A      | 0.0000% | $245.00            | $21514.50          | Equities   |
| ISHARES TR                     MRGSTR SM CP ETF | 2500-12-31      | N/A      | 0.0000% | $1831.00           | $133092.46         | Equities   |
| ISHARES TR                     3YRTB ETF        | 2500-12-31      | N/A      | 0.0000% | $96.00             | $7278.72           | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TR | 2500-12-31      | N/A      | 0.0000% | $234.00            | $5880.42           | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $128240.00         | $4117786.40        | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $13925.00          | $355923.00         | Equities   |
| PACER FDS TR                   LUNT MDCAP MLT   | 2500-12-31      | N/A      | 0.0000% | $187.00            | $10118.57          | Equities   |
| PACER FDS TR                   CASH COWS ETF    | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3186.81           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $1555.00           | $66331.63          | Equities   |
| VANECK ETF TRUST               URANI NUCLE ETF  | 2500-12-31      | N/A      | 0.0000% | $65.00             | $8665.15           | Equities   |
| VANGUARD SCOTTSDALE FDS        INTER TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $8800.00           | $519464.00         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR AGRI CMDTY STRA  | 2500-12-31      | N/A      | 0.0000% | $855.00            | $31369.95          | Equities   |
| VANGUARD MALVERN FDS           TOTAL INFLATION  | 2500-12-31      | N/A      | 0.0000% | $14027.00          | $1079097.11        | Equities   |
| VANECK ETF TRUST               ALTE ASSE MA ETF | 2500-12-31      | N/A      | 0.0000% | $12805.00          | $295411.35         | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $11.00             | $1022.23           | Equities   |
| LUFAX HOLDING LTD              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $30424.00          | $50199.60          | Equities   |
| NOMURA ETF TR                  FOCU LARG GR ETF | 2500-12-31      | N/A      | 0.0000% | $10850.00          | $308682.50         | Equities   |
| LIGHTINTHEBOX HLDG CO LTD      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1242.00           | $3999.24           | Equities   |
| GMO ETF TRUST                  ULTR SHOR IN ETF | 2500-12-31      | N/A      | 0.0000% | $71.00             | $3563.84           | Equities   |
| LEGG MASON ETF INVT            ROYCE QUANT SML  | 2500-12-31      | N/A      | 0.0000% | $118.00            | $5814.37           | Equities   |
| KRANESHARES TRUST              BOSE MSC CHI ETF | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1649.76           | Equities   |
| ISHARES INC                    MSCI GBL GOLD MN | 2500-12-31      | N/A      | 0.0000% | $1972.00           | $149556.48         | Equities   |
| ISHARES TR                     FUTU AI TECH ETF | 2500-12-31      | N/A      | 0.0000% | $400.00            | $29084.00          | Equities   |
| ISHARES TR                     MSCI PERU GL ETF | 2500-12-31      | N/A      | 0.0000% | $52.00             | $4424.68           | Equities   |
| ISHARES TR                     MICRO-CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $193.00            | $37235.49          | Equities   |
| ISHARES TR                     CORE 30 70 ETF   | 2500-12-31      | N/A      | 0.0000% | $21123.00          | $876393.27         | Equities   |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $27500.00          | $539825.00         | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $202.00            | $3640.04           | Equities   |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $59900.00          | $127587.00         | Equities   |
| GLOBAL X FDS                   INFORMATION TEC  | 2500-12-31      | N/A      | 0.0000% | $117.00            | $4904.08           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1261.62           | Equities   |
| FUNDX INVT TR                  FUNDX ETF        | 2500-12-31      | N/A      | 0.0000% | $55.00             | $4981.31           | Equities   |
| FUNDVANTAGE TR                 POLE FOCU GR ETF | 2500-12-31      | N/A      | 0.0000% | $1704.00           | $39149.40          | Equities   |
| FLEXSHARES TR                  US QT LW VLTY    | 2049-01-01      | N/A      | 0.0000% | $14018.00          | $1066349.26        | Equities   |
| OUTLOOK THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $54601.00          | $40404.74          | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $4281.00           | $17038.38          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $80033.00          | $2793952.03        | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $94.00             | $4766.74           | Equities   |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $30.00             | $1515.30           | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $37.00             | $3738.11           | Equities   |
| ISHARES TR                     U.S. BAS MTL ETF | 2500-12-31      | N/A      | 0.0000% | $4622.00           | $856965.02         | Equities   |
| ISHARES TR                     ESG AWRE 1 5 YR  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5004.00           | Equities   |
| VIRTUS ETF TR II               VIRTUS NEWFLEET  | 2500-12-31      | N/A      | 0.0000% | $402.00            | $8721.39           | Equities   |
| ISHARES TR                     ESG MSCI KLD ETF | 2500-12-31      | N/A      | 0.0000% | $7201.00           | $1028230.79        | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $28400.00          | $4289820.00        | Equities   |
| PROSHARES TR                   ULTRA ETHER ETF  | 2500-12-31      | N/A      | 0.0000% | $1086.00           | $70025.28          | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $170.00            | $11526.85          | Equities   |
| PROSHARES TR                   ULTRA CONS DISCR | 2500-12-31      | N/A      | 0.0000% | $2671.00           | $140227.50         | Equities   |
| PROSHARES TR                   ULTRA CONSU STAP | 2500-12-31      | N/A      | 0.0000% | $4268.00           | $82457.76          | Equities   |
| PROSHARES TR                   SHRT 20+YR TRE   | 2500-12-31      | N/A      | 0.0000% | $1461.00           | $35896.77          | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $1402.00           | $117340.81         | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $71600.00          | $814808.00         | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $130355.00         | $162943.75         | Equities   |
| PROSHARES TR                   ULTRA MATERIALS  | 2500-12-31      | N/A      | 0.0000% | $5995.00           | $182667.65         | Equities   |
| PROSHARES TR                   ULTRA ETHER ETF  | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1225.12           | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $249501.00         | $311876.25         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $684.00            | $16662.24          | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $42900.00          | $55341.00          | Equities   |
| THRIVENT ETF TRUST             MID CAP VALU ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1735.08           | Equities   |
| UBS AG LONDON BRANCH           NT LKD 51        | 2500-12-31      | N/A      | 0.0000% | $177.00            | $9757.62           | Equities   |
| TIDAL TRUST II                 YIEL PYPL OPT IN | 2500-12-31      | N/A      | 0.0000% | $400.00            | $10672.08          | Equities   |
| 2023 ETF SERIES TRUST          PIC ENH INTL ETF | 2500-12-31      | N/A      | 0.0000% | $4514.00           | $101739.69         | Equities   |
| UBS AG LONDON BRANCH           ETRACS ETN 49    | 2049-10-21      | N/A      | 0.0000% | $161.00            | $2664.73           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE US | 2500-12-31      | N/A      | 0.0000% | $3082.00           | $142542.50         | Equities   |
| NUSHARES ETF TR                NUVE CORE PL ETF | 2500-12-31      | N/A      | 0.0000% | $147.00            | $3672.06           | Equities   |
| NUSHARES ETF TR                NUVE SECU IN ETF | 2500-12-31      | N/A      | 0.0000% | $15233.00          | $384480.92         | Equities   |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $2642.00           | $71888.82          | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $140.00            | $2620.80           | Equities   |
| NORTHERN LIGHTS FD TR          DF TACTI 30 ETF  | 2500-12-31      | N/A      | 0.0000% | $1581.00           | $48687.69          | Equities   |
| JANUS DETROIT STR TR           HENDERSON ASSET  | 2500-12-31      | N/A      | 0.0000% | $7775.00           | $388788.88         | Equities   |
| TIMOTHY PLAN                   HIG DV STK ETF   | 2500-12-31      | N/A      | 0.0000% | $612.00            | $25367.40          | Equities   |
| NEUBERGER BERMAN ETF TRUST     EMRG MKTS DEBT   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5287.50           | Equities   |
| TIDAL TR IV                    PORTF WORLD ETF  | 2500-12-31      | N/A      | 0.0000% | $789.00            | $20404.96          | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $246800.00         | $2788840.00        | Equities   |
| TIDAL TRUST I                  FUND GRAN US ETF | 2500-12-31      | N/A      | 0.0000% | $266.00            | $7285.74           | Equities   |
| SELECT SECTOR SPDR TR          ST TECH INCO ETF | 2500-12-31      | N/A      | 0.0000% | $309.00            | $8677.28           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS ENHANCED INM ETF | 2500-12-31      | N/A      | 0.0000% | $13250.00          | $287657.50         | Equities   |
| MORGAN STANLEY PATHWAY FDS     SMAL MID CAP ETF | 2500-12-31      | N/A      | 0.0000% | $91.00             | $5427.28           | Equities   |
| GRANITESHARES ETF TR           2X LONG UBER     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1485.00           | Equities   |
| HCW BIOLOGICS INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18000.00          | $37620.00          | Equities   |
| HIVE DIGITAL TECHNOLOGIES LTD  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2366404.00        | $10530497.80       | Equities   |
| NORTHERN LTS FD TR II          PEAKSHARES RMR   | 2500-12-31      | N/A      | 0.0000% | $516.00            | $14001.66          | Equities   |
| ORAMED PHARMACEUTICALS INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26005.00          | $102979.80         | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $2688.00           | $103536.65         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $204.00            | $7861.55           | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $31665.00          | $83595.60          | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRAN DYN CAP ETF | 2500-12-31      | N/A      | 0.0000% | $200.00            | $3075.76           | Equities   |
| PACER FDS TR                   PACER CASH COWZ  | 2500-12-31      | N/A      | 0.0000% | $254.00            | $7472.53           | Equities   |
| TIDAL TRUST III                NESTY VISIO ETF  | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $82733.84          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  HEDGE MULTI STRA | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $211236.00         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF MACKAY CALI MUN  | 2500-12-31      | N/A      | 0.0000% | $3412.00           | $74142.76          | Equities   |
| INNOVATOR ETFS TRUST           EMERGING MKT PWR | 2500-12-31      | N/A      | 0.0000% | $5739.00           | $195412.95         | Equities   |
| SPROTT FDS TR                  COPPER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $8727.00           | $371857.47         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  MERGE ARBIT ETF  | 2500-12-31      | N/A      | 0.0000% | $28142.00          | $1030841.46        | Equities   |
| SPROTT FDS TR                  ACTI GOL SIL ETF | 2500-12-31      | N/A      | 0.0000% | $677.00            | $29572.78          | Equities   |
| SPINNAKER ETF SERIES           OBRA DE HIGH ETF | 2500-12-31      | N/A      | 0.0000% | $9.00              | $89.69             | Equities   |
| CHECK CAP LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $630.00            | $1096.20           | Equities   |
| TCW ETF TRUST                  CORE PLUS BOND   | 2500-12-31      | N/A      | 0.0000% | $191.00            | $7191.17           | Equities   |
| CEA INDUSTRIES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $496.00            | $1269.76           | Equities   |
| RED ROBIN GOURMET BURGERS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $8700.00           | $41847.00          | Equities   |
| JANUS DETROIT STR TR           HEND EM DEBT ETF | 2500-12-31      | N/A      | 0.0000% | $97.00             | $5204.54           | Equities   |
| ISHARES TR                     IBONDS DEC 29    | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $41760.00          | Equities   |
| INNOVATOR ETFS TRUST           BUFF STEP UP ETF | 2500-12-31      | N/A      | 0.0000% | $1184.00           | $46610.65          | Equities   |
| INNOVATOR ETFS TRUST           HEDGED NASDAQ    | 2500-12-31      | N/A      | 0.0000% | $223.00            | $6717.88           | Equities   |
| INNOVATOR ETFS TRUST           QUITY MANAGD FLR | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3873.00           | Equities   |
| LISTED FDS TR                  RELA ST MANA ETF | 2500-12-31      | N/A      | 0.0000% | $11255.00          | $332220.59         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $551228.00         | $14695738.48       | Equities   |
| HORIZON FDS                    DIGIT FRONT ETF  | 2500-12-31      | N/A      | 0.0000% | $64.00             | $2150.10           | Equities   |
| KRANESHARES TRUST              SSE STAR MRKT 50 | 2500-12-31      | N/A      | 0.0000% | $94802.00          | $2509408.94        | Equities   |
| KRANESHARES TRUST              SSE STAR MRKT 50 | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1535.26           | Equities   |
| ISHARES TR                     FALN ANGLS USD   | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $111151.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI     | 2500-12-31      | N/A      | 0.0000% | $45.00             | $2294.24           | Equities   |
| LIMINATUS PHARMA INC.          CL A             | 2500-12-31      | N/A      | 0.0000% | $40000.00          | $7200.00           | Equities   |
| LATTICE STRATEGIES TR          HART DI EQUI ETF | 2500-12-31      | N/A      | 0.0000% | $7651.00           | $551101.53         | Equities   |
| NOMURA ETF TR                  NATIONAL HIGH YL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2466.90           | Equities   |
| MAN ETF SER TR                 ACTIV INCOM ETF  | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1882.67           | Equities   |
| MANAGED PORTFOLIO SERIES       LEUTHOLD SELECT  | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $92361.40          | Equities   |
| MASSIMO GROUP                  COM              | 2500-12-31      | N/A      | 0.0000% | $4966.00           | $5114.98           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW HIG DV YLD   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $12530.00          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $991.00            | $140173.78         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL STP   | 2500-12-31      | N/A      | 0.0000% | $398.00            | $11995.72          | Equities   |
| KINROSS GOLD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $47800.00          | $1400062.00        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $48.00             | $8102.88           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  HEDG EQU LAD ETF | 2500-12-31      | N/A      | 0.0000% | $4194.00           | $285108.12         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL IND   | 2500-12-31      | N/A      | 0.0000% | $38.00             | $2313.06           | Equities   |
| ICL GROUP LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $184361.00         | $1244436.75        | Equities   |
| INTERCORP FINL SVCS INC        SHS              | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $313152.00         | Equities   |
| BW LPG LTD                     COM              | 2500-12-31      | N/A      | 0.0000% | $1312.00           | $26935.36          | Equities   |
| ROBIN ENERGY LTD               ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $1167.04           | Equities   |
| WEDBUSH SER TR                 DAN IVE REVO ETF | 2500-12-31      | N/A      | 0.0000% | $2129.00           | $82903.26          | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $88978.00          | $84778.24          | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US SMCP HG | 2500-12-31      | N/A      | 0.0000% | $7574.00           | $485872.10         | Equities   |
| WISDOMTREE TR                  GLOB EX US QU FD | 2500-12-31      | N/A      | 0.0000% | $89.00             | $3998.55           | Equities   |
| LINKAGE GLOBAL INC             CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $3969.00           | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $34300.00          | $120050.00         | Equities   |
| VOLATILITY SHS TR              2X XRP ETF       | 2500-12-31      | N/A      | 0.0000% | $3130.00           | $114714.50         | Equities   |
| NANO LABS LTD                  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $800.00            | $1960.00           | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14883.00          | $39439.95          | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $67927.00          | $2897765.82        | Equities   |
| TIDAL TRUST II                 DEFIANCE LARGE   | 2500-12-31      | N/A      | 0.0000% | $7854.00           | $196546.35         | Equities   |
| TIDAL TRUST II                 HILTON BDC CORP  | 2500-12-31      | N/A      | 0.0000% | $2060.00           | $50727.50          | Equities   |
| TIDAL TRUST II                 YIELDMAX AI OPT  | 2500-12-31      | N/A      | 0.0000% | $7867.00           | $77017.93          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMCP VLU MNT | 2500-12-31      | N/A      | 0.0000% | $96.00             | $6446.40           | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP DISC   | 2500-12-31      | N/A      | 0.0000% | $1775.00           | $194505.74         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $1001.00           | $103663.56         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $1114.00           | $115365.84         | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $60081.00          | $82911.78          | Equities   |
| TWO RDS SHARED TR              LEASERSHS ALPHAF | 2500-12-31      | N/A      | 0.0000% | $544.00            | $23261.44          | Equities   |
| TWO RDS SHARED TR              LIBE ON INCO ETF | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1501.91           | Equities   |
| TWO RDS SHARED TR              LIBE ON INCO ETF | 2500-12-31      | N/A      | 0.0000% | $581.00            | $15044.99          | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $82.00             | $7942.52           | Equities   |
| TIDAL TRUST II                 DEFIA 2X TSM ETF | 2500-12-31      | N/A      | 0.0000% | $1186.00           | $24739.96          | Equities   |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $561782.00         | $7033510.64        | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $33195.00          | $1740081.90        | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $126.00            | $2831.22           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE MN | 2500-12-31      | N/A      | 0.0000% | $141.00            | $3516.54           | Equities   |
| ULTIMUS MANAGERS TR            WEST SA ENER ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7058.73           | Equities   |
| PROSHARES TR                   SP500 EX TECH    | 2500-12-31      | N/A      | 0.0000% | $1375.00           | $149712.34         | Equities   |
| TIDAL TRUST II                 DEFI DAIL MP ETF | 2500-12-31      | N/A      | 0.0000% | $4638.00           | $113399.10         | Equities   |
| TIDAL TRUST II                 YIELDMAX TRGT12  | 2500-12-31      | N/A      | 0.0000% | $71.00             | $3831.16           | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $82194.00          | $9315867.96        | Equities   |
| UBS AG LONDON BRANCH           ETRACS LKD ETN   | 2500-12-31      | N/A      | 0.0000% | $277.00            | $19888.63          | Equities   |
| UNIFIED SER TR                 ABSLUTE SELCT VL | 2500-12-31      | N/A      | 0.0000% | $381.00            | $14138.91          | Equities   |
| GMO ETF TRUST                  DYNAM ALLOC ETF  | 2500-12-31      | N/A      | 0.0000% | $7965.00           | $219317.07         | Equities   |
| UBS AG LONDON BRANCH           CAL LKD 50       | 2050-06-10      | N/A      | 0.0000% | $932.00            | $17996.45          | Equities   |
| PROSHARES TR                   PSHS ULT MCAP400 | 2500-12-31      | N/A      | 0.0000% | $2635.00           | $226926.20         | Equities   |
| ABSOLUTE SHS TR                WBI BBR YLD 3000 | 2500-12-31      | N/A      | 0.0000% | $1076.00           | $26925.18          | Equities   |
| ABSOLUTE SHS TR                WBI BBR VAL 3000 | 2500-12-31      | N/A      | 0.0000% | $142.00            | $4808.12           | Equities   |
| EA SERIES TRUST                MILI LONG SH ETF | 2500-12-31      | N/A      | 0.0000% | $71.00             | $2571.62           | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUE LONG TE ETF | 2500-12-31      | N/A      | 0.0000% | $1247.00           | $31370.03          | Equities   |
| ETF SER SOLUTIONS              ACQUIRERS SMALL  | 2500-12-31      | N/A      | 0.0000% | $1548.00           | $62818.15          | Equities   |
| ELEVATION SERIES TRUST         CLOU SELE EQ ETF | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1008.20           | Equities   |
| BANK MONTREAL MEDIUM           CAL LKD 43       | 2500-12-31      | N/A      | 0.0000% | $92.00             | $2390.72           | Equities   |
| BARON ETF TR                   FIRST PRINC ETF  | 2500-12-31      | N/A      | 0.0000% | $457744.00         | $11100292.00       | Equities   |
| BAUSCH HEALTH COS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $267239.00         | $1445762.99        | Equities   |
| EA SERIES TRUST                SUNCOAST SELECT  | 2500-12-31      | N/A      | 0.0000% | $3167.00           | $84865.78          | Equities   |
| AMPLIFY ETF TR                 AI POWE EQUI ETF | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2398.08           | Equities   |
| ADVISOR MANAGED PORTFOLIOS     TRENCHLESS FUND  | 2500-12-31      | N/A      | 0.0000% | $7208.00           | $242044.64         | Equities   |
| ANGEL OAK FUNDS TRUST          TOTAL RETURN ETF | 2500-12-31      | N/A      | 0.0000% | $79.00             | $3907.34           | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $4421.00           | $123537.77         | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $446993.00         | $24834931.08       | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6  LOW BETA  | 2500-12-31      | N/A      | 0.0000% | $3255.00           | $123444.90         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ EME MAR ETF | 2500-12-31      | N/A      | 0.0000% | $85.00             | $2748.90           | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUE DY TOTA ETF | 2500-12-31      | N/A      | 0.0000% | $64.00             | $2033.92           | Equities   |
| DIREXION SHARES ETF TRUST      DAIL MA 7 1X ETF | 2500-12-31      | N/A      | 0.0000% | $22594.00          | $273161.46         | Equities   |
| DIREXION SHARES ETF TRUST      DAI FTS BEA ETF  | 2500-12-31      | N/A      | 0.0000% | $7583.00           | $235907.13         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6  QUALITY G | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3244.38           | Equities   |
| DIREXION SHARES ETF TRUST      DAIL BIOT 5 ETF  | 2500-12-31      | N/A      | 0.0000% | $792.00            | $23516.62          | Equities   |
| BNY MELLON ETF TRUST II        MUNICIPAL SHT DU | 2500-12-31      | N/A      | 0.0000% | $304.00            | $7762.37           | Equities   |
| BANK MONTREAL MEDIUM           MICR GOLD MIN 3X | 2500-12-31      | N/A      | 0.0000% | $2556.00           | $99453.96          | Equities   |
| CANARY LITECOIN ETF            LITECOIN ETF     | 2500-12-31      | N/A      | 0.0000% | $2099.00           | $26496.52          | Equities   |
| BITMINE IMMERSION TECHS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $100000.00         | $1925000.00        | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTU  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2665.00           | Equities   |
| BANK MONTREAL MEDIUM           COM              | 2500-12-31      | N/A      | 0.0000% | $12800.00          | $2071552.00        | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR      | 2500-12-31      | N/A      | 0.0000% | $15111.00          | $660882.61         | Equities   |
| AMERICAN CENTY ETF TR          MID CAP GRW IMP  | 2500-12-31      | N/A      | 0.0000% | $217.00            | $14422.95          | Equities   |
| ADVISORS INNER CIRCLE FD II    CASTLEARK LARGE  | 2500-12-31      | N/A      | 0.0000% | $45.00             | $2150.06           | Equities   |
| ADVISOR MANAGED PORTFOLIOS     RECKONER BBB-B   | 2500-12-31      | N/A      | 0.0000% | $5079.00           | $126926.75         | Equities   |
| ATS CORPORATION                COM              | 2500-12-31      | N/A      | 0.0000% | $8129.00           | $247365.47         | Equities   |
| EA SERIES TRUST                MANZIL RUSSELL   | 2500-12-31      | N/A      | 0.0000% | $4739.00           | $285712.89         | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $5328.00           | $22644.00          | Equities   |
| AMPLIFY ETF TR                 SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $751.00            | $19900.37          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS  US LARG | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $501592.00         | Equities   |
| AMERICAN CENTY ETF TR          INTL EQT ETF     | 2500-12-31      | N/A      | 0.0000% | $83.00             | $7584.54           | Equities   |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $648.00            | $227460.96         | Equities   |
| ETF OPPORTUNITIES TRUST        KING TACT BD ETF | 2500-12-31      | N/A      | 0.0000% | $312.00            | $7281.67           | Equities   |
| UBS AG                         ETRA CRU OIL SHS | 2500-12-31      | N/A      | 0.0000% | $87.00             | $4622.31           | Equities   |
| COHEN & STEERS ETF TRUST       INFRASTRUCTURE   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1143.20           | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $149328.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WTR ETF          | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1245.60           | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA MID CP GR ALPH   | 2500-12-31      | N/A      | 0.0000% | $4209.00           | $445551.69         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RBA DEGLO ETF    | 2500-12-31      | N/A      | 0.0000% | $947.00            | $22183.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ 100 EX    | 2500-12-31      | N/A      | 0.0000% | $1161.00           | $114537.41         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SSI STRG ETF     | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $281979.08         | Equities   |

### Security 650: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.630000%
- **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: ARP1I1Z44, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1I1Z44
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? 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 03.000 CLFM3127   | 2047-10-01      | 3.0000%  | 0.0000% | $76810175.00       | $18399442.76       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $3700.00           | $1711.96           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-03-25      | 4.5121%  | 0.0000% | $66025996.00       | $59653327.44       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.93             | U.S. Treasuries (including strips)        |
| GNRA 2025-135 FN       | 2055-08-20      | 4.7051%  | 0.0000% | $16064100.00       | $15074003.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.0251%  | 0.0000% | $49992900.00       | $29746104.69       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $14362800.00       | $10822585.75       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1692   | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA5418   | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $966.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7308   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $698.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9491   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.84            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2161   | 2046-12-01      | 3.0000%  | 0.0000% | $48768163.00       | $10141669.11       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $375134041.00      | $63772530.49       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0145   | 2047-08-01      | 3.0000%  | 0.0000% | $95212.00          | $22772.71          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $3853100.00        | $2645718.59        | U.S. Treasuries (including strips)        |
| GNRA 2024-026 FB       | 2054-02-20      | 4.6851%  | 0.0000% | $34085054.00       | $12211318.23       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7671   | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $705.72            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.77            | U.S. Treasuries (including strips)        |
| GNRA 2025-062 FE       | 2055-04-20      | 4.6751%  | 0.0000% | $46528203.00       | $27348201.52       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2056-03-25      | 4.6121%  | 0.0000% | $4220116.00        | $3715246.26        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $1541131.00        | $697070.82         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0435   | 2051-05-01      | 2.0000%  | 0.0000% | $85504085.00       | $47462298.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3163   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $953.18            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0058   | 2055-10-01      | 6.5000%  | 0.0000% | $209507145.00      | $161729984.19      | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FG       | 2055-05-20      | 5.0251%  | 0.0000% | $36894400.00       | $23790088.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK       | 2055-03-20      | 4.6751%  | 0.0000% | $49851819.00       | $38832548.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.8251%  | 0.0000% | $229639.00         | $208586.43         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRQ0042   | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $694.65            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $4344000.00        | $3178513.10        | U.S. Treasuries (including strips)        |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $3432.00           | $1951.72           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XF       | 2065-02-20      | 4.8251%  | 0.0000% | $73000000.00       | $40517122.27       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $888.14            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $10143000.00       | $6265539.00        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $119138474.00      | $68066781.17       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $499851826.00      | $63103576.92       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $1066.00           | $140.49            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2629   | 2056-05-01      | 5.0000%  | 0.0000% | $1347113.00        | $1326854.24        | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 FC       | 2055-10-20      | 4.6251%  | 0.0000% | $2500.00           | $2292.51           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $26084762.00       | $15624273.48       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3138   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $843.73            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0415   | 2043-01-01      | 3.5000%  | 0.0000% | $1008.00           | $361.55            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $7066983.00        | $1423114.16        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-04-25      | 4.8621%  | 0.0000% | $119570470.00      | $116981654.56      | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLFA4422   | 2054-12-01      | 7.0000%  | 0.0000% | $17891989.00       | $15661375.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3956   | 2053-03-01      | 3.0000%  | 0.0000% | $5361176.00        | $4570758.72        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $6675200.00        | $6582367.18        | U.S. Treasuries (including strips)        |
| GNRA 2022-012 FA       | 2052-01-20      | 3.0000%  | 0.0000% | $100000000.00      | $56394201.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-061 FE       | 2055-04-20      | 4.6751%  | 0.0000% | $14085133.00       | $11130644.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FN       | 2055-04-20      | 4.9251%  | 0.0000% | $33714725.00       | $27860308.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-154 FA       | 2053-10-20      | 4.8051%  | 0.0000% | $5357986.00        | $1967016.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.0751%  | 0.0000% | $53133692.00       | $44719564.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 TF       | 2055-06-20      | 4.8251%  | 0.0000% | $6425967.00        | $5253026.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA       | 2055-07-20      | 4.7751%  | 0.0000% | $2494551.00        | $2113406.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 KF       | 2055-05-20      | 4.8251%  | 0.0000% | $14738938.00       | $12963993.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $8067832.00        | $4532254.35        | Agency Collateralized Mortgage Obligation |
| GNII SF MB1069 M       | 2056-04-20      | 4.5000%  | 0.0000% | $1028.00           | $989.86            | Agency Mortgage-Backed Securities         |

### Security 651: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I4MR1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1I4MR1
- **C.18 - Value (incl. sponsor support):** $199999238.00
- **C.18.a - Value (excl. sponsor support):** $199999238.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| PENN ENTERTAINMENT INC         SR GLBL 144A 31     | 2031-04-01      | 6.7500%  | 0.0000% | $500000.00         | $504133.75         | Corporate Debt Securities |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $1036000.00        | $916508.91         | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 29       | 2029-02-01      | 9.0000%  | 0.0000% | $2296000.00        | $2466523.92        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 32     | 2032-06-01      | 7.3750%  | 0.0000% | $2000.00           | $1991.95           | Corporate Debt Securities |
| JCP LENDING CLO LTD 2024-2     E      20370121 FLT | 2037-01-21      | 11.5852% | 0.0000% | $9523324.00        | $9159920.30        | Asset-Backed Securities   |
| RADIOLOGY PARTNERS INC         1LIEN 144A NT 32    | 2032-07-15      | 8.5000%  | 0.0000% | $2440000.00        | $2534596.09        | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         1LIEN 144A NT 32    | 2032-07-15      | 8.5000%  | 0.0000% | $332000.00         | $344871.27         | Corporate Debt Securities |
| COEUR MNG INC                  SR GLBL 144A 32     | 2032-04-01      | 6.8750%  | 0.0000% | $7648000.00        | $8009952.22        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $2327000.00        | $2389921.43        | Corporate Debt Securities |
| CORE SCIENTIFIC FIN I LLC      SR SEC 144A 31      | 2031-05-15      | 7.7500%  | 0.0000% | $8714000.00        | $8922799.54        | Corporate Debt Securities |
| AIMCO CLO 2015-A               SUB NT 20280118 FLT | 2028-01-18      | 0.0000%  | 0.0000% | $1790700.00        | $819683.97         | Asset-Backed Securities   |
| ALTAGAS LTD                    JR SB GLBL 54       | 2054-10-15      | 7.2000%  | 0.0000% | $6151000.00        | $6458180.94        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL REGS 28     | 2028-07-01      | 8.3750%  | 0.0000% | $4000.00           | $4239.96           | Corporate Debt Securities |
| LAND O LAKES INC               PERP SUB -A 144A    | 2079-12-31      | 8.0000%  | 0.0000% | $30443000.00       | $30639188.22       | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $12285000.00       | $12814377.71       | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32    | 2032-05-14      | 4.7000%  | 0.0000% | $1500000.00        | $1241562.50        | Corporate Debt Securities |
| WRANGLER HOLDCO CORP           SR GLBL 144A 32     | 2032-04-01      | 6.6250%  | 0.0000% | $3000.00           | $3111.34           | Corporate Debt Securities |
| MINERVA LUXEMBOURG S A         SR REGS NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $64187000.00       | $68846726.58       | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 33     | 2033-08-15      | 6.3750%  | 0.0000% | $100000.00         | $102577.67         | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 31     | 2031-06-01      | 6.1250%  | 0.0000% | $471000.00         | $475893.89         | Corporate Debt Securities |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32     | 2032-05-15      | 6.6250%  | 0.0000% | $75000.00          | $75956.73          | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 31       | 2031-03-15      | 3.6250%  | 0.0000% | $76000.00          | $71295.71          | Corporate Debt Securities |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26       | 2026-09-30      | 6.5000%  | 0.0000% | $4109000.00        | $834631.49         | Corporate Debt Securities |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 30     | 2030-07-15      | 7.8750%  | 0.0000% | $1941000.00        | $1871885.84        | Corporate Debt Securities |
| BRINKER INTL INC               SR GLBL 144A 30     | 2030-07-15      | 8.2500%  | 0.0000% | $130000.00         | $139666.58         | Corporate Debt Securities |
| APLD COMPUTECO 2 LLC           SR SEC GLBL 31      | 2031-03-15      | 6.7500%  | 0.0000% | $6390000.00        | $6547976.78        | Corporate Debt Securities |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $1316000.00        | $1355478.54        | Corporate Debt Securities |
| CARVANA CO                     1LIEN GLBL PIK30    | 2030-06-01      | 9.0000%  | 0.0000% | $16905768.00       | $18189685.94       | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 7.5000%  | 0.0000% | $6105000.00        | $6303727.93        | Corporate Debt Securities |
| EDGED COMPUTE LLC              SR SEC 144A 31      | 2031-04-30      | 7.5000%  | 0.0000% | $25010000.00       | $25235840.30       | Corporate Debt Securities |
| AP CORE HOLDINGS II LLC        SR SEC 144A NT31    | 2031-05-15      | 11.0000% | 0.0000% | $626000.00         | $658417.06         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 34       | 2034-03-01      | 5.7500%  | 0.0000% | $3000.00           | $2533.76           | Corporate Debt Securities |
| WESCO DISTR INC                GLBL 144A NT 28     | 2028-06-15      | 7.2500%  | 0.0000% | $1002000.00        | $1035935.51        | Corporate Debt Securities |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $10545000.00       | $11188362.17       | Corporate Debt Securities |

### Security 652: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.630000%
- **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: ARP1I4QB2, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1I4QB2
- **C.18 - Value (incl. sponsor support):** $758000000.00
- **C.18.a - Value (excl. sponsor support):** $758000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-101 FA | 2055-06-20      | 5.4251%  | 0.0000% | $100000000.00      | $64824365.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FJ | 2054-11-20      | 4.8751%  | 0.0000% | $50000000.00       | $27339869.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-151 FB | 2055-09-20      | 4.6951%  | 0.0000% | $100000000.00      | $86580988.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD | 2053-12-20      | 4.8751%  | 0.0000% | $100000000.00      | $32781338.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 F  | 2054-02-20      | 4.8251%  | 0.0000% | $20000000.00       | $9544597.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-188 FD | 2055-11-20      | 4.6251%  | 0.0000% | $100000000.00      | $88103450.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-097 FC | 2053-07-20      | 4.6751%  | 0.0000% | $100000000.00      | $50238389.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-208 EF | 2052-12-20      | 4.6251%  | 0.0000% | $100000000.00      | $29701030.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB | 2054-05-20      | 4.8251%  | 0.0000% | $100000000.00      | $37581483.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-023 F  | 2053-02-20      | 4.4251%  | 0.0000% | $100000000.00      | $44358109.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FD | 2055-09-20      | 4.6951%  | 0.0000% | $6459385.00        | $6127042.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-060 FD | 2054-04-20      | 4.7751%  | 0.0000% | $100000000.00      | $52459211.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FG | 2053-05-20      | 4.6751%  | 0.0000% | $100000000.00      | $33067459.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-093 FA | 2053-06-20      | 4.6251%  | 0.0000% | $20000000.00       | $9957506.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 FA | 2054-01-20      | 4.7251%  | 0.0000% | $100000000.00      | $33249285.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-096 FA | 2053-07-20      | 4.6751%  | 0.0000% | $25000000.00       | $12622215.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 FE | 2055-07-20      | 4.7751%  | 0.0000% | $13154000.00       | $11938847.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-075 FA | 2053-05-20      | 4.7251%  | 0.0000% | $100000000.00      | $35320315.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-014 FC | 2054-01-20      | 4.8251%  | 0.0000% | $100000000.00      | $48151626.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 GF | 2055-10-20      | 4.6251%  | 0.0000% | $20000000.00       | $19633016.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-067 FD | 2056-04-20      | 4.5251%  | 0.0000% | $50000000.00       | $47482906.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 BF | 2053-07-20      | 4.6251%  | 0.0000% | $25000000.00       | $12600948.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-084 BL | 2054-05-20      | 5.7500%  | 0.0000% | $2195185.00        | $2235996.17        | Agency Collateralized Mortgage Obligation |

### Security 653: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.630000%
- **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: ARP1I4R47, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I4R47
- **C.18 - Value (incl. sponsor support):** $2009000000.00
- **C.18.a - Value (excl. sponsor support):** $2009000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 05.500 CIMA4991 | 2038-04-01      | 5.5000%  | 0.0000% | $1945.00           | $961.28            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $3033646.00        | $1931716.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6630 | 2056-05-01      | 5.5000%  | 0.0000% | $8845835.00        | $9072297.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8716 | 2050-08-01      | 3.5000%  | 0.0000% | $19658000.00       | $15439656.09       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5059 | 2048-11-01      | 3.5000%  | 0.0000% | $870000.00         | $618336.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4622 | 2052-09-01      | 5.0000%  | 0.0000% | $100000.00         | $70508.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA5196 | 2033-09-01      | 3.0000%  | 0.0000% | $1555245.00        | $768607.75         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  | 0.0000% | $66847301.00       | $24866447.00       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5274 | 2054-02-01      | 7.0000%  | 0.0000% | $23000.00          | $7031.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $31000.00          | $13880.93          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $10791644.00       | $6102060.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9561 | 2056-05-01      | 5.0000%  | 0.0000% | $5784845.00        | $5735619.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4076 | 2052-07-01      | 3.5000%  | 0.0000% | $9902479.00        | $6548812.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3111.20           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3054 | 2036-11-01      | 2.0000%  | 0.0000% | $9034935.00        | $7562362.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW2526 | 2056-02-01      | 6.5000%  | 0.0000% | $2565481.00        | $2614952.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBD7469 | 2031-10-01      | 3.0000%  | 0.0000% | $506567.00         | $70692.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3615 | 2052-09-01      | 3.5000%  | 0.0000% | $33304116.00       | $29564352.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0608 | 2040-07-01      | 5.5000%  | 0.0000% | $9447498.00        | $6543028.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7961 | 2054-05-01      | 5.5000%  | 0.0000% | $13254000.00       | $10516266.83       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0292 | 2055-04-01      | 6.5000%  | 0.0000% | $34274301.00       | $22826612.95       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3930 | 2055-11-01      | 6.5000%  | 0.0000% | $64823899.00       | $64790567.08       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3031 | 2053-02-01      | 5.5000%  | 0.0000% | $20439925.00       | $18283640.55       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4704 | 2055-02-01      | 5.0000%  | 0.0000% | $154734737.00      | $149070414.07      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFA5150 | 2045-04-01      | 5.5000%  | 0.0000% | $17072989.00       | $16672046.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7084 | 2053-09-01      | 4.5000%  | 0.0000% | $30522267.00       | $25760017.70       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9488 | 2056-01-01      | 4.5000%  | 0.0000% | $849130.00         | $813041.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  | 0.0000% | $99234331.00       | $54670244.07       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6085 | 2041-05-01      | 4.0000%  | 0.0000% | $48311.00          | $47004.48          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $3475838.00        | $2345638.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $15094.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  | 0.0000% | $270383572.00      | $249999999.53      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0414 | 2055-01-01      | 6.0000%  | 0.0000% | $115000.00         | $101333.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8693 | 2054-06-01      | 5.5000%  | 0.0000% | $1250000.00        | $927692.12         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8881 | 2043-04-01      | 3.0000%  | 0.0000% | $364700.00         | $65038.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAT2446 | 2043-04-01      | 2.5000%  | 0.0000% | $289664.00         | $50256.64          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6089 | 2048-02-01      | 4.0000%  | 0.0000% | $1047551.00        | $154256.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM1196 | 2029-09-01      | 6.0000%  | 0.0000% | $4524541.00        | $108845.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2652 | 2048-11-01      | 3.5000%  | 0.0000% | $47975000.00       | $14563576.49       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5290 | 2050-03-01      | 3.0000%  | 0.0000% | $312655.00         | $125373.95         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5918 | 2056-06-01      | 4.5000%  | 0.0000% | $9368811.00        | $9065729.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5696 | 2040-12-01      | 5.0000%  | 0.0000% | $1133180.00        | $1103769.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4719 | 2046-10-01      | 3.0000%  | 0.0000% | $2300382.00        | $805238.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE0699 | 2046-10-01      | 3.0000%  | 0.0000% | $3665555.00        | $930670.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6313 | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2218970.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO7444 | 2042-09-01      | 3.5000%  | 0.0000% | $1299056.00        | $346439.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7767 | 2054-01-01      | 5.5000%  | 0.0000% | $485885.00         | $400336.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE4733 | 2055-07-01      | 4.5000%  | 0.0000% | $1782500.00        | $1615441.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL931042 | 2039-04-01      | 5.0000%  | 0.0000% | $392845.00         | $12100.73          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU3625 | 2051-12-01      | 2.5000%  | 0.0000% | $2155000.00        | $1294196.06        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5305 | 2053-12-01      | 7.5000%  | 0.0000% | $1445720.00        | $617373.37         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5854 | 2055-12-01      | 5.5000%  | 0.0000% | $2036292.00        | $2058856.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF6525 | 2040-12-01      | 5.5000%  | 0.0000% | $1026581.00        | $1022990.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF7979 | 2041-05-01      | 4.5000%  | 0.0000% | $1720900.00        | $1711225.10        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4151 | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $16233375.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5773 | 2055-02-01      | 5.5000%  | 0.0000% | $3292060.00        | $3189963.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL1052 | 2041-09-01      | 5.0000%  | 0.0000% | $502376.00         | $18710.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $1148375.00        | $512869.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5724 | 2056-04-01      | 5.0000%  | 0.0000% | $5120600.00        | $5087202.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG4886 | 2041-05-01      | 4.5000%  | 0.0000% | $866903.00         | $861094.75         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4368 | 2031-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $311415.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3021 | 2052-03-01      | 3.0000%  | 0.0000% | $15000.00          | $9969.79           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4745 | 2053-05-01      | 6.5000%  | 0.0000% | $210000.00         | $106761.26         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6778 | 2054-01-01      | 6.5000%  | 0.0000% | $17500000.00       | $10668851.21       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA4321 | 2045-11-01      | 3.5000%  | 0.0000% | $5217888.00        | $720741.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3438 | 2037-05-01      | 2.5000%  | 0.0000% | $33089.00          | $20131.06          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7750 | 2054-01-01      | 6.5000%  | 0.0000% | $1993099.00        | $1261645.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL942040 | 2037-07-01      | 6.0000%  | 0.0000% | $1010000.00        | $17070.34          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $2981000.00        | $2185533.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5970 | 2056-02-01      | 4.5000%  | 0.0000% | $1640598.00        | $1554010.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7993 | 2056-04-01      | 5.5000%  | 0.0000% | $6579539.00        | $6669056.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6343 | 2055-12-01      | 4.5000%  | 0.0000% | $8546638.00        | $8159466.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0950 | 2055-03-01      | 5.5000%  | 0.0000% | $12200000.00       | $11443408.88       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $9000.00           | $4325.67           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4387 | 2041-07-01      | 2.0000%  | 0.0000% | $3000.00           | $1664.63           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $71000.00          | $37576.72          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $23000.00          | $13784.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG9680 | 2056-04-01      | 5.0000%  | 0.0000% | $1598266.00        | $1583681.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1675 | 2049-10-01      | 3.0000%  | 0.0000% | $380000.00         | $76883.13          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH8445 | 2041-04-01      | 5.5000%  | 0.0000% | $9105947.00        | $307457.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3843 | 2055-10-01      | 6.0000%  | 0.0000% | $1240745.00        | $1275899.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1904 | 2055-10-01      | 6.0000%  | 0.0000% | $1383488.00        | $1279550.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5897 | 2055-08-01      | 6.0000%  | 0.0000% | $1900131.00        | $1859123.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735402 | 2035-04-01      | 5.0000%  | 0.0000% | $1870000.00        | $16311.50          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD5614 | 2040-03-01      | 6.5000%  | 0.0000% | $1136724.00        | $572349.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8062 | 2055-05-01      | 6.0000%  | 0.0000% | $2339271.00        | $1405238.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6085 | 2055-04-01      | 6.5000%  | 0.0000% | $660805.00         | $198743.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2935 | 2040-11-01      | 5.0000%  | 0.0000% | $1173957.00        | $1124336.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7613 | 2055-12-01      | 5.5000%  | 0.0000% | $905986.00         | $909322.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO0747 | 2042-04-01      | 3.5000%  | 0.0000% | $204980.00         | $11144.60          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3130 | 2056-01-01      | 6.0000%  | 0.0000% | $4501625.00        | $4617018.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4751 | 2050-05-01      | 3.0000%  | 0.0000% | $7062791.00        | $2588207.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7738 | 2055-12-01      | 5.5000%  | 0.0000% | $2177855.00        | $2199108.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1679 | 2052-02-01      | 4.0000%  | 0.0000% | $10891881.00       | $9478892.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2519 | 2056-02-01      | 5.0000%  | 0.0000% | $4791376.00        | $4756496.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNBW2861 | 2036-04-01      | 5.0000%  | 0.0000% | $5155589.00        | $5157841.21        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  | 0.0000% | $109247138.00      | $21283930.62       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5657 | 2054-11-01      | 5.0000%  | 0.0000% | $15297289.00       | $13732887.50       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2707 | 2037-01-01      | 2.0000%  | 0.0000% | $117378054.00      | $64007555.29       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  | 0.0000% | $437886.00         | $404033.57         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $2415000.00        | $1484435.34        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $30000.00          | $3401.60           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8786 | 2054-07-01      | 6.5000%  | 0.0000% | $1690635.00        | $1000539.19        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $4602406.00        | $435438.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS9513 | 2037-08-01      | 2.5000%  | 0.0000% | $10294457.00       | $7977484.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4736 | 2053-05-01      | 6.5000%  | 0.0000% | $3705000.00        | $2127084.11        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2482 | 2052-07-01      | 3.5000%  | 0.0000% | $1302958.00        | $885354.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  | 0.0000% | $4206652.00        | $2565104.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8878 | 2056-01-01      | 5.0000%  | 0.0000% | $3569588.00        | $3437355.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1158 | 2056-02-01      | 6.0000%  | 0.0000% | $1691049.00        | $1747617.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3994 | 2053-02-01      | 6.0000%  | 0.0000% | $5320000.00        | $3472228.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $33000.00          | $6880.35           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $196277.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257126 | 2028-03-01      | 6.0000%  | 0.0000% | $1030000.00        | $4093.80           | Agency Mortgage-Backed Securities |
| FNMS 02.000 RIAY0547 | 2027-03-01      | 2.0000%  | 0.0000% | $1787580.00        | $8699.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW8154 | 2042-01-01      | 3.5000%  | 0.0000% | $302778.00         | $42716.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3318 | 2043-03-01      | 3.5000%  | 0.0000% | $3461060.00        | $471186.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBN7656 | 2049-07-01      | 3.0000%  | 0.0000% | $317238.00         | $111783.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL781606 | 2034-10-01      | 5.0000%  | 0.0000% | $1025000.00        | $8626.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3834 | 2055-11-01      | 6.0000%  | 0.0000% | $1381274.00        | $1418729.15        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0848 | 2051-06-01      | 3.0000%  | 0.0000% | $1029000.00        | $594345.62         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $4226733.00        | $94329.83          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2311 | 2051-12-01      | 2.0000%  | 0.0000% | $921778.00         | $510573.74         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1838 | 2051-12-01      | 3.0000%  | 0.0000% | $2793000.00        | $1685056.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8586 | 2056-05-01      | 5.0000%  | 0.0000% | $19704022.00       | $19579372.17       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBU3282 | 2036-10-01      | 2.5000%  | 0.0000% | $263674.00         | $162798.46         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0212 | 2051-12-01      | 2.0000%  | 0.0000% | $434227.00         | $243476.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4409 | 2037-06-01      | 2.5000%  | 0.0000% | $73086.00          | $46474.15          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9067 | 2051-10-01      | 2.5000%  | 0.0000% | $205897.00         | $134969.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  | 0.0000% | $9000.00           | $5515.98           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT3861 | 2037-03-01      | 2.5000%  | 0.0000% | $31598.00          | $14608.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA4619 | 2032-04-01      | 2.5000%  | 0.0000% | $4000000.00        | $1562911.76        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1559 | 2051-09-01      | 3.0000%  | 0.0000% | $4515000.00        | $2734572.47        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2286 | 2051-12-01      | 2.5000%  | 0.0000% | $33892.00          | $20615.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7924 | 2056-04-01      | 5.0000%  | 0.0000% | $48022967.00       | $46672712.92       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  | 0.0000% | $1787987.00        | $1713921.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA6044 | 2039-05-01      | 5.0000%  | 0.0000% | $1271920.00        | $22412.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  | 0.0000% | $9322135.00        | $118426.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0424 | 2052-01-01      | 2.5000%  | 0.0000% | $110000.00         | $65696.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $54448608.00       | $51950168.50       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2130 | 2029-11-01      | 3.5000%  | 0.0000% | $135000.00         | $7567.31           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA5847 | 2049-12-01      | 4.0000%  | 0.0000% | $30503539.00       | $29074970.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM1039 | 2039-04-01      | 3.5000%  | 0.0000% | $25000.00          | $4268.08           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1191 | 2055-10-01      | 4.5000%  | 0.0000% | $130122618.00      | $121991331.23      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1454 | 2055-11-01      | 6.0000%  | 0.0000% | $27218555.00       | $23413441.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $738000.00         | $574892.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3378 | 2052-04-01      | 3.5000%  | 0.0000% | $971000.00         | $850640.66         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC2134 | 2040-12-01      | 5.0000%  | 0.0000% | $480835.00         | $463210.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3735 | 2040-01-01      | 6.0000%  | 0.0000% | $46355225.00       | $41327330.20       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1673 | 2055-07-01      | 6.0000%  | 0.0000% | $13636963.00       | $13238621.26       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $116994.00         | $92218.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4331 | 2053-08-01      | 4.0000%  | 0.0000% | $4240000.00        | $3882021.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8938 | 2055-09-01      | 6.0000%  | 0.0000% | $1063937.00        | $1048670.72        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS1907 | 2043-07-01      | 3.0000%  | 0.0000% | $296000.00         | $117880.66         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  | 0.0000% | $190000.00         | $23737.16          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6106 | 2055-08-01      | 5.0000%  | 0.0000% | $1100980.00        | $1078749.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $8421000.00        | $5996564.71        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ1194 | 2048-02-01      | 3.5000%  | 0.0000% | $1855000.00        | $293297.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6210 | 2049-03-01      | 4.0000%  | 0.0000% | $31265925.00       | $4793269.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ5829 | 2048-06-01      | 4.5000%  | 0.0000% | $200000.00         | $46932.62          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | 0.0000% | $733000.00         | $98146.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0487 | 2047-10-01      | 3.5000%  | 0.0000% | $275000.00         | $28332.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7105 | 2049-08-01      | 3.5000%  | 0.0000% | $734000.00         | $269137.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $86000.00          | $22386.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1236 | 2051-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $608428.19         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8857 | 2051-10-01      | 2.0000%  | 0.0000% | $80000.00          | $48148.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1995 | 2052-02-01      | 2.5000%  | 0.0000% | $2814128.00        | $1936700.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5122 | 2050-02-01      | 3.0000%  | 0.0000% | $495000.00         | $161552.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2959 | 2047-04-01      | 3.5000%  | 0.0000% | $4000.00           | $512.86            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  | 0.0000% | $12774.00          | $9857.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | 0.0000% | $4402631.00        | $2789361.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $355980.00         | $276589.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $115873136.00      | $541253.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2895 | 2047-02-01      | 3.0000%  | 0.0000% | $288000.00         | $57241.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ1607 | 2032-11-01      | 3.5000%  | 0.0000% | $3035000.00        | $253527.23         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS8270 | 2046-11-01      | 2.5000%  | 0.0000% | $331538.00         | $83913.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9786 | 2042-12-01      | 3.5000%  | 0.0000% | $1253505.00        | $141599.92         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5569 | 2055-03-01      | 6.5000%  | 0.0000% | $1122683.00        | $752510.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL787217 | 2034-06-01      | 5.5000%  | 0.0000% | $3929620.00        | $14102.82          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF8033 | 2040-12-01      | 4.5000%  | 0.0000% | $1068947.00        | $1035988.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF7956 | 2056-05-01      | 5.0000%  | 0.0000% | $4752905.00        | $4757153.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0126 | 2056-07-01      | 3.5000%  | 0.0000% | $127063369.00      | $36163361.44       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ3024 | 2047-11-01      | 4.0000%  | 0.0000% | $5090811.00        | $746363.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4779 | 2048-06-01      | 4.0000%  | 0.0000% | $282338.00         | $70616.48          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4498 | 2036-12-01      | 2.5000%  | 0.0000% | $30000.00          | $14598.21          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $48829.91          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $19000.00          | $3288.67           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4336 | 2051-04-01      | 3.5000%  | 0.0000% | $10023495.00       | $2291345.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG4121 | 2056-03-01      | 5.0000%  | 0.0000% | $6001815.00        | $5956947.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3777 | 2049-09-01      | 4.5000%  | 0.0000% | $245000.00         | $24918.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6951 | 2056-05-01      | 4.5000%  | 0.0000% | $5883606.00        | $5662411.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0793 | 2056-02-01      | 5.0000%  | 0.0000% | $4073188.00        | $4005929.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ5484 | 2050-11-01      | 3.0000%  | 0.0000% | $1046241.00        | $654714.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5606 | 2049-09-01      | 3.0000%  | 0.0000% | $140000.00         | $30594.48          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5391 | 2054-06-01      | 7.0000%  | 0.0000% | $3000.00           | $1163.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1488.44           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  | 0.0000% | $2997.00           | $2000.70           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4716 | 2052-01-01      | 2.0000%  | 0.0000% | $5000.00           | $3135.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5879 | 2051-11-01      | 3.5000%  | 0.0000% | $4022355.00        | $2769777.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $1781000.00        | $1445957.58        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0199 | 2051-04-01      | 3.0000%  | 0.0000% | $275000.00         | $162619.15         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6598 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $745.79            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  | 0.0000% | $22062607.00       | $10647056.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1800 | 2055-02-01      | 6.0000%  | 0.0000% | $1421674.00        | $1450179.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1571 | 2047-07-01      | 3.5000%  | 0.0000% | $5000000.00        | $1141576.38        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8696 | 2055-09-01      | 7.5000%  | 0.0000% | $811414.00         | $612349.39         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6813 | 2055-09-01      | 6.0000%  | 0.0000% | $3251184.00        | $2199698.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  | 0.0000% | $40000.00          | $12168.98          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2100 | 2055-07-01      | 6.5000%  | 0.0000% | $11159075.00       | $7810628.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2132 | 2055-07-01      | 6.0000%  | 0.0000% | $1456586.00        | $1254071.22        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8761 | 2051-09-01      | 2.5000%  | 0.0000% | $1400000.00        | $984124.50         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  | 0.0000% | $42000.00          | $32275.18          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL911605 | 2037-04-01      | 6.5000%  | 0.0000% | $1630000.00        | $9110.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7031 | 2054-02-01      | 6.0000%  | 0.0000% | $4092000.00        | $2885190.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  | 0.0000% | $900000.00         | $613611.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $3097100.00        | $2261546.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS6945 | 2042-04-01      | 2.5000%  | 0.0000% | $1873000.00        | $1337136.53        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2366 | 2052-02-01      | 3.0000%  | 0.0000% | $37059669.00       | $29836583.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2748 | 2039-07-01      | 5.5000%  | 0.0000% | $10660418.00       | $9198912.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5945 | 2056-01-01      | 5.5000%  | 0.0000% | $299947.00         | $288814.30         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1549 | 2048-09-01      | 4.0000%  | 0.0000% | $803000.00         | $119804.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  | 0.0000% | $3804555.00        | $3600763.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7358 | 2055-04-01      | 6.5000%  | 0.0000% | $1582968.00        | $1329374.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5884 | 2055-03-01      | 6.0000%  | 0.0000% | $1064276.00        | $1093767.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6439 | 2055-11-01      | 5.5000%  | 0.0000% | $99511.00          | $97735.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0032 | 2052-07-01      | 4.5000%  | 0.0000% | $2295000.00        | $1326684.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5052 | 2056-03-01      | 5.0000%  | 0.0000% | $24030000.00       | $23770518.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5254 | 2056-03-01      | 5.5000%  | 0.0000% | $3809179.00        | $3834411.90        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $8000.00           | $4370.10           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5435 | 2050-03-01      | 3.0000%  | 0.0000% | $750000.00         | $173727.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1146 | 2055-06-01      | 6.0000%  | 0.0000% | $33463456.00       | $28425739.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $15000.00          | $8552.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0100 | 2055-09-01      | 5.5000%  | 0.0000% | $1773425.00        | $1792713.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1802 | 2055-06-01      | 6.0000%  | 0.0000% | $8756615.00        | $7609114.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $1499000.00        | $185409.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6261 | 2056-05-01      | 5.0000%  | 0.0000% | $2307021.00        | $2297135.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8318 | 2046-11-01      | 3.0000%  | 0.0000% | $396489.00         | $94091.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8854 | 2055-09-01      | 6.0000%  | 0.0000% | $1409190.00        | $1468362.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO7562 | 2042-10-01      | 3.0000%  | 0.0000% | $34000.00          | $2361.27           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFS2495 | 2029-09-01      | 6.0000%  | 0.0000% | $676838.00         | $22701.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1285 | 2052-02-01      | 3.5000%  | 0.0000% | $2501000.00        | $1457170.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA2738 | 2033-11-01      | 3.5000%  | 0.0000% | $15000000.00       | $1646214.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $36000.00          | $13510.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5274 | 2047-02-01      | 4.0000%  | 0.0000% | $26424.00          | $3489.82           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2965 | 2027-04-01      | 2.5000%  | 0.0000% | $1175000.00        | $19671.67          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5594 | 2056-05-01      | 5.0000%  | 0.0000% | $66193264.00       | $65475549.91       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  | 0.0000% | $821396.00         | $504404.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC2481 | 2056-04-01      | 6.5000%  | 0.0000% | $2343998.00        | $2507537.36        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDG9960 | 2056-05-01      | 7.0000%  | 0.0000% | $1507100.00        | $1605581.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1837 | 2056-01-01      | 5.0000%  | 0.0000% | $115595675.00      | $111542587.15      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFA4321 | 2035-07-01      | 4.0000%  | 0.0000% | $8000.00           | $7178.77           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8315 | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $63983.05          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8970 | 2051-02-01      | 3.0000%  | 0.0000% | $19000000.00       | $9989063.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4965 | 2038-03-01      | 4.0000%  | 0.0000% | $133931.00         | $77618.48          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5475 | 2054-04-01      | 5.0000%  | 0.0000% | $132392309.00      | $130343004.33      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4847 | 2056-03-01      | 4.5000%  | 0.0000% | $10482052.00       | $9997849.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG0252 | 2056-04-01      | 6.5000%  | 0.0000% | $1156746.00        | $1219778.71        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2878 | 2047-01-01      | 3.5000%  | 0.0000% | $250400.00         | $74011.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1546 | 2043-08-01      | 3.5000%  | 0.0000% | $400000.00         | $63558.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2369 | 2052-09-01      | 4.5000%  | 0.0000% | $22057078.00       | $19917685.02       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3209 | 2047-12-01      | 3.0000%  | 0.0000% | $69000.00          | $11411.79          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5308 | 2053-03-01      | 6.5000%  | 0.0000% | $5275704.00        | $3473397.18        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS5191 | 2042-08-01      | 2.0000%  | 0.0000% | $1800000.00        | $1213456.85        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $4000.00           | $690.85            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9500 | 2055-09-01      | 5.0000%  | 0.0000% | $3913109.00        | $3832716.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0151 | 2055-09-01      | 6.5000%  | 0.0000% | $1327406.00        | $547641.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  | 0.0000% | $1505000.00        | $693958.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $15000.00          | $10076.18          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK9818 | 2048-09-01      | 5.0000%  | 0.0000% | $38000.00          | $3623.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725238 | 2034-03-01      | 5.0000%  | 0.0000% | $165000.00         | $1245.91           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6430 | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $248301.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7504 | 2050-01-01      | 3.0000%  | 0.0000% | $190000.00         | $60742.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6018 | 2040-08-01      | 5.5000%  | 0.0000% | $1160606.00        | $712917.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $759.61            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9391 | 2051-03-01      | 3.0000%  | 0.0000% | $158363093.00      | $90314754.85       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | 0.0000% | $300000.00         | $192022.24         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3210 | 2037-03-01      | 2.5000%  | 0.0000% | $12355225.00       | $7863128.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0388 | 2051-05-01      | 2.5000%  | 0.0000% | $120000.00         | $64453.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4661 | 2052-09-01      | 3.5000%  | 0.0000% | $135000.00         | $96689.90          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6194 | 2053-05-01      | 6.0000%  | 0.0000% | $500000.00         | $379210.22         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1712 | 2055-12-01      | 6.0000%  | 0.0000% | $14291453.00       | $14604139.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257595 | 2029-03-01      | 5.0000%  | 0.0000% | $334671.00         | $900.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879796 | 2036-03-01      | 6.0000%  | 0.0000% | $550000.00         | $964.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU4484 | 2043-07-01      | 3.5000%  | 0.0000% | $5056118.00        | $483659.04         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | 0.0000% | $3438.00           | $3073.45           | Agency Mortgage-Backed Securities |

### Security 654: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I67S1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I67S1
- **C.18 - Value (incl. sponsor support):** $2004515000.00
- **C.18.a - Value (excl. sponsor support):** $2004515000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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

**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 | 2028-03-31      | 1.2500%  | 0.0000% | $500000000.00      | $476573013.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $500000000.00      | $476471159.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $120393200.00      | $113991602.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $500000000.00      | $501564419.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $500000000.00      | $507540066.30      | U.S. Treasuries (including strips) |

### Security 655: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.650000%
- **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: ARP1I6B80, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1I6B80
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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

**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 | 2027-08-31      | 0.5000%  | 0.0000% | $232546600.00      | $223188651.83      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $90452300.00       | $89124691.11       | U.S. Treasuries (including strips)        |
| GNRM 2024-159 GL       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $23668372.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $23584922.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 BL       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $23622047.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD       | 2054-04-20      | 5.7500%  | 0.0000% | $44727196.00       | $45113783.08       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-177 DL       | 2054-09-20      | 5.2500%  | 0.0000% | $25000000.00       | $24414333.32       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MW       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $23833222.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 DB       | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $19062117.78       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM       | 2054-04-20      | 5.5000%  | 0.0000% | $20000000.00       | $20202255.54       | Agency Collateralized Mortgage Obligation |

### Security 656: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I6BP2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1I6BP2
- **C.18 - Value (incl. sponsor support):** $3317992634.04
- **C.18.a - Value (excl. sponsor support):** $3317992634.04
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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

**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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SFS AUTO RECV SEC TR 2024-1    A-4    20310121 4.9 | 2031-01-21      | 4.9400%  | 0.0000% | $85000.00          | $85835.30          | Asset-Backed Securities                           |
| ROCHE HOLDINGS INC             SR 144A NT 33       | 2033-11-13      | 5.5930%  | 0.0000% | $451000.00         | $475013.85         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $4808000.00        | $5066681.08        | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.3%34    | 2034-12-01      | 5.3000%  | 0.0000% | $379000.00         | $393146.39         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $44397000.00       | $51462831.88       | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT4.5%48    | 2048-09-10      | 4.5000%  | 0.0000% | $481000.00         | $410675.40         | Corporate Debt Securities                         |
| KKR CLO LTD 2025-37R           A-R    20380420 FLT | 2038-04-20      | 4.8452%  | 0.0000% | $1400000.00        | $1405640.60        | Asset-Backed Securities                           |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%33      | 2033-07-31      | 5.4000%  | 0.0000% | $566000.00         | $590275.74         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%33      | 2033-07-31      | 5.4000%  | 0.0000% | $1029000.00        | $1073133.81        | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT 30       | 2030-07-30      | 5.3500%  | 0.0000% | $93000.00          | $96831.11          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            JR SB 2026A NT56    | 2056-09-15      | 6.0500%  | 0.0000% | $3526000.00        | $3545274.49        | Corporate Debt Securities                         |
| 3M CO                          FR 3.125%091946     | 2046-09-19      | 3.1250%  | 0.0000% | $93000.00          | $64380.77          | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.75%34     | 2034-01-15      | 5.7500%  | 0.0000% | $100000.00         | $106326.28         | Corporate Debt Securities                         |
| SPIRIT AIRLINES 2017-1         AA     20310815 3.3 | 2031-08-15      | 3.3750%  | 0.0000% | $68000.00          | $36746.19          | Asset-Backed Securities                           |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-11-24      | 6.3500%  | 0.0000% | $14969000.00       | $14453197.37       | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR 144A NT3.5%51    | 2051-09-10      | 3.5000%  | 0.0000% | $200000.00         | $138220.11         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT4.4%46    | 2046-07-01      | 4.4000%  | 0.0000% | $390000.00         | $332552.57         | Corporate Debt Securities                         |
| METROPOLITAN EDISON CO         SR REGS NT5.2%28    | 2028-04-01      | 5.2000%  | 0.0000% | $363000.00         | $370059.54         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 51       | 2051-09-23      | 3.3750%  | 0.0000% | $330000.00         | $222917.48         | Corporate Debt Securities                         |
| SEMPRA                         3.8%38              | 2038-02-01      | 3.8000%  | 0.0000% | $218000.00         | $187420.17         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 34       | 2034-03-08      | 4.9850%  | 0.0000% | $3829000.00        | $3906599.47        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT2.8%41    | 2041-09-15      | 2.8000%  | 0.0000% | $10000.00          | $7158.96           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $1089000.00        | $1135806.43        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 2.82%51     | 2051-09-01      | 2.8200%  | 0.0000% | $145000.00         | $90799.48          | Corporate Debt Securities                         |
| MSD INVT CORP                  SR GLBL NT 30       | 2030-05-31      | 6.2500%  | 0.0000% | $1800000.00        | $1832627.50        | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT4.5%29    | 2029-09-15      | 4.5000%  | 0.0000% | $2000.00           | $2021.68           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 47       | 2047-05-03      | 4.0500%  | 0.0000% | $2353000.00        | $1841210.74        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 2.82%51     | 2051-09-01      | 2.8200%  | 0.0000% | $200000.00         | $125240.67         | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 28       | 2028-05-15      | 3.9500%  | 0.0000% | $1014000.00        | $1009483.76        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 5%33        | 2033-12-15      | 5.0000%  | 0.0000% | $3434000.00        | $3561187.73        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD6.1%36    | 2036-08-01      | 6.1000%  | 0.0000% | $351000.00         | $372479.25         | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45       | 2045-08-15      | 5.8500%  | 0.0000% | $38000.00          | $37963.90          | Corporate Debt Securities                         |
| GEORGETOWN UNIV                SR -2019A NT 18     | 2118-10-01      | 5.2150%  | 0.0000% | $121000.00         | $105844.99         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $126000.00         | $122866.81         | Corporate Debt Securities                         |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 3%30     | 2030-01-15      | 3.0000%  | 0.0000% | $60000.00          | $57208.00          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.8%28    | 2028-06-23      | 5.8000%  | 0.0000% | $134000.00         | $140250.21         | Corporate Debt Securities                         |
| GM FINL REVOL RECEV TR 2025-1  A      20371211 4.6 | 2037-12-11      | 4.6400%  | 0.0000% | $2078000.00        | $2090482.55        | Asset-Backed Securities                           |
| HSBC HLDGS PLC                 SR GLBL NT 33       | 2033-08-11      | 5.4020%  | 0.0000% | $298000.00         | $307361.97         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $786000.00         | $803981.06         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $1765000.00        | $1805377.32        | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 47       | 2047-03-01      | 4.1500%  | 0.0000% | $334000.00         | $276703.78         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.8750%  | 0.0000% | $1453000.00        | $1509384.88        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 35       | 2035-03-04      | 5.7190%  | 0.0000% | $5000000.00        | $5211215.97        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $4292000.00        | $4355975.84        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 45       | 2045-10-15      | 6.3500%  | 0.0000% | $2863000.00        | $2939559.80        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT 27       | 2027-06-08      | 4.3500%  | 0.0000% | $921000.00         | $938842.07         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 39       | 2039-07-08      | 6.1250%  | 0.0000% | $5485000.00        | $5508199.26        | Corporate Debt Securities                         |
| RAYMOND JAMES FINL INC         GLBL NT 3.75%51     | 2051-04-01      | 3.7500%  | 0.0000% | $400000.00         | $292432.67         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $1079000.00        | $993967.01         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR NT 4.35%47       | 2047-01-30      | 4.3500%  | 0.0000% | $558000.00         | $469601.18         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR NT 4.35%47       | 2047-01-30      | 4.3500%  | 0.0000% | $1317000.00        | $1108359.76        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%050143     | 2043-05-01      | 3.6250%  | 0.0000% | $199000.00         | $155898.48         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 26       | 2026-06-01      | 4.8750%  | 0.0000% | $200000.00         | $204694.83         | Corporate Debt Securities                         |
| PULTE GROUP INC                GTD SR NT 6%35      | 2035-02-15      | 6.0000%  | 0.0000% | $3754000.00        | $3985183.83        | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 2%31     | 2031-02-15      | 2.0000%  | 0.0000% | $8000.00           | $7136.06           | Corporate Debt Securities                         |
| PACIFICORP                     1MT 6%39            | 2039-01-15      | 6.0000%  | 0.0000% | $228000.00         | $236735.44         | Corporate Debt Securities                         |
| PACIFICORP                     1MT 6%39            | 2039-01-15      | 6.0000%  | 0.0000% | $250000.00         | $259578.33         | Corporate Debt Securities                         |
| PACIFICORP                     1MT 6%39            | 2039-01-15      | 6.0000%  | 0.0000% | $305000.00         | $316685.57         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $394000.00         | $362949.95         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $941000.00         | $935397.91         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 49       | 2049-08-15      | 3.9500%  | 0.0000% | $190000.00         | $138738.21         | Corporate Debt Securities                         |
| PULTE GROUP INC                GTD SR NT 6%35      | 2035-02-15      | 6.0000%  | 0.0000% | $318000.00         | $337583.50         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 50       | 2050-06-01      | 3.2500%  | 0.0000% | $275000.00         | $183259.85         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $6707000.00        | $6819707.41        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 50       | 2050-06-01      | 3.2500%  | 0.0000% | $81000.00          | $53978.35          | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT 36       | 2036-03-16      | 4.9500%  | 0.0000% | $416000.00         | $414414.00         | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%29      | 2029-02-05      | 4.6000%  | 0.0000% | $101000.00         | $102679.29         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 43       | 2043-08-01      | 4.7500%  | 0.0000% | $5456000.00        | $4935330.89        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.25%010829      | 2029-01-08      | 4.2500%  | 0.0000% | $592000.00         | $594815.45         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $200000.00         | $206435.33         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT 27       | 2027-06-08      | 4.3500%  | 0.0000% | $350000.00         | $356780.38         | Corporate Debt Securities                         |
| RTX CORPORATION                4.125%28            | 2028-11-16      | 4.1250%  | 0.0000% | $4185000.00        | $4161729.66        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 4%47     | 2047-04-15      | 4.0000%  | 0.0000% | $655000.00         | $521837.77         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $341000.00         | $245683.11         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 46       | 2046-11-01      | 3.7500%  | 0.0000% | $219000.00         | $168316.10         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 27       | 2027-05-04      | 3.1250%  | 0.0000% | $96000.00          | $95315.53          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 27       | 2027-05-04      | 3.1250%  | 0.0000% | $2000000.00        | $1985740.28        | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT4.6%33    | 2033-03-16      | 4.6000%  | 0.0000% | $2471000.00        | $2454611.78        | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR GLBL -K NT 34    | 2034-07-01      | 5.7000%  | 0.0000% | $1344000.00        | $1402038.40        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT2.1%28    | 2028-09-15      | 2.1000%  | 0.0000% | $90000.00          | $85411.50          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 54    | 2054-08-15      | 5.5500%  | 0.0000% | $40000.00          | $39201.73          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT4.5%28    | 2028-03-15      | 4.5000%  | 0.0000% | $3000.00           | $3041.13           | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBLE RECV 2024-2 A-3    20280215 5.5 | 2028-02-15      | 5.5600%  | 0.0000% | $1416000.00        | $434304.76         | Asset-Backed Securities                           |
| VICI PROPERTIES LP             GLBL NT 5.125%32    | 2032-05-15      | 5.1250%  | 0.0000% | $1753000.00        | $1742329.59        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $1579000.00        | $1584172.54        | Corporate Debt Securities                         |
| VERUS SEC TRUST 2024-4         B-2    20690625 FLT | 2069-06-25      | 7.9902%  | 0.0000% | $5244000.00        | $5333402.97        | Private Label Collateralized Mortgage Obligations |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 54    | 2054-08-15      | 5.5500%  | 0.0000% | $26000.00          | $25481.13          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55       | 2055-03-15      | 4.6720%  | 0.0000% | $2000.00           | $1664.07           | Corporate Debt Securities                         |
| WABTEC                         SR GLBL NT5.5%35    | 2035-05-29      | 5.5000%  | 0.0000% | $22000.00          | $22482.90          | Corporate Debt Securities                         |
| WABTEC                         SR GLBL NT5.5%35    | 2035-05-29      | 5.5000%  | 0.0000% | $374000.00         | $382209.30         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 34       | 2034-12-15      | 5.9500%  | 0.0000% | $2680000.00        | $2885490.49        | Corporate Debt Securities                         |
| WORKDAY INC                    SR GLBL NT3.7%29    | 2029-04-01      | 3.7000%  | 0.0000% | $580000.00         | $568087.44         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               FR 4.45%061231      | 2031-06-12      | 4.4500%  | 0.0000% | $526000.00         | $524024.43         | Corporate Debt Securities                         |
| WORKDAY INC                    SR GLBL NT3.7%29    | 2029-04-01      | 3.7000%  | 0.0000% | $570000.00         | $558292.83         | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 55       | 2055-11-15      | 6.3750%  | 0.0000% | $614000.00         | $614988.03         | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT5.7%34    | 2034-03-15      | 5.7000%  | 0.0000% | $1873000.00        | $1958589.86        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $400000.00         | $288191.33         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31    | 2031-03-15      | 1.5000%  | 0.0000% | $1477000.00        | $1287564.90        | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 2%50     | 2050-08-15      | 2.0000%  | 0.0000% | $331000.00         | $178712.78         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR 144A NT 27       | 2027-07-27      | 6.1250%  | 0.0000% | $200000.00         | $207563.39         | Corporate Debt Securities                         |
| HUNT J B TRANS SVCS INC        SR GLBL NT4.9%30    | 2030-03-15      | 4.9000%  | 0.0000% | $900000.00         | $915311.00         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 47       | 2047-12-08      | 3.7340%  | 0.0000% | $782000.00         | $579123.00         | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54      | 2054-02-05      | 5.3000%  | 0.0000% | $1720000.00        | $1577194.13        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 49       | 2049-05-15      | 4.2500%  | 0.0000% | $3656000.00        | $2874832.64        | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          SR 144A NT 48       | 2048-01-12      | 4.3750%  | 0.0000% | $6141000.00        | $4810977.96        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 30       | 2030-02-10      | 5.1250%  | 0.0000% | $71000.00          | $73157.50          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 33       | 2033-04-15      | 4.7500%  | 0.0000% | $332000.00         | $329749.41         | Corporate Debt Securities                         |
| RR 2 LTD 2017-2R               B-R    20360415 FLT | 2036-04-15      | 5.7347%  | 0.0000% | $4731788.00        | $4766798.93        | Asset-Backed Securities                           |
| MADISON PARK FDG LTD 2019-35R2 A-1-R2 20390214 FLT | 2039-02-14      | 4.7992%  | 0.0000% | $452929.00         | $459812.44         | Asset-Backed Securities                           |
| METROPOLITAN EDISON CO         SR 144A NT4.3%29    | 2029-01-15      | 4.3000%  | 0.0000% | $3345000.00        | $3374688.73        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-04-01      | 2.6250%  | 0.0000% | $7000.00           | $6409.82           | Corporate Debt Securities                         |
| MAGNETITE LIMITED 2023-37R     A-1-R  20381025 FLT | 2038-10-25      | 4.8666%  | 0.0000% | $900000.00         | $905423.27         | Asset-Backed Securities                           |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $923000.00         | $956244.61         | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $1449000.00        | $1501190.08        | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $1945000.00        | $2015055.01        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 4.8%43      | 2043-12-15      | 4.8000%  | 0.0000% | $58000.00          | $53548.89          | Corporate Debt Securities                         |
| METLIFE CAPITAL TRUST IV       7.875%67            | 2067-12-15      | 7.8750%  | 0.0000% | $26644000.00       | $30038312.38       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.942%020739     | 2039-02-07      | 5.9420%  | 0.0000% | $725000.00         | $761892.51         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $663000.00         | $714818.79         | Corporate Debt Securities                         |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 6.9673%  | 0.0000% | $215000.00         | $213365.46         | Private Label Collateralized Mortgage Obligations |
| MARTIN MARIETTA MATLS INC      3.5%27              | 2027-12-15      | 3.5000%  | 0.0000% | $3000000.00        | $3008683.33        | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $2384000.00        | $2469866.91        | Corporate Debt Securities                         |
| M & T BK CORP                  FR 6.082%031332     | 2032-03-13      | 6.0820%  | 0.0000% | $90000.00          | $95059.78          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.95%030335      | 2035-03-03      | 4.9500%  | 0.0000% | $204000.00         | $205492.26         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $116000.00         | $117123.75         | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 012026-010930    | 2030-01-09      | 4.4349%  | 0.0000% | $2713000.00        | $2723666.95        | Corporate Debt Securities                         |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT6.1%34    | 2034-04-01      | 6.1000%  | 0.0000% | $6000.00           | $6346.73           | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 32       | 2032-08-08      | 4.2500%  | 0.0000% | $43000.00          | $42406.35          | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 5%42     | 2042-05-01      | 5.0000%  | 0.0000% | $9000.00           | $8292.32           | Corporate Debt Securities                         |
| TR FIN LLC                     SR GLBL NT 40       | 2040-04-15      | 5.8500%  | 0.0000% | $381000.00         | $383678.43         | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR GLBL NT4.6%43    | 2043-08-01      | 4.6000%  | 0.0000% | $325000.00         | $294069.03         | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 56       | 2056-03-15      | 5.7500%  | 0.0000% | $300000.00         | $299879.83         | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR NT 6.15%37       | 2037-05-15      | 6.1500%  | 0.0000% | $1965000.00        | $2074984.33        | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           GLBL NT 5.488%54    | 2054-04-05      | 5.4880%  | 0.0000% | $2000.00           | $1957.38           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT6.2%66    | 2066-05-15      | 6.2000%  | 0.0000% | $17055000.00       | $17193562.40       | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           SR GLBL 144A 55     | 2055-07-01      | 6.3750%  | 0.0000% | $5876000.00        | $6120255.53        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        LW TIER II 33       | 2033-06-06      | 4.6260%  | 0.0000% | $1168000.00        | $1159766.18        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 48       | 2048-09-21      | 4.2500%  | 0.0000% | $2789000.00        | $2320051.34        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        LW TIER II 33       | 2033-06-06      | 4.6260%  | 0.0000% | $1639000.00        | $1627445.87        | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT 31       | 2031-03-15      | 6.6500%  | 0.0000% | $1988000.00        | $2016964.06        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47       | 2047-04-15      | 4.2500%  | 0.0000% | $125000.00         | $102306.81         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%47    | 2047-05-11      | 4.1000%  | 0.0000% | $140000.00         | $108130.40         | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT 33       | 2033-06-15      | 5.3750%  | 0.0000% | $5670000.00        | $5821083.45        | Corporate Debt Securities                         |
| RTX CORPORATION                4.625%48            | 2048-11-16      | 4.6250%  | 0.0000% | $300000.00         | $259188.04         | Corporate Debt Securities                         |
| RTX CORPORATION                4.625%48            | 2048-11-16      | 4.6250%  | 0.0000% | $2426000.00        | $2095967.30        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.9%33    | 2033-02-06      | 4.9000%  | 0.0000% | $1526000.00        | $1482555.63        | Corporate Debt Securities                         |
| KINROSS GOLD CORP              SR GLBL NT 33       | 2033-07-15      | 6.2500%  | 0.0000% | $329000.00         | $358413.88         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR NT 5.6%56        | 2056-05-20      | 5.6000%  | 0.0000% | $3000000.00        | $3006630.00        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $234000.00         | $236849.34         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $11738000.00       | $11937130.28       | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37    | 2037-04-15      | 5.5000%  | 0.0000% | $668000.00         | $676692.16         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%030138       | 2038-03-01      | 6.3000%  | 0.0000% | $537000.00         | $592778.19         | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI 1LIEN AMZ 144A28    | 2028-10-20      | 4.7500%  | 0.0000% | $99853.00          | $83642.35          | Corporate Debt Securities                         |
| MERCEDES-BENZ AUTO 2024-B      A-4    20300617 4.2 | 2030-06-17      | 4.2200%  | 0.0000% | $10000000.00       | $10027861.11       | Asset-Backed Securities                           |
| SOUTHWEST AIRLS CO             SR GLBL NT 35       | 2035-11-15      | 5.2500%  | 0.0000% | $892000.00         | $865045.25         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 4%42     | 2042-06-20      | 4.0000%  | 0.0000% | $400000.00         | $334430.67         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 30       | 2030-01-22      | 2.5500%  | 0.0000% | $6000.00           | $5647.05           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $30000.00          | $20342.77          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $48000.00          | $32548.43          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT5.6%53    | 2053-07-31      | 5.6000%  | 0.0000% | $100000.00         | $99295.11          | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 31       | 2031-04-15      | 2.9500%  | 0.0000% | $3416000.00        | $3155446.50        | Corporate Debt Securities                         |
| SMUCKER J M CO                 GLBL NT 6.5%43      | 2043-11-15      | 6.5000%  | 0.0000% | $881000.00         | $940641.74         | Corporate Debt Securities                         |
| SANTANDER MTG ASSET 2025-NQM1  B-1    20650125 FLT | 2065-01-25      | 7.2780%  | 0.0000% | $1400000.00        | $1407072.34        | Private Label Collateralized Mortgage Obligations |
| REALTY INCOME CORP             SR GLBL NT4.9%33    | 2033-07-15      | 4.9000%  | 0.0000% | $3262000.00        | $3307631.76        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.5%33    | 2033-02-01      | 4.5000%  | 0.0000% | $882000.00         | $872791.92         | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL 144A 32     | 2032-01-19      | 4.1930%  | 0.0000% | $300000.00         | $291747.42         | Corporate Debt Securities                         |
| ROCKWELL AUTOMATION INC        GLBL NT 1.75%31     | 2031-08-15      | 1.7500%  | 0.0000% | $100000.00         | $87406.56          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.9%33    | 2033-07-15      | 4.9000%  | 0.0000% | $135000.00         | $136888.50         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         LW TIER II 43       | 2043-01-09      | 5.3000%  | 0.0000% | $450000.00         | $425376.50         | Corporate Debt Securities                         |
| MCDONALDS CORP                 SR GLBL NT 48       | 2048-09-01      | 4.4500%  | 0.0000% | $1000.00           | $843.97            | Corporate Debt Securities                         |
| SIXTH STREET CLO LTD 2024-24R  D-R    20370423 FLT | 2037-04-23      | 6.5800%  | 0.0000% | $1144414.00        | $1158922.94        | Asset-Backed Securities                           |
| STARBUCKS CORP                 4.45%49             | 2049-08-15      | 4.4500%  | 0.0000% | $2000.00           | $1666.13           | Corporate Debt Securities                         |
| MCDONALDS CORP                 SR GLBL NT 48       | 2048-09-01      | 4.4500%  | 0.0000% | $100000.00         | $84396.78          | Corporate Debt Securities                         |
| STATE STREET BANK & TRUST      SR GLBL NT 26       | 2026-11-25      | 4.5940%  | 0.0000% | $7723000.00        | $7757525.24        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.584%052228     | 2028-05-22      | 3.5840%  | 0.0000% | $725000.00         | $719676.24         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.75%120746      | 2046-12-07      | 4.7500%  | 0.0000% | $16000.00          | $13962.31          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31    | 2031-03-15      | 1.5000%  | 0.0000% | $611000.00         | $532635.18         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 46       | 2046-11-01      | 3.7500%  | 0.0000% | $222000.00         | $170621.80         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 46       | 2046-11-01      | 3.7500%  | 0.0000% | $340000.00         | $261312.67         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT5.5%47    | 2047-03-16      | 5.5000%  | 0.0000% | $970000.00         | $939845.39         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 38       | 2038-07-15      | 6.1250%  | 0.0000% | $5609000.00        | $6161983.52        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.75%34     | 2034-04-01      | 5.7500%  | 0.0000% | $582000.00         | $598321.54         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $500000.00         | $517980.00         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.15%012429      | 2029-01-24      | 4.1500%  | 0.0000% | $1000.00           | $1006.95           | Corporate Debt Securities                         |
| WPP FIN 2010                   CR SEN SR NT 43     | 2043-11-15      | 5.6250%  | 0.0000% | $2445000.00        | $2066947.99        | Corporate Debt Securities                         |
| WP CAREY INC                   GLBL NT 5.375%34    | 2034-06-30      | 5.3750%  | 0.0000% | $762000.00         | $785611.73         | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33       | 2033-10-01      | 7.1500%  | 0.0000% | $416000.00         | $454904.09         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $2276000.00        | $2450318.84        | Corporate Debt Securities                         |
| FLEX LTD                       SR GLBL NT 32       | 2032-01-15      | 5.2500%  | 0.0000% | $25000.00          | $25534.04          | Corporate Debt Securities                         |
| FHLMC STACR  2022-DNA1         B-1    20420127 FLT | 2042-01-27      | 7.0121%  | 0.0000% | $1500000.00        | $1521873.51        | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR4          A1-B   20460525 FLT | 2046-05-25      | 4.2988%  | 0.0000% | $58956879.00       | $1973140.01        | Private Label Collateralized Mortgage Obligations |
| HOWMET AEROSPACE INC           SR GLBL NT 36       | 2036-04-15      | 4.7500%  | 0.0000% | $276000.00         | $271735.03         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 39       | 2039-05-15      | 4.1500%  | 0.0000% | $6350000.00        | $5559322.69        | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT 35       | 2035-01-15      | 5.2500%  | 0.0000% | $409000.00         | $417295.20         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR NT 6.25%31       | 2031-06-01      | 6.2500%  | 0.0000% | $15933000.00       | $15888662.00       | Corporate Debt Securities                         |
| ING GROEP N.V.                 GLBL NT 5.42%37     | 2037-03-23      | 5.4200%  | 0.0000% | $1330000.00        | $1343787.67        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.9%63    | 2063-02-10      | 5.9000%  | 0.0000% | $216000.00         | $211957.32         | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             CR SEN SR NT 43     | 2043-07-15      | 5.7000%  | 0.0000% | $90000.00          | $90385.80          | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 7.8%112853       | 2053-11-28      | 7.8000%  | 0.0000% | $200000.00         | $240837.33         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.6%052645       | 2045-05-26      | 4.6000%  | 0.0000% | $100000.00         | $86878.33          | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $16290000.00       | $19233670.88       | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT 35       | 2035-09-06      | 5.5020%  | 0.0000% | $1197000.00        | $1222083.33        | Corporate Debt Securities                         |
| GOODMAN US FIN EIGHT LLC       SR GLBL 144A 46     | 2046-04-28      | 5.8750%  | 0.0000% | $1191000.00        | $1176802.12        | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT 35       | 2035-09-06      | 5.5020%  | 0.0000% | $1302000.00        | $1329283.63        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 51       | 2051-09-23      | 3.3750%  | 0.0000% | $95000.00          | $64173.21          | Corporate Debt Securities                         |
| OBRA CLO 2 LTD                 B      20380720 FLT | 2038-07-20      | 5.5252%  | 0.0000% | $500000.00         | $504657.83         | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT 56       | 2056-05-15      | 6.1250%  | 0.0000% | $19862000.00       | $20055734.50       | Corporate Debt Securities                         |
| GLS AUTO RECV ISSUER TR 2026-2 D      20320115 5.3 | 2032-01-15      | 5.3800%  | 0.0000% | $4993000.00        | $5014836.05        | Asset-Backed Securities                           |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $3195000.00        | $3366898.10        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-10-21      | 4.3690%  | 0.0000% | $14649000.00       | $14420647.32       | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $4100000.00        | $4320589.11        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%27    | 2027-05-08      | 5.4000%  | 0.0000% | $5059000.00        | $5124918.77        | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR NT 4.8%44        | 2044-04-01      | 4.8000%  | 0.0000% | $45000.00          | $41321.85          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 5.625%41      | 2041-09-01      | 5.6250%  | 0.0000% | $1823000.00        | $1822015.58        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-11-15      | 2.2500%  | 0.0000% | $370000.00         | $325912.65         | Corporate Debt Securities                         |
| GOLUB CAPITAL BDC CLO 8 2024-8 A-2RR  20361020 FLT | 2036-10-20      | 5.4252%  | 0.0000% | $13297568.00       | $13321734.10       | Asset-Backed Securities                           |
| GENERAL MTRS CO                SR GLBL NT5.4%48    | 2048-04-01      | 5.4000%  | 0.0000% | $5225000.00        | $4732648.25        | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -L NT 33    | 2033-01-15      | 5.2500%  | 0.0000% | $200000.00         | $206720.33         | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $100000.00         | $102622.11         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $60000.00          | $45111.13          | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 27       | 2027-03-29      | 3.9500%  | 0.0000% | $13276000.00       | $13339503.53       | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-2    20631225 FLT | 2063-12-25      | 7.6879%  | 0.0000% | $4619000.00        | $4387605.60        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 56       | 2056-05-15      | 6.1250%  | 0.0000% | $21842000.00       | $22055047.47       | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            B-1    20550225 FLT | 2055-02-25      | 7.1787%  | 0.0000% | $10670000.00       | $9942456.86        | Private Label Collateralized Mortgage Obligations |
| ING GROEP N.V.                 SR GLBL NT 36       | 2036-03-25      | 5.5250%  | 0.0000% | $6000000.00        | $6153193.33        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 32       | 2032-09-15      | 1.8500%  | 0.0000% | $939000.00         | $797025.81         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT6.7%28    | 2028-08-01      | 6.7000%  | 0.0000% | $2000.00           | $2137.64           | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL FL NT 29    | 2029-06-13      | 4.7001%  | 0.0000% | $3240000.00        | $3292990.35        | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.179%070831     | 2031-07-08      | 5.1790%  | 0.0000% | $6000.00           | $6174.27           | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.179%070831     | 2031-07-08      | 5.1790%  | 0.0000% | $1002000.00        | $1031102.51        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.7%30    | 2030-10-15      | 1.7000%  | 0.0000% | $10000.00          | $8847.78           | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 36       | 2036-03-15      | 5.2500%  | 0.0000% | $260000.00         | $259686.27         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 36       | 2036-11-04      | 4.9430%  | 0.0000% | $1912000.00        | $1857876.33        | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $16247000.00       | $18206671.62       | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $319000.00         | $335004.58         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 50       | 2050-04-15      | 5.1250%  | 0.0000% | $80000.00          | $71980.31          | Corporate Debt Securities                         |
| AES GENER S A                  1LIEN AMZ REGS34    | 2034-11-14      | 6.2500%  | 0.0000% | $2300000.00        | $2357261.18        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.4000%  | 0.0000% | $8036000.00        | $8180255.13        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $378000.00         | $366242.73         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $5886000.00        | $5702922.51        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $180000.00         | $174401.30         | Corporate Debt Securities                         |
| GEORGETOWN UNIV                SR GLBL 2020A 50    | 2050-04-01      | 2.9430%  | 0.0000% | $45000.00          | $29024.62          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-07-21      | 2.3830%  | 0.0000% | $2000.00           | $1783.97           | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32       | 2032-02-15      | 2.6500%  | 0.0000% | $360000.00         | $321788.00         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32       | 2032-10-13      | 2.4940%  | 0.0000% | $283000.00         | $251518.17         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR NT 50     | 2050-04-28      | 3.2500%  | 0.0000% | $2718000.00        | $1849404.96        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 50       | 2050-05-15      | 3.0500%  | 0.0000% | $541000.00         | $352518.91         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.493%011632     | 2032-01-16      | 4.4930%  | 0.0000% | $3000.00           | $2996.25           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 44       | 2044-06-09      | 5.4500%  | 0.0000% | $1285000.00        | $1283799.95        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR NT 50     | 2050-04-28      | 3.2500%  | 0.0000% | $500000.00         | $340214.31         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT4.8%48    | 2048-10-15      | 4.8000%  | 0.0000% | $1869000.00        | $1630696.27        | Corporate Debt Securities                         |
| F&G GLOBAL FUNDING             -20252 REGS NT28    | 2028-09-08      | 4.6500%  | 0.0000% | $201000.00         | $200473.88         | Corporate Debt Securities                         |
| ENI SPA                        SR GLBL 144A 35     | 2035-05-19      | 5.7500%  | 0.0000% | $2809000.00        | $2903992.58        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 34     | 2034-04-22      | 5.9500%  | 0.0000% | $1800000.00        | $1888515.50        | Corporate Debt Securities                         |
| CIMIC FIN LTD                  CR SEN SR GLBL36    | 2036-04-22      | 6.0000%  | 0.0000% | $637000.00         | $633570.82         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 29       | 2029-11-15      | 2.8750%  | 0.0000% | $1106000.00        | $1049392.77        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $490000.00         | $493243.53         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-11-03      | 2.5200%  | 0.0000% | $3935000.00        | $3496090.10        | Corporate Debt Securities                         |
| BIG RIV STL LLC/ BRS FIN CORP  SR SEC GLBL 29      | 2029-01-31      | 6.6250%  | 0.0000% | $4595000.00        | $4694570.46        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 32     | 2032-04-15      | 4.1500%  | 0.0000% | $145000.00         | $140485.02         | Corporate Debt Securities                         |
| CSL FIN PLC                    SR 144A NT 52       | 2052-04-27      | 4.7500%  | 0.0000% | $19000.00          | $16218.63          | Corporate Debt Securities                         |
| CARLYLE US CLO LTD 2024-1R     D-R    20390415 FLT | 2039-04-15      | 6.9171%  | 0.0000% | $2794600.00        | $2827366.54        | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $228000.00         | $222006.26         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           LW TIER II GLBL     | 2037-05-04      | 4.5880%  | 0.0000% | $1155000.00        | $1112953.51        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           LW TIER II GLBL     | 2037-05-04      | 4.5880%  | 0.0000% | $1863000.00        | $1795179.55        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP GLBL -M NT     | 2500-12-31      | 5.6250%  | 0.0000% | $4787000.00        | $4828670.83        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $1890000.00        | $1853220.60        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649     | 2049-09-06      | 4.7580%  | 0.0000% | $199000.00         | $169623.59         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           LW TIER II GLBL     | 2037-05-04      | 4.5880%  | 0.0000% | $2416000.00        | $2328048.20        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.726%032531     | 2031-03-25      | 2.7260%  | 0.0000% | $280000.00         | $256781.34         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $9350000.00        | $9688797.25        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2085-04-27      | 7.3500%  | 0.0000% | $2069000.00        | $2144939.20        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2085-04-27      | 7.3500%  | 0.0000% | $2210000.00        | $2291114.37        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.25%090128      | 2028-09-01      | 4.2500%  | 0.0000% | $100000.00         | $100314.89         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 50       | 2050-05-15      | 3.3500%  | 0.0000% | $100000.00         | $67776.28          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 53       | 2053-08-02      | 7.0810%  | 0.0000% | $16000.00          | $18358.29          | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  FR 3.85%060127      | 2027-06-01      | 3.8500%  | 0.0000% | $497000.00         | $504338.76         | Corporate Debt Securities                         |
| COMCAST CORP NEW               4.6%38              | 2038-10-15      | 4.6000%  | 0.0000% | $564000.00         | $518542.85         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2009 C DB 39    | 2039-12-01      | 5.5000%  | 0.0000% | $91000.00          | $93931.51          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT3.8%28    | 2028-03-01      | 3.8000%  | 0.0000% | $158000.00         | $158167.30         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4.656%011232     | 2032-01-12      | 4.6560%  | 0.0000% | $335000.00         | $335994.50         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4.656%011232     | 2032-01-12      | 4.6560%  | 0.0000% | $365000.00         | $366083.56         | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 31       | 2031-04-15      | 4.8320%  | 0.0000% | $100000.00         | $100060.73         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4.656%011232     | 2032-01-12      | 4.6560%  | 0.0000% | $635000.00         | $636885.10         | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67    | 2067-05-01      | 6.2977%  | 0.0000% | $1639000.00        | $1579486.43        | Corporate Debt Securities                         |
| ENI SPA                        SR GLBL 144A 35     | 2035-05-19      | 5.7500%  | 0.0000% | $2599000.00        | $2686890.96        | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $585000.00         | $589639.05         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%44       | 2044-03-15      | 4.8500%  | 0.0000% | $400000.00         | $370111.78         | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR GLBL NT 38       | 2038-11-15      | 5.3190%  | 0.0000% | $395000.00         | $390073.76         | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR GLBL NT 38       | 2038-11-15      | 5.3190%  | 0.0000% | $100000.00         | $98752.85          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $519000.00         | $524020.75         | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR GLBL NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $49000.00          | $49203.23          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.9%32    | 2032-04-15      | 3.9000%  | 0.0000% | $1192000.00        | $1134231.71        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.9%32    | 2032-04-15      | 3.9000%  | 0.0000% | $1283000.00        | $1220821.54        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 4%27     | 2027-03-01      | 4.0000%  | 0.0000% | $4547000.00        | $4577909.50        | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT2%26    | 2026-12-14      | 2.0000%  | 0.0000% | $218000.00         | $217478.25         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT2%26    | 2026-12-14      | 2.0000%  | 0.0000% | $225000.00         | $224461.50         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $458000.00         | $465692.87         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.477%042330     | 2030-04-23      | 4.4770%  | 0.0000% | $20062000.00       | $20043683.39       | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT6.2%32    | 2032-03-21      | 6.2000%  | 0.0000% | $487000.00         | $488758.61         | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT6.2%32    | 2032-03-21      | 6.2000%  | 0.0000% | $626000.00         | $628260.56         | Corporate Debt Securities                         |
| ARES MANAGEMENT CORPORATION    GLBL NT 6.375%28    | 2028-11-10      | 6.3750%  | 0.0000% | $2000000.00        | $2080609.17        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5.489%042337     | 2037-04-23      | 5.4890%  | 0.0000% | $9144000.00        | $9138595.90        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 31     | 2031-04-15      | 4.8670%  | 0.0000% | $200000.00         | $199859.71         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 31     | 2031-04-15      | 4.8670%  | 0.0000% | $800000.00         | $799438.84         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 4.5%43        | 2043-05-02      | 4.5000%  | 0.0000% | $302000.00         | $254071.09         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.13%021431      | 2031-02-14      | 5.1300%  | 0.0000% | $5937000.00        | $6108356.66        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 3.974%020730     | 2030-02-07      | 3.9740%  | 0.0000% | $150000.00         | $149340.53         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 32       | 2032-02-01      | 2.5390%  | 0.0000% | $1483000.00        | $1277874.82        | Corporate Debt Securities                         |
| BPCE                           FR 3.5%102327       | 2027-10-23      | 3.5000%  | 0.0000% | $1334000.00        | $1320740.04        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 1.922%102431     | 2031-10-24      | 1.9220%  | 0.0000% | $286000.00         | $254016.22         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 34       | 2034-05-09      | 6.2240%  | 0.0000% | $1199000.00        | $1267184.47        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.984%092550     | 2050-09-25      | 3.9840%  | 0.0000% | $518000.00         | $380482.74         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.462%090629     | 2029-09-06      | 3.4620%  | 0.0000% | $850000.00         | $826303.56         | Corporate Debt Securities                         |
| BAXTER INTL INC                CR SEN SR GLBL35    | 2035-12-15      | 5.6500%  | 0.0000% | $759000.00         | $768992.45         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5.045%020637     | 2037-02-06      | 5.0450%  | 0.0000% | $965000.00         | $964687.05         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR NT 4.5%42        | 2042-04-01      | 4.5000%  | 0.0000% | $2089000.00        | $1836586.13        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $1062000.00        | $1148486.33        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 49       | 2049-01-15      | 4.4500%  | 0.0000% | $89000.00          | $74669.57          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 49       | 2049-01-15      | 4.4500%  | 0.0000% | $131000.00         | $109906.89         | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $2523000.00        | $2612502.02        | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR 144A NT 33       | 2033-01-28      | 4.8750%  | 0.0000% | $811000.00         | $799765.96         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 30       | 2030-03-15      | 4.6500%  | 0.0000% | $19000.00          | $19292.38          | Corporate Debt Securities                         |
| GM FINL REVOL RECEV TR 2025-1  A      20371211 4.6 | 2037-12-11      | 4.6400%  | 0.0000% | $199000.00         | $200195.39         | Asset-Backed Securities                           |
| GLENCORE FDG LLC               SR 144A NT5.7%33    | 2033-05-08      | 5.7000%  | 0.0000% | $1106000.00        | $1147856.57        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $1975000.00        | $1963742.50        | Corporate Debt Securities                         |
| LIBERTY UTILITIES CO DE        SR 144A NT5.1%31    | 2031-05-15      | 5.1000%  | 0.0000% | $380000.00         | $380708.07         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $16565000.00       | $17170818.86       | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL 144A 30     | 2030-09-01      | 6.5000%  | 0.0000% | $4810000.00        | $5156843.76        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  F      20330815 FLT | 2033-08-15      | 6.1750%  | 0.0000% | $3400000.00        | $119139.78         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-04-23      | 5.2180%  | 0.0000% | $945000.00         | $963350.01         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL 31      | 2031-03-15      | 4.5000%  | 0.0000% | $544000.00         | $543858.56         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.6%34      | 2034-08-14      | 4.6000%  | 0.0000% | $700000.00         | $700067.67         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL FL NT 31    | 2031-11-04      | 4.7328%  | 0.0000% | $4000000.00        | $4025976.25        | Corporate Debt Securities                         |
| M & T BK CORP                  SUB NT 5.295%36     | 2036-04-18      | 5.2950%  | 0.0000% | $554000.00         | $551853.94         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.7%35    | 2035-03-01      | 5.7000%  | 0.0000% | $41000.00          | $42059.58          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            SR NT 4.488%29      | 2029-05-07      | 4.4880%  | 0.0000% | $152000.00         | $152260.33         | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            SR NT 4.488%29      | 2029-05-07      | 4.4880%  | 0.0000% | $3622000.00        | $3628203.28        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-3    20631225 FLT | 2063-12-25      | 7.6879%  | 0.0000% | $725314.00         | $505542.98         | Private Label Collateralized Mortgage Obligations |
| LOWES COS INC                  SR DEB 6.5%29       | 2029-03-15      | 6.5000%  | 0.0000% | $100000.00         | $106523.11         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 34       | 2034-06-01      | 5.3500%  | 0.0000% | $10000.00          | $10434.73          | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 29       | 2029-10-01      | 2.8500%  | 0.0000% | $12000.00          | $11379.50          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            SR NT 4.488%29      | 2029-05-07      | 4.4880%  | 0.0000% | $7460000.00        | $7472776.49        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR NT 4.95%31       | 2031-06-01      | 4.9500%  | 0.0000% | $5000000.00        | $5013375.00        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL REGS 30     | 2030-01-25      | 2.9500%  | 0.0000% | $121000.00         | $114963.44         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL 144A 29     | 2029-03-04      | 4.5000%  | 0.0000% | $108000.00         | $108475.74         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 6.684%091327     | 2027-09-13      | 6.6840%  | 0.0000% | $303000.00         | $309148.07         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BK PHOENIX    LW TIER II 35       | 2035-11-15      | 6.5370%  | 0.0000% | $1539000.00        | $1521243.27        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 5.7%54      | 2054-09-12      | 5.7000%  | 0.0000% | $2005000.00        | $1937254.39        | Corporate Debt Securities                         |
| MITSUI FUDOSAN CO LTD          SR REGS NT 27       | 2027-07-20      | 3.6500%  | 0.0000% | $221000.00         | $222027.47         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 35     | 2035-01-11      | 6.0970%  | 0.0000% | $500000.00         | $533290.92         | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR REGS NT 30       | 2030-09-09      | 4.6740%  | 0.0000% | $309000.00         | $309168.92         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 32       | 2032-03-25      | 5.6500%  | 0.0000% | $217000.00         | $222723.25         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.071%052031     | 2031-05-20      | 5.0710%  | 0.0000% | $290000.00         | $293508.35         | Corporate Debt Securities                         |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 55       | 2055-04-30      | 6.5000%  | 0.0000% | $1427000.00        | $1504880.11        | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR REGS NT 3%31     | 2031-04-06      | 3.0000%  | 0.0000% | $995000.00         | $875706.13         | Corporate Debt Securities                         |
| PACIFICORP                     1MTG BD 5.25%35     | 2035-06-15      | 5.2500%  | 0.0000% | $28000.00          | $28303.43          | Corporate Debt Securities                         |
| PACIFICORP                     1MTG BD 5.25%35     | 2035-06-15      | 5.2500%  | 0.0000% | $398000.00         | $402312.99         | Corporate Debt Securities                         |
| PACIFICORP                     1MTG BD 5.25%35     | 2035-06-15      | 5.2500%  | 0.0000% | $485000.00         | $490255.78         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 4.35%43       | 2043-05-15      | 4.3500%  | 0.0000% | $1977000.00        | $1673276.79        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6245%  | 0.0000% | $9361986.00        | $8666875.97        | Private Label Collateralized Mortgage Obligations |
| FIRSTENERGY PA ELEC CO         SR GLBL 144A 28     | 2028-03-15      | 3.2500%  | 0.0000% | $11000.00          | $10822.69          | Corporate Debt Securities                         |
| FIRSTENERGY PA ELEC CO         SR GLBL 144A 28     | 2028-03-15      | 3.2500%  | 0.0000% | $52000.00          | $51161.79          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 43       | 2043-09-15      | 6.1500%  | 0.0000% | $169000.00         | $173490.61         | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $16000.00          | $15409.68          | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $366000.00         | $352496.43         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5%020133         | 2033-02-01      | 5.0000%  | 0.0000% | $13700000.00       | $14062760.78       | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.35%051527      | 2027-05-15      | 3.3500%  | 0.0000% | $214000.00         | $212665.23         | Corporate Debt Securities                         |
| BANK OF AMER CORP              SR NT FXD/FLT 28    | 2028-04-24      | 3.7050%  | 0.0000% | $1360000.00        | $1356847.63        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT4.5%44    | 2044-07-16      | 4.5000%  | 0.0000% | $3365000.00        | $2977436.12        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 27     | 2027-04-11      | 4.2500%  | 0.0000% | $3800000.00        | $3819519.33        | Corporate Debt Securities                         |
| AUGUSTA SPINCO CORP            SR GLBL NT 36       | 2036-03-23      | 5.2450%  | 0.0000% | $1271000.00        | $1280450.94        | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 4%30     | 2030-04-15      | 4.0000%  | 0.0000% | $60000.00          | $58835.33          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT5.4%34    | 2034-07-15      | 5.4000%  | 0.0000% | $11000.00          | $11383.46          | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.884%102230     | 2030-10-22      | 2.8840%  | 0.0000% | $8040000.00        | $7619541.05        | Corporate Debt Securities                         |
| ASTRAZENECA PLC                NT 3.125%27         | 2027-06-12      | 3.1250%  | 0.0000% | $9000000.00        | $9059728.75        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.282%50    | 2050-04-02      | 5.2820%  | 0.0000% | $100000.00         | $90633.32          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $6012000.00        | $5307072.96        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36              | 2036-02-01      | 4.7000%  | 0.0000% | $105000.00         | $103714.33         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2023-8R  A-1-R  20380120 FLT | 2038-01-20      | 5.1252%  | 0.0000% | $6260990.00        | $6262544.81        | Asset-Backed Securities                           |
| AVALONBAY CMNTYS INC           FR 4.35%041548      | 2048-04-15      | 4.3500%  | 0.0000% | $49000.00          | $40853.10          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $25000.00          | $15034.03          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $75000.00          | $45102.08          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35      | 2035-02-15      | 5.2000%  | 0.0000% | $11986000.00       | $12188590.04       | Corporate Debt Securities                         |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $1067000.00        | $1132120.20        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SUB GLBL NT 33      | 2033-05-26      | 4.9890%  | 0.0000% | $955000.00         | $952044.99         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.8%41    | 2041-08-15      | 2.8000%  | 0.0000% | $37000.00          | $27086.55          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $1846000.00        | $1110112.61        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.5%46    | 2046-02-19      | 5.5000%  | 0.0000% | $315000.00         | $309294.65         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $150000.00         | $157003.12         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%041031       | 2031-04-10      | 4.9000%  | 0.0000% | $1119000.00        | $1122826.36        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.282%50    | 2050-04-02      | 5.2820%  | 0.0000% | $200000.00         | $181266.63         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $133000.00         | $126599.63         | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 29       | 2029-02-13      | 3.9500%  | 0.0000% | $400000.00         | $398636.22         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 47       | 2047-01-10      | 4.9500%  | 0.0000% | $3467000.00        | $3157440.24        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 45       | 2045-08-17      | 5.2500%  | 0.0000% | $1445000.00        | $1376037.38        | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.35%30     | 2030-02-15      | 4.3500%  | 0.0000% | $7000.00           | $7034.91           | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.35%30     | 2030-02-15      | 4.3500%  | 0.0000% | $9000.00           | $9044.88           | Corporate Debt Securities                         |
| BROOKFIELD INFRASTRUCTURE FIN  SUB GLBL NT 55      | 2055-03-15      | 6.7500%  | 0.0000% | $1904000.00        | $1951171.60        | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 36       | 2036-01-15      | 5.2980%  | 0.0000% | $390000.00         | $393521.24         | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 36       | 2036-01-15      | 5.2980%  | 0.0000% | $4014000.00        | $4050241.74        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 44       | 2044-05-15      | 4.6250%  | 0.0000% | $3860000.00        | $3417793.04        | Corporate Debt Securities                         |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.1588%  | 0.0000% | $1686058.00        | $120469.65         | Private Label Collateralized Mortgage Obligations |
| BRYANT PK FDG LTD 2023-21R     C-R    20381018 FLT | 2038-10-18      | 5.5252%  | 0.0000% | $250000.00         | $251171.42         | Asset-Backed Securities                           |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41        | 2041-05-30      | 5.7000%  | 0.0000% | $352000.00         | $367889.87         | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41        | 2041-05-30      | 5.7000%  | 0.0000% | $1013000.00        | $1058728.51        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 6%36     | 2036-10-01      | 6.0000%  | 0.0000% | $76000.00          | $82061.51          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.1%51    | 2051-12-02      | 3.1000%  | 0.0000% | $2708000.00        | $1804967.75        | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR NT 4.75%44       | 2044-08-01      | 4.7500%  | 0.0000% | $1395000.00        | $1264957.32        | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 36       | 2036-01-15      | 5.2980%  | 0.0000% | $180000.00         | $181625.19         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-09-15      | 2.1250%  | 0.0000% | $60000.00          | $52609.68          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 28    | 2028-05-07      | 4.7750%  | 0.0000% | $1999000.00        | $2012455.20        | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 28       | 2028-10-15      | 4.3750%  | 0.0000% | $1659000.00        | $1664669.17        | Corporate Debt Securities                         |
| CI FINL CORP                   SR GLBL NT4.1%51    | 2051-06-15      | 4.1000%  | 0.0000% | $233000.00         | $160655.31         | Corporate Debt Securities                         |
| CITIGROUP INC                  LW TIER II 36       | 2036-08-25      | 6.1250%  | 0.0000% | $747000.00         | $792546.87         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 6.2590%  | 0.0000% | $7917000.00        | $8081421.14        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR NT 6.625%37      | 2037-11-01      | 6.6250%  | 0.0000% | $667000.00         | $730373.52         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR NT 6.625%37      | 2037-11-01      | 6.6250%  | 0.0000% | $26198000.00       | $28687144.75       | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 34       | 2034-04-15      | 3.4690%  | 0.0000% | $2800000.00        | $2528931.69        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 34       | 2034-04-15      | 3.4690%  | 0.0000% | $6948000.00        | $6275363.35        | Corporate Debt Securities                         |
| BENEFIT STR PART 2020-20RR LTD A-RR   20370715 FLT | 2037-07-15      | 4.9631%  | 0.0000% | $4080395.00        | $4116082.18        | Asset-Backed Securities                           |
| CSX CORP                       SR GLBL NT 40       | 2040-04-30      | 6.2200%  | 0.0000% | $26486000.00       | $28821550.19       | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 31       | 2031-02-15      | 2.4500%  | 0.0000% | $2597000.00        | $2376301.17        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-04-15      | 5.0500%  | 0.0000% | $247000.00         | $252488.89         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.6%53    | 2053-05-01      | 4.6000%  | 0.0000% | $67000.00          | $56027.93          | Corporate Debt Securities                         |
| BROOKFIELD CAP FIN LLC         SR GLBL NT 33       | 2033-06-14      | 6.0870%  | 0.0000% | $548000.00         | $592414.71         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-10-30      | 7.6240%  | 0.0000% | $2781000.00        | $3078738.19        | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR 144A NT 29       | 2029-07-01      | 5.8750%  | 0.0000% | $3909000.00        | $4004898.63        | Corporate Debt Securities                         |
| ENI SPA                        GLBL B 144A NT40    | 2040-10-01      | 5.7000%  | 0.0000% | $797000.00         | $791001.25         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 31       | 2031-03-15      | 2.3750%  | 0.0000% | $9000.00           | $8144.75           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT3.5%41    | 2041-02-15      | 3.5000%  | 0.0000% | $3868000.00        | $3124536.02        | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 35       | 2035-04-24      | 5.7950%  | 0.0000% | $28000.00          | $28747.43          | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 35       | 2035-04-24      | 5.7950%  | 0.0000% | $720000.00         | $739219.70         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.3%48    | 2048-03-01      | 4.3000%  | 0.0000% | $896000.00         | $748537.32         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $1127000.00        | $1192781.74        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $325000.00         | $321438.72         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 56       | 2056-03-04      | 5.6120%  | 0.0000% | $4225000.00        | $4188709.60        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT3.9%28    | 2028-01-08      | 3.9000%  | 0.0000% | $94000.00          | $94652.83          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT4.7%48    | 2048-10-15      | 4.7000%  | 0.0000% | $157000.00         | $130029.67         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT3.9%28    | 2028-01-08      | 3.9000%  | 0.0000% | $200000.00         | $201389.00         | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          SR NT 5.6%41        | 2041-07-15      | 5.6000%  | 0.0000% | $27000.00          | $27208.02          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $1743000.00        | $1770926.73        | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 5.9121%  | 0.0000% | $76150.00          | $38108.47          | Private Label Collateralized Mortgage Obligations |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 54       | 2054-03-15      | 5.7500%  | 0.0000% | $1094000.00        | $1088726.31        | Corporate Debt Securities                         |
| DOLLAR TREE INC                SR GLBL NT4.2%28    | 2028-05-15      | 4.2000%  | 0.0000% | $595000.00         | $592157.88         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT5.6%28    | 2028-03-01      | 5.6000%  | 0.0000% | $1289000.00        | $1329911.43        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 4%48     | 2048-03-01      | 4.0000%  | 0.0000% | $117000.00         | $87811.75          | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $28000.00          | $25876.18          | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $877000.00         | $810479.06         | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $26000.00          | $16912.13          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $64000.00          | $41629.87          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.25%39     | 2039-11-01      | 3.2500%  | 0.0000% | $1105000.00        | $855145.99         | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT 50       | 2050-08-15      | 2.1250%  | 0.0000% | $100000.00         | $54822.89          | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 5%34     | 2034-02-14      | 5.0000%  | 0.0000% | $181000.00         | $183751.80         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR NT 5.625%32      | 2032-08-16      | 5.6250%  | 0.0000% | $50000.00          | $52309.19          | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR NT 4.5%45        | 2045-06-01      | 4.5000%  | 0.0000% | $96000.00          | $84853.44          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 4%27     | 2027-03-01      | 4.0000%  | 0.0000% | $1837000.00        | $1849487.52        | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 4%27     | 2027-03-01      | 4.0000%  | 0.0000% | $3261000.00        | $3283167.55        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 42       | 2042-04-05      | 4.3500%  | 0.0000% | $100000.00         | $84773.50          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-10-01      | 4.9000%  | 0.0000% | $797000.00         | $804567.07         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $2090000.00        | $1538618.52        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34     | 2034-01-31      | 4.8500%  | 0.0000% | $1631000.00        | $1653070.60        | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $2062000.00        | $1905596.15        | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $1532000.00        | $1642777.64        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 4.7%42        | 2042-11-01      | 4.7000%  | 0.0000% | $1334000.00        | $1175861.71        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.8%38    | 2038-06-15      | 5.8000%  | 0.0000% | $17513000.00       | $18306552.95       | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 55    | 2055-02-01      | 6.8750%  | 0.0000% | $648000.00         | $686390.58         | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT 29       | 2029-10-15      | 4.5500%  | 0.0000% | $3405000.00        | $3407591.58        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 30       | 2030-07-15      | 2.1500%  | 0.0000% | $2440000.00        | $2217991.18        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 30       | 2030-07-15      | 2.1500%  | 0.0000% | $5432000.00        | $4937757.41        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.862%010936     | 2036-01-09      | 5.8620%  | 0.0000% | $344000.00         | $362134.53         | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30    | 2030-06-15      | 8.7500%  | 0.0000% | $1530000.00        | $1791371.60        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 53     | 2053-12-15      | 5.8000%  | 0.0000% | $7129000.00        | $6131597.45        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.9%32    | 2032-04-15      | 3.9000%  | 0.0000% | $400000.00         | $380614.67         | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-07-10      | 4.9500%  | 0.0000% | $4585000.00        | $4690099.66        | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 33       | 2033-01-11      | 5.5940%  | 0.0000% | $916000.00         | $955217.32         | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT 29       | 2029-05-02      | 3.7500%  | 0.0000% | $300000.00         | $294084.75         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 33       | 2033-08-09      | 5.7460%  | 0.0000% | $899000.00         | $940720.09         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $120000.00         | $129772.47         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 2.45%020232      | 2032-02-02      | 2.4500%  | 0.0000% | $31000.00          | $27706.33          | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR GLBL NT 43       | 2043-05-01      | 5.7500%  | 0.0000% | $2000.00           | $2035.62           | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR GLBL NT 43       | 2043-05-01      | 5.7500%  | 0.0000% | $44000.00          | $44783.74          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               4.8%29              | 2029-02-14      | 4.8000%  | 0.0000% | $3000000.00        | $3059760.00        | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT 29       | 2029-05-02      | 3.7500%  | 0.0000% | $293000.00         | $287222.77         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 33       | 2033-08-09      | 5.7460%  | 0.0000% | $419000.00         | $438444.63         | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT6.5%34    | 2034-02-15      | 6.5000%  | 0.0000% | $4508000.00        | $4951351.78        | Corporate Debt Securities                         |
| BA CREDIT CARD TR 2024-1       A      20290515 4.9 | 2029-05-15      | 4.9300%  | 0.0000% | $260000.00         | $262686.64         | Asset-Backed Securities                           |
| BAXTER INTL INC                CR SEN SR GLBL35    | 2035-12-15      | 5.6500%  | 0.0000% | $408000.00         | $413371.43         | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 5.15%41       | 2041-11-15      | 5.1500%  | 0.0000% | $1500000.00        | $1426954.17        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.551%020428     | 2028-02-04      | 2.5510%  | 0.0000% | $275000.00         | $273863.98         | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 5.65%42       | 2042-06-15      | 5.6500%  | 0.0000% | $200000.00         | $203837.78         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR NT 5.15%33       | 2033-06-01      | 5.1500%  | 0.0000% | $1505000.00        | $1519465.14        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               4.8%29              | 2029-02-14      | 4.8000%  | 0.0000% | $14000.00          | $14278.88          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 50       | 2050-05-06      | 4.4500%  | 0.0000% | $84000.00          | $66492.98          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31       | 2031-03-15      | 2.5500%  | 0.0000% | $333000.00         | $303450.14         | Corporate Debt Securities                         |
| BPCE                           SUB 144A NT 32      | 2032-10-19      | 3.1160%  | 0.0000% | $867000.00         | $772325.53         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 29       | 2029-08-18      | 4.0500%  | 0.0000% | $513000.00         | $512385.68         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.2%27    | 2027-02-21      | 2.2000%  | 0.0000% | $141000.00         | $139815.44         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR NT 5.15%33       | 2033-06-01      | 5.1500%  | 0.0000% | $377000.00         | $380623.49         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        4.5%48              | 2048-04-04      | 4.5000%  | 0.0000% | $256000.00         | $215681.28         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        4.5%48              | 2048-04-04      | 4.5000%  | 0.0000% | $415000.00         | $349639.58         | Corporate Debt Securities                         |
| CSX CORP                       SR NT 4.1%44        | 2044-03-15      | 4.1000%  | 0.0000% | $1626000.00        | $1365234.77        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            2024A BD5.205%31    | 2031-12-01      | 5.2050%  | 0.0000% | $84000.00          | $87344.53          | Corporate Debt Securities                         |
| BRIDGECREST LENDIN AUTO 2024-4 A-3    20280915 4.7 | 2028-09-15      | 4.7200%  | 0.0000% | $1000.00           | $471.53            | Asset-Backed Securities                           |
| BRIGHTHOUSE FINL INC           SR GLBL NT3.7%27    | 2027-06-22      | 3.7000%  | 0.0000% | $1053000.00        | $1054922.89        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 37       | 2037-05-15      | 5.9500%  | 0.0000% | $3385000.00        | $3597828.11        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.9%38    | 2038-02-15      | 4.9000%  | 0.0000% | $200000.00         | $195587.11         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.9%38    | 2038-02-15      | 4.9000%  | 0.0000% | $4195000.00        | $4102439.66        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             GLBL NT 3.5%51      | 2051-03-30      | 3.5000%  | 0.0000% | $100000.00         | $69303.61          | Corporate Debt Securities                         |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2085%  | 0.0000% | $2501000.00        | $1526570.98        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-07-20      | 4.8750%  | 0.0000% | $146000.00         | $143901.80         | Corporate Debt Securities                         |
| CAMDEN PPTY TR                 SR GLBL NT2.8%30    | 2030-05-15      | 2.8000%  | 0.0000% | $2000.00           | $1871.08           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 50       | 2050-05-01      | 3.9500%  | 0.0000% | $470000.00         | $364443.74         | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HLDGS  1LIEN GLBL AMZ39    | 2039-12-31      | 2.7420%  | 0.0000% | $59000.00          | $50639.63          | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $475000.00         | $440388.20         | Corporate Debt Securities                         |
| CSX CORP                       SR NT 4.1%44        | 2044-03-15      | 4.1000%  | 0.0000% | $134000.00         | $112510.12         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $373000.00         | $368912.75         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 31       | 2031-05-14      | 2.7500%  | 0.0000% | $16000.00          | $14602.65          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-01-29      | 2.6660%  | 0.0000% | $320000.00         | $300437.33         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 35       | 2035-10-30      | 5.5500%  | 0.0000% | $543000.00         | $555478.59         | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HLDGS  1LIEN GLBL AMZ39    | 2039-12-31      | 2.7420%  | 0.0000% | $3000.00           | $2574.90           | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT 29       | 2029-02-15      | 3.2500%  | 0.0000% | $2797000.00        | $2689899.76        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.5%49    | 2049-03-15      | 4.5000%  | 0.0000% | $387000.00         | $328621.05         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT3.7%49    | 2049-09-15      | 3.7000%  | 0.0000% | $246000.00         | $179935.61         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 28     | 2028-04-12      | 4.3790%  | 0.0000% | $200000.00         | $200447.41         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $1815000.00        | $1920939.53        | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL 144A 32     | 2032-03-16      | 3.7570%  | 0.0000% | $3318000.00        | $3122597.54        | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 35       | 2035-04-24      | 5.7950%  | 0.0000% | $1022000.00        | $1049281.30        | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $2000.00           | $1975.76           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 28    | 2028-05-07      | 4.7750%  | 0.0000% | $2006000.00        | $2019502.32        | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         SR NT 7.375%40      | 2040-01-15      | 7.3750%  | 0.0000% | $1653000.00        | $1994760.05        | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.4%27      | 2027-03-01      | 3.4000%  | 0.0000% | $3000.00           | $3005.43           | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.4%27      | 2027-03-01      | 3.4000%  | 0.0000% | $3133000.00        | $3138674.21        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT4.5%49    | 2049-03-15      | 4.5000%  | 0.0000% | $285000.00         | $242007.75         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $92000.00          | $91325.54          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 47       | 2047-06-06      | 4.6690%  | 0.0000% | $7636000.00        | $6856495.27        | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 34      | 2034-11-19      | 5.5920%  | 0.0000% | $1000.00           | $1016.56           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            JR SB B FL DB 27    | 2027-02-01      | 4.4248%  | 0.0000% | $10663000.00       | $10638384.25       | Corporate Debt Securities                         |
| CITIGROUP INC                  GLBL SB NT 33       | 2033-10-31      | 6.0000%  | 0.0000% | $5822000.00        | $6110266.63        | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2024-4 A-3    20291015 4.6 | 2029-10-15      | 4.6000%  | 0.0000% | $634000.00         | $637615.63         | Asset-Backed Securities                           |
| FEDEX CORP                     SR GLBL NT4.1%43    | 2043-04-15      | 4.1000%  | 0.0000% | $287000.00         | $235277.18         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2024-HQA2 A-1    20440825 FLT | 2044-08-25      | 4.8621%  | 0.0000% | $3150000.00        | $2371948.01        | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36    | 2036-01-25      | 6.1000%  | 0.0000% | $3160000.00        | $3386607.11        | Corporate Debt Securities                         |
| FOX CORP                       SR GLBL NT 49       | 2049-01-25      | 5.5760%  | 0.0000% | $116000.00         | $111479.04         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.3121%  | 0.0000% | $1981645.00        | $2047578.97        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 4.25%010829      | 2029-01-08      | 4.2500%  | 0.0000% | $600000.00         | $602853.50         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT5.4%31    | 2031-06-24      | 5.4000%  | 0.0000% | $6637000.00        | $6904736.58        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $676000.00         | $711412.26         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-05-05      | 2.5500%  | 0.0000% | $4953000.00        | $4885589.67        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-05-05      | 2.5500%  | 0.0000% | $477000.00         | $470508.03         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 37       | 2037-01-29      | 5.1410%  | 0.0000% | $673000.00         | $669565.46         | Corporate Debt Securities                         |
| FERGUSON FIN PLC               GLBL 144A NT 28     | 2028-10-24      | 4.5000%  | 0.0000% | $578000.00         | $578286.11         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 28       | 2028-04-25      | 4.0550%  | 0.0000% | $20000.00          | $19983.19          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT4.9%49    | 2049-03-15      | 4.9000%  | 0.0000% | $5519000.00        | $4953369.95        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.45%030147      | 2047-03-01      | 4.4500%  | 0.0000% | $13000.00          | $11095.21          | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 5%49     | 2049-05-20      | 5.0000%  | 0.0000% | $1528000.00        | $1339154.48        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 4%27     | 2027-09-15      | 4.0000%  | 0.0000% | $50000.00          | $50252.11          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 50       | 2050-03-25      | 4.7500%  | 0.0000% | $4435000.00        | $3729189.46        | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $1717000.00        | $1810976.18        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL VV NT 35    | 2035-10-15      | 5.2500%  | 0.0000% | $153000.00         | $154163.82         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-03-15      | 4.2500%  | 0.0000% | $890000.00         | $880589.24         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 53       | 2053-03-15      | 5.4500%  | 0.0000% | $100000.00         | $96410.28          | Corporate Debt Securities                         |
| BANK OF AMER CORP              SUB GLBL NT 37      | 2037-01-29      | 6.1100%  | 0.0000% | $12711000.00       | $13661359.10       | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $4374000.00        | $5164400.03        | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $268000.00         | $264509.97         | Corporate Debt Securities                         |
| PULTE GROUP INC                SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $1357000.00        | $1339328.47        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 54       | 2054-03-15      | 6.7500%  | 0.0000% | $36000.00          | $35429.22          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-21      | 4.5160%  | 0.0000% | $40000.00          | $39980.68          | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $1922000.00        | $1933839.52        | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR NT 6.25%31       | 2031-06-01      | 6.2500%  | 0.0000% | $341000.00         | $340051.07         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $709000.00         | $655059.87         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $745000.00         | $688321.02         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $398000.00         | $426344.23         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $12180000.00       | $13047419.00       | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $5309000.00        | $6268358.42        | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 53       | 2053-03-15      | 5.4500%  | 0.0000% | $200000.00         | $192820.56         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $7000.00           | $6467.45           | Corporate Debt Securities                         |
| GLOBAL PMTS INC                GLBL NT 5.3%29      | 2029-08-15      | 5.3000%  | 0.0000% | $89000.00          | $91051.55          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34    | 2034-01-07      | 6.1000%  | 0.0000% | $644000.00         | $689595.92         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-01-23      | 5.3360%  | 0.0000% | $1643000.00        | $1696637.38        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.5%40        | 2040-10-15      | 5.5000%  | 0.0000% | $6700000.00        | $6874549.89        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-05-06      | 3.7020%  | 0.0000% | $70000.00          | $68389.66          | Corporate Debt Securities                         |
| TIMKEN CO                      SR GLBL NT 32       | 2032-04-01      | 4.1250%  | 0.0000% | $405000.00         | $386194.16         | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR 144A NT 32       | 2032-03-01      | 2.7500%  | 0.0000% | $3986000.00        | $3594623.52        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $9980000.00        | $10133744.67       | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 29       | 2029-08-26      | 2.3750%  | 0.0000% | $12000.00          | $11320.39          | Corporate Debt Securities                         |
| CARLYLE SECURED LENDING INC    GLBL NT 5.75%31     | 2031-02-15      | 5.7500%  | 0.0000% | $545000.00         | $533348.51         | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   SR GLBL NT 30       | 2030-03-31      | 2.0500%  | 0.0000% | $7470000.00        | $6814281.32        | Corporate Debt Securities                         |
| 3M CO                          FR 3.875%061544     | 2044-06-15      | 3.8750%  | 0.0000% | $425000.00         | $348564.93         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $264000.00         | $268066.99         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 1.5%061526       | 2026-06-15      | 1.5000%  | 0.0000% | $421000.00         | $423291.64         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT 27       | 2027-06-24      | 5.2750%  | 0.0000% | $393000.00         | $405112.97         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 47       | 2047-10-15      | 4.0300%  | 0.0000% | $926000.00         | $738666.08         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 5.023%33    | 2033-05-17      | 5.0230%  | 0.0000% | $320000.00         | $318526.19         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53       | 2053-02-06      | 5.5500%  | 0.0000% | $674000.00         | $562884.92         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $37266000.00       | $24382916.06       | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL NT 30       | 2030-07-15      | 6.1900%  | 0.0000% | $1098000.00        | $1117940.29        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $17255000.00       | $11289841.05       | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.1%092128       | 2028-09-21      | 6.1000%  | 0.0000% | $172000.00         | $179019.70         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.1%092128       | 2028-09-21      | 6.1000%  | 0.0000% | $200000.00         | $208162.44         | Corporate Debt Securities                         |
| ORIX CORP                      SR GLBL NT5.4%35    | 2035-02-25      | 5.4000%  | 0.0000% | $43000.00          | $44067.69          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53       | 2053-02-06      | 5.5500%  | 0.0000% | $50000.00          | $41757.04          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB5.3%32    | 2032-03-15      | 5.3000%  | 0.0000% | $2756000.00        | $2845912.97        | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR GLBL -M NT 32    | 2032-06-15      | 5.7000%  | 0.0000% | $2050000.00        | $2154030.67        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 5.023%33    | 2033-05-17      | 5.0230%  | 0.0000% | $222000.00         | $220977.54         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 3.942%47    | 2047-11-01      | 3.9420%  | 0.0000% | $3711000.00        | $2900131.66        | Corporate Debt Securities                         |
| MITSUBISHI HC FIN AMER LLC     SR GLBL REGS 33     | 2033-02-28      | 5.6580%  | 0.0000% | $1700000.00        | $1773460.68        | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR REGS NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $200000.00         | $207203.60         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT3.7%29    | 2029-03-01      | 3.7000%  | 0.0000% | $130000.00         | $129068.48         | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT4.5%31    | 2031-02-09      | 4.5000%  | 0.0000% | $66000.00          | $66446.82          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL     | 2082-10-31      | 8.1250%  | 0.0000% | $12069000.00       | $12613735.99       | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 38       | 2038-09-10      | 4.3750%  | 0.0000% | $2042000.00        | $1960546.04        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 27     | 2027-07-06      | 6.1870%  | 0.0000% | $290000.00         | $297562.08         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 34     | 2034-01-12      | 5.9590%  | 0.0000% | $257000.00         | $274164.34         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $799000.00         | $861368.16         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $247000.00         | $251190.25         | Corporate Debt Securities                         |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55       | 2055-02-26      | 4.6250%  | 0.0000% | $483000.00         | $379327.87         | Corporate Debt Securities                         |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55       | 2055-02-26      | 4.6250%  | 0.0000% | $2567000.00        | $2016013.77        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       LW TIER II 36       | 2036-06-13      | 6.0680%  | 0.0000% | $2725000.00        | $2877655.11        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL FL NT 29    | 2029-06-13      | 4.7001%  | 0.0000% | $260000.00         | $264252.31         | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR GLBL REGS 26     | 2026-12-01      | 3.2500%  | 0.0000% | $95000.00          | $95991.75          | Corporate Debt Securities                         |
| MEIJI YASUDA LIFE INS CO       SUB GLBL REGS 55    | 2055-06-11      | 6.1000%  | 0.0000% | $3450000.00        | $3615795.50        | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 36       | 2036-01-09      | 5.3750%  | 0.0000% | $61000.00          | $61794.39          | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 36       | 2036-01-09      | 5.3750%  | 0.0000% | $650000.00         | $658464.81         | Corporate Debt Securities                         |
| SCF EQUIP LEASING LLC 2025-1   A-2    20300722 4.8 | 2030-07-22      | 4.8200%  | 0.0000% | $1300000.00        | $486187.72         | Asset-Backed Securities                           |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $3450000.00        | $3866130.18        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $110000.00         | $109158.87         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $9440000.00        | $9367815.47        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $2455000.00        | $2626387.64        | Corporate Debt Securities                         |
| PEEBLES PK CL 0.01 21APR37 144A FRN                | 2037-04-21      | 5.1562%  | 0.0000% | $5000000.00        | $5005013.00        | Asset-Backed Securities                           |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $41000.00          | $43862.28          | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT5.4%48    | 2048-10-01      | 5.4000%  | 0.0000% | $1300000.00        | $1165632.00        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR NT 5.55%37       | 2037-03-05      | 5.5500%  | 0.0000% | $63000.00          | $67717.44          | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT 47       | 2047-04-01      | 4.1500%  | 0.0000% | $569000.00         | $460131.02         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 44       | 2044-11-15      | 4.8750%  | 0.0000% | $880000.00         | $783838.73         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT3.7%29    | 2029-05-15      | 3.7000%  | 0.0000% | $328000.00         | $320770.52         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT34    | 2034-01-25      | 5.8750%  | 0.0000% | $248000.00         | $256215.28         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1ST MTG 5.95%38     | 2038-02-01      | 5.9500%  | 0.0000% | $95000.00          | $103047.71         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 33       | 2033-04-01      | 5.2500%  | 0.0000% | $17432000.00       | $17685722.76       | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT 30       | 2030-04-07      | 4.9500%  | 0.0000% | $300000.00         | $304635.00         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 39       | 2039-09-15      | 7.4500%  | 0.0000% | $8000.00           | $9516.43           | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT4.6%27    | 2027-04-06      | 4.6000%  | 0.0000% | $85000.00          | $85706.54          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.7500%  | 0.0000% | $400000.00         | $408751.00         | Corporate Debt Securities                         |
| HBOS PLC MEDIUM TERM SR NT     FR 6%110133         | 2033-11-01      | 6.0000%  | 0.0000% | $1586000.00        | $1633320.95        | Corporate Debt Securities                         |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $300000.00         | $300109.73         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $22000.00          | $18077.45          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT1.5%26    | 2026-06-10      | 1.5000%  | 0.0000% | $3312000.00        | $3331910.64        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT5.3%28    | 2028-01-21      | 5.3000%  | 0.0000% | $147000.00         | $150593.33         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT3.5%40    | 2040-03-19      | 3.5000%  | 0.0000% | $3335000.00        | $2797349.83        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $478000.00         | $392773.66         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $871000.00         | $715702.64         | Corporate Debt Securities                         |
| PACIFICORP                     1MTG BD 5.9%34      | 2034-08-15      | 5.9000%  | 0.0000% | $99000.00          | $102639.68         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT4.9%31    | 2031-07-01      | 4.9000%  | 0.0000% | $695000.00         | $699763.84         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT4.9%31    | 2031-07-01      | 4.9000%  | 0.0000% | $1305000.00        | $1313945.05        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 41       | 2041-03-01      | 6.3750%  | 0.0000% | $1017000.00        | $1093217.37        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-03-15      | 4.2500%  | 0.0000% | $442000.00         | $437326.34         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.1%64      | 2064-02-09      | 5.1000%  | 0.0000% | $497000.00         | $459408.58         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.5%38    | 2038-04-15      | 4.5000%  | 0.0000% | $6552000.00        | $5974048.08        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       LW TIER II 33       | 2033-11-15      | 7.9530%  | 0.0000% | $9643000.00        | $10983790.04       | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       GLBL NT 5.721%30    | 2030-06-05      | 5.7210%  | 0.0000% | $1600000.00        | $1689474.40        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR NT 5.7%66        | 2066-05-20      | 5.7000%  | 0.0000% | $114000.00         | $114367.65         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 50    | 2050-12-15      | 2.4500%  | 0.0000% | $100000.00         | $58119.11          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     JR SB NT 6.2%56     | 2056-05-14      | 6.2000%  | 0.0000% | $9046000.00        | $9173488.29        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL REGS 30     | 2030-01-25      | 2.9500%  | 0.0000% | $26000.00          | $24702.89          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $320000.00         | $323057.60         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2752000.00        | $2696400.43        | Corporate Debt Securities                         |
| WALMART INC                    SR -D NT 4.75%43    | 2043-10-02      | 4.7500%  | 0.0000% | $864000.00         | $804834.00         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT1.9%27    | 2027-04-15      | 1.9000%  | 0.0000% | $9354000.00        | $9212120.61        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 29       | 2029-12-03      | 4.0160%  | 0.0000% | $97000.00          | $97436.87          | Corporate Debt Securities                         |
| WESTERN ALLIANCE BK PHOENIX    LW TIER II 35       | 2035-11-15      | 6.5370%  | 0.0000% | $1495000.00        | $1477750.94        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.6%35    | 2035-03-15      | 5.6000%  | 0.0000% | $300000.00         | $310521.33         | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $374000.00         | $394192.88         | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $983000.00         | $1036073.81        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $514000.00         | $531741.57         | Corporate Debt Securities                         |
| REGENCY CTRS L P               GLBL NT 5.1%35      | 2035-01-15      | 5.1000%  | 0.0000% | $160000.00         | $162848.53         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR NT 4.75%33       | 2033-05-15      | 4.7500%  | 0.0000% | $1024000.00        | $1007215.50        | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT 34       | 2034-08-09      | 5.2500%  | 0.0000% | $2603000.00        | $2668730.09        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.68%042332      | 2032-04-23      | 4.6800%  | 0.0000% | $2000000.00        | $1985980.00        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $2783000.00        | $2691677.40        | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT 52       | 2052-05-15      | 5.0500%  | 0.0000% | $10577000.00       | $9433984.74        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 29       | 2029-02-15      | 4.7500%  | 0.0000% | $2414000.00        | $2462961.28        | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              GLBL NT 2.3%30      | 2030-03-01      | 2.3000%  | 0.0000% | $200000.00         | $185924.44         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR NT 5%36          | 2036-06-30      | 5.0000%  | 0.0000% | $1200000.00        | $1180541.33        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 4.35%47     | 2047-04-15      | 4.3500%  | 0.0000% | $100000.00         | $83974.67          | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL 144A 35     | 2035-12-04      | 4.8000%  | 0.0000% | $72000.00          | $72002.40          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR NT 4.75%33       | 2033-05-15      | 4.7500%  | 0.0000% | $7513000.00        | $7389853.58        | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL NT 29       | 2029-05-18      | 4.8920%  | 0.0000% | $6666000.00        | $6709694.15        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.2%45    | 2045-04-01      | 5.2000%  | 0.0000% | $174000.00         | $155625.21         | Corporate Debt Securities                         |
| GOODMAN US FINANCE SIX LLC     GLBL 144A NT 34     | 2034-10-07      | 5.1250%  | 0.0000% | $1254000.00        | $1246830.60        | Corporate Debt Securities                         |
| GSAA HEQ TR 2006-16            A-1    20361027 FLT | 2036-10-27      | 3.8188%  | 0.0000% | $8064029.00        | $122248.30         | Private Label Collateralized Mortgage Obligations |
| GOODMAN US FIN FIVE LLC        SR 144A NT 32       | 2032-05-04      | 4.6250%  | 0.0000% | $351000.00         | $343454.13         | Corporate Debt Securities                         |
| GS MTG SEC CORP 2021-ROSS TR   G      20360616 FLT | 2036-06-16      | 8.5420%  | 0.0000% | $20200000.00       | $7902513.83        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.809%041632     | 2032-04-16      | 4.8090%  | 0.0000% | $1050000.00        | $1050494.02        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL52    | 2052-03-07      | 3.9500%  | 0.0000% | $126000.00         | $95811.31          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 28       | 2028-04-15      | 5.3500%  | 0.0000% | $1220000.00        | $1243691.04        | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL 144A 30     | 2030-10-01      | 3.7500%  | 0.0000% | $1096000.00        | $1013144.23        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 27       | 2027-10-27      | 3.8750%  | 0.0000% | $84000.00          | $83587.09          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $1000000.00        | $1159151.11        | Corporate Debt Securities                         |
| GENERATE CLO LTD 2024-20       A      20380125 FLT | 2038-01-25      | 4.9666%  | 0.0000% | $750000.00         | $754548.56         | Asset-Backed Securities                           |
| GILEAD SCIENCES INC            SR GLBL NT4.6%31    | 2031-05-20      | 4.6000%  | 0.0000% | $10000.00          | $10007.60          | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.6%31    | 2031-05-20      | 4.6000%  | 0.0000% | $1982000.00        | $1983506.32        | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.6%31    | 2031-05-20      | 4.6000%  | 0.0000% | $4145000.00        | $4148150.20        | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 31       | 2031-10-15      | 2.6250%  | 0.0000% | $14176000.00       | $12386398.13       | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30    | 2030-11-15      | 2.3000%  | 0.0000% | $585000.00         | $528637.85         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL52    | 2052-03-07      | 3.9500%  | 0.0000% | $811000.00         | $616690.26         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55    | 2055-05-15      | 3.1550%  | 0.0000% | $100000.00         | $64052.69          | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR 144A NT 35       | 2035-08-15      | 5.0500%  | 0.0000% | $55000.00          | $55078.04          | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.788%30      | 2030-05-10      | 4.7880%  | 0.0000% | $7750000.00        | $7790292.25        | Corporate Debt Securities                         |
| MOSAIC CO                      SR GLBL NT 27       | 2027-11-15      | 4.0500%  | 0.0000% | $100000.00         | $99498.50          | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 30       | 2030-10-01      | 2.2500%  | 0.0000% | $1475000.00        | $1339528.62        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR NT 3.85%45       | 2045-04-15      | 3.8500%  | 0.0000% | $2260000.00        | $1795672.96        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 5%32    | 2032-07-15      | 5.0000%  | 0.0000% | $92000.00          | $94342.42          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52     | 2052-08-15      | 4.0500%  | 0.0000% | $291000.00         | $227349.57         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            B-2    20550225 FLT | 2055-02-25      | 7.1787%  | 0.0000% | $283041.00         | $259757.80         | Private Label Collateralized Mortgage Obligations |
| NARRAGANSETT ELEC CO           SR 144A NT 6%56     | 2056-05-15      | 6.0000%  | 0.0000% | $1592000.00        | $1622714.99        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $102000.00         | $101887.01         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $150000.00         | $149833.83         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $5526000.00        | $5519878.42        | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $13867000.00       | $14348308.16       | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.3%32    | 2032-11-05      | 4.3000%  | 0.0000% | $269000.00         | $264192.07         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55    | 2055-05-15      | 3.1550%  | 0.0000% | $900000.00         | $576474.25         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52     | 2052-08-15      | 4.0500%  | 0.0000% | $8000.00           | $6250.16           | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL REGS 28     | 2028-12-15      | 4.2780%  | 0.0000% | $204000.00         | $206355.93         | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT 27       | 2027-06-02      | 3.5500%  | 0.0000% | $10000000.00       | $10106241.67       | Corporate Debt Securities                         |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 36      | 2036-03-24      | 4.9240%  | 0.0000% | $54000.00          | $53082.57          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.7%35    | 2035-01-15      | 4.7000%  | 0.0000% | $199000.00         | $196059.66         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 35       | 2035-10-07      | 4.7940%  | 0.0000% | $180000.00         | $178233.24         | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR GLBL 144A 36     | 2036-03-24      | 5.5000%  | 0.0000% | $88000.00          | $88455.89          | Corporate Debt Securities                         |
| TOYOTA AUTO RECEIVABLES 2024-B A-3    20290116 5.3 | 2029-01-16      | 5.3300%  | 0.0000% | $24000.00          | $17328.24          | Asset-Backed Securities                           |
| TRANSCANADA PIPELINES LTD      SR NT 4.625%34      | 2034-03-01      | 4.6250%  | 0.0000% | $6774000.00        | $6638557.63        | Corporate Debt Securities                         |
| TEXAS EASTN TRANSMISSION LP    SR GLBL 144A 28     | 2028-01-15      | 3.5000%  | 0.0000% | $923000.00         | $918936.75         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR 144A NT 31       | 2031-09-15      | 2.6910%  | 0.0000% | $1917000.00        | $1659856.50        | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 32       | 2032-02-01      | 7.1500%  | 0.0000% | $98000.00          | $110771.96         | Corporate Debt Securities                         |
| SWISS RE SUB FIN PLC           SUB GLBL 144A 35    | 2035-04-05      | 5.6980%  | 0.0000% | $200000.00         | $203427.40         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT3.5%29    | 2029-05-15      | 3.5000%  | 0.0000% | $413000.00         | $402555.69         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT3.5%29    | 2029-05-15      | 3.5000%  | 0.0000% | $768000.00         | $748578.13         | Corporate Debt Securities                         |
| SWISS RE SUB FIN PLC           SUB GLBL 144A 35    | 2035-04-05      | 5.6980%  | 0.0000% | $400000.00         | $406854.80         | Corporate Debt Securities                         |
| SYSCO CORP                     CR SEN SR GLBL50    | 2050-04-01      | 6.6000%  | 0.0000% | $11195000.00       | $12030296.27       | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29       | 2029-07-15      | 5.5500%  | 0.0000% | $94000.00          | $98012.70          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2.222%31    | 2031-09-17      | 2.2220%  | 0.0000% | $215000.00         | $189211.61         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 35     | 2035-03-18      | 6.4500%  | 0.0000% | $2137000.00        | $2176215.73        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 32     | 2032-06-05      | 4.5290%  | 0.0000% | $212000.00         | $209688.71         | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL NT 30       | 2030-07-15      | 6.1900%  | 0.0000% | $25000.00          | $25454.01          | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 32       | 2032-11-15      | 4.5500%  | 0.0000% | $500000.00         | $492104.72         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 32       | 2032-11-15      | 4.5500%  | 0.0000% | $590000.00         | $580683.57         | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.967%32    | 2032-03-10      | 2.9670%  | 0.0000% | $869000.00         | $787549.43         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $9976000.00        | $10302143.15       | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33       | 2033-01-15      | 6.1500%  | 0.0000% | $119000.00         | $127307.59         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $753000.00         | $683471.33         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%56     | 2056-05-01      | 6.0000%  | 0.0000% | $100000.00         | $97550.00          | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33       | 2033-10-01      | 7.1500%  | 0.0000% | $72000.00          | $78733.40          | Corporate Debt Securities                         |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $2000.00           | $50.48             | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT 4%47     | 2047-11-15      | 4.0000%  | 0.0000% | $200000.00         | $135389.11         | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL NT 28       | 2028-05-22      | 3.0730%  | 0.0000% | $956000.00         | $943684.36         | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR REGS NT5.3%34    | 2034-03-26      | 5.3000%  | 0.0000% | $1835000.00        | $1886646.07        | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $1029000.00        | $1134147.79        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL REGS 48     | 2048-09-21      | 5.0000%  | 0.0000% | $8836000.00        | $7649276.11        | Corporate Debt Securities                         |
| CITIZENS BK NA PROVIDENCE RI   SR NT 4.192%29      | 2029-01-29      | 4.1920%  | 0.0000% | $450000.00         | $452958.00         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 34     | 2034-04-03      | 5.5500%  | 0.0000% | $286000.00         | $290865.81         | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT1.8%33    | 2033-03-15      | 1.8000%  | 0.0000% | $978000.00         | $811583.52         | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36    | 2036-01-15      | 5.4500%  | 0.0000% | $1367000.00        | $1407690.27        | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $430000.00         | $473939.31         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 48       | 2048-08-20      | 4.4500%  | 0.0000% | $1972000.00        | $1661602.27        | Corporate Debt Securities                         |
| BPCE                           FR 5.876%011431     | 2031-01-14      | 5.8760%  | 0.0000% | $1602000.00        | $1683085.23        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT6.9%53    | 2053-05-23      | 6.9000%  | 0.0000% | $367000.00         | $396987.57         | Corporate Debt Securities                         |
| ROCKWELL AUTOMATION INC        SR GLBL NT4.2%49    | 2049-03-01      | 4.2000%  | 0.0000% | $2454000.00        | $2023388.44        | Corporate Debt Securities                         |
| INTACT FINL CORP               SR REGS NT 32       | 2032-09-22      | 5.4590%  | 0.0000% | $47000.00          | $48597.99          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                GLBL REGS NT 31     | 2031-02-15      | 1.9000%  | 0.0000% | $360000.00         | $319766.00         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49       | 2049-10-01      | 4.8750%  | 0.0000% | $7035000.00        | $5919207.96        | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 2%31        | 2031-09-16      | 2.0000%  | 0.0000% | $172000.00         | $150874.20         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 27       | 2027-03-15      | 3.1250%  | 0.0000% | $7883000.00        | $7864661.08        | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 29       | 2029-09-22      | 4.3200%  | 0.0000% | $273000.00         | $272593.23         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 30       | 2030-05-12      | 4.7110%  | 0.0000% | $664000.00         | $663664.44         | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 29       | 2029-09-22      | 4.3200%  | 0.0000% | $10613000.00       | $10597186.63       | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   DEB 3.55%27         | 2027-05-01      | 3.5500%  | 0.0000% | $527000.00         | $525087.58         | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1MTG BD-2016A 46    | 2046-04-01      | 4.2500%  | 0.0000% | $617000.00         | $487594.88         | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT5.3%36    | 2036-06-02      | 5.3000%  | 0.0000% | $40000.00          | $39329.93          | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT5.3%36    | 2036-06-02      | 5.3000%  | 0.0000% | $850000.00         | $835761.08         | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT4.4%48    | 2048-05-01      | 4.4000%  | 0.0000% | $138000.00         | $116272.21         | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT5.1%35    | 2035-06-01      | 5.1000%  | 0.0000% | $122000.00         | $126153.69         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 42       | 2042-06-01      | 4.0500%  | 0.0000% | $2263000.00        | $1951961.97        | Corporate Debt Securities                         |
| HF SINCLAIR CORP               GLBL NT 5%28        | 2028-02-01      | 5.0000%  | 0.0000% | $895000.00         | $908012.31         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $399000.00         | $420886.04         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52    | 2052-01-15      | 3.0000%  | 0.0000% | $100000.00         | $63061.67          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT5.1%35    | 2035-05-01      | 5.1000%  | 0.0000% | $127000.00         | $128127.34         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   DEB 3.55%27         | 2027-05-01      | 3.5500%  | 0.0000% | $122000.00         | $121557.28         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 34     | 2034-10-01      | 4.2780%  | 0.0000% | $100000.00         | $93978.23          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   DEB 3.55%27         | 2027-05-01      | 3.5500%  | 0.0000% | $189000.00         | $188314.14         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 36     | 2036-01-12      | 5.1120%  | 0.0000% | $60000.00          | $60197.64          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 33       | 2033-04-15      | 5.4500%  | 0.0000% | $281000.00         | $288229.82         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.4%33    | 2033-06-15      | 6.4000%  | 0.0000% | $533000.00         | $582305.46         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.4%33    | 2033-06-15      | 6.4000%  | 0.0000% | $617000.00         | $674075.93         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.4%33    | 2033-06-15      | 6.4000%  | 0.0000% | $1301000.00        | $1421349.73        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 37       | 2037-04-01      | 5.7500%  | 0.0000% | $163000.00         | $166537.73         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 33       | 2033-04-15      | 5.4500%  | 0.0000% | $14000.00          | $14360.20          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $14648000.00       | $9932694.87        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 37       | 2037-04-01      | 5.7500%  | 0.0000% | $37000.00          | $37803.04          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT6.2%55    | 2055-03-01      | 6.2000%  | 0.0000% | $470000.00         | $477997.31         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $5817000.00        | $5896234.00        | Corporate Debt Securities                         |
| PEEBLES PK CL 0.01 21APR37 144A FRN                | 2037-04-21      | 4.8262%  | 0.0000% | $19375751.00       | $19393933.86       | Asset-Backed Securities                           |
| PACIFICORP                     1M GLBL BD7.7%31    | 2031-11-15      | 7.7000%  | 0.0000% | $2000.00           | $2263.99           | Corporate Debt Securities                         |
| PARTNERRE FINANCE B LLC        SR GLBL NT3.7%29    | 2029-07-02      | 3.7000%  | 0.0000% | $5000.00           | $4927.74           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $19000.00          | $22044.93          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52    | 2052-05-15      | 4.6250%  | 0.0000% | $24000.00          | $20233.89          | Corporate Debt Securities                         |
| PACIFICORP                     1MT 6.25%37         | 2037-10-15      | 6.2500%  | 0.0000% | $946000.00         | $998265.45         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD3.3%51    | 2051-03-15      | 3.3000%  | 0.0000% | $6750000.00        | $4440105.00        | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT 4%49     | 2049-06-14      | 4.0000%  | 0.0000% | $30000.00          | $24418.00          | Corporate Debt Securities                         |
| PEEBLES PK CL 0.01 21APR37 144A FRN                | 2037-04-21      | 4.8262%  | 0.0000% | $624249.00         | $624834.82         | Asset-Backed Securities                           |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $664000.00         | $699474.57         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $3889000.00        | $4096771.99        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.2%36    | 2036-05-01      | 5.2000%  | 0.0000% | $807000.00         | $796307.25         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.2%36    | 2036-05-01      | 5.2000%  | 0.0000% | $166000.00         | $163800.50         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.4%073035       | 2035-07-30      | 5.4000%  | 0.0000% | $235000.00         | $238426.30         | Corporate Debt Securities                         |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR 144A31    | 2031-03-26      | 5.0500%  | 0.0000% | $1274000.00        | $1285488.29        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 47       | 2047-02-10      | 5.6680%  | 0.0000% | $635000.00         | $632899.07         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 31       | 2031-11-04      | 4.4250%  | 0.0000% | $1100000.00        | $1084284.21        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR 144A NT 39       | 2039-08-01      | 7.1250%  | 0.0000% | $19368.00          | $21822.01          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL FL NT 32    | 2032-03-10      | 4.8512%  | 0.0000% | $4600000.00        | $4676339.76        | Corporate Debt Securities                         |
| SANTANDER DR AUT REC TR 2024-4 B      20290917 4.9 | 2029-09-17      | 4.9300%  | 0.0000% | $203000.00         | $204439.11         | Asset-Backed Securities                           |
| HALLIBURTON CO                 SR GLBL NT6.7%38    | 2038-09-15      | 6.7000%  | 0.0000% | $928000.00         | $1041412.94        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 31       | 2031-04-27      | 2.8500%  | 0.0000% | $501000.00         | $457329.50         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT5.2%33    | 2033-07-01      | 5.2000%  | 0.0000% | $2256000.00        | $2280021.39        | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.9%34    | 2034-05-20      | 4.9000%  | 0.0000% | $2000000.00        | $2002810.00        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 34       | 2034-04-04      | 5.6340%  | 0.0000% | $1892000.00        | $1962320.91        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 35     | 2035-04-01      | 5.6730%  | 0.0000% | $2479000.00        | $2567475.10        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27       | 2027-01-17      | 4.3500%  | 0.0000% | $210000.00         | $213189.90         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $1370000.00        | $1295438.97        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT5.2%33    | 2033-07-01      | 5.2000%  | 0.0000% | $23844000.00       | $24097885.61       | Corporate Debt Securities                         |
| FELLS PT FDG TR                SR 144A NT 27       | 2027-01-31      | 3.0460%  | 0.0000% | $100000.00         | $100131.87         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 30       | 2030-10-01      | 1.6500%  | 0.0000% | $850000.00         | $756218.08         | Corporate Debt Securities                         |
| GOODLEAP SUST HOME SOL TR 23-3 A      20550720 6.5 | 2055-07-20      | 6.5000%  | 0.0000% | $248000.00         | $184734.96         | Asset-Backed Securities                           |
| GILEAD SCIENCES INC            SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $746000.00         | $755598.53         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 35       | 2035-04-15      | 4.7500%  | 0.0000% | $207000.00         | $197456.38         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $346000.00         | $360987.42         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM6   B-2    20700125 FLT | 2070-01-25      | 7.2554%  | 0.0000% | $2040000.00        | $2029031.09        | Private Label Collateralized Mortgage Obligations |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 35       | 2035-04-15      | 4.7500%  | 0.0000% | $81000.00          | $77265.54          | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      SR GLBL NT5.5%36    | 2036-02-15      | 5.5000%  | 0.0000% | $111000.00         | $112308.32         | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      SR GLBL NT5.5%36    | 2036-02-15      | 5.5000%  | 0.0000% | $189000.00         | $191227.68         | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT 34       | 2034-06-15      | 5.6250%  | 0.0000% | $278000.00         | $292918.87         | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT4.3%36    | 2036-05-14      | 4.3000%  | 0.0000% | $1469000.00        | $1392717.28        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $361000.00         | $376637.17         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $1503000.00        | $1568104.32        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 32       | 2032-02-24      | 4.5210%  | 0.0000% | $233000.00         | $230826.21         | Corporate Debt Securities                         |
| ARES FINANCE CO III LLC        SUB GLBL 144A 51    | 2051-06-30      | 4.1250%  | 0.0000% | $2017000.00        | $2043932.83        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649     | 2049-09-06      | 4.7580%  | 0.0000% | $544000.00         | $463694.63         | Corporate Debt Securities                         |
| ATLAS WHSE LENDING CO LP       SR 144A NT 28       | 2028-01-15      | 6.0500%  | 0.0000% | $5700000.00        | $5913347.83        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 32       | 2032-10-19      | 7.7500%  | 0.0000% | $10000.00          | $11510.21          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT3.8%27    | 2027-11-15      | 3.8000%  | 0.0000% | $600000.00         | $597064.67         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 6.2%56      | 2056-10-30      | 6.2000%  | 0.0000% | $28000.00          | $28246.80          | Corporate Debt Securities                         |
| ABPCI DIRECT 6.34792 30OCT36 144A F                | 2036-10-30      | 5.5634%  | 0.0000% | $7405501.00        | $7432187.61        | Asset-Backed Securities                           |
| AT&T INC                       SR GLBL NT4.5%48    | 2048-03-09      | 4.5000%  | 0.0000% | $2870000.00        | $2348090.50        | Corporate Debt Securities                         |
| AON PLC                        GLBL NT 4.75%45     | 2045-05-15      | 4.7500%  | 0.0000% | $800000.00         | $703493.78         | Corporate Debt Securities                         |
| AFLAC INC                      SR GLBL NT 26       | 2026-10-15      | 2.8750%  | 0.0000% | $382000.00         | $381455.23         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.3%52      | 2052-02-01      | 3.3000%  | 0.0000% | $860000.00         | $557930.73         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.25%36     | 2036-10-30      | 5.2500%  | 0.0000% | $2678000.00        | $2657323.61        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.25%36     | 2036-10-30      | 5.2500%  | 0.0000% | $3720000.00        | $3691278.50        | Corporate Debt Securities                         |
| AFLAC INC                      SR NT 5.15%36       | 2036-05-14      | 5.1500%  | 0.0000% | $6537000.00        | $6537691.83        | Corporate Debt Securities                         |
| ABN AMRO BANK N.V.             FR 2.47%121329      | 2029-12-13      | 2.4700%  | 0.0000% | $400000.00         | $383971.78         | Corporate Debt Securities                         |
| AGL CLO LTD 2025-40            D-1    20380722 FLT | 2038-07-22      | 6.5636%  | 0.0000% | $6514441.00        | $6412978.34        | Asset-Backed Securities                           |
| AFLAC INC                      SR NT 5.15%36       | 2036-05-14      | 5.1500%  | 0.0000% | $1000000.00        | $1000105.83        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 27       | 2027-05-09      | 4.3500%  | 0.0000% | $5582000.00        | $5601462.57        | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR NT 4.95%33       | 2033-05-15      | 4.9500%  | 0.0000% | $1000000.00        | $996885.00         | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R03   1M-2   20420325 FLT | 2042-03-25      | 7.1121%  | 0.0000% | $103447.00         | $105567.11         | Private Label Collateralized Mortgage Obligations |
| APPLOVIN CORP                  SR GLBL NT 31       | 2031-12-01      | 5.3750%  | 0.0000% | $900000.00         | $937283.75         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2024-9   A-2    20360421 FLT | 2036-04-21      | 6.0752%  | 0.0000% | $1301600.00        | $1309606.79        | Asset-Backed Securities                           |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54    | 2054-12-15      | 6.0000%  | 0.0000% | $400000.00         | $398961.33         | Corporate Debt Securities                         |
| BPCE                           FR 5.936%053035     | 2035-05-30      | 5.9360%  | 0.0000% | $900000.00         | $949063.60         | Corporate Debt Securities                         |
| BLACK DIAMOND CLO LTD 2022-1R2 D-2-R  20390425 FLT | 2039-04-25      | 8.5166%  | 0.0000% | $6279616.00        | $6347500.55        | Asset-Backed Securities                           |
| BAT CAPITAL CORP               SR GLBL NT 43       | 2043-08-02      | 7.0790%  | 0.0000% | $11000.00          | $12497.83          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 43       | 2043-08-02      | 7.0790%  | 0.0000% | $117000.00         | $132931.51         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 43       | 2043-08-02      | 7.0790%  | 0.0000% | $596000.00         | $677155.38         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.734%092540     | 2040-09-25      | 3.7340%  | 0.0000% | $5500000.00        | $4461315.22        | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT6.6%29    | 2029-09-15      | 6.6000%  | 0.0000% | $1821000.00        | $1857723.50        | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 51       | 2051-12-01      | 3.1320%  | 0.0000% | $6000.00           | $3626.62           | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.215%090626     | 2026-09-06      | 3.2150%  | 0.0000% | $280000.00         | $281319.46         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 31       | 2031-04-01      | 1.7300%  | 0.0000% | $2132000.00        | $1812855.00        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.734%092540     | 2040-09-25      | 3.7340%  | 0.0000% | $82000.00          | $66514.15          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 27       | 2027-06-01      | 3.7500%  | 0.0000% | $1394000.00        | $1411650.36        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 34       | 2034-04-05      | 5.7500%  | 0.0000% | $5266000.00        | $5494570.73        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $8699000.00        | $8529717.46        | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 31     | 2031-05-08      | 4.9680%  | 0.0000% | $20400000.00       | $20427091.20       | Corporate Debt Securities                         |
| BPCE                           SNR NPF 144A 33     | 2033-07-19      | 5.7480%  | 0.0000% | $1998000.00        | $2081409.84        | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 31     | 2031-05-08      | 4.9680%  | 0.0000% | $2200000.00        | $2202921.60        | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 31     | 2031-05-08      | 4.9680%  | 0.0000% | $4000000.00        | $4005312.00        | Corporate Debt Securities                         |
| ATLAS WHSE LENDING CO LP       SR 144A NT 28       | 2028-11-15      | 4.6250%  | 0.0000% | $900000.00         | $889477.75         | Corporate Debt Securities                         |
| BPCE                           SNR NPF 144A 33     | 2033-07-19      | 5.7480%  | 0.0000% | $1079000.00        | $1124044.65        | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT5.2%45    | 2045-09-15      | 5.2000%  | 0.0000% | $100000.00         | $93126.89          | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 31     | 2031-05-08      | 4.9680%  | 0.0000% | $1600000.00        | $1602124.80        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 30       | 2030-05-24      | 4.2190%  | 0.0000% | $800000.00         | $795866.78         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           LW TIER II GLBL     | 2037-05-04      | 4.5880%  | 0.0000% | $4660000.00        | $4490357.88        | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     SR GLBL NT3.9%29    | 2029-07-15      | 3.9000%  | 0.0000% | $1361000.00        | $1347208.53        | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     SR GLBL NT3.9%29    | 2029-07-15      | 3.9000%  | 0.0000% | $1600000.00        | $1583786.67        | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT6.3%56    | 2056-05-15      | 6.3000%  | 0.0000% | $1395000.00        | $1411565.62        | Corporate Debt Securities                         |
| ECOLAB INC                     GLBL NT 2.75%55     | 2055-08-18      | 2.7500%  | 0.0000% | $775000.00         | $467220.59         | Corporate Debt Securities                         |
| DAYTON PWR & LT CO             1M GLBL BD 30       | 2030-08-15      | 4.5500%  | 0.0000% | $328000.00         | $327650.50         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 34       | 2034-01-15      | 5.3750%  | 0.0000% | $379000.00         | $392620.10         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $1685000.00        | $1806083.63        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT5.2%33    | 2033-11-15      | 5.2000%  | 0.0000% | $4000.00           | $4100.37           | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT3.9%27    | 2027-05-15      | 3.9000%  | 0.0000% | $2831000.00        | $2824422.64        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-02-24      | 3.0700%  | 0.0000% | $1030000.00        | $1028477.03        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 41    | 2041-04-15      | 3.3000%  | 0.0000% | $797000.00         | $605212.58         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT5.6%56    | 2056-02-09      | 5.6000%  | 0.0000% | $100000.00         | $98918.11          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 27       | 2027-04-01      | 3.6250%  | 0.0000% | $1542000.00        | $1542447.61        | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 36       | 2036-05-15      | 5.5070%  | 0.0000% | $4026000.00        | $4069765.86        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 3%41     | 2041-12-02      | 3.0000%  | 0.0000% | $2962000.00        | $2227868.30        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%33    | 2033-01-15      | 4.6000%  | 0.0000% | $1040000.00        | $1042327.29        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $787000.00         | $965255.50         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 5.65%54     | 2054-06-01      | 5.6500%  | 0.0000% | $1635000.00        | $1544136.69        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT5.5%41    | 2041-04-15      | 5.5000%  | 0.0000% | $21000.00          | $21274.94          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-02-24      | 3.0700%  | 0.0000% | $1000.00           | $998.52            | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $240000.00         | $258366.00         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $27000.00          | $27737.61          | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 36     | 2036-05-18      | 5.2500%  | 0.0000% | $500000.00         | $495167.08         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT 34     | 2034-01-18      | 5.3750%  | 0.0000% | $300000.00         | $307097.71         | Corporate Debt Securities                         |
| ENI SPA                        SR GLBL 144A 35     | 2035-05-19      | 5.7500%  | 0.0000% | $4622000.00        | $4778303.20        | Corporate Debt Securities                         |
| EOG RES INC                    SR NT 3.9%35        | 2035-04-01      | 3.9000%  | 0.0000% | $388000.00         | $360080.81         | Corporate Debt Securities                         |
| EVERGY INC                     SR GLBL NT2.9%29    | 2029-09-15      | 2.9000%  | 0.0000% | $50000.00          | $47713.06          | Corporate Debt Securities                         |
| EOG RES INC                    SR NT 3.9%35        | 2035-04-01      | 3.9000%  | 0.0000% | $150000.00         | $139206.50         | Corporate Debt Securities                         |
| EOG RES INC                    SR NT 3.9%35        | 2035-04-01      | 3.9000%  | 0.0000% | $350000.00         | $324815.17         | Corporate Debt Securities                         |
| ENI SPA                        144A NT 4.25%29     | 2029-05-09      | 4.2500%  | 0.0000% | $313000.00         | $311388.40         | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          5.419%48            | 2048-11-15      | 5.4190%  | 0.0000% | $2242000.00        | $2120096.61        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $453000.00         | $418674.93         | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2024-34        D-1    20371019 FLT | 2037-10-19      | 6.6304%  | 0.0000% | $2611079.00        | $2585640.41        | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $6000.00           | $6008.82           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51      | 2051-08-25      | 2.9000%  | 0.0000% | $114000.00         | $71876.11          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51      | 2051-08-25      | 2.9000%  | 0.0000% | $527000.00         | $332269.40         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51      | 2051-08-25      | 2.9000%  | 0.0000% | $134000.00         | $84485.96          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51      | 2051-08-25      | 2.9000%  | 0.0000% | $139000.00         | $87638.42          | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  FR 3.347%011237     | 2037-01-12      | 3.3470%  | 0.0000% | $755000.00         | $692393.28         | Corporate Debt Securities                         |
| MS RESI MTG LN TR 2025-NQM8    B-2    20700925 FLT | 2070-09-25      | 7.0002%  | 0.0000% | $2118000.00        | $1892244.68        | Private Label Collateralized Mortgage Obligations |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -R NT 56    | 2056-04-01      | 5.9000%  | 0.0000% | $8000.00           | $7972.17           | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  E      20330815 FLT | 2033-08-15      | 5.6250%  | 0.0000% | $2590000.00        | $216705.30         | Private Label Collateralized Mortgage Obligations |
| MARSH & MCLENNAN COS INC       SR GLBL NT 34       | 2034-03-15      | 5.1500%  | 0.0000% | $947000.00         | $966040.49         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT2.5%30    | 2030-04-15      | 2.5000%  | 0.0000% | $9217000.00        | $8536560.10        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB 2026A NT58    | 2058-04-01      | 6.0000%  | 0.0000% | $919000.00         | $934096.11         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $524000.00         | $574521.36         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 43       | 2043-06-01      | 4.7500%  | 0.0000% | $422000.00         | $393762.34         | Corporate Debt Securities                         |
| MS RES MTG LN TR 2025-NQM4     B-1    20700525 FLT | 2070-05-25      | 7.0224%  | 0.0000% | $7156000.00        | $7028751.44        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CO                    JR SB 2026A NT58    | 2058-04-01      | 6.0000%  | 0.0000% | $125000.00         | $127053.33         | Corporate Debt Securities                         |
| NORDSON CORP                   SR GLBL NT5.8%33    | 2033-09-15      | 5.8000%  | 0.0000% | $2000.00           | $2105.56           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024G 26    | 2026-09-06      | 4.4000%  | 0.0000% | $1000.00           | $1010.28           | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 46       | 2046-03-15      | 4.6250%  | 0.0000% | $9000.00           | $7941.93           | Corporate Debt Securities                         |
| MONONGAHELA PWR CO             1M 144A BD5.4%43    | 2043-12-15      | 5.4000%  | 0.0000% | $317000.00         | $308238.12         | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 29       | 2029-02-01      | 5.3750%  | 0.0000% | $1681000.00        | $1706430.26        | Corporate Debt Securities                         |
| SIXTH STREET CLO LTD 2025-28   D-1    20380421 FLT | 2038-04-21      | 6.8221%  | 0.0000% | $3656000.00        | $3709564.59        | Asset-Backed Securities                           |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $496000.00         | $510191.94         | Corporate Debt Securities                         |
| SOUND POINT CLO LTD 2021-29    D      20340425 FLT | 2034-04-25      | 7.4282%  | 0.0000% | $1975500.00        | $1935679.54        | Asset-Backed Securities                           |
| SABINE PASS LIQUEFACTION LLC   1LIEN GLBL NT 30    | 2030-05-15      | 4.5000%  | 0.0000% | $3000000.00        | $2986170.00        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $825000.00         | $848605.54         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 36     | 2036-08-12      | 5.4000%  | 0.0000% | $250000.00         | $253067.50         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $169000.00         | $169248.43         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.25%34    | 2034-03-15      | 5.2500%  | 0.0000% | $7000.00           | $7177.67           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $141000.00         | $145034.40         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 30       | 2030-11-15      | 5.4500%  | 0.0000% | $198000.00         | $192214.33         | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.25%42       | 2042-12-15      | 4.2500%  | 0.0000% | $123000.00         | $104344.73         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT39    | 2039-06-15      | 5.1250%  | 0.0000% | $27457000.00       | $26632115.45       | Corporate Debt Securities                         |
| ZOETIS INC                     SR NT 4.7%43        | 2043-02-01      | 4.7000%  | 0.0000% | $254000.00         | $230384.49         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 31       | 2031-06-01      | 4.6500%  | 0.0000% | $3500000.00        | $3481260.42        | Corporate Debt Securities                         |
| NEXT PROPERTIES TR 2401        SR 144A NT 30       | 2030-01-15      | 4.8690%  | 0.0000% | $2135000.00        | $2077618.67        | Corporate Debt Securities                         |
| TRITON CONTAINER INTL LTD / TA SR GLBL NT 32       | 2032-03-15      | 3.2500%  | 0.0000% | $764000.00         | $684001.98         | Corporate Debt Securities                         |
| WOODMONT TR 2022-10R           C-R    20380415 FLT | 2038-04-15      | 5.7731%  | 0.0000% | $804227.00         | $797162.68         | Asset-Backed Securities                           |
| GLENCORE FINANCE CANADA LTD    SR GLBL 144A 37     | 2037-11-15      | 6.9000%  | 0.0000% | $455000.00         | $505943.32         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 56       | 2056-03-15      | 5.9500%  | 0.0000% | $2573000.00        | $2613921.42        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $282000.00         | $281776.20         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41    | 2041-03-22      | 3.4000%  | 0.0000% | $1172000.00        | $916220.12         | Corporate Debt Securities                         |
| RTX CORPORATION                4.45%38             | 2038-11-16      | 4.4500%  | 0.0000% | $544000.00         | $504221.06         | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 32       | 2032-04-15      | 4.1500%  | 0.0000% | $20000.00          | $19617.44          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 27       | 2027-11-15      | 3.1500%  | 0.0000% | $420000.00         | $414357.30         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 36       | 2036-03-15      | 5.1500%  | 0.0000% | $4523000.00        | $4548784.87        | Corporate Debt Securities                         |
| VIDEOTRON LTD/ VIDEOTRON LTEE  SR REGS NT5.7%35    | 2035-01-15      | 5.7000%  | 0.0000% | $560000.00         | $576814.93         | Corporate Debt Securities                         |
| GLENCORE FINANCE CANADA LTD    SR GLBL REGS 37     | 2037-11-15      | 6.9000%  | 0.0000% | $185000.00         | $205713.22         | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR6         B-1    20450425 FLT | 2045-04-25      | 4.5988%  | 0.0000% | $12868944.00       | $3817358.04        | Private Label Collateralized Mortgage Obligations |
| GLENCORE FINANCE CANADA LTD    SR GLBL 144A 37     | 2037-11-15      | 6.9000%  | 0.0000% | $607000.00         | $674961.74         | Corporate Debt Securities                         |
| STARBUCKS CORP                 4.45%49             | 2049-08-15      | 4.4500%  | 0.0000% | $3938000.00        | $3280612.16        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL28    | 2028-06-28      | 5.3500%  | 0.0000% | $390000.00         | $405276.41         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.5%50    | 2050-04-15      | 4.5000%  | 0.0000% | $55000.00          | $45140.70          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.5%50    | 2050-04-15      | 4.5000%  | 0.0000% | $942000.00         | $773137.08         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  B      20330815 FLT | 2033-08-15      | 4.9250%  | 0.0000% | $2395940.00        | $1263743.88        | Private Label Collateralized Mortgage Obligations |
| TPG OPER GROUP II LP           SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $230000.00         | $229504.80         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232     | 2032-03-12      | 4.7080%  | 0.0000% | $500000.00         | $500049.56         | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 2%31     | 2031-08-19      | 2.0000%  | 0.0000% | $219000.00         | $193916.96         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 31       | 2031-04-16      | 3.3500%  | 0.0000% | $100000.00         | $92022.14          | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $300000.00         | $298402.75         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $2000000.00        | $2034215.56        | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT6.4%33    | 2033-11-30      | 6.4000%  | 0.0000% | $100000.00         | $111694.22         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 50       | 2050-07-01      | 3.1250%  | 0.0000% | $640000.00         | $432894.22         | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M -NO BD 4.4%48    | 2048-11-15      | 4.4000%  | 0.0000% | $1875000.00        | $1529139.58        | Corporate Debt Securities                         |
| PINNACLE BK NASHVILLE TENN     LW TIER II 36       | 2036-01-15      | 5.9570%  | 0.0000% | $1643000.00        | $1676451.94        | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR NT 5.5%36        | 2036-07-08      | 5.5000%  | 0.0000% | $5536000.00        | $5576056.04        | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR NT 5.5%36        | 2036-07-08      | 5.5000%  | 0.0000% | $7000000.00        | $7050648.89        | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT 36       | 2036-07-01      | 4.2500%  | 0.0000% | $300000.00         | $281859.67         | Corporate Debt Securities                         |
| NTT FINANCE CORP               SR GLBL 144A 30     | 2030-07-16      | 4.8760%  | 0.0000% | $4600000.00        | $4696250.91        | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL69    | 2069-08-01      | 10.7500% | 0.0000% | $10201000.00       | $13490272.78       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.475%012128     | 2028-01-21      | 2.4750%  | 0.0000% | $3000000.00        | $2990640.00        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR FLT NT 30        | 2030-05-10      | 4.6124%  | 0.0000% | $1000000.00        | $1010400.16        | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 5%28        | 2028-11-26      | 5.0000%  | 0.0000% | $529000.00         | $534515.71         | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD7.7%31    | 2031-11-15      | 7.7000%  | 0.0000% | $367000.00         | $415441.96         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $100000.00         | $101243.94         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $1901000.00        | $1924647.38        | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL69    | 2069-08-01      | 10.7500% | 0.0000% | $8215000.00        | $10863894.80       | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 32       | 2032-09-15      | 4.5500%  | 0.0000% | $268000.00         | $269354.14         | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 33       | 2033-01-15      | 4.6500%  | 0.0000% | $100000.00         | $101116.42         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 28       | 2028-03-03      | 3.7500%  | 0.0000% | $100000.00         | $99748.83          | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 27       | 2027-01-11      | 3.7500%  | 0.0000% | $1065000.00        | $1078051.57        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 40       | 2040-09-15      | 2.6500%  | 0.0000% | $123000.00         | $90889.40          | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 31       | 2031-10-15      | 4.8500%  | 0.0000% | $40000.00          | $40465.91          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.25%010827      | 2027-01-08      | 5.2500%  | 0.0000% | $271000.00         | $278052.10         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR NT 4.3%31        | 2031-02-03      | 4.3000%  | 0.0000% | $315000.00         | $314450.50         | Corporate Debt Securities                         |
| NTT FINANCE CORP               GLBL REGS NT 31     | 2031-07-02      | 5.1360%  | 0.0000% | $247000.00         | $254939.07         | Corporate Debt Securities                         |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 31      | 2031-03-16      | 2.4500%  | 0.0000% | $9000.00           | $8145.79           | Corporate Debt Securities                         |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 36      | 2036-03-24      | 4.9240%  | 0.0000% | $250000.00         | $245752.64         | Corporate Debt Securities                         |
| UPM KYMMENE CORP               GLBL REGS NT 27     | 2027-11-26      | 7.4500%  | 0.0000% | $221000.00         | $229703.16         | Corporate Debt Securities                         |
| AEGON FUNDING COMPANY LLC      SR GLBL REGS 27     | 2027-04-16      | 5.5000%  | 0.0000% | $300000.00         | $304211.83         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT 44       | 2044-01-22      | 4.8750%  | 0.0000% | $84000.00          | $75628.39          | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 2.57%112535      | 2035-11-25      | 2.5700%  | 0.0000% | $1284000.00        | $1150394.09        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 47       | 2047-12-01      | 3.7500%  | 0.0000% | $112000.00         | $85298.27          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 47       | 2047-12-01      | 3.7500%  | 0.0000% | $76000.00          | $57880.97          | Corporate Debt Securities                         |
| SOUTHERN CO                    GLBL 2023C NT 33    | 2033-06-15      | 5.2000%  | 0.0000% | $185000.00         | $191595.04         | Corporate Debt Securities                         |
| SODEXO INC                     SR 144A NT5.8%35    | 2035-08-15      | 5.8000%  | 0.0000% | $3289000.00        | $3396108.11        | Corporate Debt Securities                         |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $65000.00          | $29349.61          | Asset-Backed Securities                           |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $16163000.00       | $16832184.12       | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $2695000.00        | $2701845.30        | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $3627000.00        | $3678043.98        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 34       | 2034-02-15      | 4.8750%  | 0.0000% | $2375000.00        | $2425975.42        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233      | 2033-03-02      | 3.3500%  | 0.0000% | $41000.00          | $38051.93          | Corporate Debt Securities                         |
| VINCI SA                       SR GLBL REGS 29     | 2029-04-10      | 3.7500%  | 0.0000% | $646000.00         | $634729.99         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.577%052029     | 2029-05-20      | 4.5770%  | 0.0000% | $1762000.00        | $1762077.97        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.7%             | 2500-12-31      | 6.7000%  | 0.0000% | $200000.00         | $202962.67         | Corporate Debt Securities                         |
| WEYERHAEUSER CO                GLBL NT 3.375%33    | 2033-03-09      | 3.3750%  | 0.0000% | $312000.00         | $284272.56         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL REGS NT 52     | 2052-02-15      | 6.2640%  | 0.0000% | $1401000.00        | $1271121.70        | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT5.7%30    | 2030-01-24      | 5.7000%  | 0.0000% | $205000.00         | $209477.54         | Corporate Debt Securities                         |
| CSL FIN PLC                    SR REGS NT 62       | 2062-04-27      | 4.9500%  | 0.0000% | $189000.00         | $160956.18         | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 56       | 2056-03-15      | 5.7500%  | 0.0000% | $2000000.00        | $1999198.89        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR NT 4.55%28       | 2028-06-01      | 4.5500%  | 0.0000% | $1531000.00        | $1536633.23        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL     | 2084-07-31      | 7.2500%  | 0.0000% | $1499000.00        | $1564101.99        | Corporate Debt Securities                         |
| ORION CLO LTD 2025-5           B      20380720 FLT | 2038-07-20      | 5.4752%  | 0.0000% | $339788.00         | $342826.21         | Asset-Backed Securities                           |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $65000.00          | $61921.96          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $1000.00           | $1024.30           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.2%35    | 2035-09-26      | 5.2000%  | 0.0000% | $350000.00         | $334078.50         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.2%35    | 2035-09-26      | 5.2000%  | 0.0000% | $23110000.00       | $22058726.10       | Corporate Debt Securities                         |
| ORANGE S A                     SR GLBL 144A 33     | 2033-01-13      | 4.7500%  | 0.0000% | $263000.00         | $264379.29         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $17677000.00       | $17354964.34       | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.1%45    | 2045-02-01      | 4.1000%  | 0.0000% | $4990000.00        | $4052772.66        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-01-25      | 2.9630%  | 0.0000% | $2832000.00        | $2598093.48        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52       | 2052-03-01      | 5.2500%  | 0.0000% | $100000.00         | $87441.33          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 29       | 2029-01-26      | 4.0750%  | 0.0000% | $1265000.00        | $1274642.99        | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT2.4%31    | 2031-03-15      | 2.4000%  | 0.0000% | $1896000.00        | $1625314.40        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52       | 2052-03-01      | 5.2500%  | 0.0000% | $73000.00          | $63832.17          | Corporate Debt Securities                         |
| ORIX CORP                      GLBL NT 4%32        | 2032-04-13      | 4.0000%  | 0.0000% | $20000.00          | $19236.82          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.587%011836     | 2036-01-18      | 5.5870%  | 0.0000% | $1266000.00        | $1321856.52        | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 4.125%42      | 2042-08-13      | 4.1250%  | 0.0000% | $418000.00         | $355896.00         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-11-13      | 7.3990%  | 0.0000% | $2118000.00        | $2363599.99        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 31       | 2031-03-03      | 5.1300%  | 0.0000% | $1212000.00        | $1237312.62        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 29       | 2029-11-15      | 2.4500%  | 0.0000% | $4924000.00        | $4588196.88        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.3%36    | 2036-05-15      | 5.3000%  | 0.0000% | $21825000.00       | $21844848.62       | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -H NT 40    | 2040-03-15      | 6.2000%  | 0.0000% | $300000.00         | $315727.33         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 37       | 2037-09-15      | 6.5000%  | 0.0000% | $5187000.00        | $5643617.37        | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 4.125%42      | 2042-08-13      | 4.1250%  | 0.0000% | $91000.00          | $77479.75          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $149000.00         | $130310.48         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 35       | 2035-11-18      | 5.8740%  | 0.0000% | $246000.00         | $251885.51         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 35       | 2035-11-18      | 5.8740%  | 0.0000% | $900000.00         | $921532.35         | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR GLBL 144A 28     | 2028-03-16      | 3.9000%  | 0.0000% | $520000.00         | $519655.93         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SB GLBL NT6.5%36    | 2036-05-02      | 6.5000%  | 0.0000% | $11007000.00       | $11752228.94       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $2506000.00        | $2191664.90        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 41       | 2041-02-01      | 6.7500%  | 0.0000% | $100000.00         | $110947.50         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.375%040830     | 2030-04-08      | 6.3750%  | 0.0000% | $15000.00          | $15868.52          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.375%040830     | 2030-04-08      | 6.3750%  | 0.0000% | $179000.00         | $189364.32         | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $100000.00         | $120238.61         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.2%092130       | 2030-09-21      | 6.2000%  | 0.0000% | $99000.00          | $104689.64         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 2%061528         | 2028-06-15      | 2.0000%  | 0.0000% | $100000.00         | $95759.11          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.3%36    | 2036-05-15      | 5.3000%  | 0.0000% | $1840000.00        | $1841673.38        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.3%36    | 2036-05-15      | 5.3000%  | 0.0000% | $7729000.00        | $7736029.10        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $71561.00          | $62872.06          | Corporate Debt Securities                         |
| SNAM S.P.A.                    GLBL C 144A NT55    | 2055-05-28      | 6.5000%  | 0.0000% | $315000.00         | $325716.48         | Corporate Debt Securities                         |
| SNAM S.P.A.                    GLBL C 144A NT55    | 2055-05-28      | 6.5000%  | 0.0000% | $200000.00         | $206804.11         | Corporate Debt Securities                         |
| SNAM S.P.A.                    GLBL C 144A NT55    | 2055-05-28      | 6.5000%  | 0.0000% | $260000.00         | $268845.34         | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $548000.00         | $658907.59         | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $24000.00          | $28857.27          | Corporate Debt Securities                         |
| WELLS FARGO & CO               VR 091525-091529    | 2029-09-15      | 4.5183%  | 0.0000% | $11975000.00       | $12113239.15       | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             4.15%49             | 2049-07-15      | 4.1500%  | 0.0000% | $346000.00         | $286144.50         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.844%052032     | 2032-05-20      | 4.8440%  | 0.0000% | $1000.00           | $999.06            | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            5.7%48              | 2048-09-15      | 5.7000%  | 0.0000% | $3079000.00        | $3112951.11        | Corporate Debt Securities                         |
| JBS NV / JBS USA FOOD CO       SR GLBL NT 66       | 2066-04-15      | 6.3750%  | 0.0000% | $1860000.00        | $1828438.90        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-01-22      | 4.3470%  | 0.0000% | $2858000.00        | $2850698.52        | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 34       | 2034-04-01      | 5.4500%  | 0.0000% | $146000.00         | $150301.24         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 37       | 2037-04-23      | 5.1480%  | 0.0000% | $2520000.00        | $2512510.56        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-10-22      | 4.9460%  | 0.0000% | $1206000.00        | $1195837.51        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $288000.00         | $334154.72         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $2096000.00        | $2431903.80        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $9401000.00        | $10907599.04       | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 27     | 2027-02-01      | 5.7500%  | 0.0000% | $1699000.00        | $1738072.28        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.7%56    | 2056-03-18      | 5.7000%  | 0.0000% | $151000.00         | $154844.71         | Corporate Debt Securities                         |
| OCTANE REC TRUST 2023-3        E      20310520 10. | 2031-05-20      | 10.9200% | 0.0000% | $568000.00         | $616203.32         | Asset-Backed Securities                           |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47    | 2047-09-15      | 3.6000%  | 0.0000% | $304000.00         | $229188.64         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.867%060834     | 2034-06-08      | 5.8670%  | 0.0000% | $495000.00         | $529362.03         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 33     | 2033-11-06      | 4.8440%  | 0.0000% | $601000.00         | $591543.13         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-03-01      | 4.0500%  | 0.0000% | $66000.00          | $53920.02          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.281%042337     | 2037-04-23      | 5.2810%  | 0.0000% | $246000.00         | $244408.63         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 3%41     | 2041-02-15      | 3.0000%  | 0.0000% | $1499000.00        | $1122371.25        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $400000.00         | $342946.89         | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND  SR GLBL NT6.5%29    | 2029-07-23      | 6.5000%  | 0.0000% | $10237000.00       | $10560182.09       | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT3.4%49    | 2049-11-01      | 3.4000%  | 0.0000% | $117000.00         | $81411.46          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL FL DB 28    | 2028-02-04      | 4.4324%  | 0.0000% | $3470000.00        | $3495595.73        | Corporate Debt Securities                         |
| NORTHWELL HEALTHCARE INC       TAX BD-2016A 46     | 2046-11-01      | 3.9790%  | 0.0000% | $1121000.00        | $881357.98         | Corporate Debt Securities                         |
| UNITED AIRLINES PT TR 2020-1   A      20290415 5.8 | 2029-04-15      | 5.8750%  | 0.0000% | $1000.00           | $317.94            | Asset-Backed Securities                           |
| TRUIST FINL CORP               FR 5.281%042337     | 2037-04-23      | 5.2810%  | 0.0000% | $4925000.00        | $4893140.17        | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40      | 2040-03-12      | 6.2540%  | 0.0000% | $1166000.00        | $1163465.83        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-03-15      | 4.7500%  | 0.0000% | $510000.00         | $510644.58         | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP           SR GLBL NT 46       | 2046-08-01      | 3.6250%  | 0.0000% | $71000.00          | $51353.02          | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR 144A NT 36       | 2036-04-30      | 5.2500%  | 0.0000% | $1488000.00        | $1493077.80        | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.65%62     | 2062-08-15      | 2.6500%  | 0.0000% | $248000.00         | $124613.94         | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $2913000.00        | $2715127.19        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.5%051531       | 2031-05-15      | 4.5000%  | 0.0000% | $2000.00           | $1998.90           | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2016C 56    | 2056-12-01      | 4.3000%  | 0.0000% | $418000.00         | $336210.40         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 34       | 2034-01-15      | 5.7500%  | 0.0000% | $145000.00         | $152127.15         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR NT 4.8%32        | 2032-01-15      | 4.8000%  | 0.0000% | $696000.00         | $692972.40         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR NT 4.8%32        | 2032-01-15      | 4.8000%  | 0.0000% | $3304000.00        | $3289627.60        | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $609000.00         | $674117.93         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 7.05%33       | 2033-03-15      | 7.0500%  | 0.0000% | $1006000.00        | $1140845.92        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 7.05%33       | 2033-03-15      | 7.0500%  | 0.0000% | $4325000.00        | $4904730.21        | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 48     | 2048-09-21      | 5.0000%  | 0.0000% | $2429000.00        | $2102771.81        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32    | 2032-01-30      | 3.3000%  | 0.0000% | $554000.00         | $511690.10         | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT2.8%30    | 2030-05-15      | 2.8000%  | 0.0000% | $100000.00         | $93165.89          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%31    | 2031-01-15      | 4.3000%  | 0.0000% | $26000.00          | $26101.78          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%31    | 2031-01-15      | 4.3000%  | 0.0000% | $173000.00         | $173677.20         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%31    | 2031-01-15      | 4.3000%  | 0.0000% | $421000.00         | $422647.98         | Corporate Debt Securities                         |
| BPCE                           FR 6.293%011436     | 2036-01-14      | 6.2930%  | 0.0000% | $11000000.00       | $11747216.25       | Corporate Debt Securities                         |
| BARRICK PD AUSTRALIA FIN PTY   GLBL NT 5.95%39     | 2039-10-15      | 5.9500%  | 0.0000% | $394000.00         | $413665.42         | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 4.837%28    | 2028-09-10      | 4.8370%  | 0.0000% | $200000.00         | $202762.91         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT2.7%27    | 2027-02-01      | 2.7000%  | 0.0000% | $2038000.00        | $2033944.38        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%31    | 2031-01-15      | 4.3000%  | 0.0000% | $908000.00         | $911554.32         | Corporate Debt Securities                         |
| BOEING CO                      3.6%34              | 2034-05-01      | 3.6000%  | 0.0000% | $70000.00          | $63282.80          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         4.8%29              | 2029-05-03      | 4.8000%  | 0.0000% | $425000.00         | $427365.83         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 32       | 2032-09-15      | 4.8750%  | 0.0000% | $4000.00           | $4040.28           | Corporate Debt Securities                         |
| ARES CLO LTD 2018-49R          B-R    20361022 FLT | 2036-10-22      | 5.4136%  | 0.0000% | $5155925.00        | $5199307.05        | Asset-Backed Securities                           |
| ALTRIA GROUP INC               SR GLBL NT4.5%30    | 2030-08-06      | 4.5000%  | 0.0000% | $96000.00          | $96739.68          | Corporate Debt Securities                         |
| CONNECTICUT AVE SECS 2022-R02  2B-1   20420127 FLT | 2042-01-27      | 8.1121%  | 0.0000% | $100000.00         | $102170.40         | Private Label Collateralized Mortgage Obligations |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $7000.00           | $6801.70           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 29    | 2029-03-04      | 4.5104%  | 0.0000% | $3100000.00        | $3140196.65        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2017A 47    | 2047-06-15      | 3.8750%  | 0.0000% | $2379000.00        | $1870305.04        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $56000.00          | $56219.86          | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 30     | 2030-01-17      | 5.5650%  | 0.0000% | $28600000.00       | $29874273.00       | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 4.5%32      | 2032-08-15      | 4.5000%  | 0.0000% | $166000.00         | $165558.44         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 4.5%32      | 2032-08-15      | 4.5000%  | 0.0000% | $618000.00         | $616356.12         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 3.25%011430      | 2030-01-14      | 3.2500%  | 0.0000% | $397000.00         | $378602.03         | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.5%36    | 2036-04-15      | 5.5000%  | 0.0000% | $1475000.00        | $1468047.01        | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT6.3%32    | 2032-11-22      | 6.3000%  | 0.0000% | $1638000.00        | $1754437.23        | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT5.5%45    | 2045-11-15      | 5.5000%  | 0.0000% | $2735000.00        | $2565645.76        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL 144A NT 47     | 2047-05-25      | 4.7500%  | 0.0000% | $1404000.00        | $1182614.16        | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 46       | 2046-04-15      | 4.4500%  | 0.0000% | $99000.00          | $82825.27          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT 47       | 2047-12-01      | 3.9500%  | 0.0000% | $7384000.00        | $6012942.98        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 26       | 2026-07-12      | 1.6250%  | 0.0000% | $557000.00         | $558623.11         | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $17000.00          | $17288.74          | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $778000.00         | $798845.99         | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 27     | 2027-07-26      | 3.5500%  | 0.0000% | $2627000.00        | $2632278.08        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 56       | 2056-02-19      | 5.6500%  | 0.0000% | $1034000.00        | $1022713.32        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 4.25%42       | 2042-08-09      | 4.2500%  | 0.0000% | $223000.00         | $185867.40         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 4.25%42       | 2042-08-09      | 4.2500%  | 0.0000% | $1114000.00        | $928503.53         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT4.6%32    | 2032-09-15      | 4.6000%  | 0.0000% | $1000.00           | $991.16            | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 33       | 2033-03-02      | 5.2500%  | 0.0000% | $1000000.00        | $1033157.50        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%42       | 2042-08-15      | 4.8500%  | 0.0000% | $380000.00         | $355517.02         | Corporate Debt Securities                         |
| EATON CORP OHIO                SR GLBL NT 42       | 2042-11-02      | 4.1500%  | 0.0000% | $322000.00         | $278572.66         | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 3%29     | 2029-07-01      | 3.0000%  | 0.0000% | $84000.00          | $81400.48          | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 42     | 2042-03-15      | 5.6250%  | 0.0000% | $355000.00         | $356186.59         | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT6%56    | 2056-05-18      | 6.0000%  | 0.0000% | $4716000.00        | $4703706.96        | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT6%56    | 2056-05-18      | 6.0000%  | 0.0000% | $5000000.00        | $4986966.67        | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        SR GLBL NT3.5%50    | 2050-10-15      | 3.5000%  | 0.0000% | $578000.00         | $395616.60         | Corporate Debt Securities                         |
| ANTARES CLO LLC 2024-5         B      20361020 FLT | 2036-10-20      | 5.5252%  | 0.0000% | $10594000.00       | $10556239.45       | Asset-Backed Securities                           |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $361000.00         | $380870.24         | Corporate Debt Securities                         |
| ALPHABET INC                   SR NT 5.7%75        | 2075-11-15      | 5.7000%  | 0.0000% | $1050000.00        | $1024502.50        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 29       | 2029-05-03      | 4.0500%  | 0.0000% | $1125000.00        | $1122035.62        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $1621000.00        | $1700269.15        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT2.2%31    | 2031-09-15      | 2.2000%  | 0.0000% | $576000.00         | $510936.32         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 36       | 2036-05-19      | 5.3750%  | 0.0000% | $5362000.00        | $5331828.32        | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $5716000.00        | $5813086.26        | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL AA NT 31    | 2031-04-01      | 2.7000%  | 0.0000% | $2134000.00        | $1955746.98        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $620000.00         | $618911.38         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $9282000.00        | $9265702.36        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 61       | 2061-08-05      | 2.8500%  | 0.0000% | $1888000.00        | $1116364.96        | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL AA NT 31    | 2031-04-01      | 2.7000%  | 0.0000% | $6335000.00        | $5805837.45        | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $1530000.00        | $1614214.60        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 55       | 2055-11-15      | 5.4500%  | 0.0000% | $823000.00         | $795215.06         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 2%32     | 2032-05-18      | 2.0000%  | 0.0000% | $520000.00         | $437408.98         | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $740000.00         | $720298.73         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $146000.00         | $145743.65         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 4.75%042145      | 2045-04-21      | 4.7500%  | 0.0000% | $44000.00          | $38988.57          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 49       | 2049-09-15      | 3.3500%  | 0.0000% | $3000.00           | $2118.62           | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 31       | 2031-06-24      | 2.6450%  | 0.0000% | $9733000.00        | $9037072.93        | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $38144000.00       | $38057338.95       | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 49       | 2049-09-15      | 3.3500%  | 0.0000% | $100000.00         | $70620.61          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT5.3%34    | 2034-03-26      | 5.3000%  | 0.0000% | $200000.00         | $205629.00         | Corporate Debt Securities                         |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30    | 2030-12-15      | 9.6250%  | 0.0000% | $2682000.00        | $3308132.27        | Corporate Debt Securities                         |
| BSREP COMM MTG TR 2021-DC      D      20380816 FLT | 2038-08-16      | 5.6425%  | 0.0000% | $10749346.00       | $7760072.92        | Private Label Collateralized Mortgage Obligations |
| BARRICK INTL (BARBADOS) CORP   GLBL B 144A NT36    | 2036-10-15      | 6.3500%  | 0.0000% | $354000.00         | $386249.79         | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $5668000.00        | $6027842.43        | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33    | 2033-01-15      | 4.9000%  | 0.0000% | $11651000.00       | $11799407.85       | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.3%060129       | 2029-06-01      | 3.3000%  | 0.0000% | $6965000.00        | $6842601.73        | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.25%38       | 2038-03-15      | 6.2500%  | 0.0000% | $108000.00         | $116027.34         | Corporate Debt Securities                         |
| AUTOZONE INC                   3.75%29             | 2029-04-18      | 3.7500%  | 0.0000% | $11000.00          | $10818.62          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $365000.00         | $428392.79         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 37     | 2037-05-15      | 4.9260%  | 0.0000% | $696000.00         | $675555.46         | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 6.25%38       | 2038-03-15      | 6.2500%  | 0.0000% | $2751000.00        | $2955474.19        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.1%51    | 2051-12-02      | 3.1000%  | 0.0000% | $20000.00          | $13330.63          | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.78%38             | 2038-03-25      | 4.7800%  | 0.0000% | $40000.00          | $37613.11          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-03-09      | 3.7500%  | 0.0000% | $128000.00         | $128634.03         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR 144A NT 48       | 2048-06-25      | 4.8750%  | 0.0000% | $6830000.00        | $5842000.66        | Corporate Debt Securities                         |
| CONNECTICUT AVE TRUST 2024-R04 1A-1   20440525 FLT | 2044-05-25      | 4.6121%  | 0.0000% | $600000.00         | $474974.82         | Private Label Collateralized Mortgage Obligations |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2021 C51    | 2051-12-01      | 3.2000%  | 0.0000% | $50000.00          | $33876.61          | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2024-2     B-2    20690425 FLT | 2069-04-25      | 8.3837%  | 0.0000% | $2149000.00        | $2173651.39        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CORP NEW           SR GLBL NT4.2%49    | 2049-06-15      | 4.2000%  | 0.0000% | $90000.00          | $71519.70          | Corporate Debt Securities                         |
| AEGON FUNDING COMPANY LLC      SR GLBL REGS 27     | 2027-04-16      | 5.5000%  | 0.0000% | $1200000.00        | $1216847.33        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  REGS NT 5.7%26      | 2026-09-12      | 5.7000%  | 0.0000% | $300000.00         | $304809.50         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT2.7%32    | 2032-03-15      | 2.7000%  | 0.0000% | $24000.00          | $21506.64          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT2.7%32    | 2032-03-15      | 2.7000%  | 0.0000% | $135000.00         | $120974.85         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $815000.00         | $826885.19         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $8695000.00        | $8821799.67        | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT 6%36     | 2036-07-29      | 6.0000%  | 0.0000% | $149000.00         | $151880.17         | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2014A 44    | 2044-06-01      | 4.5500%  | 0.0000% | $1977000.00        | $1705631.49        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $1491000.00        | $1557607.94        | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR NT 5.85%40       | 2040-06-01      | 5.8500%  | 0.0000% | $173000.00         | $181910.36         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $8068000.00        | $8428424.45        | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR NT 4%44          | 2044-12-15      | 4.0000%  | 0.0000% | $829000.00         | $673025.49         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%35    | 2035-09-15      | 4.8000%  | 0.0000% | $350000.00         | $343509.83         | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 3.839%60    | 2060-03-20      | 3.8390%  | 0.0000% | $1000.00           | $727.51            | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 6.2%38        | 2038-01-15      | 6.2000%  | 0.0000% | $60000.00          | $66487.67          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR REGS NT5.3%34    | 2034-03-26      | 5.3000%  | 0.0000% | $850000.00         | $873923.25         | Corporate Debt Securities                         |
| RCKT MTG TR 2025-CES7          A-1A   20550725 FLT | 2055-07-25      | 5.3770%  | 0.0000% | $151547.00         | $111929.33         | Asset-Backed Securities                           |
| BPCE                           FR 5.389%052831     | 2031-05-28      | 5.3890%  | 0.0000% | $297000.00         | $300759.93         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP -PP NT 6.1%    | 2500-12-31      | 6.1000%  | 0.0000% | $12629000.00       | $12746674.22       | Corporate Debt Securities                         |
| REGIONS BK                     NT 6.45%37          | 2037-06-26      | 6.4500%  | 0.0000% | $2002000.00        | $2166509.35        | Corporate Debt Securities                         |
| KEYCORP                        FR 4.789%060133     | 2033-06-01      | 4.7890%  | 0.0000% | $177000.00         | $177387.44         | Corporate Debt Securities                         |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36    | 2036-01-15      | 5.4500%  | 0.0000% | $293000.00         | $301721.47         | Corporate Debt Securities                         |
| WYNNTON FDG TR                 SR 144A NT 35       | 2035-08-15      | 5.2510%  | 0.0000% | $4173000.00        | $4196074.84        | Corporate Debt Securities                         |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 8.1250%  | 0.0000% | $4968000.00        | $5493842.79        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $14515000.00       | $15601157.45       | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR NT 3.95%42       | 2042-10-01      | 3.9500%  | 0.0000% | $100000.00         | $82876.39          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 8.1250%  | 0.0000% | $2562000.00        | $2833177.38        | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT 30       | 2030-06-01      | 4.6500%  | 0.0000% | $4000000.00        | $4112966.67        | Corporate Debt Securities                         |
| NISOURCE INC                   SR NT 5.3%36        | 2036-05-18      | 5.3000%  | 0.0000% | $7578000.00        | $7580496.53        | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.967%32    | 2032-03-10      | 2.9670%  | 0.0000% | $12000.00          | $10875.25          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT2.7%29    | 2029-08-15      | 2.7000%  | 0.0000% | $958000.00         | $914161.92         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $180000.00         | $185884.70         | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.3%45    | 2045-06-15      | 4.3000%  | 0.0000% | $325000.00         | $273756.89         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 26       | 2026-06-24      | 5.4500%  | 0.0000% | $10000.00          | $10241.35          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT3.5%50    | 2050-11-15      | 3.5000%  | 0.0000% | $225000.00         | $157432.75         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.9%52    | 2052-07-27      | 4.9000%  | 0.0000% | $193000.00         | $167401.55         | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 4.198%060132     | 2032-06-01      | 4.1980%  | 0.0000% | $1323000.00        | $1275500.04        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-02-08      | 5.7500%  | 0.0000% | $331000.00         | $347956.85         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT4.5%32    | 2032-11-15      | 4.5000%  | 0.0000% | $5095000.00        | $5029987.80        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $97795.00          | $85920.73          | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.1%35    | 2035-02-15      | 5.1000%  | 0.0000% | $1121000.00        | $1131866.23        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52       | 2052-03-01      | 5.2500%  | 0.0000% | $1127000.00        | $985463.83         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $17506000.00       | $15128772.73       | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $1601000.00        | $1618566.97        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $1301000.00        | $1347480.39        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR REGS NT3.7%26    | 2026-09-15      | 3.7000%  | 0.0000% | $350000.00         | $351772.94         | Corporate Debt Securities                         |
| GRUPO BIMBO SAB DE CV          SR GLBL REGS 49     | 2049-09-06      | 4.0000%  | 0.0000% | $300000.00         | $230874.67         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               FR 4.15%051128      | 2028-05-11      | 4.1500%  | 0.0000% | $16329000.00       | $16318535.83       | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL REGS 28     | 2028-04-04      | 3.9500%  | 0.0000% | $360000.00         | $358511.30         | Corporate Debt Securities                         |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR REGS36    | 2036-03-26      | 5.7000%  | 0.0000% | $3039000.00        | $3094872.02        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 4%27     | 2027-03-27      | 4.0000%  | 0.0000% | $1942000.00        | $1951338.86        | Corporate Debt Securities                         |
| POSCO HOLDINGS INC             REGS NT 5.75%35     | 2035-05-07      | 5.7500%  | 0.0000% | $200000.00         | $206718.78         | Corporate Debt Securities                         |
| PANASONIC HLDGS CORP           SR REGS NT 34       | 2034-07-16      | 5.3020%  | 0.0000% | $213000.00         | $219939.10         | Corporate Debt Securities                         |
| PANASONIC HLDGS CORP           SR REGS NT 34       | 2034-07-16      | 5.3020%  | 0.0000% | $320000.00         | $330424.94         | Corporate Debt Securities                         |
| CENCOSUD S A                   GLBL REGS NT 31     | 2031-05-28      | 5.9500%  | 0.0000% | $3077000.00        | $3175787.94        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.7%             | 2500-12-31      | 6.7000%  | 0.0000% | $500000.00         | $507406.67         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 31       | 2031-08-15      | 3.3750%  | 0.0000% | $910000.00         | $847610.40         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%102227      | 2027-10-22      | 4.4500%  | 0.0000% | $1744000.00        | $1751261.34        | Corporate Debt Securities                         |
| ARCH CAP GROUP LTD             SR GLBL NT 50       | 2050-06-30      | 3.6350%  | 0.0000% | $1951000.00        | $1462674.18        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.2%040833       | 2033-04-08      | 5.2000%  | 0.0000% | $721000.00         | $727674.86         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $133000.00         | $148216.16         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $1345000.00        | $1498877.71        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $123000.00         | $137072.09         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 28       | 2028-01-12      | 4.1250%  | 0.0000% | $275000.00         | $276924.43         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 32       | 2032-11-15      | 4.3750%  | 0.0000% | $591000.00         | $583530.58         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        EXT JR SB A-6 68    | 2068-05-15      | 8.1750%  | 0.0000% | $18009000.00       | $19911275.66       | Corporate Debt Securities                         |
| VERUS SECURIT TR 2024-INV1     B-1    20690325 FLT | 2069-03-25      | 8.0870%  | 0.0000% | $2147000.00        | $2183163.83        | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32       | 2032-03-15      | 2.3550%  | 0.0000% | $697000.00         | $614489.72         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     JR SB NT 6.2%56     | 2056-05-14      | 6.2000%  | 0.0000% | $944000.00         | $957304.11         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $140000.00         | $140553.19         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL FL NT 27    | 2027-04-28      | 4.0635%  | 0.0000% | $10664000.00       | $10723405.12       | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 30       | 2030-02-15      | 4.6250%  | 0.0000% | $8000.00           | $8143.85           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38    | 2038-11-15      | 8.8750%  | 0.0000% | $106000.00         | $139556.57         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT5.1%32    | 2032-07-15      | 5.1000%  | 0.0000% | $670000.00         | $687462.43         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT5.1%32    | 2032-07-15      | 5.1000%  | 0.0000% | $1405000.00        | $1441618.98        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $25000.00          | $17103.65          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $752000.00         | $514477.88         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT4.9%26    | 2026-08-14      | 4.9000%  | 0.0000% | $200000.00         | $203032.33         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT4.9%26    | 2026-08-14      | 4.9000%  | 0.0000% | $367000.00         | $372564.33         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32       | 2032-03-15      | 2.3550%  | 0.0000% | $900000.00         | $793458.75         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32       | 2032-03-15      | 2.3550%  | 0.0000% | $5303000.00        | $4675235.28        | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 5%34     | 2034-09-15      | 5.0000%  | 0.0000% | $3308000.00        | $3302501.37        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.297%042037     | 2037-04-20      | 5.2970%  | 0.0000% | $7121000.00        | $7166349.50        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.297%042037     | 2037-04-20      | 5.2970%  | 0.0000% | $1508000.00        | $1517603.57        | Corporate Debt Securities                         |
| MINERA MEXICO S A DE C V       SR GLBL 144A 32     | 2032-02-12      | 5.6250%  | 0.0000% | $465000.00         | $476377.97         | Corporate Debt Securities                         |
| MILFORD PK CLO,LTD 2022-R      C-R    20380120 FLT | 2038-01-20      | 5.4252%  | 0.0000% | $578000.00         | $580287.34         | Asset-Backed Securities                           |
| MPLX LP                        5.5%49              | 2049-02-15      | 5.5000%  | 0.0000% | $15000.00          | $14045.08          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.2%040150       | 2050-04-01      | 4.2000%  | 0.0000% | $144000.00         | $115693.44         | Corporate Debt Securities                         |
| INVITATION HOMES OPER PARTNERS SR GLBL NT 2%31     | 2031-08-15      | 2.0000%  | 0.0000% | $100000.00         | $86627.78          | Corporate Debt Securities                         |
| MCKESSON CORP                  SR NT 6%41          | 2041-03-01      | 6.0000%  | 0.0000% | $1509000.00        | $1546297.45        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 56       | 2056-05-22      | 5.8500%  | 0.0000% | $2962000.00        | $3033228.69        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.2%36    | 2036-05-22      | 5.2000%  | 0.0000% | $3377000.00        | $3415805.48        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $16000.00          | $16888.41          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT3.9%28    | 2028-03-15      | 3.9000%  | 0.0000% | $2931000.00        | $2926886.83        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 50       | 2050-02-05      | 3.2500%  | 0.0000% | $130000.00         | $90646.62          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 4.625%42      | 2042-09-15      | 4.6250%  | 0.0000% | $210000.00         | $186342.86         | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            SUB NT 6.219%36     | 2036-06-01      | 6.2190%  | 0.0000% | $10241000.00       | $10253097.18       | Corporate Debt Securities                         |
| UTD AIRLINES INC 2023-1        A      20370715 5.8 | 2037-07-15      | 5.8000%  | 0.0000% | $724000.00         | $697395.91         | Asset-Backed Securities                           |
| PACIFICORP                     3.5%29              | 2029-06-15      | 3.5000%  | 0.0000% | $100000.00         | $98084.44          | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT1.7%26    | 2026-06-15      | 1.7000%  | 0.0000% | $600000.00         | $603860.67         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 GLBL NT 4.68%45     | 2045-02-15      | 4.6800%  | 0.0000% | $602000.00         | $524390.16         | Corporate Debt Securities                         |
| PHYSICIANS RLTY LP             SR GLBL NT 31       | 2031-11-01      | 2.6250%  | 0.0000% | $361000.00         | $322301.40         | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $4549000.00        | $4631331.85        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT2.8%32    | 2032-02-14      | 2.8000%  | 0.0000% | $1000.00           | $919.07            | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 31       | 2031-03-25      | 2.8750%  | 0.0000% | $2321000.00        | $2084074.90        | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           SR GLBL NT 34       | 2034-09-10      | 4.7240%  | 0.0000% | $169000.00         | $169322.21         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $2669000.00        | $2733868.56        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 29       | 2029-05-15      | 5.5500%  | 0.0000% | $150000.00         | $153532.25         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $61000.00          | $57316.18          | Corporate Debt Securities                         |
| ONE GAS INC                    SR GLBL NT 44       | 2044-02-01      | 4.6580%  | 0.0000% | $751000.00         | $674516.57         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $447000.00         | $435183.11         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $3196000.00        | $3111510.54        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.68%042332      | 2032-04-23      | 4.6800%  | 0.0000% | $662000.00         | $657359.38         | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT2.5%32    | 2032-02-04      | 2.5000%  | 0.0000% | $203000.00         | $181663.91         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 31       | 2031-06-15      | 5.2500%  | 0.0000% | $377000.00         | $393748.85         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1LIEN GLBL NT 28    | 2028-08-01      | 4.6500%  | 0.0000% | $100000.00         | $101270.17         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.916%072833     | 2033-07-28      | 4.9160%  | 0.0000% | $280000.00         | $278662.50         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.916%072833     | 2033-07-28      | 4.9160%  | 0.0000% | $1725000.00        | $1716760.06        | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.916%072833     | 2033-07-28      | 4.9160%  | 0.0000% | $2748000.00        | $2734873.41        | Corporate Debt Securities                         |
| TRUIST FINL CORP               PERP -S NT 6.25%    | 2500-12-31      | 6.2500%  | 0.0000% | $533000.00         | $532989.64         | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT5.1%36    | 2036-03-15      | 5.1000%  | 0.0000% | $161000.00         | $161478.71         | Corporate Debt Securities                         |
| PAYCHEX INC                    SR GLBL NT 32       | 2032-04-15      | 5.3500%  | 0.0000% | $2113000.00        | $2151242.95        | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 36       | 2036-02-15      | 4.8750%  | 0.0000% | $2000.00           | $1972.99           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT2.5%31    | 2031-05-15      | 2.5000%  | 0.0000% | $5399000.00        | $4841835.20        | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 36       | 2036-02-15      | 4.8750%  | 0.0000% | $8000.00           | $7891.96           | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 36       | 2036-02-15      | 4.8750%  | 0.0000% | $90000.00          | $88784.51          | Corporate Debt Securities                         |
| F&G GLOBAL FUNDING             SR SEC 144A 26      | 2026-06-30      | 1.7500%  | 0.0000% | $300000.00         | $301389.92         | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $3429000.00        | $3526353.12        | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $10000.00          | $10283.91          | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.625%34    | 2034-04-05      | 5.6250%  | 0.0000% | $381000.00         | $397545.88         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $480000.00         | $370152.53         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $628000.00         | $484282.90         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 36       | 2036-03-13      | 4.8750%  | 0.0000% | $2231000.00        | $2224043.00        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 30       | 2030-08-02      | 6.3430%  | 0.0000% | $540000.00         | $583791.17         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $50000.00          | $47593.85          | Corporate Debt Securities                         |
| CWALT INC 2007-OA4             A-2    20470525 FLT | 2047-05-25      | 4.1388%  | 0.0000% | $60446636.00       | $2287040.59        | Private Label Collateralized Mortgage Obligations |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $1833000.00        | $1413519.99        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%010831      | 2031-01-08      | 4.4500%  | 0.0000% | $60000.00          | $59933.95          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               CR SEN SR GLBL39    | 2039-02-06      | 10.2000% | 0.0000% | $80000.00          | $112829.33         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 51       | 2051-06-15      | 4.6630%  | 0.0000% | $566000.00         | $491232.85         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 51       | 2051-06-15      | 4.6630%  | 0.0000% | $2300000.00        | $1996175.88        | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 30       | 2030-11-15      | 4.2500%  | 0.0000% | $90000.00          | $88427.95          | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 30       | 2030-11-15      | 4.2500%  | 0.0000% | $1882000.00        | $1849126.69        | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 34     | 2034-10-01      | 5.1250%  | 0.0000% | $2197000.00        | $2175726.33        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 48       | 2048-06-15      | 4.5630%  | 0.0000% | $8000.00           | $6936.06           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 48       | 2048-06-15      | 4.5630%  | 0.0000% | $86000.00          | $74562.60          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 48       | 2048-06-15      | 4.5630%  | 0.0000% | $2000.00           | $1734.01           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 48       | 2048-06-15      | 4.5630%  | 0.0000% | $4000.00           | $3468.03           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.6%43    | 2043-03-02      | 5.6000%  | 0.0000% | $1326000.00        | $1331971.42        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.5%46    | 2046-02-19      | 5.5000%  | 0.0000% | $285000.00         | $279838.02         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 2%32     | 2032-01-15      | 2.0000%  | 0.0000% | $51000.00          | $44450.81          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 2%32     | 2032-01-15      | 2.0000%  | 0.0000% | $1355000.00        | $1180996.92        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $3063000.00        | $3047211.94        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $378000.00         | $291495.12         | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         SR GLBL NT 30       | 2030-06-01      | 2.6500%  | 0.0000% | $100000.00         | $94280.28          | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT2.5%30    | 2030-06-15      | 2.5000%  | 0.0000% | $763000.00         | $706651.60         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 34       | 2034-01-05      | 6.3500%  | 0.0000% | $5000000.00        | $5459200.00        | Corporate Debt Securities                         |
| BAYPORT POLYMERS LLC           SR GLBL 144A 27     | 2027-04-14      | 4.7430%  | 0.0000% | $244000.00         | $245195.30         | Corporate Debt Securities                         |
| BSKYB FIN U K PLC              SR GLBL 144A 35     | 2035-10-15      | 6.5000%  | 0.0000% | $807000.00         | $869941.52         | Corporate Debt Securities                         |
| ATLAS WHSE LENDING CO LP       SR 144A NT 33       | 2033-01-15      | 5.2500%  | 0.0000% | $1000000.00        | $998936.67         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50       | 2050-10-15      | 4.2500%  | 0.0000% | $100000.00         | $79724.44          | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 32       | 2032-04-21      | 5.2500%  | 0.0000% | $400000.00         | $408720.67         | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR 144A NT 36       | 2036-01-09      | 5.3750%  | 0.0000% | $1695000.00        | $1717073.61        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 46       | 2046-08-11      | 5.8600%  | 0.0000% | $975000.00         | $989264.25         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $224000.00         | $253304.12         | Corporate Debt Securities                         |
| BROADRIDGE FINL SOLUTIONS INC  SR NT 5.75%36       | 2036-05-15      | 5.7500%  | 0.0000% | $2679000.00        | $2685499.55        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 35       | 2035-01-15      | 5.6750%  | 0.0000% | $130000.00         | $135037.97         | Corporate Debt Securities                         |
| BLOCK FINL LLC                 SR GLBL NT 32       | 2032-09-15      | 5.3750%  | 0.0000% | $386000.00         | $383420.98         | Corporate Debt Securities                         |
| BANK OF AMER CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $1000.00           | $1022.92           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3%50        | 2050-02-24      | 3.0000%  | 0.0000% | $5392000.00        | $3566520.43        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 26       | 2026-08-15      | 3.2500%  | 0.0000% | $717000.00         | $722118.58         | Corporate Debt Securities                         |
| CBAMR LTD 2020-13R             D-1-R  20390420 FLT | 2039-04-20      | 6.7201%  | 0.0000% | $5000000.00        | $5053933.89        | Asset-Backed Securities                           |
| BUNGE LTD FIN CORP             SR GLBL NT 26       | 2026-08-15      | 3.2500%  | 0.0000% | $24000.00          | $24171.33          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%30    | 2030-07-15      | 4.6000%  | 0.0000% | $164000.00         | $166657.16         | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41        | 2041-05-30      | 5.7000%  | 0.0000% | $6000.00           | $6270.85           | Corporate Debt Securities                         |
| DANONE SA                      SR 144A NT 26       | 2026-11-02      | 2.9470%  | 0.0000% | $360000.00         | $359046.09         | Corporate Debt Securities                         |
| DANONE SA                      SR 144A NT 26       | 2026-11-02      | 2.9470%  | 0.0000% | $813000.00         | $810845.75         | Corporate Debt Securities                         |
| DANONE SA                      SR 144A NT 26       | 2026-11-02      | 2.9470%  | 0.0000% | $937000.00         | $934517.18         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 27       | 2027-03-25      | 3.3750%  | 0.0000% | $80000.00          | $80115.20          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT5%27    | 2027-01-15      | 5.0000%  | 0.0000% | $1221000.00        | $1249206.46        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $5000.00           | $5058.59           | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 1.5%31      | 2031-02-15      | 1.5000%  | 0.0000% | $107000.00         | $93208.06          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 1.5%31      | 2031-02-15      | 1.5000%  | 0.0000% | $268000.00         | $233455.69         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR GLBL 144A 54     | 2054-10-01      | 5.6950%  | 0.0000% | $1998000.00        | $1911996.65        | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR NT 4.7%31        | 2031-05-15      | 4.7000%  | 0.0000% | $930000.00         | $926559.00         | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2020 50    | 2050-10-01      | 3.9100%  | 0.0000% | $419000.00         | $313118.47         | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $16775000.00       | $15626937.64       | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 4%48     | 2048-03-01      | 4.0000%  | 0.0000% | $115000.00         | $86310.69          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT1.3%31    | 2031-01-30      | 1.3000%  | 0.0000% | $50000.00          | $43385.86          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  144A NT 5.375%34    | 2034-06-25      | 5.3750%  | 0.0000% | $308000.00         | $316972.98         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $2499000.00        | $2523839.37        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33       | 2033-02-01      | 5.7500%  | 0.0000% | $471000.00         | $500078.23         | Corporate Debt Securities                         |
| DIAGEO CAP PLC                 GLBL NT 5.5%33      | 2033-01-24      | 5.5000%  | 0.0000% | $401000.00         | $422127.58         | Corporate Debt Securities                         |
| COBANK ACB                     PERP JR GLBL -K     | 2500-12-31      | 6.4500%  | 0.0000% | $3093000.00        | $3129780.93        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT6.5%35    | 2035-11-15      | 6.5000%  | 0.0000% | $604000.00         | $660853.18         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.987%63    | 2063-11-01      | 2.9870%  | 0.0000% | $10000.00          | $5371.43           | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $1666000.00        | $1551980.81        | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $5755000.00        | $5361134.19        | Corporate Debt Securities                         |
| COCA-COLA FEMSA SAB DE CV      SR GLBL NT 43       | 2043-11-26      | 5.2500%  | 0.0000% | $1130000.00        | $1078604.77        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 5.1%45        | 2045-02-15      | 5.1000%  | 0.0000% | $50000.00          | $47618.17          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR PREF GLBL 29    | 2029-05-10      | 5.4140%  | 0.0000% | $6464000.00        | $6640321.04        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2014A DEB 44    | 2044-03-15      | 4.4500%  | 0.0000% | $14000.00          | $12187.52          | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 5.019%030431     | 2031-03-04      | 5.0190%  | 0.0000% | $435000.00         | $442525.68         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD5.8%55    | 2055-03-15      | 5.8000%  | 0.0000% | $30000.00          | $30239.17          | Corporate Debt Securities                         |
| DELAWARE LIFE GLOBAL FUNDING   GLBL 144A 26        | 2026-06-29      | 2.6620%  | 0.0000% | $2060000.00        | $2078399.23        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT3.5%27    | 2027-05-09      | 3.5000%  | 0.0000% | $2646000.00        | $2633707.86        | Corporate Debt Securities                         |
| CNO GLOBAL FUNDING             FR 4.7%121130       | 2030-12-11      | 4.7000%  | 0.0000% | $196000.00         | $198237.01         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.8%49    | 2049-02-01      | 4.8000%  | 0.0000% | $166000.00         | $149159.85         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.8%49    | 2049-02-01      | 4.8000%  | 0.0000% | $920000.00         | $826669.07         | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD 34       | 2034-06-01      | 5.4500%  | 0.0000% | $99000.00          | $104567.48         | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $94000.00          | $97985.18          | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $414000.00         | $431551.76         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 6.125%39      | 2039-10-15      | 6.1250%  | 0.0000% | $2202000.00        | $2369607.68        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $28209000.00       | $28556691.60       | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2024-HQA2 A-1    20440825 FLT | 2044-08-25      | 4.8621%  | 0.0000% | $5400000.00        | $4066196.59        | Private Label Collateralized Mortgage Obligations |
| FORTIVE CORP                   SR GLBL NT 31       | 2031-05-15      | 4.7500%  | 0.0000% | $12424000.00       | $12374169.41       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 31       | 2031-11-06      | 4.6190%  | 0.0000% | $293000.00         | $290269.54         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $3115000.00        | $3494227.02        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 5%42     | 2042-08-15      | 5.0000%  | 0.0000% | $113000.00         | $104622.68         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 32       | 2032-03-15      | 7.7500%  | 0.0000% | $4347000.00        | $5041522.61        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 32       | 2032-03-15      | 7.7500%  | 0.0000% | $35000.00          | $40591.97          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 32       | 2032-03-15      | 7.7500%  | 0.0000% | $46000.00          | $53349.45          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 32       | 2032-04-15      | 4.0500%  | 0.0000% | $200000.00         | $191458.00         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 32       | 2032-04-15      | 4.0500%  | 0.0000% | $1781000.00        | $1704933.49        | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32      | 2032-12-01      | 4.9000%  | 0.0000% | $2104000.00        | $2161055.80        | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.1340%  | 0.0000% | $3000000.00        | $1573200.83        | Private Label Collateralized Mortgage Obligations |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $3553000.00        | $2803565.71        | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR GLBL 144A 29     | 2029-03-15      | 4.3000%  | 0.0000% | $190000.00         | $190027.87         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 28       | 2028-10-27      | 6.3610%  | 0.0000% | $11715000.00       | $12070365.41       | Corporate Debt Securities                         |
| FEDEX FGHT HLDG CO INC         SR 144A NT 33       | 2033-03-15      | 4.9500%  | 0.0000% | $1991000.00        | $1981652.25        | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31      | 2031-03-15      | 2.7000%  | 0.0000% | $64000.00          | $58705.28          | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 29       | 2029-09-15      | 2.7500%  | 0.0000% | $406000.00         | $386180.21         | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.1%35      | 2035-02-15      | 6.1000%  | 0.0000% | $5395000.00        | $5691952.79        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 32       | 2032-02-04      | 2.4500%  | 0.0000% | $30000.00          | $26592.79          | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 47     | 2047-07-26      | 4.5000%  | 0.0000% | $300000.00         | $252637.50         | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 47     | 2047-07-26      | 4.5000%  | 0.0000% | $340000.00         | $286322.50         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT4.5%30    | 2030-08-06      | 4.5000%  | 0.0000% | $331000.00         | $333550.35         | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 28       | 2028-09-29      | 4.1480%  | 0.0000% | $75000.00          | $74845.75          | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 36       | 2036-05-01      | 6.2500%  | 0.0000% | $10668000.00       | $11331454.77       | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.2%030535       | 2035-03-05      | 5.2000%  | 0.0000% | $25000.00          | $25232.08          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%45    | 2045-05-01      | 4.4000%  | 0.0000% | $16000.00          | $13581.80          | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 50     | 2050-01-25      | 3.8000%  | 0.0000% | $196000.00         | $146719.50         | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        GTD SR 6.125%40     | 2040-03-30      | 6.1250%  | 0.0000% | $24084000.00       | $25361853.55       | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932      | 2032-07-09      | 5.1500%  | 0.0000% | $187000.00         | $191691.41         | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 1.85%27     | 2027-05-15      | 1.8500%  | 0.0000% | $18438000.00       | $18067570.34       | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 3.75%060126      | 2026-06-01      | 3.7500%  | 0.0000% | $13000.00          | $13238.57          | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 3.75%060126      | 2026-06-01      | 3.7500%  | 0.0000% | $400000.00         | $407340.67         | Corporate Debt Securities                         |
| ARES LXXVIII CLO LTD           A-1    20390115 FLT | 2039-01-15      | 4.8931%  | 0.0000% | $3000000.00        | $3021661.37        | Asset-Backed Securities                           |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT4.9%30    | 2030-12-15      | 4.9000%  | 0.0000% | $100000.00         | $102215.22         | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34      | 2034-08-20      | 5.5000%  | 0.0000% | $7962000.00        | $8097234.57        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 5.375%44      | 2044-01-31      | 5.3750%  | 0.0000% | $80000.00          | $76060.59          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227       | 2027-03-12      | 4.9000%  | 0.0000% | $629000.00         | $638120.85         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.6%041730       | 2030-04-17      | 4.6000%  | 0.0000% | $40000.00          | $39899.87          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 32       | 2032-02-04      | 2.4500%  | 0.0000% | $60000.00          | $53185.58          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 5.375%44      | 2044-01-31      | 5.3750%  | 0.0000% | $6092000.00        | $5792013.84        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 56    | 2056-01-31      | 6.5000%  | 0.0000% | $3771000.00        | $3921259.68        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 2.482%092136     | 2036-09-21      | 2.4820%  | 0.0000% | $865000.00         | $757055.11         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $41000.00          | $45690.70          | Corporate Debt Securities                         |
| SUMISHO AIR LEASE CORP         FR 5.3%062526       | 2026-06-25      | 5.3000%  | 0.0000% | $10000.00          | $10231.12          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-03-02      | 5.6500%  | 0.0000% | $213000.00         | $209710.04         | Corporate Debt Securities                         |
| BAYPORT POLYMERS LLC           SR GLBL 144A 27     | 2027-04-14      | 4.7430%  | 0.0000% | $116000.00         | $116568.26         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT5.4%34    | 2034-03-21      | 5.4000%  | 0.0000% | $300000.00         | $294321.00         | Corporate Debt Securities                         |
| CRH SMW FIN DESIGNATED ACTIVIT SR GLBL NT 30       | 2030-01-09      | 5.1250%  | 0.0000% | $1963000.00        | $2032000.54        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 42       | 2042-03-15      | 3.5500%  | 0.0000% | $266000.00         | $212934.92         | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT4.5%48    | 2048-03-15      | 4.5000%  | 0.0000% | $654000.00         | $541930.56         | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT 35       | 2035-11-06      | 5.1250%  | 0.0000% | $250000.00         | $246903.58         | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT 35       | 2035-11-06      | 5.1250%  | 0.0000% | $2442000.00        | $2411754.13        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $1401000.00        | $1414925.55        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2007A 37    | 2037-08-15      | 6.3000%  | 0.0000% | $309000.00         | $339195.48         | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 31     | 2031-07-15      | 9.8750%  | 0.0000% | $1293000.00        | $1411977.91        | Corporate Debt Securities                         |
| EAGLE MATLS INC                SR GLBL NT 5%36     | 2036-03-15      | 5.0000%  | 0.0000% | $377000.00         | $366722.14         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 5.3%36        | 2036-05-20      | 5.3000%  | 0.0000% | $3628000.00        | $3675399.82        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 5.3%36        | 2036-05-20      | 5.3000%  | 0.0000% | $10532000.00       | $10669600.58       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-09-11      | 5.1740%  | 0.0000% | $1419000.00        | $1426109.66        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.7%             | 2099-12-31      | 6.7000%  | 0.0000% | $782000.00         | $793584.03         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 36      | 2036-01-29      | 5.2990%  | 0.0000% | $58000.00          | $58503.63          | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 29       | 2029-01-12      | 4.1500%  | 0.0000% | $200000.00         | $200780.61         | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $250000.00         | $248702.78         | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2021-P4    A-4    20271210 1.6 | 2027-12-10      | 1.6400%  | 0.0000% | $3000.00           | $627.86            | Asset-Backed Securities                           |
| CONN AVE SECS 2020-R02         2B-1   20400125 FLT | 2040-01-25      | 6.7266%  | 0.0000% | $336303.00         | $340141.75         | Private Label Collateralized Mortgage Obligations |
| CONSOLIDATED EDISON CO N Y INC SR -2014C DEB 54    | 2054-12-01      | 4.6250%  | 0.0000% | $666000.00         | $570034.77         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.9%33    | 2033-05-01      | 4.9000%  | 0.0000% | $242000.00         | $240560.37         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.75%011532      | 2032-01-15      | 7.7500%  | 0.0000% | $98000.00          | $114871.41         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 32       | 2032-07-23      | 5.7180%  | 0.0000% | $1604000.00        | $1677933.17        | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.65%62     | 2062-08-15      | 2.6500%  | 0.0000% | $560000.00         | $281386.31         | Corporate Debt Securities                         |
| CONNECTCUT AVE SEC TR 2025-R02 1A-1   20450227 FLT | 2045-02-27      | 4.6121%  | 0.0000% | $2638991.00        | $2147168.83        | Private Label Collateralized Mortgage Obligations |
| CONSTELLATION ENERGY GENERATI  SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $2000.00           | $2019.88           | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 35       | 2035-01-15      | 5.6750%  | 0.0000% | $65000.00          | $67518.98          | Corporate Debt Securities                         |
| CARVANA AUTO RECEIV TR 2024-P3 A-3    20291010 4.2 | 2029-10-10      | 4.2600%  | 0.0000% | $3100000.00        | $2190755.14        | Asset-Backed Securities                           |
| CSX CORP                       SR GLBL NT 66       | 2066-11-01      | 4.2500%  | 0.0000% | $290000.00         | $221552.91         | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR NT 7.2%32        | 2032-01-15      | 7.2000%  | 0.0000% | $552000.00         | $628606.56         | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR 144A NT 29       | 2029-02-15      | 4.5720%  | 0.0000% | $5434000.00        | $5447791.49        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT4.7%47    | 2047-09-20      | 4.7000%  | 0.0000% | $113000.00         | $97438.58          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT4.7%47    | 2047-09-20      | 4.7000%  | 0.0000% | $1857000.00        | $1601269.43        | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2024-4 A-2B   20271215 FLT | 2027-12-15      | 4.0929%  | 0.0000% | $5000.00           | $249.40            | Asset-Backed Securities                           |
| BAT CAPITAL CORP               4.39%37             | 2037-08-15      | 4.3900%  | 0.0000% | $237000.00         | $219578.66         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.5%45    | 2045-02-01      | 4.5000%  | 0.0000% | $16000.00          | $13981.76          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35       | 2035-01-15      | 5.7500%  | 0.0000% | $236000.00         | $243363.86         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I PERP     | 2079-12-31      | 6.5783%  | 0.0000% | $150000.00         | $150125.75         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM ALT TIER I GLBL     | 2086-07-28      | 6.5000%  | 0.0000% | $5410000.00        | $5433843.07        | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR 144A NT 29       | 2029-02-15      | 4.5720%  | 0.0000% | $2000000.00        | $2005076.00        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 6.474%102534     | 2034-10-25      | 6.4740%  | 0.0000% | $3707000.00        | $4068114.93        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-02-01      | 5.8170%  | 0.0000% | $440000.00         | $460823.81         | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT2.5%31    | 2031-05-15      | 2.5000%  | 0.0000% | $586000.00         | $525526.10         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 27       | 2027-01-05      | 4.8500%  | 0.0000% | $3648000.00        | $3732706.56        | Corporate Debt Securities                         |
| CARVANA AUTO RECE TR 2025-P4   A-3    20301210 4.1 | 2030-12-10      | 4.1400%  | 0.0000% | $48000.00          | $47937.50          | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $333000.00         | $299507.14         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT2.8%51    | 2051-01-15      | 2.8000%  | 0.0000% | $148000.00         | $86867.45          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 7.05%33       | 2033-03-15      | 7.0500%  | 0.0000% | $297000.00         | $336810.38         | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST 2024-WCL1  E      20410617 FLT | 2041-06-17      | 8.1141%  | 0.0000% | $13900000.00       | $13943866.09       | Private Label Collateralized Mortgage Obligations |
| EIDP INC                       SR GLBL NT4.8%33    | 2033-05-15      | 4.8000%  | 0.0000% | $1860000.00        | $1840724.20        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 2.45%31     | 2031-12-02      | 2.4500%  | 0.0000% | $7939000.00        | $7144669.97        | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT4.8%33    | 2033-05-15      | 4.8000%  | 0.0000% | $1912000.00        | $1892185.31        | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $5023000.00        | $5095296.32        | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.45%50     | 2050-02-01      | 3.4500%  | 0.0000% | $368000.00         | $247328.51         | Corporate Debt Securities                         |
| COMM  MORTGAGE TR 2025-SBX     A      20410812 FLT | 2041-08-12      | 5.2570%  | 0.0000% | $400000.00         | $400010.30         | Private Label Collateralized Mortgage Obligations |
| EIDP INC                       SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $167000.00         | $169403.64         | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $2790000.00        | $2830156.63        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-01-24      | 3.8780%  | 0.0000% | $564000.00         | $496621.90         | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT4.4%31    | 2031-01-15      | 4.4000%  | 0.0000% | $90000.00          | $90495.70          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $200000.00         | $196999.11         | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT4.4%31    | 2031-01-15      | 4.4000%  | 0.0000% | $189000.00         | $190040.97         | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 34     | 2034-05-15      | 5.5000%  | 0.0000% | $1938000.00        | $1982203.63        | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 34     | 2034-05-15      | 5.5000%  | 0.0000% | $4314000.00        | $4412397.55        | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $321000.00         | $355323.25         | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34      | 2034-03-15      | 5.9000%  | 0.0000% | $265000.00         | $282661.66         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $12114000.00       | $11639440.78       | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.6%31    | 2031-05-10      | 2.6000%  | 0.0000% | $132000.00         | $119313.77         | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 36     | 2036-05-18      | 5.2500%  | 0.0000% | $1149000.00        | $1137893.96        | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT4.4%31    | 2031-01-15      | 4.4000%  | 0.0000% | $10000.00          | $10055.08          | Corporate Debt Securities                         |
| ENBRIDGE INC                   FR 4.85%032731      | 2031-03-27      | 4.8500%  | 0.0000% | $60000.00          | $60664.37          | Corporate Debt Securities                         |
| ENBRIDGE INC                   FR 4.85%032731      | 2031-03-27      | 4.8500%  | 0.0000% | $637000.00         | $644053.36         | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.7%52      | 2052-08-23      | 4.7000%  | 0.0000% | $300000.00         | $269653.00         | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 5.425%081535     | 2035-08-15      | 5.4250%  | 0.0000% | $50000.00          | $50955.61          | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $2742000.00        | $2031019.20        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.85%64     | 2064-11-01      | 5.8500%  | 0.0000% | $1000.00           | $978.56            | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $3200000.00        | $3287428.27        | Corporate Debt Securities                         |
| BCRED PC STATIC LLC 2026-1     A      20360422 FLT | 2036-04-22      | 4.9108%  | 0.0000% | $3201328.00        | $3217425.85        | Asset-Backed Securities                           |
| APPALACHIAN PWR CO             SR GLBL BB NT 32    | 2032-08-01      | 4.5000%  | 0.0000% | $100000.00         | $99682.00          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 33       | 2033-04-15      | 3.4190%  | 0.0000% | $5841000.00        | $5351166.60        | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR GLBL NT 4%50     | 2050-05-12      | 4.0000%  | 0.0000% | $33000.00          | $25362.66          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 33       | 2033-04-15      | 3.4190%  | 0.0000% | $6529000.00        | $5981470.08        | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 36     | 2036-04-15      | 5.4370%  | 0.0000% | $800000.00         | $803948.18         | Corporate Debt Securities                         |
| BANCO SANTANDER SA             SNR NPF GLBL 36     | 2036-04-15      | 5.4370%  | 0.0000% | $200000.00         | $200987.04         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 6%34     | 2034-06-17      | 6.0000%  | 0.0000% | $1031000.00        | $1112469.62        | Corporate Debt Securities                         |
| BCRED PC STATIC LLC 2026-1     A      20360422 FLT | 2036-04-22      | 4.9108%  | 0.0000% | $6384203.00        | $6416305.91        | Asset-Backed Securities                           |
| BANK OF AMER CORP              FR 2.496%021331     | 2031-02-13      | 2.4960%  | 0.0000% | $2466000.00        | $2297965.12        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 35     | 2035-11-15      | 3.1370%  | 0.0000% | $441000.00         | $375520.30         | Corporate Debt Securities                         |
| BPCE                           FR 6.293%011436     | 2036-01-14      | 6.2930%  | 0.0000% | $420000.00         | $448530.08         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 35     | 2035-11-15      | 3.1370%  | 0.0000% | $2056000.00        | $1750725.01        | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 5.402%042237     | 2037-04-22      | 5.4020%  | 0.0000% | $4458000.00        | $4431974.44        | Corporate Debt Securities                         |
| COMCAST CORP NEW               3.2%36              | 2036-07-15      | 3.2000%  | 0.0000% | $426000.00         | $361529.63         | Corporate Debt Securities                         |
| CSL FIN PLC                    SR 144A NT 29       | 2029-04-27      | 4.0500%  | 0.0000% | $10000.00          | $9854.80           | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 32      | 2032-06-15      | 6.6250%  | 0.0000% | $236000.00         | $263229.81         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT3.8%46    | 2046-11-01      | 3.8000%  | 0.0000% | $669000.00         | $520780.08         | Corporate Debt Securities                         |
| DOVER CORP                     SR GLBL NT 29       | 2029-11-04      | 2.9500%  | 0.0000% | $2938000.00        | $2793563.84        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 34       | 2034-02-26      | 5.0500%  | 0.0000% | $39000.00          | $39997.07          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            2024A BD5.548%54    | 2054-12-01      | 5.5480%  | 0.0000% | $100000.00         | $96660.18          | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT4.4%32    | 2032-09-15      | 4.4000%  | 0.0000% | $207000.00         | $197528.60         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 5.402%042237     | 2037-04-22      | 5.4020%  | 0.0000% | $680000.00         | $676030.20         | Corporate Debt Securities                         |
| KONINKLIJKE AHOLD DELHAIZE N   SR NT 5.7%40        | 2040-10-01      | 5.7000%  | 0.0000% | $4500000.00        | $4580295.00        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC -2019 A 4.125%49    | 2049-05-15      | 4.1250%  | 0.0000% | $1213000.00        | $961440.98         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29     | 2029-10-01      | 5.3000%  | 0.0000% | $4000.00           | $4113.24           | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50    | 2050-05-01      | 3.5000%  | 0.0000% | $100000.00         | $71371.22          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR NT 5.75%33       | 2033-03-15      | 5.7500%  | 0.0000% | $3074000.00        | $3237965.45        | Corporate Debt Securities                         |
| CNO GLOBAL FUNDING             SR SEC GLBL 26      | 2026-10-07      | 1.7500%  | 0.0000% | $341000.00         | $338769.10         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.45%52     | 2052-08-15      | 2.4500%  | 0.0000% | $200000.00         | $105973.56         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 31       | 2031-01-15      | 1.9500%  | 0.0000% | $134000.00         | $119610.86         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 55       | 2055-05-19      | 6.6250%  | 0.0000% | $788000.00         | $780041.42         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 5.5%56        | 2056-03-15      | 5.5000%  | 0.0000% | $100000.00         | $98580.22          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 33       | 2033-02-01      | 1.8750%  | 0.0000% | $198000.00         | $162066.13         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 33       | 2033-02-01      | 1.8750%  | 0.0000% | $385000.00         | $315128.60         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 33       | 2033-02-01      | 1.8750%  | 0.0000% | $502000.00         | $410894.95         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 34       | 2034-05-01      | 5.0430%  | 0.0000% | $7000.00           | $7056.93           | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL 144A 30     | 2030-05-27      | 2.6000%  | 0.0000% | $7869000.00        | $7258007.12        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $945000.00         | $960799.61         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $2000.00           | $2009.61           | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 41       | 2041-05-13      | 3.4390%  | 0.0000% | $4900000.00        | $3861976.38        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 47     | 2047-07-26      | 4.5000%  | 0.0000% | $66000.00          | $55580.25          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 56       | 2056-03-15      | 5.5500%  | 0.0000% | $7570000.00        | $7514694.84        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 49       | 2049-11-21      | 4.2500%  | 0.0000% | $898000.00         | $734406.35         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $3334000.00        | $2511394.31        | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL 144A 29     | 2029-09-23      | 3.0000%  | 0.0000% | $415000.00         | $396017.90         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $428000.00         | $426258.28         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 37       | 2037-02-01      | 5.9500%  | 0.0000% | $100000.00         | $108170.28         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 37       | 2037-02-01      | 5.9500%  | 0.0000% | $1108000.00        | $1198526.68        | Corporate Debt Securities                         |
| AEGON FUNDING COMPANY LLC      SR NT 5.625%36      | 2036-05-07      | 5.6250%  | 0.0000% | $55000.00          | $54891.51          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $22000.00          | $16571.89          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $197000.00         | $148393.72         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $5000000.00        | $4979652.78        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $876000.00         | $659862.45         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 53       | 2053-04-15      | 5.1500%  | 0.0000% | $65000.00          | $57563.64          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.55%45     | 2045-11-01      | 5.5500%  | 0.0000% | $7468000.00        | $7122356.07        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 54       | 2054-02-12      | 5.6170%  | 0.0000% | $789000.00         | $771937.85         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $222000.00         | $221096.58         | Corporate Debt Securities                         |
| AT&T INC                       SR NT 4.3%42        | 2042-12-15      | 4.3000%  | 0.0000% | $1171000.00        | $997070.07         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $2430000.00        | $2535258.49        | Corporate Debt Securities                         |
| AT&T INC                       4.9%37              | 2037-08-15      | 4.9000%  | 0.0000% | $400000.00         | $389740.67         | Corporate Debt Securities                         |
| WPP 2025 LLC                   SR GLBL NT6.5%36    | 2036-03-30      | 6.5000%  | 0.0000% | $1785000.00        | $1768618.66        | Corporate Debt Securities                         |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 7.9685%  | 0.0000% | $421008.00         | $422129.86         | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 33       | 2033-05-09      | 5.0500%  | 0.0000% | $458000.00         | $464300.04         | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             SR GLBL NT 5%34     | 2034-09-20      | 5.0000%  | 0.0000% | $30000.00          | $29778.40          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             SR GLBL NT 5%34     | 2034-09-20      | 5.0000%  | 0.0000% | $181000.00         | $179663.01         | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             SR GLBL NT 5%34     | 2034-09-20      | 5.0000%  | 0.0000% | $500000.00         | $496306.67         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 39       | 2039-04-01      | 7.3500%  | 0.0000% | $950000.00         | $1089281.08        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-02-15      | 4.7800%  | 0.0000% | $346000.00         | $340633.16         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 5.25%35       | 2035-04-02      | 5.2500%  | 0.0000% | $660000.00         | $667241.85         | Corporate Debt Securities                         |
| WPP 2025 LLC                   SR GLBL NT6.5%36    | 2036-03-30      | 6.5000%  | 0.0000% | $20000.00          | $19816.46          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT 6%26     | 2026-11-16      | 6.0000%  | 0.0000% | $200000.00         | $201961.33         | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.15%45       | 2045-05-15      | 4.1500%  | 0.0000% | $215000.00         | $177124.29         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 32     | 2032-05-05      | 6.1800%  | 0.0000% | $1100000.00        | $1104532.00        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     SNR NPF GLBL 27     | 2027-09-22      | 5.3750%  | 0.0000% | $1000000.00        | $1023673.47        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 5%36     | 2036-01-15      | 5.0000%  | 0.0000% | $4336000.00        | $4362989.19        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT5%34    | 2034-01-15      | 5.0000%  | 0.0000% | $10000.00          | $10205.71          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-03-22      | 3.1500%  | 0.0000% | $50000.00          | $47905.12          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 46       | 2046-08-15      | 3.3500%  | 0.0000% | $194000.00         | $141169.49         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.3%34    | 2034-07-08      | 4.3000%  | 0.0000% | $100000.00         | $91532.17          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT6.7%33    | 2033-12-15      | 6.7000%  | 0.0000% | $2571000.00        | $2901919.12        | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL FL NT 29    | 2029-05-23      | 4.7415%  | 0.0000% | $1600000.00        | $1609166.31        | Corporate Debt Securities                         |
| ONE GAS INC                    SR GLBL NT 2%30     | 2030-05-15      | 2.0000%  | 0.0000% | $1487000.00        | $1349122.06        | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34       | 2034-10-01      | 5.5840%  | 0.0000% | $1965000.00        | $1980320.01        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 46       | 2046-03-15      | 4.6250%  | 0.0000% | $200000.00         | $176487.39         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT5.2%35    | 2035-02-10      | 5.2000%  | 0.0000% | $563000.00         | $577798.14         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 6%34     | 2034-01-17      | 6.0000%  | 0.0000% | $2743000.00        | $2952866.93        | Corporate Debt Securities                         |
| ONEAMERICA FINL PARTNERS INC   SR GLBL 144A 50     | 2050-10-15      | 4.2500%  | 0.0000% | $341000.00         | $253391.80         | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR NT 5.7%36        | 2036-06-01      | 5.7000%  | 0.0000% | $580000.00         | $582935.77         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2018-BOP  C      20330815 FLT | 2033-08-15      | 5.1750%  | 0.0000% | $2800002.00        | $1124284.80        | Private Label Collateralized Mortgage Obligations |
| NUTRIEN LTD                    5%49                | 2049-04-01      | 5.0000%  | 0.0000% | $1675000.00        | $1509770.56        | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 30       | 2030-02-10      | 2.6250%  | 0.0000% | $3121000.00        | $2908203.72        | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 51     | 2051-02-10      | 2.8000%  | 0.0000% | $100000.00         | $59525.78          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 50       | 2050-03-12      | 3.3500%  | 0.0000% | $173000.00         | $119052.59         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $746000.00         | $742282.85         | Corporate Debt Securities                         |
| SUMITOMO LIFE INS CO           PERP SUB 144A NT    | 2500-12-31      | 5.8750%  | 0.0000% | $4002000.00        | $4090358.05        | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT 55       | 2055-12-15      | 2.9790%  | 0.0000% | $100000.00         | $63594.10          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $15054000.00       | $14978989.26       | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 34       | 2034-03-05      | 5.8750%  | 0.0000% | $200000.00         | $207171.67         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $2715000.00        | $2733661.10        | Corporate Debt Securities                         |
| STORE CAP LLC                  SR GLBL NT5.4%30    | 2030-04-30      | 5.4000%  | 0.0000% | $4851000.00        | $4913189.82        | Corporate Debt Securities                         |
| OMNICOM GROUP INC              SR GLBL NT4.2%29    | 2029-03-02      | 4.2000%  | 0.0000% | $10000.00          | $9973.50           | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $25000000.00       | $25663326.39       | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 44       | 2044-05-15      | 4.3500%  | 0.0000% | $3438000.00        | $2899236.75        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.6879%  | 0.0000% | $2869298.00        | $2861647.85        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT2.8%27    | 2027-04-01      | 2.8000%  | 0.0000% | $701000.00         | $694299.22         | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC         SR GLBL 144A 28     | 2028-03-24      | 4.4000%  | 0.0000% | $32000.00          | $32071.18          | Corporate Debt Securities                         |
| VERUS SEC TR 2023-5            B-1    20680625 FLT | 2068-06-25      | 7.9685%  | 0.0000% | $2000000.00        | $2005915.38        | Private Label Collateralized Mortgage Obligations |
| TRANSURBAN FIN CO PTY LTD      SR SEC GLBL 36      | 2036-03-24      | 4.9240%  | 0.0000% | $2000.00           | $1966.02           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-01-24      | 5.1400%  | 0.0000% | $70000.00          | $72294.41          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29    | 2029-07-15      | 3.5000%  | 0.0000% | $39000.00          | $38158.68          | Corporate Debt Securities                         |
| HEICO CORP NEW                 SR GLBL NT 33       | 2033-08-01      | 5.3500%  | 0.0000% | $172000.00         | $178273.89         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 37       | 2037-01-22      | 4.8980%  | 0.0000% | $9336000.00        | $9246178.86        | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT 56       | 2056-03-16      | 5.7320%  | 0.0000% | $1778000.00        | $1793616.57        | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $90000.00          | $66190.50          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $2095000.00        | $2006393.14        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 5%45     | 2045-11-15      | 5.0000%  | 0.0000% | $205000.00         | $186274.16         | Corporate Debt Securities                         |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.3503%  | 0.0000% | $100000.00         | $100625.23         | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 5.35%031929      | 2029-03-19      | 5.3500%  | 0.0000% | $14000.00          | $14358.86          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 31       | 2031-04-15      | 5.3750%  | 0.0000% | $150000.00         | $153185.92         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $10550000.00       | $10633579.44       | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 6%36     | 2036-01-15      | 6.0000%  | 0.0000% | $621000.00         | $671414.85         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT3.9%29    | 2029-04-15      | 3.9000%  | 0.0000% | $100000.00         | $99290.67          | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL FL NT 29    | 2029-03-25      | 4.6472%  | 0.0000% | $6000000.00        | $6063629.22        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $41000.00          | $37078.17          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR DEB 6.25%36      | 2036-01-15      | 6.2500%  | 0.0000% | $2740000.00        | $2881065.86        | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 26       | 2026-10-15      | 2.6500%  | 0.0000% | $1499000.00        | $1495580.61        | Corporate Debt Securities                         |
| HORIZON MUT HOLDINGS INC       SR GLBL 144A 34     | 2034-11-15      | 6.2000%  | 0.0000% | $1002000.00        | $963905.07         | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC        SR 144A NT 66       | 2066-03-16      | 5.8520%  | 0.0000% | $1300000.00        | $1319963.52        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $1155000.00        | $949978.20         | Corporate Debt Securities                         |
| IDEX CORP                      SR GLBL NT 29       | 2029-09-01      | 4.9500%  | 0.0000% | $104000.00         | $106042.56         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 29       | 2029-06-15      | 4.3500%  | 0.0000% | $469000.00         | $479019.09         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45        | 2045-07-15      | 5.2000%  | 0.0000% | $1854000.00        | $1680809.62        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT4.5%41    | 2041-11-15      | 4.5000%  | 0.0000% | $210000.00         | $183529.50         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL NT6.5%43    | 2043-09-12      | 6.5000%  | 0.0000% | $177000.00         | $187206.31         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 31       | 2031-10-15      | 4.8500%  | 0.0000% | $10000.00          | $10116.48          | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $100000.00         | $73545.00          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.65%062626      | 2026-06-26      | 5.6500%  | 0.0000% | $50000.00          | $51250.62          | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT 49       | 2049-06-15      | 4.4500%  | 0.0000% | $394000.00         | $335921.34         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 52       | 2052-09-16      | 5.7830%  | 0.0000% | $100000.00         | $98239.66          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $200000.00         | $209211.56         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 6.557%101827     | 2027-10-18      | 6.5570%  | 0.0000% | $200000.00         | $203095.54         | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 33       | 2033-03-15      | 7.0000%  | 0.0000% | $279000.00         | $306350.06         | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 49       | 2049-08-26      | 3.2500%  | 0.0000% | $4000.00           | $2790.22           | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2014-150E F      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $427000.00         | $311945.10         | Private Label Collateralized Mortgage Obligations |
| NEW YORK ST ELEC & GAS CORP    SR GLBL 144A 49     | 2049-09-15      | 3.3000%  | 0.0000% | $1126000.00        | $774973.25         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.314%011841     | 2041-01-18      | 5.3140%  | 0.0000% | $8134000.00        | $8080411.85        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.314%011841     | 2041-01-18      | 5.3140%  | 0.0000% | $343000.00         | $340740.26         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.314%011841     | 2041-01-18      | 5.3140%  | 0.0000% | $1225000.00        | $1216929.50        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.314%011841     | 2041-01-18      | 5.3140%  | 0.0000% | $1423000.00        | $1413625.04        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM3    B-2    20641125 FLT | 2064-11-25      | 7.1505%  | 0.0000% | $1650000.00        | $1617489.16        | Private Label Collateralized Mortgage Obligations |
| 3M CO                          FR 5.7%031537       | 2037-03-15      | 5.7000%  | 0.0000% | $1711000.00        | $1800496.71        | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 41       | 2041-11-15      | 5.7500%  | 0.0000% | $7273000.00        | $7270062.52        | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $456000.00         | $440782.77         | Corporate Debt Securities                         |
| TR FIN LLC                     SR GLBL NT 43       | 2043-11-23      | 5.6500%  | 0.0000% | $1412000.00        | $1386685.19        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 36       | 2036-03-25      | 4.9500%  | 0.0000% | $10369000.00       | $10155139.38       | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $701000.00         | $750280.49         | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $5731000.00        | $5948621.99        | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT3.1%50    | 2050-04-15      | 3.1000%  | 0.0000% | $65000.00          | $42038.68          | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT3.1%50    | 2050-04-15      | 3.1000%  | 0.0000% | $3595000.00        | $2325062.26        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT4.4%32    | 2032-06-01      | 4.4000%  | 0.0000% | $48000.00          | $47650.35          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT6.2%38    | 2038-04-15      | 6.2000%  | 0.0000% | $80000.00          | $89796.62          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-10-15      | 2.7390%  | 0.0000% | $530000.00         | $500059.06         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT4.8%36    | 2036-07-15      | 4.8000%  | 0.0000% | $1847000.00        | $1821111.22        | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $100000.00         | $96992.67          | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $1625000.00        | $1576130.83        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43    | 2043-08-15      | 4.6500%  | 0.0000% | $1955000.00        | $1751706.07        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52    | 2052-05-15      | 4.6250%  | 0.0000% | $100000.00         | $84307.86          | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR2         B-1    20450125 FLT | 2045-01-25      | 4.4938%  | 0.0000% | $30440000.00       | $9287653.45        | Private Label Collateralized Mortgage Obligations |
| VODAFONE GROUP PLC             SR GLBL NT 48       | 2048-05-30      | 5.2500%  | 0.0000% | $1581000.00        | $1474020.32        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 3.85%42       | 2042-11-01      | 3.8500%  | 0.0000% | $1700000.00        | $1376990.56        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 51       | 2051-03-22      | 3.5500%  | 0.0000% | $430000.00         | $305169.69         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 36       | 2036-01-15      | 4.2720%  | 0.0000% | $519000.00         | $489319.08         | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $1308000.00        | $1282957.61        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 47       | 2047-12-01      | 3.7500%  | 0.0000% | $12000.00          | $9139.10           | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $107000.00         | $104951.43         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 34       | 2034-04-15      | 6.8750%  | 0.0000% | $400000.00         | $428377.11         | Corporate Debt Securities                         |
| SALUDA GRADE ALTERNATIVE 2024- B-1    20590825 FLT | 2059-08-25      | 7.1029%  | 0.0000% | $208432.00         | $200377.66         | Private Label Collateralized Mortgage Obligations |
| SCHWAB CHARLES CORP            PERP GLBL -L NT     | 2500-12-31      | 6.1000%  | 0.0000% | $46000.00          | $46321.97          | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL 144A 27     | 2027-03-16      | 3.4000%  | 0.0000% | $256000.00         | $256392.82         | Corporate Debt Securities                         |
| NTT FINANCE CORP               SR GLBL REGS 32     | 2032-07-16      | 5.1710%  | 0.0000% | $1500000.00        | $1535645.96        | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR19        B-1    20451225 FLT | 2045-12-25      | 4.7488%  | 0.0000% | $11874000.00       | $5711622.48        | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 5%051729         | 2029-05-17      | 5.0000%  | 0.0000% | $2000.00           | $2035.11           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $237000.00         | $238769.86         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $1101000.00        | $1156098.32        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $100000.00         | $93420.58          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT 5%31     | 2031-04-07      | 5.0000%  | 0.0000% | $902000.00         | $909875.46         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR 144A NT 39       | 2039-08-01      | 7.1250%  | 0.0000% | $4415391.00        | $4974839.44        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.9500%  | 0.0000% | $8441000.00        | $8816779.25        | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT4.8%35    | 2035-11-15      | 4.8000%  | 0.0000% | $56000.00          | $54463.17          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.6%033028       | 2028-03-30      | 5.6000%  | 0.0000% | $671000.00         | $687733.25         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR 144A NT 5%31     | 2031-04-07      | 5.0000%  | 0.0000% | $219000.00         | $220912.11         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-06-20      | 6.5470%  | 0.0000% | $12785000.00       | $13970756.54       | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         4.6%29              | 2029-05-23      | 4.6000%  | 0.0000% | $1605000.00        | $1605476.15        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SB GLBL NT6.5%36    | 2036-05-02      | 6.5000%  | 0.0000% | $1800000.00        | $1921869.00        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-06-20      | 6.5470%  | 0.0000% | $210000.00         | $229476.64         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-06-20      | 6.5470%  | 0.0000% | $1490000.00        | $1628191.42        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-06-20      | 6.5470%  | 0.0000% | $2141000.00        | $2339569.01        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $24000.00          | $23432.13          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5%051729         | 2029-05-17      | 5.0000%  | 0.0000% | $510000.00         | $518953.90         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 34       | 2034-03-09      | 6.2540%  | 0.0000% | $3562000.00        | $3836622.28        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 37       | 2037-09-15      | 6.5000%  | 0.0000% | $202000.00         | $219782.28         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%101537       | 2037-10-15      | 6.3000%  | 0.0000% | $305000.00         | $332944.10         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%101537       | 2037-10-15      | 6.3000%  | 0.0000% | $500000.00         | $545810.00         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5%051729         | 2029-05-17      | 5.0000%  | 0.0000% | $185000.00         | $188247.98         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL WW NT 33    | 2033-05-01      | 4.5000%  | 0.0000% | $3757000.00        | $3683381.58        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 34       | 2034-03-09      | 6.2540%  | 0.0000% | $311000.00         | $334977.41         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 34       | 2034-03-09      | 6.2540%  | 0.0000% | $519000.00         | $559013.75         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 34       | 2034-11-13      | 7.3990%  | 0.0000% | $1972000.00        | $2200670.05        | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $459000.00         | $468652.77         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 49       | 2049-12-15      | 3.1250%  | 0.0000% | $50000.00          | $34053.31          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.5%38    | 2038-04-15      | 6.5000%  | 0.0000% | $2883000.00        | $2960853.81        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.5%38    | 2038-04-15      | 6.5000%  | 0.0000% | $7223000.00        | $7418053.10        | Corporate Debt Securities                         |
| FORTIVE CORP                   SR GLBL NT 36       | 2036-05-15      | 5.2500%  | 0.0000% | $5569000.00        | $5563639.84        | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL S NT5%33    | 2033-06-01      | 5.0000%  | 0.0000% | $229000.00         | $234070.57         | Corporate Debt Securities                         |
| FORD CR AUTO LEASE 2024-B      A-3    20271215 4.9 | 2027-12-15      | 4.9900%  | 0.0000% | $2000000.00        | $1235263.10        | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT 55       | 2055-05-15      | 4.3750%  | 0.0000% | $21000.00          | $14300.40          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.3%31    | 2031-05-15      | 2.3000%  | 0.0000% | $115000.00         | $103238.31         | Corporate Debt Securities                         |
| OMNICOM GROUP INC              GLBL NT 5.3%34      | 2034-11-01      | 5.3000%  | 0.0000% | $1442000.00        | $1437922.34        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT3.7%53    | 2053-03-15      | 3.7000%  | 0.0000% | $285000.00         | $206800.43         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 53       | 2053-09-01      | 6.6250%  | 0.0000% | $3434000.00        | $3660453.22        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 53       | 2053-09-01      | 6.6250%  | 0.0000% | $24030000.00       | $25614645.00       | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $30000.00          | $25464.32          | Corporate Debt Securities                         |
| FEDEX CORP                     GLBL NT 2.4%31      | 2031-05-15      | 2.4000%  | 0.0000% | $166000.00         | $148924.13         | Corporate Debt Securities                         |

### Security 657: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.650000%
- **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: ARP1I6L14, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I6L14
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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

**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 03.000 CLAQ1886 | 2042-11-01      | 3.0000%  | 0.0000% | $72671.00          | $6212.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2347 | 2055-11-01      | 4.5000%  | 0.0000% | $6627090.00        | $6327823.83        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1469 | 2039-02-01      | 7.0000%  | 0.0000% | $300000.00         | $5896.38           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR4126 | 2043-02-01      | 3.0000%  | 0.0000% | $33000.00          | $7872.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG4975 | 2056-03-01      | 6.0000%  | 0.0000% | $1251662.00        | $1301962.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3312 | 2033-03-01      | 3.0000%  | 0.0000% | $592000.00         | $59640.71          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3669 | 2049-06-01      | 4.0000%  | 0.0000% | $604000.00         | $141814.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7872 | 2040-09-01      | 5.0000%  | 0.0000% | $1073602.00        | $1056176.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6382 | 2055-08-01      | 6.0000%  | 0.0000% | $10537950.00       | $10127879.21       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA5186 | 2050-01-01      | 4.5000%  | 0.0000% | $110000.00         | $14078.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2707 | 2052-04-01      | 3.5000%  | 0.0000% | $40000.00          | $24911.79          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE8864 | 2055-09-01      | 4.0000%  | 0.0000% | $1202793.00        | $1117763.49        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  | 0.0000% | $39000.00          | $25124.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4022 | 2049-08-01      | 3.5000%  | 0.0000% | $15445000.00       | $2790872.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7663 | 2051-04-01      | 4.5000%  | 0.0000% | $3965615.00        | $3812595.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4583 | 2042-09-01      | 3.5000%  | 0.0000% | $158593.00         | $44597.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  | 0.0000% | $449000.00         | $85409.06          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3190 | 2056-03-01      | 5.0000%  | 0.0000% | $2359000.00        | $2329762.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9224 | 2054-12-01      | 5.5000%  | 0.0000% | $2725000.00        | $1944502.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8571 | 2055-05-01      | 6.0000%  | 0.0000% | $3486095.00        | $2904613.03        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBY1381 | 2038-09-01      | 3.0000%  | 0.0000% | $38522.00          | $27544.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD2618 | 2055-03-01      | 4.0000%  | 0.0000% | $154463.00         | $142293.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3698 | 2047-06-01      | 4.5000%  | 0.0000% | $26807652.00       | $6723386.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $5000.00           | $2616.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  | 0.0000% | $1734277.00        | $1271663.87        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2663 | 2055-08-01      | 6.5000%  | 0.0000% | $27750000.00       | $24954711.22       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA6066 | 2036-05-01      | 4.0000%  | 0.0000% | $1229366.00        | $1158927.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA5960 | 2045-12-01      | 4.0000%  | 0.0000% | $263100.00         | $245795.03         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4698 | 2052-06-01      | 3.5000%  | 0.0000% | $19003109.00       | $16884166.98       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3558 | 2038-02-01      | 2.5000%  | 0.0000% | $13883721.00       | $8980323.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2857 | 2050-04-01      | 5.5000%  | 0.0000% | $842000.00         | $523163.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7736 | 2054-01-01      | 6.0000%  | 0.0000% | $326998.00         | $168368.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0882 | 2055-03-01      | 5.5000%  | 0.0000% | $1688560.00        | $1510002.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  | 0.0000% | $3635558.00        | $2869618.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1245 | 2055-10-01      | 6.0000%  | 0.0000% | $94313096.00       | $86836883.64       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8475 | 2054-05-01      | 5.0000%  | 0.0000% | $25697193.00       | $20797531.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1338 | 2040-10-01      | 6.0000%  | 0.0000% | $5572077.00        | $3241666.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0746 | 2036-08-01      | 6.5000%  | 0.0000% | $3678434.00        | $107987.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  | 0.0000% | $320000.00         | $72507.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1001 | 2048-11-01      | 3.5000%  | 0.0000% | $195000.00         | $26425.86          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2888 | 2056-02-01      | 5.0000%  | 0.0000% | $1015891.00        | $1006874.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG5631 | 2056-04-01      | 6.0000%  | 0.0000% | $1007827.00        | $1047111.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2538 | 2056-02-01      | 4.5000%  | 0.0000% | $96410.00          | $87876.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | 0.0000% | $1634000.00        | $414266.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5295 | 2048-04-01      | 3.5000%  | 0.0000% | $251184.00         | $97152.81          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5254 | 2050-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $998489.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM5473 | 2035-12-01      | 3.0000%  | 0.0000% | $5394402.00        | $2022949.51        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA3155 | 2034-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1279.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2419 | 2048-10-01      | 4.5000%  | 0.0000% | $9967680.00        | $587671.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1986 | 2049-09-01      | 5.0000%  | 0.0000% | $4000.00           | $687.27            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5416 | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $63858015.10       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6110 | 2050-07-01      | 3.0000%  | 0.0000% | $75000.00          | $54257.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6039 | 2052-08-01      | 3.5000%  | 0.0000% | $86796.00          | $70534.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD5525 | 2040-06-01      | 5.0000%  | 0.0000% | $680000.00         | $32800.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3280 | 2049-05-01      | 3.5000%  | 0.0000% | $21995000.00       | $5512132.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9146 | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1607.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0023 | 2029-04-01      | 5.0000%  | 0.0000% | $460332.00         | $1159.75           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5992 | 2056-01-01      | 7.5000%  | 0.0000% | $5943311.00        | $3772096.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2792 | 2045-07-01      | 5.0000%  | 0.0000% | $25000.00          | $5705.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $25000000.00       | $18980571.15       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6649 | 2056-04-01      | 5.0000%  | 0.0000% | $2406838.00        | $2403957.06        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7409 | 2051-05-01      | 2.5000%  | 0.0000% | $215000.00         | $122965.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7531 | 2050-10-01      | 3.0000%  | 0.0000% | $700000.00         | $374280.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9673 | 2049-06-01      | 3.5000%  | 0.0000% | $6894643.00        | $3520784.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  | 0.0000% | $1100000.00        | $747640.98         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8617 | 2051-09-01      | 2.0000%  | 0.0000% | $70000.00          | $39337.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1476 | 2036-08-01      | 2.5000%  | 0.0000% | $26865.00          | $13465.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  | 0.0000% | $20049393.00       | $18188783.55       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  | 0.0000% | $3316500.00        | $3325688.54        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5948 | 2041-01-01      | 3.5000%  | 0.0000% | $2178467.00        | $1972416.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | 0.0000% | $153631.00         | $143978.71         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0298 | 2055-04-01      | 7.0000%  | 0.0000% | $37186995.00       | $28530574.45       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5066 | 2053-06-01      | 6.0000%  | 0.0000% | $29946950.00       | $19741972.83       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  | 0.0000% | $1000.00           | $686.20            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6347 | 2053-11-01      | 6.5000%  | 0.0000% | $510000.00         | $297777.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3491 | 2038-10-01      | 3.5000%  | 0.0000% | $199096.00         | $19152.88          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAZ0572 | 2042-06-01      | 3.0000%  | 0.0000% | $70000.00          | $12659.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8086 | 2054-09-01      | 5.5000%  | 0.0000% | $1129660.00        | $934571.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | 0.0000% | $228120.00         | $109199.96         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0606 | 2055-06-01      | 6.5000%  | 0.0000% | $33682720.00       | $26664543.42       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO6220 | 2049-12-01      | 3.0000%  | 0.0000% | $51500000.00       | $12208717.62       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG6928 | 2056-04-01      | 4.5000%  | 0.0000% | $2110969.00        | $2035296.54        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $1270180.00        | $940629.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4833 | 2037-12-01      | 4.0000%  | 0.0000% | $225157.00         | $117280.51         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  | 0.0000% | $1710000.00        | $1309019.94        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2221 | 2036-12-01      | 1.5000%  | 0.0000% | $195000.00         | $96032.54          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7743 | 2050-11-01      | 2.5000%  | 0.0000% | $495000.00         | $284673.65         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8777 | 2053-11-01      | 6.0000%  | 0.0000% | $8387161.00        | $6477011.57        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3864 | 2052-06-01      | 4.5000%  | 0.0000% | $921000.00         | $622721.56         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  | 0.0000% | $112000.00         | $78606.11          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR3321 | 2051-03-01      | 2.0000%  | 0.0000% | $25000.00          | $12543.07          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH1943 | 2056-06-01      | 6.5000%  | 0.0000% | $339996.00         | $357422.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6659 | 2055-08-01      | 6.0000%  | 0.0000% | $5552900.00        | $3821181.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1721 | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $8109774.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF7282 | 2041-03-01      | 4.0000%  | 0.0000% | $4482835.00        | $4325300.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS9445 | 2047-04-01      | 3.0000%  | 0.0000% | $1724000.00        | $427634.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3835 | 2055-03-01      | 6.0000%  | 0.0000% | $1251683.00        | $1275786.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $49000.00          | $10215.84          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE8063 | 2040-08-01      | 6.5000%  | 0.0000% | $693008.00         | $690612.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1422 | 2056-06-01      | 5.5000%  | 0.0000% | $2558266.00        | $2587672.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7833 | 2040-08-01      | 6.0000%  | 0.0000% | $1023817.00        | $801090.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7532 | 2040-10-01      | 5.0000%  | 0.0000% | $1001674.00        | $970059.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0051 | 2051-09-01      | 2.5000%  | 0.0000% | $900000.00         | $559222.07         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1416 | 2052-01-01      | 3.0000%  | 0.0000% | $192000.00         | $117544.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190379 | 2037-05-01      | 5.5000%  | 0.0000% | $425000.00         | $2231.64           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725762 | 2034-08-01      | 6.0000%  | 0.0000% | $3000000.00        | $15756.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $1238786.00        | $913011.08         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $815000.00         | $664241.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6617 | 2049-07-01      | 6.0000%  | 0.0000% | $2749491.00        | $2000074.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA0744 | 2040-02-01      | 5.0000%  | 0.0000% | $58914.00          | $42347.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | 0.0000% | $6322243.00        | $5634166.53        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6731 | 2051-04-01      | 2.0000%  | 0.0000% | $145000.00         | $81549.40          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4712 | 2050-10-01      | 2.5000%  | 0.0000% | $58579469.00       | $27718262.61       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5810 | 2051-01-01      | 3.0000%  | 0.0000% | $3200000.00        | $1734472.17        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7023 | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $49991.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6237 | 2049-04-01      | 3.5000%  | 0.0000% | $909000.00         | $397187.99         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  | 0.0000% | $17974000.00       | $9173919.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE0549 | 2040-05-01      | 6.0000%  | 0.0000% | $2467970.00        | $2015993.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $210307.00         | $18198.13          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR9747 | 2051-04-01      | 2.0000%  | 0.0000% | $11000.00          | $6150.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL849981 | 2036-02-01      | 5.5000%  | 0.0000% | $29000.00          | $4577.69           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5314 | 2049-03-01      | 3.5000%  | 0.0000% | $9515803.00        | $2900842.47        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP7157 | 2050-06-01      | 3.0000%  | 0.0000% | $100000.00         | $44819.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX0441 | 2037-12-01      | 5.0000%  | 0.0000% | $50000.00          | $23129.71          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBT8046 | 2053-01-01      | 5.5000%  | 0.0000% | $7981175.00        | $6844282.43        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE6956 | 2056-01-01      | 7.5000%  | 0.0000% | $1141600.00        | $1222196.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0535 | 2051-05-01      | 3.0000%  | 0.0000% | $292060.00         | $187910.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | 0.0000% | $31000.00          | $11201.77          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7680 | 2056-04-01      | 5.0000%  | 0.0000% | $1997847.00        | $1973770.52        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4500 | 2041-12-01      | 1.5000%  | 0.0000% | $356639.00         | $210713.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $4875000.00        | $2000607.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4664 | 2037-07-01      | 2.0000%  | 0.0000% | $182002.00         | $106745.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $11000.00          | $2951.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5833 | 2053-10-01      | 6.0000%  | 0.0000% | $16205000.00       | $11655407.28       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS8472 | 2030-03-01      | 3.0000%  | 0.0000% | $1182726.00        | $531018.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4349 | 2050-01-01      | 3.5000%  | 0.0000% | $59000.00          | $37283.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  | 0.0000% | $4900097.00        | $3421036.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $2293644.00        | $2142193.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5820 | 2055-09-01      | 4.5000%  | 0.0000% | $20860477.00       | $19402044.53       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $10448481.00       | $7161.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  | 0.0000% | $19100000.00       | $2871932.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3251 | 2028-01-01      | 3.5000%  | 0.0000% | $200000.00         | $5250.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL995245 | 2039-01-01      | 5.0000%  | 0.0000% | $12005000.00       | $94165.11          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2768 | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25027.61          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  | 0.0000% | $6000.00           | $768.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD6619 | 2040-06-01      | 5.5000%  | 0.0000% | $1254609.00        | $1161701.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4588 | 2055-08-01      | 6.0000%  | 0.0000% | $30567759.00       | $22551470.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCA5871 | 2050-01-01      | 6.0000%  | 0.0000% | $444000.00         | $33965.30          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3888 | 2053-05-01      | 6.5000%  | 0.0000% | $1209611.00        | $1232631.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE0635 | 2040-05-01      | 6.5000%  | 0.0000% | $1199555.00        | $962964.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8545 | 2052-05-01      | 3.5000%  | 0.0000% | $78000.00          | $43823.00          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ1581 | 2048-01-01      | 4.0000%  | 0.0000% | $268246.00         | $96262.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH1736 | 2047-07-01      | 3.5000%  | 0.0000% | $2310000.00        | $397733.48         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8725 | 2054-06-01      | 6.5000%  | 0.0000% | $63000.00          | $43418.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  | 0.0000% | $25000.00          | $4228.45           | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  | 0.0000% | $13107320.00       | $8244340.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8863 | 2054-07-01      | 6.0000%  | 0.0000% | $2071000.00        | $1435985.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0945 | 2056-01-01      | 6.0000%  | 0.0000% | $1659076.00        | $1729316.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9909 | 2052-10-01      | 4.5000%  | 0.0000% | $28773916.00       | $21360337.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH8528 | 2047-12-01      | 3.5000%  | 0.0000% | $650000.00         | $106688.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7829 | 2054-08-01      | 5.5000%  | 0.0000% | $131000.00         | $94789.34          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC3296 | 2039-09-01      | 6.0000%  | 0.0000% | $492195.00         | $243345.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3453 | 2054-09-01      | 6.0000%  | 0.0000% | $332000.00         | $233012.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1142 | 2043-11-01      | 4.5000%  | 0.0000% | $31667762.00       | $1980908.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0019 | 2055-10-01      | 5.5000%  | 0.0000% | $5098525.00        | $4366183.76        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF4963 | 2055-11-01      | 6.5000%  | 0.0000% | $607673.00         | $631760.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1849 | 2055-10-01      | 6.0000%  | 0.0000% | $1652184.00        | $1416064.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $14396739.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH0396 | 2056-05-01      | 5.0000%  | 0.0000% | $1372850.00        | $1367009.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB6378 | 2038-05-01      | 5.0000%  | 0.0000% | $2615394.00        | $1554752.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6908 | 2053-08-01      | 5.5000%  | 0.0000% | $42805640.00       | $30633519.01       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4867 | 2053-12-01      | 4.5000%  | 0.0000% | $30000000.00       | $28453964.57       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3792 | 2055-07-01      | 6.0000%  | 0.0000% | $30890932.00       | $30682773.72       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1456 | 2028-09-01      | 2.5000%  | 0.0000% | $118000.00         | $6952.17           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3762 | 2035-08-01      | 3.0000%  | 0.0000% | $39000.00          | $8914.69           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM0008 | 2049-08-01      | 3.5000%  | 0.0000% | $329490.00         | $45666.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5272 | 2053-06-01      | 6.0000%  | 0.0000% | $749524.00         | $444152.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $9000.00           | $1007.98           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG1520 | 2041-02-01      | 4.5000%  | 0.0000% | $1434285.00        | $1404217.66        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7807 | 2054-01-01      | 6.5000%  | 0.0000% | $66708608.00       | $49350587.74       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDG0551 | 2056-01-01      | 4.0000%  | 0.0000% | $1285016.00        | $1140285.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | 0.0000% | $307000.00         | $44425.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $182000.00         | $30030.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8434 | 2056-01-01      | 5.0000%  | 0.0000% | $3722059.00        | $3693930.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5295 | 2056-04-01      | 4.5000%  | 0.0000% | $1751850.00        | $1686120.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $103188031.00      | $6721824.01        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7818 | 2051-12-01      | 2.0000%  | 0.0000% | $1278257.00        | $713685.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2433 | 2055-08-01      | 5.5000%  | 0.0000% | $38087806.00       | $30738069.79       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBU5169 | 2054-10-01      | 7.5000%  | 0.0000% | $3288813.00        | $2353978.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5809 | 2055-06-01      | 5.5000%  | 0.0000% | $4774729.00        | $3797918.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO9925 | 2042-07-01      | 3.5000%  | 0.0000% | $11000.00          | $818.06            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ3381 | 2042-11-01      | 3.0000%  | 0.0000% | $200000.00         | $33025.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB8915 | 2054-07-01      | 5.0000%  | 0.0000% | $9107706.00        | $8137346.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0990 | 2055-02-01      | 5.0000%  | 0.0000% | $147076.00         | $142390.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5557 | 2054-10-01      | 5.0000%  | 0.0000% | $1001275.00        | $973063.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1719 | 2055-03-01      | 6.0000%  | 0.0000% | $1682834.00        | $1638523.11        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL831621 | 2036-07-01      | 7.0000%  | 0.0000% | $230000.00         | $2120.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773072 | 2034-04-01      | 5.5000%  | 0.0000% | $1015413.00        | $6096.96           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1467 | 2055-06-01      | 6.0000%  | 0.0000% | $3052695.00        | $3147080.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4855 | 2055-11-01      | 6.0000%  | 0.0000% | $1301558.00        | $1204555.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $70000.00          | $10553.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $159698.00         | $15714.47          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4140 | 2030-09-01      | 1.5000%  | 0.0000% | $20000.00          | $4373.56           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  | 0.0000% | $1450000.00        | $237029.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  | 0.0000% | $13006000.00       | $1514554.50        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  | 0.0000% | $8000.00           | $2436.26           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3765 | 2049-09-01      | 2.5000%  | 0.0000% | $1721000.00        | $271040.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0331 | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $60917.81          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4311 | 2050-08-01      | 3.0000%  | 0.0000% | $100000.00         | $47893.08          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7672 | 2051-06-01      | 2.5000%  | 0.0000% | $67634.00          | $41186.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  | 0.0000% | $16000.00          | $1002.24           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA4150 | 2030-10-01      | 2.5000%  | 0.0000% | $16487796.00       | $3662965.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG2236 | 2041-02-01      | 4.5000%  | 0.0000% | $1335374.00        | $1281888.33        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4755 | 2037-06-01      | 2.5000%  | 0.0000% | $1434442.00        | $925238.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  | 0.0000% | $136000.00         | $19137.42          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9482 | 2056-01-01      | 5.0000%  | 0.0000% | $6065726.00        | $5960064.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTFS2255 | 2039-10-01      | 5.0000%  | 0.0000% | $1287000.00        | $59392.36          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6416 | 2055-11-01      | 6.0000%  | 0.0000% | $2723861.00        | $2038448.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  | 0.0000% | $44212244.00       | $28690152.65       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6496 | 2053-12-01      | 6.5000%  | 0.0000% | $15034151.00       | $6239989.53        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6859 | 2054-07-01      | 7.0000%  | 0.0000% | $1751120.00        | $1424770.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5715 | 2055-12-01      | 5.0000%  | 0.0000% | $5341858.00        | $5118921.63        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0263 | 2036-04-01      | 2.0000%  | 0.0000% | $1684621.00        | $888215.74         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2889 | 2052-02-01      | 3.0000%  | 0.0000% | $6279000.00        | $4073067.52        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1373 | 2051-08-01      | 2.0000%  | 0.0000% | $968148.00         | $617190.38         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB5820 | 2038-01-01      | 2.5000%  | 0.0000% | $35345.00          | $26567.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1894 | 2040-11-01      | 6.0000%  | 0.0000% | $144641.00         | $128567.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $2735000.00        | $1656264.47        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0998 | 2051-07-01      | 3.0000%  | 0.0000% | $633000.00         | $410097.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE8457 | 2055-08-01      | 4.5000%  | 0.0000% | $4119558.00        | $3266383.43        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDF2768 | 2056-03-01      | 7.5000%  | 0.0000% | $1467374.00        | $1273518.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5026 | 2052-12-01      | 6.0000%  | 0.0000% | $4316737.00        | $2575459.02        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2736 | 2037-06-01      | 2.5000%  | 0.0000% | $60294024.00       | $50735647.36       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG8940 | 2056-05-01      | 5.0000%  | 0.0000% | $2340534.00        | $2317477.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $1121000.00        | $880367.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5633 | 2040-02-01      | 6.5000%  | 0.0000% | $106803.00         | $38637.41          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG7638 | 2056-04-01      | 6.0000%  | 0.0000% | $2279058.00        | $2351648.58        | Agency Mortgage-Backed Securities |
| FNMS 06.500 ZLFP0154 | 2055-02-25      | 6.5000%  | 0.0000% | $59591012.00       | $59718660.32       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $137308064.00      | $94461348.02       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3065 | 2052-01-01      | 3.0000%  | 0.0000% | $2000000.00        | $1318694.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3506 | 2052-05-01      | 3.5000%  | 0.0000% | $26830106.00       | $18950986.46       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDH2188 | 2056-04-01      | 7.0000%  | 0.0000% | $1850334.00        | $1982726.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  | 0.0000% | $94000.00          | $85826.19          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7089 | 2051-12-01      | 2.0000%  | 0.0000% | $100000.00         | $60438.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5051 | 2054-09-01      | 5.5000%  | 0.0000% | $415000.00         | $313940.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2212 | 2055-07-01      | 5.5000%  | 0.0000% | $200733.00         | $180669.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0365 | 2055-09-01      | 6.0000%  | 0.0000% | $2046459.00        | $1906234.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4867 | 2055-01-01      | 6.0000%  | 0.0000% | $7670889.00        | $7717690.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735224 | 2035-02-01      | 5.5000%  | 0.0000% | $19515000.00       | $133986.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3155 | 2032-10-01      | 3.0000%  | 0.0000% | $40421.00          | $4017.46           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | 0.0000% | $780067.00         | $473161.92         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  | 0.0000% | $111000.00         | $66596.20          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6194 | 2056-04-01      | 5.0000%  | 0.0000% | $8703334.00        | $8217909.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7737 | 2056-05-01      | 5.0000%  | 0.0000% | $2123262.00        | $2097733.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6285 | 2056-05-01      | 6.0000%  | 0.0000% | $1028100.00        | $1075809.67        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5164 | 2056-04-01      | 4.5000%  | 0.0000% | $8724034.00        | $8386353.31        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4156 | 2035-10-01      | 2.5000%  | 0.0000% | $790637.00         | $233869.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1885 | 2052-02-01      | 2.5000%  | 0.0000% | $41045.00          | $27681.13          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2670 | 2056-01-01      | 5.0000%  | 0.0000% | $2189024.00        | $2158680.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4777 | 2053-05-01      | 6.0000%  | 0.0000% | $17744000.00       | $9194510.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2901 | 2056-02-01      | 5.0000%  | 0.0000% | $14836528.00       | $14589680.63       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2016 | 2055-06-01      | 6.0000%  | 0.0000% | $7390109.00        | $6773218.45        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $42000.00          | $32471.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  | 0.0000% | $5533876.00        | $4935840.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2327 | 2055-04-01      | 5.5000%  | 0.0000% | $123701.00         | $116764.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $22000.00          | $12598.74          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888209 | 2036-05-01      | 5.5000%  | 0.0000% | $3905614.00        | $34569.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3242 | 2052-04-01      | 3.0000%  | 0.0000% | $872131.00         | $610182.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7966 | 2056-05-01      | 6.0000%  | 0.0000% | $1367799.00        | $1414828.95        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $2500000.00        | $1348394.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $17996000.00       | $13545151.73       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $228000.00         | $123484.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $84000.00          | $36791.33          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  | 0.0000% | $400000.00         | $288083.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3727 | 2050-07-01      | 3.0000%  | 0.0000% | $145000.00         | $45040.05          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | 0.0000% | $302000.00         | $188063.88         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5989 | 2051-02-01      | 2.5000%  | 0.0000% | $5264000.00        | $2749510.86        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM6982 | 2041-04-01      | 2.0000%  | 0.0000% | $513000.00         | $288258.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH2739 | 2041-01-01      | 5.0000%  | 0.0000% | $249771.00         | $15844.26          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8067 | 2054-07-01      | 5.5000%  | 0.0000% | $50321.00          | $27445.58          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3605 | 2043-05-01      | 3.5000%  | 0.0000% | $900000.00         | $155524.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1994 | 2055-07-01      | 6.0000%  | 0.0000% | $1290836.00        | $1208549.71        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6719 | 2054-06-01      | 7.0000%  | 0.0000% | $1427675.00        | $1245007.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4546 | 2040-07-01      | 5.5000%  | 0.0000% | $1038334.00        | $753022.08         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF2937 | 2040-11-01      | 5.5000%  | 0.0000% | $1007158.00        | $868326.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  | 0.0000% | $68000.00          | $42837.89          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL511405 | 2029-10-01      | 7.0000%  | 0.0000% | $4999500.00        | $4358.89           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL620196 | 2032-01-01      | 7.0000%  | 0.0000% | $469330.00         | $1201.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1335 | 2055-06-01      | 6.5000%  | 0.0000% | $8117069.00        | $7207366.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5593 | 2045-08-01      | 3.5000%  | 0.0000% | $130000.00         | $25343.89          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL878521 | 2036-02-01      | 6.5000%  | 0.0000% | $5200000.00        | $3187.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7603 | 2055-12-01      | 5.5000%  | 0.0000% | $1082709.00        | $1092385.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC3465 | 2046-02-01      | 4.0000%  | 0.0000% | $33547.00          | $5206.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9061 | 2051-01-01      | 5.5000%  | 0.0000% | $3726437.00        | $3746598.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA2541 | 2031-02-01      | 2.5000%  | 0.0000% | $10000000.00       | $870443.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4454 | 2053-06-01      | 6.0000%  | 0.0000% | $49860215.00       | $44373218.76       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2478.50           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7686 | 2051-06-01      | 3.0000%  | 0.0000% | $512000.00         | $273688.37         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG7940 | 2056-05-01      | 5.5000%  | 0.0000% | $7428194.00        | $7526302.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0260 | 2055-04-01      | 6.0000%  | 0.0000% | $327000.00         | $299387.18         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3924 | 2055-03-01      | 6.5000%  | 0.0000% | $61104408.00       | $60036320.06       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $3870000.00        | $2768202.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CL890765 | 2046-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1000.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL932034 | 2037-09-01      | 6.0000%  | 0.0000% | $27777728.00       | $107745.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $78000.00          | $43259.44          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5418 | 2054-07-01      | 4.5000%  | 0.0000% | $1682002.00        | $1468532.28        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA4929 | 2053-02-01      | 7.0000%  | 0.0000% | $25000.00          | $9339.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0010 | 2041-10-25      | 3.5000%  | 0.0000% | $400000.00         | $226642.50         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8748 | 2045-11-01      | 5.0000%  | 0.0000% | $5036012.00        | $3721375.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS7598 | 2039-01-01      | 6.0000%  | 0.0000% | $304780.00         | $213711.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $736987.00         | $574448.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8151 | 2054-06-01      | 6.0000%  | 0.0000% | $31700000.00       | $26127197.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  | 0.0000% | $565000.00         | $466295.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6240 | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $71231.67          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3448 | 2049-07-01      | 2.5000%  | 0.0000% | $7106149.00        | $5891977.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3635 | 2054-06-01      | 6.0000%  | 0.0000% | $25236104.00       | $24168440.50       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $1019000.00        | $868765.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9503 | 2054-10-01      | 5.5000%  | 0.0000% | $219000.00         | $175632.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  | 0.0000% | $1120000.00        | $856497.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  | 0.0000% | $15000.00          | $1736.39           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $374846.00         | $178051.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $5000.00           | $3481.29           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9429 | 2056-05-01      | 6.0000%  | 0.0000% | $4884066.00        | $5078851.19        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5026 | 2050-12-01      | 2.0000%  | 0.0000% | $2484272.00        | $1297123.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1588 | 2040-10-01      | 6.0000%  | 0.0000% | $1140386.00        | $769797.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3657 | 2055-11-01      | 5.0000%  | 0.0000% | $30312824.00       | $29543459.45       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5918 | 2056-06-01      | 4.5000%  | 0.0000% | $32288490.00       | $31243957.35       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0299 | 2058-08-01      | 3.5000%  | 0.0000% | $12410000.00       | $3567017.10        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR8518 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $49342.65          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF7917 | 2056-04-01      | 7.0000%  | 0.0000% | $1360552.00        | $1440830.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4066 | 2052-07-01      | 4.5000%  | 0.0000% | $3170000.00        | $2467709.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7299 | 2056-05-01      | 4.5000%  | 0.0000% | $2518654.00        | $2423965.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE8671 | 2047-08-01      | 3.5000%  | 0.0000% | $2400000.00        | $372301.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA3297 | 2040-08-01      | 5.0000%  | 0.0000% | $7000.00           | $6522.87           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3057 | 2039-08-01      | 6.5000%  | 0.0000% | $10899268.00       | $9034355.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5670 | 2042-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1566.84           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $16013000.00       | $11465042.62       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6725 | 2053-07-01      | 4.5000%  | 0.0000% | $2000000.00        | $1641379.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6359 | 2053-05-01      | 5.5000%  | 0.0000% | $2310935.00        | $1910649.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5369 | 2042-06-01      | 3.5000%  | 0.0000% | $60000.00          | $6971.78           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $523505.00         | $384763.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL961205 | 2038-01-01      | 6.0000%  | 0.0000% | $2578697.00        | $9454.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB5372 | 2038-01-01      | 5.5000%  | 0.0000% | $1990736.00        | $1040192.81        | Agency Mortgage-Backed Securities |

### Security 658: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.640000%
- **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: ARP1I6LH9, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1I6LH9
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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

**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 04.500 CLAA7402 | 2039-06-01      | 4.5000%  | 0.0000% | $27226600.00       | $1067699.15        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2812 | 2054-12-01      | 6.0000%  | 0.0000% | $69667968.00       | $65925258.75       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4975 | 2053-11-01      | 5.5000%  | 0.0000% | $128641024.00      | $124672963.01      | Agency Mortgage-Backed Securities         |
| GNRA 2023-152 FA     | 2053-10-20      | 4.9251%  | 0.0000% | $25824096.00       | $17543780.71       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-210 AC     | 2059-04-16      | 1.5000%  | 0.0000% | $13000000.00       | $8784806.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-046 F      | 2055-11-20      | 4.3751%  | 0.0000% | $109464320.00      | $107679446.89      | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  | 0.0000% | $42299840.00       | $32496811.34       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0754 | 2045-08-01      | 6.0000%  | 0.0000% | $143935232.00      | $114084606.08      | Agency Mortgage-Backed Securities         |
| GNRA 2024-197 PF     | 2054-12-20      | 4.6251%  | 0.0000% | $75000000.00       | $56073385.75       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFA3150 | 2055-11-01      | 5.5000%  | 0.0000% | $75104000.00       | $73414651.72       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0853 | 2055-08-01      | 5.5000%  | 0.0000% | $92442752.00       | $89812054.47       | Agency Mortgage-Backed Securities         |
| GNII SF DR3283 C     | 2056-03-20      | 6.0000%  | 0.0000% | $2996743.00        | $3098911.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTCB9757 | 2045-01-01      | 6.5000%  | 0.0000% | $4166824.00        | $3444916.74        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0380 | 2059-04-01      | 4.0000%  | 0.0000% | $64571392.00       | $26935603.10       | Agency Mortgage-Backed Securities         |
| GNRM 2021-105 P      | 2051-06-20      | 1.7500%  | 0.0000% | $11509800.00       | $4760978.96        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CTFA1892 | 2043-11-01      | 5.5000%  | 0.0000% | $26389040.00       | $21363926.30       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3167 | 2055-10-01      | 5.5000%  | 0.0000% | $46620992.00       | $45626388.47       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0420 | 2055-05-01      | 6.5000%  | 0.0000% | $15662260.00       | $14149903.10       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8853 | 2054-07-01      | 6.0000%  | 0.0000% | $8770000.00        | $6955581.73        | Agency Mortgage-Backed Securities         |

### Security 659: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I6X94, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I6X94
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $10166400.00       | $10106557.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $248100800.00      | $249997303.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $700.00            | $568.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $117258400.00      | $249998417.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-25      | 0.0000%  | 0.0000% | $300.00            | $297.37            | U.S. Treasuries (including strips) |

### Security 660: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I8CG7, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1I8CG7
- **C.18 - Value (incl. sponsor support):** $499998630.00
- **C.18.a - Value (excl. sponsor support):** $499998630.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-04-22      | 5.5720%  | 0.0000% | $700000.00         | $723041.74         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.156%011028  | 2028-01-10      | 5.1560%  | 0.0000% | $16000.00          | $16505.73          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-02-22      | 4.2600%  | 0.0000% | $1146000.00        | $962477.65         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-10-22      | 4.5050%  | 0.0000% | $271000.00         | $272512.22         | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26   | 2026-12-06      | 5.6250%  | 0.0000% | $5829000.00        | $5145914.06        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29    | 2029-01-21      | 4.1480%  | 0.0000% | $500000.00         | $503699.22         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 31 | 2031-01-28      | 4.7135%  | 0.0000% | $11000.00          | $11090.75          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45    | 2045-11-19      | 5.5610%  | 0.0000% | $438000.00         | $425948.31         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 50    | 2050-03-25      | 4.7500%  | 0.0000% | $1619000.00        | $1361343.35        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     4.4%27           | 2027-07-13      | 4.4000%  | 0.0000% | $100000.00         | $101596.22         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 6%55  | 2055-08-03      | 6.0000%  | 0.0000% | $367000.00         | $325732.07         | Corporate Debt Securities |
| TRUIST FINL CORP               PERP JR SB GLBL  | 2500-12-31      | 5.1250%  | 0.0000% | $98000.00          | $100444.83         | Corporate Debt Securities |
| FORTIVE CORP                   SR NT 4.3%46     | 2046-06-15      | 4.3000%  | 0.0000% | $1800000.00        | $1505392.00        | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.4%062332    | 2032-06-23      | 5.4000%  | 0.0000% | $8000000.00        | $8334080.00        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 26    | 2026-09-30      | 4.9500%  | 0.0000% | $36000.00          | $36373.05          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 4%61  | 2061-02-04      | 4.0000%  | 0.0000% | $11000.00          | $7890.06           | Corporate Debt Securities |
| BANK OF AMER CORP              FR 4.33%031550   | 2050-03-15      | 4.3300%  | 0.0000% | $56000.00          | $46716.35          | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC / BAKER SR NT 5%36       | 2036-06-15      | 5.0000%  | 0.0000% | $250000.00         | $248358.33         | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.7%55   | 2055-02-15      | 5.7000%  | 0.0000% | $6000.00           | $5890.84           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 060424-060427 | 2027-06-04      | 4.4220%  | 0.0000% | $16000.00          | $16230.09          | Corporate Debt Securities |
| BROOKFIELD FIN INC             LW TIER II GLBL  | 2055-01-15      | 6.3000%  | 0.0000% | $1361000.00        | $1341701.02        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 28    | 2028-01-13      | 4.8620%  | 0.0000% | $2750000.00        | $2808513.28        | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 144A 27  | 2027-06-30      | 1.6750%  | 0.0000% | $9731000.00        | $9774231.32        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.001%28 | 2028-04-28      | 5.0010%  | 0.0000% | $52000.00          | $52782.41          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41  | 2041-06-17      | 3.0600%  | 0.0000% | $67000.00          | $51512.95          | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31 | 2031-05-09      | 5.2970%  | 0.0000% | $1406000.00        | $1422116.67        | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR GLBL NT 53    | 2053-05-15      | 5.1500%  | 0.0000% | $600000.00         | $541633.67         | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 6.5%111552    | 2052-11-15      | 6.5000%  | 0.0000% | $25000.00          | $24444.19          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 56    | 2056-01-28      | 5.7340%  | 0.0000% | $17000.00          | $17103.23          | Corporate Debt Securities |
| PAYPAL HLDGS INC               SR NT 5.55%36    | 2036-06-01      | 5.5500%  | 0.0000% | $1776000.00        | $1777897.36        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%50 | 2050-04-01      | 3.6000%  | 0.0000% | $11000.00          | $6850.14           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.4%42     | 2042-01-06      | 5.4000%  | 0.0000% | $612000.00         | $620592.48         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT5.7%36 | 2036-02-04      | 5.7000%  | 0.0000% | $459000.00         | $455373.13         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.7%54 | 2054-11-01      | 5.7000%  | 0.0000% | $691000.00         | $648733.83         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-06-15      | 4.3870%  | 0.0000% | $350000.00         | $356952.83         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.9%012428    | 2028-01-24      | 4.9000%  | 0.0000% | $15100000.00       | $15408098.72       | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP JR SB GLBL  | 2079-12-31      | 4.0000%  | 0.0000% | $147000.00         | $138464.85         | Corporate Debt Securities |
| SOCIETE GENERALE               SUB 144A NT 55   | 2055-01-19      | 7.1320%  | 0.0000% | $1150000.00        | $1225180.61        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 49    | 2049-09-13      | 3.2500%  | 0.0000% | $10000.00          | $6938.81           | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-04-15      | 5.6250%  | 0.0000% | $83000.00          | $80049.76          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 46    | 2046-02-04      | 6.5500%  | 0.0000% | $136000.00         | $132672.57         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR NT 5.625%33   | 2033-09-07      | 5.6250%  | 0.0000% | $9476000.00        | $10005068.77       | Corporate Debt Securities |
| CITIGROUP INC                  FR 3%112129      | 2029-11-21      | 3.0000%  | 0.0000% | $50000.00          | $47286.33          | Corporate Debt Securities |
| CITIGROUP INC                  FR 10%111528     | 2028-11-15      | 1.7588%  | 0.0000% | $9000.00           | $8147.03           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT4.9%38 | 2038-02-15      | 4.9000%  | 0.0000% | $116000.00         | $113440.52         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-09-19      | 4.5420%  | 0.0000% | $36000.00          | $36141.18          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-05-24      | 4.6580%  | 0.0000% | $7000.00           | $7021.89           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.4%060427    | 2027-06-04      | 5.4000%  | 0.0000% | $187000.00         | $194163.97         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090524-100526 | 2026-10-05      | 4.3556%  | 0.0000% | $7041000.00        | $7094608.62        | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.831%102451  | 2051-10-24      | 2.8310%  | 0.0000% | $24000.00          | $15133.98          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52 | 2052-02-28      | 3.9000%  | 0.0000% | $860000.00         | $645196.37         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT3.5%41 | 2041-02-15      | 3.5000%  | 0.0000% | $306000.00         | $247184.08         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT4.9%48 | 2048-12-15      | 4.9000%  | 0.0000% | $5000.00           | $4493.46           | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $10000.00          | $10091.50          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT5.5%46 | 2046-02-19      | 5.5000%  | 0.0000% | $2000.00           | $1963.78           | Corporate Debt Securities |
| BANK OF AMER CORP              FR 1.898%072331  | 2031-07-23      | 1.8980%  | 0.0000% | $4000.00           | $3597.33           | Corporate Debt Securities |
| BANK OF AMER CORP              FR 3.974%020730  | 2030-02-07      | 3.9740%  | 0.0000% | $30000.00          | $29868.11          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 5%43       | 2043-09-30      | 5.0000%  | 0.0000% | $2000.00           | $1901.39           | Corporate Debt Securities |
| BANK OF AMER CORP              VR 042326-042330 | 2030-04-23      | 4.5137%  | 0.0000% | $5000000.00        | $5025562.50        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.13%021431   | 2031-02-14      | 5.1300%  | 0.0000% | $4000.00           | $4115.45           | Corporate Debt Securities |
| BANK OF AMER CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $37000.00          | $37603.26          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.3%53 | 2053-05-15      | 5.3000%  | 0.0000% | $103000.00         | $96487.42          | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT2.9%41 | 2041-04-01      | 2.9000%  | 0.0000% | $19000.00          | $13963.71          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46 | 2046-07-15      | 8.3500%  | 0.0000% | $481000.00         | $620846.21         | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 6.55%051555   | 2055-05-15      | 6.5500%  | 0.0000% | $50000.00          | $49825.86          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.574%060228  | 2028-06-02      | 4.5740%  | 0.0000% | $22000.00          | $22547.33          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 6.303%102329  | 2029-10-23      | 6.3030%  | 0.0000% | $53000.00          | $55340.64          | Corporate Debt Securities |
| ROAD MI PPTY OWNER I LLC       SR SEC 144A NT45 | 2045-03-30      | 7.5000%  | 0.0000% | $640000.00         | $645108.27         | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     FR 5.41%051729   | 2029-05-17      | 5.4100%  | 0.0000% | $350000.00         | $358002.17         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 52    | 2052-04-22      | 3.3280%  | 0.0000% | $206000.00         | $142947.61         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL DEB 97   | 2097-10-01      | 5.2200%  | 0.0000% | $2000.00           | $1610.98           | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     VR 092921-092926 | 2026-09-29      | 4.3969%  | 0.0000% | $253000.00         | $255229.92         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-04-22      | 2.5800%  | 0.0000% | $11000.00          | $9962.61           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 8.5%021539    | 2039-02-15      | 10.6062% | 0.0000% | $100000.00         | $86601.00          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR SEC GLBL FL27 | 2027-10-28      | 5.6817%  | 0.0000% | $226000.00         | $228497.89         | Corporate Debt Securities |
| HUT 8 DC LLC                   1LIEN GLBL 42    | 2042-11-15      | 6.1920%  | 0.0000% | $300000.00         | $303944.40         | Corporate Debt Securities |
| S&P GLOBAL INC                 SR GLBL NT2.7%29 | 2029-03-01      | 2.9500%  | 0.0000% | $848000.00         | $820661.42         | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27   | 2027-06-01      | 4.8750%  | 0.0000% | $5026000.00        | $4277448.50        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 011326-011328 | 2028-01-13      | 4.2149%  | 0.0000% | $100000.00         | $100568.27         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.9%52 | 2052-11-09      | 6.9000%  | 0.0000% | $10719000.00       | $10449988.83       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%47  | 2047-11-15      | 4.0000%  | 0.0000% | $4974000.00        | $3367127.19        | Corporate Debt Securities |
| SUNTRUST PFD CAP I             PERP JR SB GLBL  | 2079-12-31      | 4.5806%  | 0.0000% | $58000.00          | $42916.69          | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 2.222%31 | 2031-09-17      | 2.2220%  | 0.0000% | $535000.00         | $470828.89         | Corporate Debt Securities |
| RIO TINTO FIN USA LTD          SR NT 5.2%40     | 2040-11-02      | 5.2000%  | 0.0000% | $90000.00          | $88918.20          | Corporate Debt Securities |
| REPUBLIC SVCS INC              SR GLBL NT 35    | 2035-03-15      | 5.1500%  | 0.0000% | $7000.00           | $7186.66           | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 36    | 2036-09-10      | 5.7410%  | 0.0000% | $780000.00         | $795372.48         | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $80000.00          | $82005.87          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $150000.00         | $132886.60         | Corporate Debt Securities |
| GE VERNOVA INC                 SR NT 5.5%56     | 2056-02-04      | 5.5000%  | 0.0000% | $1137000.00        | $1120058.07        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 38    | 2038-04-01      | 5.1500%  | 0.0000% | $3000.00           | $2875.97           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-07-21      | 2.3830%  | 0.0000% | $86000.00          | $76710.53          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 E55 | 2055-03-15      | 5.5000%  | 0.0000% | $10000.00          | $9664.36           | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 37    | 2037-03-15      | 6.4500%  | 0.0000% | $2383000.00        | $2616315.56        | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $115000.00         | $115936.04         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $50000.00          | $50313.73          | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL NT4.6%32 | 2032-05-01      | 4.6000%  | 0.0000% | $9571000.00        | $9452585.46        | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1LIEN GLBL AR 36 | 2036-04-01      | 4.8500%  | 0.0000% | $3274000.00        | $3255483.71        | Corporate Debt Securities |
| COBANK ACB                     PERP -N NT 6.75% | 2500-12-31      | 6.7500%  | 0.0000% | $440000.00         | $442753.30         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.3%33 | 2033-03-15      | 6.3000%  | 0.0000% | $773000.00         | $825548.54         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36 | 2036-01-15      | 5.2000%  | 0.0000% | $4767000.00        | $4884676.04        | Corporate Debt Securities |
| ENTERGY CORP NEW               SR GLBL 50       | 2050-06-15      | 3.7500%  | 0.0000% | $5000.00           | $3696.07           | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 55    | 2055-09-30      | 5.7500%  | 0.0000% | $1651000.00        | $1574184.93        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $3002000.00        | $2908524.39        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 29 | 2029-03-30      | 4.6672%  | 0.0000% | $205000.00         | $207704.36         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 091521-091526 | 2026-09-15      | 4.2582%  | 0.0000% | $250000.00         | $252510.57         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 40    | 2040-02-21      | 3.1500%  | 0.0000% | $10000.00          | $7851.95           | Corporate Debt Securities |
| BANK OF AMER CORP              FR 1.734%072227  | 2027-07-22      | 1.7340%  | 0.0000% | $5342000.00        | $5353577.00        | Corporate Debt Securities |
| BANK OF AMER CORP              VR 091523-091527 | 2027-09-15      | 4.9874%  | 0.0000% | $25000.00          | $25322.98          | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL NT 5.335%35 | 2035-09-10      | 5.3350%  | 0.0000% | $714000.00         | $717503.86         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 060424-080129 | 2029-08-01      | 4.7124%  | 0.0000% | $20000.00          | $20270.62          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.247%020230  | 2030-02-02      | 4.2470%  | 0.0000% | $9000.00           | $9027.20           | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 5.717%092528  | 2028-09-25      | 5.7170%  | 0.0000% | $441000.00         | $457318.57         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 4.271%072329  | 2029-07-23      | 4.2710%  | 0.0000% | $489000.00         | $493106.87         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 4.439%011432  | 2032-01-14      | 4.4390%  | 0.0000% | $17000.00          | $16994.50          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.356%102231  | 2031-10-22      | 4.3560%  | 0.0000% | $262000.00         | $257864.85         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31    | 2031-09-12      | 4.5270%  | 0.0000% | $500000.00         | $498921.38         | Corporate Debt Securities |
| MACQUARIE BK LTD               FR 4.529%032929  | 2029-03-29      | 4.5290%  | 0.0000% | $395000.00         | $399349.95         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT2.1%30 | 2030-06-15      | 2.1000%  | 0.0000% | $38000.00          | $34952.65          | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 52    | 2052-02-09      | 3.4300%  | 0.0000% | $2889000.00        | $1953947.87        | Corporate Debt Securities |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26    | 2026-09-30      | 6.5000%  | 0.0000% | $11000.00          | $2234.35           | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL33 | 2033-10-15      | 2.7500%  | 0.0000% | $199000.00         | $173876.47         | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL XX NT 38 | 2038-05-01      | 5.1000%  | 0.0000% | $449000.00         | $439402.62         | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR FL REGS NT 26 | 2026-08-14      | 4.6937%  | 0.0000% | $1900000.00        | $1906423.25        | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 56 | 2056-04-01      | 6.3750%  | 0.0000% | $1938000.00        | $1980036.83        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            ALT TIER I PERP  | 2079-12-31      | 5.0000%  | 0.0000% | $196000.00         | $198913.00         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42 | 2042-12-15      | 4.0700%  | 0.0000% | $42000.00          | $36346.85          | Corporate Debt Securities |
| SALESFORCE INC                 GLBL NT 2.7%41   | 2041-07-15      | 2.7000%  | 0.0000% | $853000.00         | $593432.10         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT 4%36  | 2036-09-01      | 4.0000%  | 0.0000% | $339000.00         | $314947.20         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844    | 2044-07-08      | 4.8000%  | 0.0000% | $10000.00          | $9156.90           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-10-21      | 4.3690%  | 0.0000% | $178000.00         | $175225.29         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $6140000.00        | $4935988.64        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 53    | 2053-02-06      | 5.5500%  | 0.0000% | $2583000.00        | $2157168.77        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.4%38     | 2038-05-15      | 6.4000%  | 0.0000% | $24000.00          | $26550.69          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 8%013139      | 2039-01-31      | 5.1985%  | 0.0000% | $170000.00         | $156513.22         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.8%30 | 2030-03-15      | 3.8000%  | 0.0000% | $15000.00          | $14659.52          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 42    | 2042-04-22      | 3.1570%  | 0.0000% | $262000.00         | $200006.79         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 040524-040527 | 2027-04-05      | 4.3656%  | 0.0000% | $3001000.00        | $3028755.68        | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   FR 5%012633      | 2033-01-26      | 5.0000%  | 0.0000% | $4397000.00        | $4438698.22        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $1248000.00        | $1342630.29        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     4.812%39         | 2039-03-15      | 4.8120%  | 0.0000% | $61000.00          | $57695.10          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41 | 2041-03-22      | 3.4000%  | 0.0000% | $19000.00          | $14853.40          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2025C 35 | 2035-03-15      | 5.2000%  | 0.0000% | $5629000.00        | $5762288.47        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-10-21      | 4.9390%  | 0.0000% | $15000.00          | $14627.00          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-09-10      | 1.5420%  | 0.0000% | $1295000.00        | $1289203.36        | Corporate Debt Securities |
| HCA INC.                       SR GLBL FL NT 28 | 2028-03-01      | 4.5139%  | 0.0000% | $1692000.00        | $1714349.37        | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT4.5%45 | 2045-02-01      | 4.5000%  | 0.0000% | $9832000.00        | $8702401.52        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $225000.00         | $223124.00         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 37    | 2037-01-21      | 5.0650%  | 0.0000% | $1463000.00        | $1455390.77        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR NT 6.484%29   | 2029-10-24      | 6.4840%  | 0.0000% | $48000.00          | $50263.39          | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.5%54 | 2054-05-15      | 5.5000%  | 0.0000% | $44000.00          | $40368.63          | Corporate Debt Securities |
| KEB HANA BANK                  FR 3.5%          | 2500-12-31      | 3.5000%  | 0.0000% | $378000.00         | $377251.14         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27    | 2027-10-18      | 3.3520%  | 0.0000% | $5000.00           | $4954.24           | Corporate Debt Securities |
| SEMPRA                         3.8%38           | 2038-02-01      | 3.8000%  | 0.0000% | $1844000.00        | $1585333.92        | Corporate Debt Securities |
| PEACEHEALTH                    SR GLBL -2020 50 | 2050-11-15      | 3.2180%  | 0.0000% | $756000.00         | $503497.09         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 47    | 2047-05-03      | 4.0500%  | 0.0000% | $187000.00         | $146326.57         | Corporate Debt Securities |
| UNION PAC CORP                 GLBL NT 2.891%36 | 2036-04-06      | 2.8910%  | 0.0000% | $20000.00          | $16933.52          | Corporate Debt Securities |
| TRUCK HERO INC                 2LIEN GLBL PIK31 | 2031-07-31      | 6.2500%  | 0.0000% | $900.00            | $140.62            | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 32    | 2032-05-12      | 4.4380%  | 0.0000% | $1923000.00        | $1888185.47        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.375%072442  | 2042-07-24      | 6.3750%  | 0.0000% | $26000000.00       | $28824260.83       | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT5.7%53 | 2053-02-10      | 5.7000%  | 0.0000% | $192000.00         | $185131.84         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR NT 5%44       | 2044-03-15      | 5.0000%  | 0.0000% | $3600000.00        | $3242728.00        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.15%090952   | 2052-09-09      | 5.1500%  | 0.0000% | $6000.00           | $5553.27           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.808%060330  | 2030-06-03      | 4.8080%  | 0.0000% | $514000.00         | $528708.51         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.523%071728  | 2028-07-17      | 5.5230%  | 0.0000% | $557000.00         | $580700.91         | Corporate Debt Securities |
| MIZUHO BANK LTD.               SR GLBL 144A 36  | 2036-04-16      | 5.1850%  | 0.0000% | $963000.00         | $965362.43         | Corporate Debt Securities |
| NATWEST GROUP PLC              LW TIER II 47    | 2047-03-03      | 5.9080%  | 0.0000% | $380000.00         | $377018.35         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.511%102032  | 2032-10-20      | 2.5110%  | 0.0000% | $30000.00          | $26636.71          | Corporate Debt Securities |
| SOLVENTUM CORP                 SR GLBL NT5.9%54 | 2054-04-30      | 5.9000%  | 0.0000% | $20000.00          | $19808.46          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.654%101830  | 2030-10-18      | 4.6540%  | 0.0000% | $1000.00           | $1000.76           | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.15%012429   | 2029-01-24      | 4.1500%  | 0.0000% | $582000.00         | $586044.74         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT5.5%54 | 2054-02-23      | 5.5000%  | 0.0000% | $34000.00          | $32948.61          | Corporate Debt Securities |
| WESTLAKE CORPORATION           SR GLBL NT 35    | 2035-11-15      | 5.5500%  | 0.0000% | $480000.00         | $478789.60         | Corporate Debt Securities |
| WELLS FARGO & CO               VR 052026-052029 | 2029-05-20      | 4.3579%  | 0.0000% | $200000.00         | $200147.06         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 45    | 2045-11-30      | 5.7500%  | 0.0000% | $110000.00         | $111521.15         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 4%50  | 2050-03-22      | 4.0000%  | 0.0000% | $62000.00          | $48006.26          | Corporate Debt Securities |
| VERTIV HOLDINGS CO             SR GLBL NT 46    | 2046-03-15      | 5.6500%  | 0.0000% | $906000.00         | $893983.92         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.078%091529  | 2029-09-15      | 4.0780%  | 0.0000% | $8000.00           | $7971.14           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30 | 2030-02-07      | 2.6000%  | 0.0000% | $12000.00          | $11273.99          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR NT 4.125%46   | 2046-08-15      | 4.1250%  | 0.0000% | $399000.00         | $325091.90         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.211%120335  | 2035-12-03      | 5.2110%  | 0.0000% | $226000.00         | $231814.08         | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012425-012428 | 2028-01-24      | 4.4138%  | 0.0000% | $250000.00         | $251432.97         | Corporate Debt Securities |
| INTEL CORP                     SR NT 4.25%42    | 2042-12-15      | 4.2500%  | 0.0000% | $2000.00           | $1696.66           | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.7%46 | 2046-02-19      | 4.7000%  | 0.0000% | $2615000.00        | $2278882.43        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $130000.00         | $117245.39         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 41   | 2041-01-28      | 5.6050%  | 0.0000% | $2974000.00        | $2964629.01        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $3899000.00        | $2887468.78        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT4.5%42 | 2042-03-15      | 4.5000%  | 0.0000% | $1455000.00        | $1253715.30        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.4%061446    | 2046-06-14      | 4.4000%  | 0.0000% | $20000.00          | $16679.33          | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012326-012330 | 2030-01-23      | 4.3738%  | 0.0000% | $465000.00         | $466211.20         | Corporate Debt Securities |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30    | 2030-09-15      | 1.7500%  | 0.0000% | $10426000.00       | $9267955.22        | Corporate Debt Securities |
| UBS GROUP AG                   SR 144A NT 27    | 2027-08-05      | 4.7030%  | 0.0000% | $265000.00         | $268999.60         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.52%28  | 2028-01-13      | 5.5200%  | 0.0000% | $208000.00         | $215960.85         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26 | 2026-11-16      | 3.5000%  | 0.0000% | $336000.00         | $335534.27         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 4%42  | 2042-06-20      | 4.0000%  | 0.0000% | $500000.00         | $418038.33         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 32    | 2032-09-15      | 1.8500%  | 0.0000% | $98000.00          | $83182.67          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50 | 2050-08-01      | 3.5000%  | 0.0000% | $22000.00          | $14918.03          | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.25%44  | 2044-02-05      | 5.2500%  | 0.0000% | $615000.00         | $582992.32         | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37 | 2037-04-15      | 5.5000%  | 0.0000% | $417000.00         | $422426.10         | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34    | 2034-04-03      | 5.4380%  | 0.0000% | $5391000.00        | $5507818.18        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.625%090129  | 2029-09-01      | 2.6250%  | 0.0000% | $5000.00           | $4766.08           | Corporate Debt Securities |
| NATWEST MKTS PLC US MEDIUM     VR 092921-092926 | 2026-09-29      | 4.3969%  | 0.0000% | $1373000.00        | $1385101.48        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT5.5%53 | 2053-03-15      | 5.5000%  | 0.0000% | $5000.00           | $4521.73           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 29 | 2029-01-24      | 4.4338%  | 0.0000% | $24000.00          | $24188.67          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-04-23      | 4.0050%  | 0.0000% | $20000.00          | $19893.30          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 4.81%36    | 2036-10-22      | 4.8100%  | 0.0000% | $816000.00         | $795211.27         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 30    | 2030-03-04      | 5.5460%  | 0.0000% | $268000.00         | $277030.19         | Corporate Debt Securities |
| KEYCORP                        FR 5.305%012837  | 2037-01-28      | 5.3050%  | 0.0000% | $32000.00          | $32032.02          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-07-24      | 4.0320%  | 0.0000% | $10510000.00       | $8551987.00        | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT39 | 2039-06-15      | 5.1250%  | 0.0000% | $123000.00         | $119304.74         | Corporate Debt Securities |
| HELMERICH & PAYNE INC          SR GLBL NT5.5%34 | 2034-12-01      | 5.5000%  | 0.0000% | $2268000.00        | $2307087.72        | Corporate Debt Securities |
| HUNTINGTON NATIONAL BANK MARYL SR NT 4.552%28   | 2028-05-17      | 4.5520%  | 0.0000% | $3000000.00        | $3006172.00        | Corporate Debt Securities |
| NOMURA HLDGS INC               SR GLBL NT 30    | 2030-01-16      | 3.1030%  | 0.0000% | $600000.00         | $571802.32         | Corporate Debt Securities |
| TAMPA ELEC CO                  SR GLBL NT 44    | 2044-05-15      | 4.3500%  | 0.0000% | $671000.00         | $565848.71         | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $483000.00         | $495883.22         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $141000.00         | $92727.55          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $127000.00         | $127872.91         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 5%012144      | 2044-01-21      | 5.0000%  | 0.0000% | $100000.00         | $95795.78          | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 55    | 2055-05-19      | 6.6250%  | 0.0000% | $2855000.00        | $2826165.29        | Corporate Debt Securities |
| BPCE                           FR 6.915%011446  | 2046-01-14      | 6.9150%  | 0.0000% | $3045000.00        | $3234585.51        | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.299%072132  | 2032-07-21      | 2.2990%  | 0.0000% | $569000.00         | $507561.78         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 4.376%042728  | 2028-04-27      | 4.3760%  | 0.0000% | $149000.00         | $149497.63         | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 49    | 2049-11-21      | 4.2500%  | 0.0000% | $114000.00         | $93231.99          | Corporate Debt Securities |
| ABBVIE INC                     SR NT 4.7%45     | 2045-05-14      | 4.7000%  | 0.0000% | $5160000.00        | $4612515.40        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.96%012337   | 2037-01-23      | 4.9600%  | 0.0000% | $368000.00         | $365376.16         | Corporate Debt Securities |
| VERISIGN INC                   SR GLBL NT2.7%31 | 2031-06-15      | 2.7000%  | 0.0000% | $2916000.00        | $2668402.44        | Corporate Debt Securities |
| ENBRIDGE INC                   FR 4.85%032731   | 2031-03-27      | 4.8500%  | 0.0000% | $2255000.00        | $2279969.11        | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 6.45%111555   | 2055-11-15      | 6.4500%  | 0.0000% | $151000.00         | $148055.25         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 39    | 2039-01-24      | 3.8780%  | 0.0000% | $61000.00          | $53712.65          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $67000.00          | $72906.05          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%31 | 2031-01-15      | 4.8000%  | 0.0000% | $548000.00         | $552119.13         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 32    | 2032-05-01      | 2.5610%  | 0.0000% | $7000.00           | $6305.19           | Corporate Debt Securities |
| CHENIERE ENERGY INC            SR GLBL 144A 56  | 2056-07-30      | 6.0000%  | 0.0000% | $725000.00         | $732167.83         | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34   | 2034-03-15      | 5.9000%  | 0.0000% | $6561000.00        | $6998276.07        | Corporate Debt Securities |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL -2027 27 | 2027-11-29      | 6.5500%  | 0.0000% | $766000.00         | $786659.02         | Corporate Debt Securities |
| BNP PARIBAS                    FR 3.052%011331  | 2031-01-13      | 3.0520%  | 0.0000% | $2390000.00        | $2272674.37        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29  | 2029-10-01      | 5.3000%  | 0.0000% | $3156000.00        | $3245342.85        | Corporate Debt Securities |
| CANADIAN NATL RY CO            3.65%48          | 2048-02-03      | 3.6500%  | 0.0000% | $254000.00         | $194168.04         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           ALT TIER I PERP  | 2500-12-31      | 6.7090%  | 0.0000% | $359000.00         | $365383.68         | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.572%102032  | 2032-10-20      | 2.5720%  | 0.0000% | $2000.00           | $1787.89           | Corporate Debt Securities |
| BANK OF AMER CORP              FR 6.204%111028  | 2028-11-10      | 6.2040%  | 0.0000% | $1311000.00        | $1347530.14        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.85%020130   | 2030-02-01      | 4.8500%  | 0.0000% | $41000.00          | $41991.68          | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 012725-012729 | 2029-01-27      | 4.4937%  | 0.0000% | $18000.00          | $18129.72          | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 50    | 2050-02-01      | 3.7500%  | 0.0000% | $575000.00         | $426179.46         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           VR 091525-091528 | 2028-09-15      | 4.3983%  | 0.0000% | $380000.00         | $384006.70         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           GLBL NT 2.15%31  | 2031-08-01      | 2.1500%  | 0.0000% | $27000.00          | $24049.36          | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 50    | 2050-05-01      | 3.1500%  | 0.0000% | $2359000.00        | $1531156.13        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 44    | 2044-03-09      | 6.3320%  | 0.0000% | $1500000.00        | $1626151.67        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            4.203%29         | 2029-07-23      | 4.2030%  | 0.0000% | $119000.00         | $119850.91         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-06-01      | 2.0690%  | 0.0000% | $3000.00           | $2888.85           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-01-23      | 5.0400%  | 0.0000% | $703000.00         | $718648.78         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-11-19      | 1.7640%  | 0.0000% | $28000.00          | $24655.12          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL NT 31   | 2031-05-13      | 2.9560%  | 0.0000% | $40000.00          | $37442.95          | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT35 | 2035-01-25      | 6.2500%  | 0.0000% | $815000.00         | $878128.09         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%46  | 2046-07-15      | 4.0000%  | 0.0000% | $562000.00         | $394332.30         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 55    | 2055-05-15      | 4.3750%  | 0.0000% | $414000.00         | $281922.16         | Corporate Debt Securities |
| FLEX LTD                       SR GLBL NT 30    | 2030-05-12      | 4.8750%  | 0.0000% | $4951000.00        | $4943336.26        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36    | 2036-04-24      | 5.6150%  | 0.0000% | $10987000.00       | $11342748.38       | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT4.2%33 | 2033-02-01      | 4.2000%  | 0.0000% | $2724000.00        | $2629713.28        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025D 55 | 2055-09-15      | 6.2000%  | 0.0000% | $17000.00          | $16979.34          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 35    | 2035-08-19      | 5.2500%  | 0.0000% | $1089000.00        | $1106296.95        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.133%101829  | 2029-10-18      | 4.1330%  | 0.0000% | $127000.00         | $126054.74         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.239%072132  | 2032-07-21      | 2.2390%  | 0.0000% | $152000.00         | $134717.74         | Corporate Debt Securities |
| 3M CO                          SR GLBL NT 49    | 2049-08-26      | 3.2500%  | 0.0000% | $168000.00         | $117189.38         | Corporate Debt Securities |
| 3M CO                          FR 5.7%031537    | 2037-03-15      | 5.7000%  | 0.0000% | $2390000.00        | $2515012.93        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 121724-121729 | 2029-12-17      | 4.6688%  | 0.0000% | $250000.00         | $254689.05         | Corporate Debt Securities |
| SOUTHERN COPPER CORP           SR GLBL NT 45    | 2045-04-23      | 5.8750%  | 0.0000% | $5000.00           | $5059.52           | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.5%53 | 2053-09-15      | 3.5000%  | 0.0000% | $1894000.00        | $1260257.08        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 031324-031227 | 2027-03-12      | 4.4088%  | 0.0000% | $4763000.00        | $4812362.15        | Corporate Debt Securities |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT | 2500-12-31      | 5.1000%  | 0.0000% | $1018.00           | $998.89            | Corporate Debt Securities |
| BANK OF AMER CORP              VR 012425-012431 | 2031-01-24      | 4.6435%  | 0.0000% | $5000.00           | $5038.11           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 36    | 2036-09-11      | 5.1970%  | 0.0000% | $16000.00          | $15742.40          | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT3.1%51 | 2051-12-01      | 3.1000%  | 0.0000% | $565000.00         | $356355.54         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49    | 2049-01-23      | 5.5500%  | 0.0000% | $620000.00         | $621695.70         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-01-10      | 3.8870%  | 0.0000% | $5850000.00        | $5918551.11        | Corporate Debt Securities |
| BAC CAP TR XIII                PERP JR SB       | 2500-12-31      | 4.3356%  | 0.0000% | $163000.00         | $123432.16         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 4.35%092231   | 2031-09-22      | 4.3500%  | 0.0000% | $4000.00           | $3970.54           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2079-12-31      | 6.5783%  | 0.0000% | $1464000.00        | $1465227.34        | Corporate Debt Securities |
| BANK OF AMER CORP              VR 020422-020428 | 2028-02-04      | 4.6824%  | 0.0000% | $3500000.00        | $3523002.31        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT4.6%30 | 2030-07-15      | 4.6000%  | 0.0000% | $215000.00         | $218483.48         | Corporate Debt Securities |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526 | 2026-07-05      | 4.9256%  | 0.0000% | $405000.00         | $408361.02         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-11-05      | 2.9760%  | 0.0000% | $71000.00          | $67237.99          | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 4%011033      | 2033-01-10      | 4.0000%  | 0.0000% | $18725000.00       | $18715907.97       | Corporate Debt Securities |
| BANK OF AMER CORP              FR 3.311%042242  | 2042-04-22      | 3.3110%  | 0.0000% | $1354000.00        | $1050518.46        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 8%032139      | 2039-03-21      | 11.1362% | 0.0000% | $68000.00          | $59569.36          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-12-05      | 4.4520%  | 0.0000% | $63000.00          | $64097.96          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-01-24      | 5.5020%  | 0.0000% | $25000.00          | $26048.35          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT49 | 2049-06-15      | 5.2500%  | 0.0000% | $139000.00         | $127248.48         | Corporate Debt Securities |
| FARM CR BK TEX                 PERP SB-B 6 NT7% | 2500-12-31      | 7.0000%  | 0.0000% | $431000.00         | $447890.41         | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.597%012732  | 2032-01-27      | 4.5970%  | 0.0000% | $119000.00         | $119390.17         | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -J NT  | 2500-12-31      | 6.7000%  | 0.0000% | $12000.00          | $12497.43          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT4.5%32 | 2032-10-15      | 4.5000%  | 0.0000% | $134000.00         | $131881.46         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 29    | 2029-06-15      | 4.3500%  | 0.0000% | $37000.00          | $37790.42          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.943%012133  | 2033-01-21      | 2.9430%  | 0.0000% | $198000.00         | $180339.19         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.238%010930  | 2030-01-09      | 4.2380%  | 0.0000% | $231000.00         | $231846.88         | Corporate Debt Securities |
| NRG ENERGY INC                 1LIEN GLBL 29    | 2029-06-15      | 4.4500%  | 0.0000% | $4990000.00        | $5016008.99        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 2.35%010827   | 2027-01-08      | 2.3500%  | 0.0000% | $2590000.00        | $2585037.99        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090825-030827 | 2027-03-08      | 4.3697%  | 0.0000% | $196000.00         | $198271.32         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 6%65  | 2065-11-30      | 6.0000%  | 0.0000% | $78000.00          | $79109.42          | Corporate Debt Securities |
| VALLEY NATL BANCORP            SUB NT 6.219%36  | 2036-06-01      | 6.2190%  | 0.0000% | $5015000.00        | $5020923.97        | Corporate Debt Securities |
| USB CAPITAL IX                 PERP JR SB GLBL  | 2079-12-31      | 4.9547%  | 0.0000% | $35000.00          | $27624.30          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.2%26 | 2026-10-21      | 3.2000%  | 0.0000% | $1578000.00        | $1577002.35        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 45 | 2045-09-01      | 5.5800%  | 0.0000% | $10000.00          | $9786.40           | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 54    | 2054-04-01      | 6.2500%  | 0.0000% | $929000.00         | $886237.61         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.4%41 | 2041-02-04      | 3.4000%  | 0.0000% | $23000.00          | $17736.48          | Corporate Debt Securities |
| AMERICAN NEWS HOLDINGS LLC     SR SEC GLBL 27   | 2027-09-01      | 8.5000%  | 0.0000% | $499893.00         | $578390.09         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.404%090828  | 2028-09-08      | 4.4040%  | 0.0000% | $9362000.00        | $9451116.88        | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           VR 060523-060526 | 2026-06-05      | 4.9712%  | 0.0000% | $200000.00         | $202388.67         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL50 | 2050-05-01      | 5.8050%  | 0.0000% | $94000.00          | $93309.57          | Corporate Debt Securities |
| BANK OF AMER CORP              FR 2.972%020433  | 2033-02-04      | 2.9720%  | 0.0000% | $1431000.00        | $1306852.01        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 5.25%41    | 2041-11-15      | 5.2500%  | 0.0000% | $116000.00         | $105135.63         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL G STP 36 | 2036-05-27      | 3.0000%  | 0.0000% | $35000.00          | $28917.58          | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR GLBL 144A 36  | 2036-04-22      | 5.2500%  | 0.0000% | $3628000.00        | $3589890.88        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-03-20      | 3.9800%  | 0.0000% | $8000.00           | $7913.75           | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 50    | 2050-05-15      | 5.2500%  | 0.0000% | $995000.00         | $917839.41         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.7%34 | 2034-09-15      | 5.7000%  | 0.0000% | $5538000.00        | $5738900.18        | Corporate Debt Securities |
| INTUIT                         SR GLBL NT5.5%53 | 2053-09-15      | 5.5000%  | 0.0000% | $96000.00          | $87408.53          | Corporate Debt Securities |
| INTERNATIONAL PAPER CO         SR GLBL NT 6%41  | 2041-11-15      | 6.0000%  | 0.0000% | $25000.00          | $25449.58          | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT3.5%50 | 2050-11-15      | 3.5000%  | 0.0000% | $23000.00          | $16093.13          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB5.9%55 | 2055-03-15      | 5.9000%  | 0.0000% | $3000000.00        | $2995463.33        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL30 | 2030-02-01      | 4.0500%  | 0.0000% | $5009000.00        | $4930534.01        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 6%55  | 2055-03-15      | 6.0000%  | 0.0000% | $250000.00         | $253458.33         | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%36 | 2036-11-17      | 6.2000%  | 0.0000% | $49000.00          | $51015.70          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.087%29   | 2029-10-23      | 6.0870%  | 0.0000% | $372000.00         | $386655.68         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            FR 5%091936      | 2036-09-19      | 5.0000%  | 0.0000% | $25000.00          | $25084.58          | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26   | 2026-12-06      | 5.6250%  | 0.0000% | $29000.00          | $25601.56          | Corporate Debt Securities |
| RWE FINANCE US LLC             SR 144A NT 55    | 2055-09-18      | 5.8750%  | 0.0000% | $152000.00         | $147217.59         | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%40 | 2040-06-21      | 6.2000%  | 0.0000% | $19000.00          | $19583.51          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT6.2%34 | 2034-04-14      | 6.2000%  | 0.0000% | $1000.00           | $1037.30           | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT FXD/FLT 37 | 2037-12-28      | 5.5886%  | 0.0000% | $11000.00          | $9106.63           | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 36    | 2036-10-23      | 4.7840%  | 0.0000% | $5000.00           | $4886.62           | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            SR GLBL NT 6%36  | 2036-07-29      | 6.0000%  | 0.0000% | $7000.00           | $7135.31           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 3.913%011328  | 2028-01-13      | 3.9130%  | 0.0000% | $195000.00         | $196334.28         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.042%071930  | 2030-07-19      | 5.0420%  | 0.0000% | $45000.00          | $46199.12          | Corporate Debt Securities |
| NATL BANK OF CANADA            FR 4.166%012029  | 2029-01-20      | 4.1660%  | 0.0000% | $250000.00         | $252539.54         | Corporate Debt Securities |
| RAYONIER L P                   GLBL NT 2.75%31  | 2031-05-17      | 2.7500%  | 0.0000% | $857000.00         | $771974.17         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 41    | 2041-11-19      | 2.5250%  | 0.0000% | $2000.00           | $1417.72           | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT51 | 2051-07-15      | 3.5000%  | 0.0000% | $124000.00         | $84504.48          | Corporate Debt Securities |
| HALLIBURTON CO                 SR GLBL NT 5%45  | 2045-11-15      | 5.0000%  | 0.0000% | $44000.00          | $39980.80          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.125%072726  | 2026-07-27      | 3.1250%  | 0.0000% | $530000.00         | $534907.95         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $7205000.00        | $4830039.87        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 071723-071726 | 2026-07-17      | 4.7159%  | 0.0000% | $4665000.00        | $4695963.18        | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 34  | 2034-01-12      | 5.9590%  | 0.0000% | $435000.00         | $464052.48         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53   | 2053-09-15      | 7.1250%  | 0.0000% | $20000.00          | $21043.52          | Corporate Debt Securities |
| TRUIST BK                      SR -I FLT NT 29  | 2029-01-27      | 4.2937%  | 0.0000% | $824000.00         | $826540.27         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.456%060832  | 2032-06-08      | 4.4560%  | 0.0000% | $36000.00          | $36173.02          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 091021-091026 | 2026-09-10      | 4.2301%  | 0.0000% | $509000.00         | $514213.79         | Corporate Debt Securities |
| US BANCORP                     FR 5.033%012637  | 2037-01-26      | 5.0330%  | 0.0000% | $10000.00          | $10006.06          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 5%061548      | 2048-06-15      | 5.0000%  | 0.0000% | $10000.00          | $8793.28           | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL NT 27    | 2027-11-15      | 3.1500%  | 0.0000% | $9776000.00        | $9644659.44        | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27  | 2027-10-31      | 13.0000% | 0.0000% | $7398380.00        | $9174813.24        | Corporate Debt Securities |
| UNION PAC CORP                 GLBL 144A NT 60  | 2060-03-20      | 3.8390%  | 0.0000% | $34000.00          | $24735.27          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.611%042553  | 2053-04-25      | 4.6110%  | 0.0000% | $150000.00         | $126846.72         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.8%54 | 2054-11-15      | 5.8000%  | 0.0000% | $126000.00         | $123589.06         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29    | 2029-03-20      | 5.4730%  | 0.0000% | $11000.00          | $11244.75          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.3%012745    | 2045-01-27      | 4.3000%  | 0.0000% | $6000.00           | $5140.39           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 32    | 2032-01-15      | 4.4940%  | 0.0000% | $270000.00         | $270377.37         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 1.512%072027  | 2027-07-20      | 1.5120%  | 0.0000% | $2550000.00        | $2553513.90        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $40000.00          | $41718.33          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 50    | 2050-11-20      | 2.8750%  | 0.0000% | $1110000.00        | $685024.01         | Corporate Debt Securities |
| STANDARD CHARTERED PLC         SR GLBL 144A 37  | 2037-01-13      | 5.2430%  | 0.0000% | $200000.00         | $199959.38         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.475%012128  | 2028-01-21      | 2.4750%  | 0.0000% | $30000.00          | $29906.40          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54 | 2054-04-15      | 5.7500%  | 0.0000% | $89000.00          | $83056.38          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 43    | 2043-02-24      | 3.4360%  | 0.0000% | $10000.00          | $7738.87           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 38    | 2038-10-31      | 4.0170%  | 0.0000% | $1322000.00        | $1163447.14        | Corporate Debt Securities |
| DEUTSCHE BK AG                 SNR PREF GLBL 30 | 2030-01-17      | 5.0500%  | 0.0000% | $30000.00          | $30183.80          | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT 31    | 2031-01-15      | 4.7500%  | 0.0000% | $5476000.00        | $5532624.88        | Corporate Debt Securities |
| ECOLAB INC                     GLBL NT 2.125%32 | 2032-02-01      | 2.1250%  | 0.0000% | $714000.00         | $630879.89         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             FR 6%100739      | 2039-10-07      | 6.0000%  | 0.0000% | $1270000.00        | $1304882.67        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $542000.00         | $606046.03         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 33    | 2033-05-24      | 4.9100%  | 0.0000% | $1156000.00        | $1152534.25        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-02-24      | 3.0700%  | 0.0000% | $1097000.00        | $1095377.96        | Corporate Debt Securities |
| CITIGROUP INC                  FR 5%093044      | 2044-09-30      | 5.0000%  | 0.0000% | $25000.00          | $22967.61          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.245%31 | 2031-01-13      | 5.2450%  | 0.0000% | $13000.00          | $13485.87          | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.986%28 | 2028-10-03      | 5.9860%  | 0.0000% | $155000.00         | $161488.54         | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54 | 2054-12-15      | 6.0000%  | 0.0000% | $135000.00         | $134649.45         | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 32    | 2032-02-24      | 4.5210%  | 0.0000% | $349000.00         | $345743.98         | Corporate Debt Securities |
| BANK OF AMER CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $50000.00          | $51884.64          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $828000.00         | $692229.16         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 081425-081327 | 2027-08-13      | 4.3634%  | 0.0000% | $249000.00         | $249777.77         | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL NT 26    | 2026-06-15      | 3.2500%  | 0.0000% | $76000.00          | $77086.46          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 6.2%56   | 2056-10-30      | 6.2000%  | 0.0000% | $15000.00          | $15132.22          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 46    | 2046-05-15      | 4.7500%  | 0.0000% | $2000.00           | $1700.45           | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           FR 5.511%060431  | 2031-06-04      | 5.5110%  | 0.0000% | $9000.00           | $9558.27           | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.834%102533  | 2033-10-25      | 5.8340%  | 0.0000% | $5000.00           | $5297.30           | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -H NT 50 | 2050-01-15      | 3.4500%  | 0.0000% | $10000.00          | $6951.82           | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.3%52   | 2052-02-01      | 3.3000%  | 0.0000% | $5000.00           | $3243.78           | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 56    | 2056-08-15      | 6.0500%  | 0.0000% | $768000.00         | $770847.57         | Corporate Debt Securities |
| JBS NV / JBS USA FOOD CO       SR 144A NT 37    | 2037-03-10      | 5.6250%  | 0.0000% | $219000.00         | $218861.48         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31    | 2031-03-20      | 5.7410%  | 0.0000% | $2000.00           | $2069.37           | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 66    | 2066-05-17      | 6.2681%  | 0.0000% | $10000.00          | $8491.39           | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53 | 2053-04-01      | 6.7000%  | 0.0000% | $5000.00           | $5273.67           | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $11000.00          | $7197.23           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 5.45%080129   | 2029-08-01      | 5.4500%  | 0.0000% | $5000.00           | $5221.32           | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 49    | 2049-02-14      | 5.9500%  | 0.0000% | $128000.00         | $127775.25         | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 37    | 2037-02-24      | 5.2070%  | 0.0000% | $2690000.00        | $2651238.97        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 102324-102227 | 2027-10-22      | 4.3538%  | 0.0000% | $1885000.00        | $1893431.35        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.1%43   | 2043-02-01      | 3.1000%  | 0.0000% | $10000.00          | $7317.71           | Corporate Debt Securities |
| EOG RES INC                    SR GLBL NT 55    | 2055-07-15      | 5.9500%  | 0.0000% | $5000.00           | $5228.59           | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 45    | 2045-12-15      | 6.1250%  | 0.0000% | $5000000.00        | $5099463.89        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 6.1%53   | 2053-09-15      | 6.1000%  | 0.0000% | $20000.00          | $20529.38          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 50    | 2050-02-21      | 3.3750%  | 0.0000% | $100000.00         | $71356.75          | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 37    | 2037-02-01      | 5.9500%  | 0.0000% | $35000.00          | $37859.60          | Corporate Debt Securities |
| ALTICE FRANCE LUX 3            SR 144A NT 10%33 | 2033-01-15      | 10.0000% | 0.0000% | $108.00            | $109.45            | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.55%070927   | 2027-07-09      | 4.5500%  | 0.0000% | $5625000.00        | $5732856.25        | Corporate Debt Securities |
| MCCLATCHY MEDIA CO LLC         SR SEC GLBL 31   | 2031-12-01      | 11.0000% | 0.0000% | $500000.00         | $587194.44         | Corporate Debt Securities |
| CVS HEALTH CORP                4.78%38          | 2038-03-25      | 4.7800%  | 0.0000% | $352000.00         | $330995.38         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 45    | 2045-07-20      | 5.1250%  | 0.0000% | $82000.00          | $75128.78          | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 39  | 2039-03-01      | 8.3750%  | 0.0000% | $1603000.00        | $1829924.24        | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 39    | 2039-01-25      | 5.4760%  | 0.0000% | $5225000.00        | $5221613.04        | Corporate Debt Securities |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT 29    | 2029-03-10      | 4.5500%  | 0.0000% | $986000.00         | $989662.72         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 35    | 2035-01-22      | 5.6760%  | 0.0000% | $949000.00         | $997876.98         | Corporate Debt Securities |
| PPL CAP FDG INC                JR SB GLBL 67    | 2067-03-30      | 6.6274%  | 0.0000% | $19000.00          | $19160.66          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-07-22      | 4.9790%  | 0.0000% | $1165000.00        | $1192849.10        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-02-04      | 1.9530%  | 0.0000% | $199000.00         | $176542.60         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33    | 2033-01-25      | 2.9630%  | 0.0000% | $71000.00          | $65135.82          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.5%071526    | 2026-07-15      | 4.5000%  | 0.0000% | $10000.00          | $9993.10           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | 0.0000% | $579000.00         | $546290.94         | Corporate Debt Securities |
| POSTMEDIA NETWORK INC          2LIEN PIK 144A27 | 2027-08-17      | 10.2500% | 0.0000% | $3591000.00        | $2991794.92        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-10-22      | 4.4938%  | 0.0000% | $100000.00         | $100883.98         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-07-25      | 4.8510%  | 0.0000% | $185000.00         | $188986.57         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $3000.00           | $3078.84           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 37    | 2037-04-23      | 5.1480%  | 0.0000% | $433000.00         | $431713.12         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.928%101535  | 2035-10-15      | 4.9280%  | 0.0000% | $2010000.00        | $1983996.85        | Corporate Debt Securities |
| UNION PAC CORP                 SR NT 3.6%37     | 2037-09-15      | 3.6000%  | 0.0000% | $2000.00           | $1771.54           | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 33  | 2033-04-01      | 6.2500%  | 0.0000% | $2000.00           | $2008.62           | Corporate Debt Securities |
| TRUIST FINL CORP               FR 1.887%060729  | 2029-06-07      | 1.8870%  | 0.0000% | $44000.00          | $42127.61          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.587%011836  | 2036-01-18      | 5.5870%  | 0.0000% | $45000.00          | $46985.42          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.516%111955  | 2055-11-19      | 5.5160%  | 0.0000% | $940000.00         | $913183.89         | Corporate Debt Securities |
| ING GROEP N.V.                 FR 2.727%040132  | 2032-04-01      | 2.7270%  | 0.0000% | $316000.00         | $288120.43         | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54 | 2054-10-15      | 5.6000%  | 0.0000% | $4626000.00        | $4292624.74        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT5.6%54 | 2054-02-21      | 5.6000%  | 0.0000% | $5000000.00        | $4781872.22        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45     | 2045-07-15      | 5.2000%  | 0.0000% | $25000.00          | $22664.64          | Corporate Debt Securities |
| SYNOPSYS INC                   SR GLBL NT 35    | 2035-04-01      | 5.1500%  | 0.0000% | $1818000.00        | $1827121.31        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -I NT  | 2500-12-31      | 6.7000%  | 0.0000% | $4000.00           | $4165.61           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    GLBL FLT NT 26   | 2026-07-13      | 4.9346%  | 0.0000% | $3565000.00        | $3591922.45        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 37    | 2037-01-15      | 5.0460%  | 0.0000% | $367000.00         | $368226.64         | Corporate Debt Securities |
| VAR ENERGI ASA                 SR GLBL 144A 35  | 2035-05-22      | 6.5000%  | 0.0000% | $2473000.00        | $2621636.92        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.244%012431  | 2031-01-24      | 5.2440%  | 0.0000% | $299000.00         | $309282.11         | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 33  | 2033-08-05      | 4.9880%  | 0.0000% | $200000.00         | $201683.07         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.108%060827  | 2027-06-08      | 4.1080%  | 0.0000% | $1628000.00        | $1658155.44        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR NT 4.875%43   | 2043-11-15      | 4.8750%  | 0.0000% | $105000.00         | $95699.71          | Corporate Debt Securities |
| TRUIST FINL CORP               PERP SUB GLBL -Q | 2079-12-31      | 5.1000%  | 0.0000% | $12000.00          | $12113.60          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 1.95%060530   | 2030-06-05      | 1.9500%  | 0.0000% | $2000.00           | $1825.81           | Corporate Debt Securities |
| TRUIST FINL CORP               PERP -S NT 6.25% | 2500-12-31      | 6.2500%  | 0.0000% | $621000.00         | $620987.93         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $12000.00          | $12291.65          | Corporate Debt Securities |
| TRUIST FINL CORP               FR 4.68%042332   | 2032-04-23      | 4.6800%  | 0.0000% | $326000.00         | $323714.74         | Corporate Debt Securities |

### Security 661: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.650000%
- **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: ARP1I8F41, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I8F41
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? 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 CLBC1747 | 2046-01-01      | 3.5000%  | 0.0000% | $2860000.00        | $373338.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC9003 | 2046-11-01      | 3.0000%  | 0.0000% | $14800000.00       | $2751491.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA6095 | 2041-05-01      | 6.0000%  | 0.0000% | $345900.00         | $353138.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFA2742 | 2039-04-01      | 3.5000%  | 0.0000% | $25868172.00       | $21200068.63       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  | 0.0000% | $774606.00         | $536206.35         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  | 0.0000% | $1350000.00        | $143535.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW0471 | 2037-05-01      | 2.5000%  | 0.0000% | $3075152.00        | $1873732.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5976 | 2055-08-01      | 5.5000%  | 0.0000% | $2661625.00        | $2369826.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  | 0.0000% | $1224000.00        | $784035.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  | 0.0000% | $17067379.00       | $2228022.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1762 | 2055-07-01      | 6.0000%  | 0.0000% | $4675380.00        | $4268558.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBV1871 | 2040-06-01      | 5.0000%  | 0.0000% | $1606061.00        | $1570529.93        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  | 0.0000% | $1526118.00        | $1257806.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  | 0.0000% | $109164.00         | $94106.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $3941296.00        | $2696114.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5199 | 2052-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $728290.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $325000.00         | $164269.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $113000.00         | $76854.16          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3814 | 2055-08-01      | 6.0000%  | 0.0000% | $33874950.00       | $31145423.08       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $184000.00         | $126274.53         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4284 | 2031-03-01      | 1.5000%  | 0.0000% | $22250600.00       | $6645508.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAI5189 | 2041-08-01      | 5.0000%  | 0.0000% | $412435.00         | $5491.47           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ3201 | 2042-11-01      | 3.5000%  | 0.0000% | $3025000.00        | $260313.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8173 | 2054-03-01      | 6.5000%  | 0.0000% | $44100000.00       | $33520270.17       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9616 | 2056-04-01      | 5.0000%  | 0.0000% | $1398303.00        | $1387698.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD2299 | 2046-07-01      | 3.0000%  | 0.0000% | $105000.00         | $26582.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9148 | 2043-04-01      | 3.5000%  | 0.0000% | $12706568.00       | $1122416.74        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA5850 | 2053-12-01      | 4.0000%  | 0.0000% | $46584427.00       | $44095146.73       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  | 0.0000% | $586987.00         | $258793.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC2457 | 2046-02-01      | 4.0000%  | 0.0000% | $10979000.00       | $2534417.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF7270 | 2041-02-01      | 4.0000%  | 0.0000% | $2991987.00        | $2871273.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2638 | 2056-03-01      | 5.0000%  | 0.0000% | $2553530.00        | $2504596.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7691 | 2054-08-01      | 5.5000%  | 0.0000% | $28136000.00       | $25087831.70       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5821 | 2045-09-01      | 3.5000%  | 0.0000% | $132607226.00      | $31142857.97       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7800 | 2054-01-01      | 6.5000%  | 0.0000% | $98197313.00       | $67546966.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL256349 | 2036-07-01      | 6.0000%  | 0.0000% | $2474060.00        | $9603.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4440 | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $5793508.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDG6845 | 2041-04-01      | 6.5000%  | 0.0000% | $1002445.00        | $1044611.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG7651 | 2056-04-01      | 6.5000%  | 0.0000% | $1761010.00        | $1846286.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7294 | 2044-05-01      | 5.5000%  | 0.0000% | $100000.00         | $74038.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG6290 | 2056-05-01      | 6.0000%  | 0.0000% | $1655574.00        | $1725556.22        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2838 | 2052-09-01      | 2.5000%  | 0.0000% | $9189674.00        | $7423982.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3829 | 2034-11-01      | 3.5000%  | 0.0000% | $5865000.00        | $718444.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $1234430.00        | $861758.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $16512710.00       | $9328376.54        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5963 | 2055-12-01      | 7.5000%  | 0.0000% | $212765.00         | $228949.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $19395387.00       | $5742830.25        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $10000.00          | $3359.44           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $1032092.00        | $761324.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $125000.00         | $83436.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7592 | 2050-03-01      | 3.5000%  | 0.0000% | $3000.00           | $939.39            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2116 | 2052-06-01      | 4.5000%  | 0.0000% | $480000.00         | $335643.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1239 | 2051-12-01      | 3.5000%  | 0.0000% | $4700000.00        | $2905849.60        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2866 | 2042-11-01      | 3.5000%  | 0.0000% | $1945000.00        | $242762.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  | 0.0000% | $17957186.00       | $516325.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL805384 | 2035-01-01      | 5.5000%  | 0.0000% | $100000.00         | $795.10            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2315 | 2055-10-01      | 5.5000%  | 0.0000% | $16892740.00       | $15049646.92       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC0548 | 2054-07-01      | 7.0000%  | 0.0000% | $100000.00         | $55895.71          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0851 | 2040-10-01      | 6.0000%  | 0.0000% | $695000.00         | $12230.13          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD6024 | 2055-03-01      | 7.5000%  | 0.0000% | $89327.00          | $54831.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2134 | 2055-07-01      | 6.0000%  | 0.0000% | $1579049.00        | $1607867.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD8716 | 2040-06-01      | 5.0000%  | 0.0000% | $400000.00         | $37315.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0000 | 2054-09-01      | 6.0000%  | 0.0000% | $50000.00          | $40028.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5980 | 2041-02-01      | 6.0000%  | 0.0000% | $3367307.00        | $3213974.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5835 | 2045-08-01      | 6.0000%  | 0.0000% | $12274174.00       | $10895907.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH1032 | 2056-05-01      | 5.5000%  | 0.0000% | $4643770.00        | $4703701.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH1051 | 2056-05-01      | 5.5000%  | 0.0000% | $9703775.00        | $9842614.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8311 | 2054-04-01      | 4.5000%  | 0.0000% | $772866.00         | $699921.03         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9024 | 2054-08-01      | 6.5000%  | 0.0000% | $3363200.00        | $2606357.28        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1526 | 2056-02-01      | 4.5000%  | 0.0000% | $673953.00         | $646433.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | 0.0000% | $75000.00          | $42030.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2508 | 2047-07-01      | 5.0000%  | 0.0000% | $6730118.00        | $3866492.85        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDG3599 | 2056-04-01      | 4.0000%  | 0.0000% | $2023014.00        | $1900834.29        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5380 | 2051-05-01      | 2.0000%  | 0.0000% | $25000.00          | $16144.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6000 | 2050-05-01      | 4.5000%  | 0.0000% | $2600000.00        | $1873786.74        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1885 | 2052-02-01      | 2.5000%  | 0.0000% | $4920621.00        | $3318512.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5436 | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $357446.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1280 | 2051-08-01      | 2.5000%  | 0.0000% | $76587.00          | $43302.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7166 | 2056-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $962405.00         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $1777177.00        | $933883.61         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3315 | 2028-03-01      | 3.0000%  | 0.0000% | $2395647.00        | $92601.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6272 | 2056-05-01      | 5.5000%  | 0.0000% | $2790576.00        | $2853706.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8203 | 2051-07-01      | 2.5000%  | 0.0000% | $1904997.00        | $1193731.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM8922 | 2050-09-01      | 4.5000%  | 0.0000% | $229000.00         | $97132.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $159000.00         | $100165.54         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4354 | 2051-06-01      | 1.5000%  | 0.0000% | $93243.00          | $53627.60          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4094 | 2040-08-01      | 2.5000%  | 0.0000% | $1000000.00        | $347484.22         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4111 | 2035-08-01      | 1.5000%  | 0.0000% | $485441.00         | $176041.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $37000.00          | $4734.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $163138.00         | $14683.08          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $45482206.00       | $38142666.67       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA9438 | 2036-03-01      | 2.0000%  | 0.0000% | $76815.00          | $37489.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0903 | 2043-07-01      | 3.5000%  | 0.0000% | $453272.00         | $254973.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0616 | 2031-01-01      | 4.0000%  | 0.0000% | $34000.00          | $808.59            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2740 | 2026-09-01      | 2.5000%  | 0.0000% | $130047350.00      | $423668.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $9784386.00        | $1204542.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $1777012.00        | $1020438.78        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5977 | 2051-02-01      | 1.5000%  | 0.0000% | $405024.00         | $238769.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1514 | 2049-09-01      | 3.0000%  | 0.0000% | $453064.00         | $181407.01         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0275 | 2055-04-01      | 6.5000%  | 0.0000% | $17801886.00       | $16725760.25       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6953 | 2053-02-01      | 4.0000%  | 0.0000% | $6000000.00        | $4695028.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  | 0.0000% | $30000.00          | $27679.84          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  | 0.0000% | $19585197.00       | $17105566.22       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  | 0.0000% | $9521420.00        | $5250436.96        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1332 | 2052-03-01      | 3.5000%  | 0.0000% | $807091.00         | $489352.62         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT4434 | 2052-02-01      | 2.0000%  | 0.0000% | $1275400.00        | $627455.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL844342 | 2035-11-01      | 5.5000%  | 0.0000% | $475000.00         | $2217.15           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH2690 | 2056-06-01      | 6.5000%  | 0.0000% | $5850167.00        | $6176597.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $138639.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH1580 | 2056-06-01      | 6.0000%  | 0.0000% | $3059306.00        | $3175931.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBT3908 | 2040-03-01      | 5.0000%  | 0.0000% | $1198138.00        | $824487.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2494 | 2052-06-01      | 3.0000%  | 0.0000% | $22847491.00       | $18808389.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5108 | 2054-11-01      | 6.0000%  | 0.0000% | $1230000.00        | $1205569.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4313 | 2052-08-01      | 4.5000%  | 0.0000% | $63076512.00       | $46056199.50       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF6164 | 2056-02-01      | 7.0000%  | 0.0000% | $1552050.00        | $1645686.68        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  | 0.0000% | $101371384.00      | $75894940.29       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4199 | 2053-07-01      | 6.5000%  | 0.0000% | $2771500.00        | $457704.24         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  | 0.0000% | $200000.00         | $121231.94         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5823 | 2054-06-01      | 6.5000%  | 0.0000% | $216000.00         | $167377.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW1280 | 2037-10-01      | 2.5000%  | 0.0000% | $974134.00         | $666828.19         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8221 | 2040-04-01      | 5.0000%  | 0.0000% | $2340502.00        | $1932344.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1799 | 2055-06-01      | 6.0000%  | 0.0000% | $1760679.00        | $1815836.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9067 | 2055-09-01      | 5.5000%  | 0.0000% | $1339750.00        | $1010951.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $14840929.00       | $9755359.85        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1469 | 2036-08-01      | 2.0000%  | 0.0000% | $1500000.00        | $728201.10         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2686 | 2052-01-01      | 3.5000%  | 0.0000% | $1726805.00        | $1079095.69        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL323377 | 2028-09-01      | 8.0000%  | 0.0000% | $99804662.00       | $530.82            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257203 | 2028-05-01      | 5.0000%  | 0.0000% | $27924676.00       | $53438.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV0662 | 2043-12-01      | 4.0000%  | 0.0000% | $7000.00           | $545.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ5684 | 2045-07-01      | 3.5000%  | 0.0000% | $44311.00          | $9357.87           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0297 | 2054-07-01      | 6.5000%  | 0.0000% | $1511643.00        | $1563277.29        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  | 0.0000% | $1120000.00        | $28906.97          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1165 | 2055-06-01      | 6.5000%  | 0.0000% | $1478488.00        | $1522281.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9317 | 2055-09-01      | 6.0000%  | 0.0000% | $7707803.00        | $7314039.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | 0.0000% | $130000.00         | $970.23            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9111 | 2040-06-01      | 5.5000%  | 0.0000% | $2094710.00        | $1909455.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBM7886 | 2052-01-01      | 3.5000%  | 0.0000% | $2330895.00        | $2070631.19        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  | 0.0000% | $97093.00          | $61560.52          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0309 | 2055-05-01      | 4.0000%  | 0.0000% | $10028853.00       | $9077721.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC0884 | 2046-05-01      | 3.0000%  | 0.0000% | $77236.00          | $22790.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3165 | 2055-10-01      | 5.5000%  | 0.0000% | $2556165.00        | $2576378.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BM7880 | 2059-01-01      | 3.0000%  | 0.0000% | $2193560.00        | $1825879.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3701 | 2037-05-01      | 2.5000%  | 0.0000% | $1859460.00        | $1095758.72        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $358000.00         | $223358.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2179 | 2040-06-01      | 5.5000%  | 0.0000% | $193120.00         | $157798.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2372 | 2048-11-01      | 4.5000%  | 0.0000% | $16673597.00       | $15161543.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV1418 | 2045-03-01      | 6.0000%  | 0.0000% | $1027151.00        | $921784.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  | 0.0000% | $24665737.00       | $18027671.38       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6960 | 2056-05-01      | 5.5000%  | 0.0000% | $4356510.00        | $4393469.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9921 | 2056-05-01      | 6.0000%  | 0.0000% | $6884866.00        | $7103048.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8901 | 2056-05-01      | 5.5000%  | 0.0000% | $15195511.00       | $15430080.73       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4897 | 2037-11-01      | 2.5000%  | 0.0000% | $1313900.00        | $913234.27         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6359 | 2050-07-01      | 2.5000%  | 0.0000% | $688175.00         | $318012.67         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9448 | 2036-03-01      | 2.5000%  | 0.0000% | $55379.00          | $29120.05          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAD2610 | 2037-03-01      | 5.5000%  | 0.0000% | $51262037.00       | $269059.81         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3361 | 2052-11-01      | 5.0000%  | 0.0000% | $55766955.00       | $52003244.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7273 | 2042-12-01      | 3.0000%  | 0.0000% | $124640.00         | $20638.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $490000.00         | $286411.42         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4140 | 2050-09-01      | 2.5000%  | 0.0000% | $500000.00         | $234996.11         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  | 0.0000% | $42394619.00       | $3033659.99        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3237 | 2048-01-01      | 3.0000%  | 0.0000% | $30152.00          | $4574.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5954 | 2046-01-01      | 4.5000%  | 0.0000% | $10621021.00       | $10054929.68       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5867 | 2035-10-01      | 4.5000%  | 0.0000% | $7530550.00        | $6343423.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF2780 | 2041-03-01      | 4.5000%  | 0.0000% | $1826832.00        | $1805446.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $533000.00         | $135293.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL827674 | 2035-10-01      | 5.0000%  | 0.0000% | $465601.00         | $61100.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848839 | 2036-01-01      | 6.0000%  | 0.0000% | $16000000.00       | $42979.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL1013 | 2037-01-01      | 5.5000%  | 0.0000% | $29000.00          | $771.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8261 | 2055-09-01      | 5.0000%  | 0.0000% | $1087905.00        | $1068036.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE9432 | 2040-09-01      | 6.0000%  | 0.0000% | $1957664.00        | $1675221.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE6051 | 2040-08-01      | 6.5000%  | 0.0000% | $1011330.00        | $638183.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD8199 | 2040-04-01      | 6.0000%  | 0.0000% | $1906512.00        | $1226770.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7415 | 2040-04-01      | 5.0000%  | 0.0000% | $5344353.00        | $4628515.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7730 | 2054-12-01      | 6.0000%  | 0.0000% | $144000.00         | $120342.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  | 0.0000% | $55000.00          | $5151.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL254262 | 2032-03-01      | 6.0000%  | 0.0000% | $1015000.00        | $1587.98           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3941 | 2035-07-01      | 3.0000%  | 0.0000% | $1725000.00        | $491067.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM4272 | 2035-09-01      | 3.0000%  | 0.0000% | $172000.00         | $42635.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9938 | 2056-05-01      | 6.0000%  | 0.0000% | $9280549.00        | $9575513.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2388 | 2056-04-01      | 5.5000%  | 0.0000% | $67963000.00       | $68507652.42       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1200 | 2055-10-01      | 5.0000%  | 0.0000% | $10513282.00       | $10200371.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL887707 | 2036-04-01      | 6.0000%  | 0.0000% | $1947405.00        | $63716.51          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8321 | 2049-10-01      | 5.0000%  | 0.0000% | $27646.00          | $8604.93           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  | 0.0000% | $1900000.00        | $431050.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG4872 | 2056-03-01      | 4.5000%  | 0.0000% | $2308749.00        | $2216700.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3308 | 2038-03-01      | 3.0000%  | 0.0000% | $38000.00          | $4318.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDH1150 | 2056-05-01      | 5.0000%  | 0.0000% | $7115900.00        | $7046142.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  | 0.0000% | $2028000.00        | $1136177.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8418 | 2055-08-01      | 6.0000%  | 0.0000% | $45106916.00       | $34941003.61       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5699 | 2040-12-01      | 5.0000%  | 0.0000% | $1001598.00        | $981728.62         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAS2186 | 2044-04-01      | 5.0000%  | 0.0000% | $161000.00         | $33255.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5541 | 2055-12-01      | 4.5000%  | 0.0000% | $28047.00          | $26809.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6271 | 2055-10-01      | 5.5000%  | 0.0000% | $1520168.00        | $1545546.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS7712 | 2031-08-01      | 3.0000%  | 0.0000% | $67000.00          | $5437.39           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6808 | 2054-07-01      | 6.5000%  | 0.0000% | $1498779.00        | $1154526.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6440 | 2039-11-01      | 5.0000%  | 0.0000% | $800011.00         | $743387.37         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0835 | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $1671203.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2968 | 2055-01-01      | 5.0000%  | 0.0000% | $1276363.00        | $1235575.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8218 | 2040-04-01      | 5.0000%  | 0.0000% | $2304228.00        | $2173586.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8553 | 2054-12-01      | 5.0000%  | 0.0000% | $1756670.00        | $1708514.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1175 | 2052-03-01      | 3.5000%  | 0.0000% | $700000.00         | $384489.28         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5938 | 2036-02-01      | 2.0000%  | 0.0000% | $200000.00         | $95945.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1910 | 2044-01-01      | 3.5000%  | 0.0000% | $100994.00         | $58933.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3858 | 2049-07-01      | 3.5000%  | 0.0000% | $729000.00         | $140225.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3765 | 2048-04-01      | 4.0000%  | 0.0000% | $84144.00          | $15564.35          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6307 | 2050-11-01      | 2.0000%  | 0.0000% | $3500000.00        | $1751576.34        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6305 | 2050-07-01      | 2.5000%  | 0.0000% | $12000000.00       | $4029568.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA6056 | 2050-06-01      | 3.5000%  | 0.0000% | $132123250.00      | $57033041.70       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA6026 | 2056-03-01      | 3.5000%  | 0.0000% | $472764.00         | $428357.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4855 | 2056-02-01      | 5.5000%  | 0.0000% | $166728416.00      | $164175927.54      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAD5222 | 2030-05-01      | 4.5000%  | 0.0000% | $280000.00         | $1931.31           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2582 | 2050-03-01      | 3.0000%  | 0.0000% | $214000.00         | $59101.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2888 | 2049-01-01      | 3.5000%  | 0.0000% | $1852578.00        | $334739.72         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5159 | 2056-03-01      | 3.0000%  | 0.0000% | $256425564.00      | $222112394.00      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $10000.00          | $7614.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $13000.00          | $11268.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909197 | 2038-06-01      | 5.5000%  | 0.0000% | $220000.00         | $32096.04          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889506 | 2037-03-01      | 6.0000%  | 0.0000% | $7131090.00        | $53537.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9361 | 2054-10-01      | 5.0000%  | 0.0000% | $3107000.00        | $2775045.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1399 | 2040-04-01      | 5.5000%  | 0.0000% | $53955.00          | $45452.69          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDH1931 | 2056-05-01      | 6.5000%  | 0.0000% | $423490.00         | $443703.41         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT931851 | 2029-08-01      | 5.0000%  | 0.0000% | $246458.00         | $4479.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7990 | 2049-06-01      | 3.5000%  | 0.0000% | $1650000.00        | $702560.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1324 | 2031-11-01      | 3.0000%  | 0.0000% | $15000.00          | $527.77            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $5110000.00        | $840381.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG6073 | 2056-04-01      | 5.5000%  | 0.0000% | $19200443.00       | $19393913.16       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $44700.00          | $31769.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4801 | 2049-12-01      | 3.5000%  | 0.0000% | $235000.00         | $84959.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8337 | 2056-04-01      | 5.5000%  | 0.0000% | $9833116.00        | $9968639.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG5148 | 2041-03-01      | 4.5000%  | 0.0000% | $1128978.00        | $1116977.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7730 | 2055-06-01      | 6.5000%  | 0.0000% | $500690.00         | $527384.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7486 | 2045-10-01      | 3.5000%  | 0.0000% | $128000.00         | $9428.06           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725231 | 2034-02-01      | 5.0000%  | 0.0000% | $170000.00         | $1295.20           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735212 | 2034-12-01      | 5.0000%  | 0.0000% | $100000.00         | $892.60            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  | 0.0000% | $23000.00          | $4902.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  | 0.0000% | $15000.00          | $6131.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  | 0.0000% | $56978.00          | $38357.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  | 0.0000% | $3600000.00        | $2615345.11        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  | 0.0000% | $1149483.00        | $779874.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $109000.00         | $58409.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1471 | 2033-06-01      | 2.5000%  | 0.0000% | $1864000.00        | $199759.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6633 | 2042-10-01      | 3.5000%  | 0.0000% | $3500000.00        | $329907.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $880000.00         | $79162.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  | 0.0000% | $237000.00         | $28768.00          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1418 | 2034-09-01      | 4.0000%  | 0.0000% | $23980128.00       | $1913740.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3187 | 2056-04-01      | 5.0000%  | 0.0000% | $1154520.00        | $848972.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  | 0.0000% | $3242000.00        | $341589.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG9613 | 2056-05-01      | 6.0000%  | 0.0000% | $2093834.00        | $2186391.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0474 | 2040-05-01      | 5.5000%  | 0.0000% | $12989275.00       | $9709808.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8001 | 2054-02-01      | 6.0000%  | 0.0000% | $395000.00         | $296248.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZLFP0112 | 2040-10-25      | 5.5000%  | 0.0000% | $15388227.00       | $11466532.74       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9836 | 2055-01-01      | 6.5000%  | 0.0000% | $46831401.00       | $36909979.83       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9215 | 2056-01-01      | 5.0000%  | 0.0000% | $3148019.00        | $3115397.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG0856 | 2041-01-01      | 4.5000%  | 0.0000% | $4480220.00        | $4049372.43        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1277 | 2049-07-01      | 3.0000%  | 0.0000% | $1655000.00        | $410959.35         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7868 | 2051-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $550891.19         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2698 | 2055-07-01      | 6.5000%  | 0.0000% | $16003.00          | $13366.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930390 | 2039-01-01      | 5.0000%  | 0.0000% | $861018.00         | $32582.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL988988 | 2038-09-01      | 6.0000%  | 0.0000% | $8388609.00        | $23774.94          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA6098 | 2036-05-01      | 5.0000%  | 0.0000% | $6123550.00        | $6141005.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA6056 | 2056-05-01      | 6.5000%  | 0.0000% | $10367083.00       | $10552253.53       | Agency Mortgage-Backed Securities |

### Security 662: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I8F82, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I8F82
- **C.18 - Value (incl. sponsor support):** $799651200.00
- **C.18.a - Value (excl. sponsor support):** $799651200.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ISHARES TR                     MSCI PERU GL ETF | 2500-12-31      | N/A      | 0.0000% | $16220.00          | $1380159.80        | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $118414.00         | $1100066.06        | Equities   |
| HARBOR ETF TRUST               EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $101.00            | $2870.88           | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $522933.00         | $26538849.75       | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2535.00           | $81614.32          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $45868.00          | $1320998.40        | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $71889.00          | $20417913.78       | Equities   |
| NEW ORIENTAL ED & TECHNOLOGY   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $66006.00          | $3053437.56        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI EMERGING MKTS    | 2500-12-31      | N/A      | 0.0000% | $621.00            | $33903.49          | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $152471.00         | $15599308.01       | Equities   |
| HARBOR ETF TRUST               EME MAR EQU ETF  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $2912.26           | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $266513.00         | $6713462.47        | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $183.00            | $6475.40           | Equities   |
| AB ACTIVE ETFS INC             NEW YO INTER ETF | 2500-12-31      | N/A      | 0.0000% | $92537.00          | $2316478.72        | Equities   |
| ALPS ETF TR                    DYNA CORE IN ETF | 2500-12-31      | N/A      | 0.0000% | $1878.00           | $41907.57          | Equities   |
| WISDOMTREE TR                  INTK MLTIFACTR   | 2500-12-31      | N/A      | 0.0000% | $2763.00           | $92422.35          | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLCP 600 GRTH   | 2500-12-31      | N/A      | 0.0000% | $202.00            | $28514.32          | Equities   |
| DUKE ROBOTICS CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $11329.00          | $79416.29          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL FIN   | 2500-12-31      | N/A      | 0.0000% | $12449.00          | $935610.82         | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $528000.00         | $14625600.00       | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1143308.00        | $40004346.92       | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $359.00            | $23842.99          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA ULTRA SHRT DUR   | 2500-12-31      | N/A      | 0.0000% | $70630.00          | $3540681.90        | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42966.00          | $1185002.28        | Equities   |
| ISHARES TR                     TOP 20 U S ETF   | 2500-12-31      | N/A      | 0.0000% | $8305.00           | $284861.50         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON MNGD ETF | 2500-12-31      | N/A      | 0.0000% | $1146.00           | $42884.92          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST HIGH YIELD  | 2500-12-31      | N/A      | 0.0000% | $26843.00          | $516727.75         | Equities   |
| SPROTT FDS TR                  COPPER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $18403.00          | $784151.83         | Equities   |
| VANECK ETF TRUST               SOCIAL SENTIMENT | 2500-12-31      | N/A      | 0.0000% | $7636.00           | $305745.44         | Equities   |
| NOMURA HLDGS INC               SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $349496.00         | $2792473.04        | Equities   |
| PIMCO ETF TR                   SHTRM MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $5520.00           | $278539.20         | Equities   |
| SSGA ACTIVE TR                 ST ST SH DU ETF  | 2500-12-31      | N/A      | 0.0000% | $7272.00           | $182311.22         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TREASURY OPT INC | 2500-12-31      | N/A      | 0.0000% | $47006.00          | $1101820.64        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS GAMMA EMERGING   | 2500-12-31      | N/A      | 0.0000% | $11815.00          | $315165.12         | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $24912.00          | $40002942.24       | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $71106.00          | $735236.04         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $1036344.00        | $27628931.04       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $30658.00          | $1441845.74        | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $141644.00         | $9338588.92        | Equities   |
| KRANESHARES TRUST              MSCI EMG EX CH   | 2500-12-31      | N/A      | 0.0000% | $29665.00          | $1528637.45        | Equities   |
| AMERICAN CENTY ETF TR          AVA MAR SMA ETF  | 2500-12-31      | N/A      | 0.0000% | $5982.00           | $428926.75         | Equities   |
| AEGON LTD                      AMER REG 1 CERT  | 2500-12-31      | N/A      | 0.0000% | $1263662.00        | $10652670.66       | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $51494.00          | $216274.80         | Equities   |
| CAPITAL GROUP DIVIDEND GROWERS SHS ETF          | 2500-12-31      | N/A      | 0.0000% | $18938.00          | $707523.68         | Equities   |
| ETF OPPORTUNITIES TRUST        KING TACT BD ETF | 2500-12-31      | N/A      | 0.0000% | $812.00            | $18951.02          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1004864.00        | $40003635.84       | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1133762.00        | $13514443.04       | Equities   |
| ETF OPPORTUNITIES TRUST        AMERICAN CONSER  | 2500-12-31      | N/A      | 0.0000% | $7355.00           | $395780.64         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $178944.55         | Equities   |
| ETFIS SER TR I                 VIRTU BIOTE ETF  | 2500-12-31      | N/A      | 0.0000% | $8277.00           | $722115.28         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 1 5 YE | 2500-12-31      | N/A      | 0.0000% | $175.00            | $8944.25           | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG SIX MN | 2500-12-31      | N/A      | 0.0000% | $12774.00          | $642532.20         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II SWITZLND ALPHA   | 2500-12-31      | N/A      | 0.0000% | $2037.00           | $167881.80         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US DIVID BOOSTER | 2500-12-31      | N/A      | 0.0000% | $5018.00           | $159123.79         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $9670.00           | $587374.17         | Equities   |
| WISDOMTREE TR                  CYBERSECURITY FD | 2500-12-31      | N/A      | 0.0000% | $9435.00           | $304806.17         | Equities   |
| WISDOMTREE TR                  FLOATNG RAT TREA | 2500-12-31      | N/A      | 0.0000% | $118036.00         | $5939571.52        | Equities   |
| ITHAX ACQUISITION CORP III     USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $37028.00          | $369539.44         | Equities   |
| SPDR SERIES TRUST              ST STR MSCI GEN  | 2500-12-31      | N/A      | 0.0000% | $3968.00           | $618938.96         | Equities   |
| SPDR SERIES TRUST              ST STR SP TELCO  | 2500-12-31      | N/A      | 0.0000% | $23675.00          | $5724378.25        | Equities   |
| TIDAL TRUST I                  FUND GRAN US ETF | 2500-12-31      | N/A      | 0.0000% | $50951.00          | $1395547.89        | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $424.00            | $13613.45          | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $11531.00          | $362995.88         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF CBRE REA ASS ETF | 2500-12-31      | N/A      | 0.0000% | $31.00             | $937.32            | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $79094.00          | $4528131.50        | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $214340.00         | $510129.20         | Equities   |
| YORKVILLE ACQUISITION CORP.    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $32563.00          | $332468.23         | Equities   |
| GRAYSCALE COINDESK CRYPTO      USD SHS          | 2500-12-31      | N/A      | 0.0000% | $276.00            | $9072.12           | Equities   |
| WISDOMTREE TR                  US SMALLCAP FUND | 2500-12-31      | N/A      | 0.0000% | $1023.00           | $65973.27          | Equities   |
| SEI EXCHANGE TRADED FUNDS      SELE INTL EQ ETF | 2500-12-31      | N/A      | 0.0000% | $35786.00          | $1263782.59        | Equities   |
| THEMES ETF TR                  GENE ARTI IN ETF | 2500-12-31      | N/A      | 0.0000% | $6023.00           | $258320.45         | Equities   |
| UNILEVER PLC                   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $701462.00         | $40004377.86       | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $4456.00           | $107634.68         | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $263981.00         | $181328.55         | Equities   |
| ALPS ETF TR                    ALERIAN ENERGY   | 2500-12-31      | N/A      | 0.0000% | $742.00            | $28336.98          | Equities   |
| ADVISORSHARES TR               INSIDER ADVANTA  | 2500-12-31      | N/A      | 0.0000% | $85.00             | $11993.93          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $708036.00         | $1798411.44        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $12465.00          | $1067278.23        | Equities   |
| BLACKROCK ETF TRUST II         ISHA SH TERM ETF | 2500-12-31      | N/A      | 0.0000% | $3999.00           | $201809.54         | Equities   |
| BNY MELLON ETF TRUST           EMRG MKT EQUIT   | 2500-12-31      | N/A      | 0.0000% | $1051.00           | $100695.57         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM   | 2500-12-31      | N/A      | 0.0000% | $307.00            | $10493.05          | Equities   |
| CALAMOS ETF TR                 S&P 500 STR JULY | 2500-12-31      | N/A      | 0.0000% | $2431.00           | $66949.74          | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1220620.00        | $2911178.70        | Equities   |
| TCW ETF TRUST                  TRAN SU CHAI ETF | 2500-12-31      | N/A      | 0.0000% | $165.00            | $13627.15          | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $185675.00         | $6088283.25        | Equities   |
| COLUMBIA ETF TR I              CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $3110.00           | $61857.90          | Equities   |
| COLUMBIA ETF TR I              CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $24178.00          | $479207.96         | Equities   |
| COLUMBIA ETF TR I              DIVERSIFID FXD   | 2500-12-31      | N/A      | 0.0000% | $102816.00         | $1874849.76        | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $267498.00         | $14022245.16       | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $25191.00          | $1756064.61        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $11827.00          | $273913.32         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $104330.00         | $1096508.30        | Equities   |
| WISDOMTREE TR                  EMG MKTS SMCAP   | 2500-12-31      | N/A      | 0.0000% | $36860.00          | $2439394.80        | Equities   |
| FRANKLIN TEMPLETON ETF TR      PUTNA STK ETF    | 2500-12-31      | N/A      | 0.0000% | $703.00            | $19201.95          | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  EQUAL WEGT 0-30  | 2500-12-31      | N/A      | 0.0000% | $10283.00          | $277898.08         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $8022.00           | $501615.66         | Equities   |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $9234.00           | $1454632.02        | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $46312.00          | $7629902.00        | Equities   |
| ISHARES TR                     MSCI USA SZE FT  | 2500-12-31      | N/A      | 0.0000% | $80.00             | $14039.20          | Equities   |
| PROSHARES TR                   SHORT QQQ        | 2500-12-31      | N/A      | 0.0000% | $70337.00          | $1785856.43        | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $133420.00         | $457630.60         | Equities   |
| STRATEGIC TRUST                RUNNING GWTH ETF | 2500-12-31      | N/A      | 0.0000% | $35278.00          | $1149678.27        | Equities   |
| STATE STR SPDR S&P 500 ETF TR  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $53010.00          | $40001346.00       | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $51039.00          | $2583594.18        | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1493.00           | $124525.76         | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $109118.00         | $926411.82         | Equities   |
| VANGUARD WORLD FD              ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $10772.00          | $1731275.84        | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $3001.00           | $444718.19         | Equities   |
| PANTAGES CAPITAL ACQUISITION C ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15018.00          | $158590.08         | Equities   |
| NOVO-NORDISK A S               ADR              | 2500-12-31      | N/A      | 0.0000% | $879024.00         | $40004382.24       | Equities   |
| FIDELITY COVINGTON TRUST       LOW VOLITY ETF   | 2500-12-31      | N/A      | 0.0000% | $2191.00           | $154268.31         | Equities   |
| PGIM ETF TR                    MUN INCO OPP ETF | 2500-12-31      | N/A      | 0.0000% | $4712.00           | $240147.08         | Equities   |
| RBB FD INC                     F/M US TREASURY  | 2500-12-31      | N/A      | 0.0000% | $267461.00         | $13332930.85       | Equities   |
| EVOLUTION GLOBAL ACQUISITION C USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $35315.00          | $353503.15         | Equities   |
| KRANESHARES TRUST              EMRNG MKT CONS   | 2500-12-31      | N/A      | 0.0000% | $8243.00           | $212801.29         | Equities   |
| TIDAL TRUST II                 YIE HOO INC ETF  | 2500-12-31      | N/A      | 0.0000% | $9998.00           | $286542.68         | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $5076688.00        | $40004301.44       | Equities   |
| ISHARES TR                     RUS TP200 VL ETF | 2500-12-31      | N/A      | 0.0000% | $81.00             | $8402.94           | Equities   |
| ISHARES TR                     0-5YR HI YL CP   | 2500-12-31      | N/A      | 0.0000% | $85332.00          | $3630023.28        | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $12883.00          | $1423571.50        | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $362612.00         | $9805028.48        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $962500.00         | $40001500.00       | Equities   |
| GLOBAL X FDS                   1 3 MO T BI ET   | 2500-12-31      | N/A      | 0.0000% | $35106.00          | $3522184.98        | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $255786.00         | $10303060.08       | Equities   |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $1307504.00        | $6576745.12        | Equities   |
| GLOBAL X FDS                   INVT GRAD CO ETF | 2500-12-31      | N/A      | 0.0000% | $8103.00           | $202458.32         | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $72187.00          | $2078263.73        | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $152972.00         | $6210663.20        | Equities   |
| NORTHERN FDS                   SHORT-TERM TAX   | 2500-12-31      | N/A      | 0.0000% | $11877.00          | $597053.23         | Equities   |
| KRANESHARES TRUST              QUADRTC INT RT   | 2500-12-31      | N/A      | 0.0000% | $10991.00          | $195749.71         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $13215.00          | $305200.42         | Equities   |
| ISHARES TR                     0-3 MTH TREASURY | 2500-12-31      | N/A      | 0.0000% | $45987.00          | $4628591.55        | Equities   |
| SSGA ACTIVE TR                 STATE STREET MY  | 2500-12-31      | N/A      | 0.0000% | $5749.00           | $142606.24         | Equities   |
| SPDR SERIES TRUST              ST STR RATE ETF  | 2500-12-31      | N/A      | 0.0000% | $90875.00          | $2802585.00        | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $10289.00          | $603346.96         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL CR ETF    | 2500-12-31      | N/A      | 0.0000% | $82771.00          | $4530470.68        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST BLUE DI INCO ETF | 2500-12-31      | N/A      | 0.0000% | $1172.00           | $30130.95          | Equities   |
| BRAINSWAY LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $23384.00          | $371337.92         | Equities   |
| BLACKROCK ETF TRUST            ISHA US THEM ETF | 2500-12-31      | N/A      | 0.0000% | $68049.00          | $2945160.72        | Equities   |
| TWELVE SEAS INVT CO III        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $15124.00          | $150786.28         | Equities   |
| ISHARES INC                    MSCI SWEDEN ETF  | 2500-12-31      | N/A      | 0.0000% | $26662.00          | $1404820.78        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029 HG | 2500-12-31      | N/A      | 0.0000% | $7865.00           | $166580.70         | Equities   |
| DIAGEO PLC                     SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $109444.00         | $9257867.96        | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $6190.00           | $718659.00         | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY VAL   | 2500-12-31      | N/A      | 0.0000% | $1388.00           | $96262.80          | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $58.00             | $2897.39           | Equities   |
| COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS     | 2500-12-31      | N/A      | 0.0000% | $1739.00           | $30084.70          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $95.00             | $10459.50          | Equities   |
| ING GROEP N.V.                 SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $39041.00          | $1204024.44        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $54382.00          | $40003399.20       | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $30712.00          | $1981845.36        | Equities   |
| RBB FD INC                     US TREAS 3 YR NT | 2500-12-31      | N/A      | 0.0000% | $1147.00           | $56334.90          | Equities   |
| SPDR INDEX SHS FDS             ST STR MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $34860.00          | $3411200.90        | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1653728.00        | $40003680.32       | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $8492.00           | $815656.60         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $41427.00          | $189321.39         | Equities   |
| FIDELITY COVINGTON TRUST       HIGH DIVID ETF   | 2500-12-31      | N/A      | 0.0000% | $7156.00           | $437160.04         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDAQ TRANSN    | 2500-12-31      | N/A      | 0.0000% | $1235.00           | $55342.20          | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMERGING MKTS DB | 2500-12-31      | N/A      | 0.0000% | $6347.00           | $158516.33         | Equities   |
| FRANKLIN TEMPLETON ETF TR      MULTISECTOR INCM | 2500-12-31      | N/A      | 0.0000% | $144.00            | $3624.48           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $11745.00          | $417009.75         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S NE ST GA ETF   | 2500-12-31      | N/A      | 0.0000% | $1796.00           | $55443.06          | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $9.00              | $836.37            | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $18678.00          | $45574.32          | Equities   |
| KRANESHARES TRUST              GLOBAL CARB STRA | 2500-12-31      | N/A      | 0.0000% | $15049.00          | $507903.75         | Equities   |
| INNOVATOR ETFS TRUST           INNOVATOR DEEPW  | 2500-12-31      | N/A      | 0.0000% | $1328.00           | $127302.08         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL HLT   | 2500-12-31      | N/A      | 0.0000% | $173.00            | $5401.06           | Equities   |
| SPDR SERIES TRUST              ST STR SP HCSVC  | 2500-12-31      | N/A      | 0.0000% | $6004.00           | $694235.32         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US 500 ENH | 2500-12-31      | N/A      | 0.0000% | $6943.00           | $542239.97         | Equities   |
| PROSHARES TR                   ULTRASHRT S&P500 | 2500-12-31      | N/A      | 0.0000% | $13190.00          | $743652.20         | Equities   |
| MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $71502.00          | $1345667.64        | Equities   |
| GRIFOLS S A                    SP ADR REP B NVT | 2500-12-31      | N/A      | 0.0000% | $8353.00           | $66656.94          | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARK TO INTL ETF | 2500-12-31      | N/A      | 0.0000% | $853.00            | $54151.00          | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA EUR   | 2500-12-31      | N/A      | 0.0000% | $11149.00          | $543585.10         | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $2860888.00        | $15248533.04       | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $64730.00          | $335301.40         | Equities   |
| PONY AI INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $27209.00          | $271001.64         | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $6111.00           | $108888.24         | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $828928.00         | $40004065.28       | Equities   |
| HALEON PLC                     SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $4343580.00        | $40004371.80       | Equities   |
| GUINNESS ATKINSON FDS          SMART TRANSN ETF | 2500-12-31      | N/A      | 0.0000% | $77.00             | $5324.15           | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $19167.00          | $227895.63         | Equities   |
| VANGUARD BD INDEX FDS          LONG TERM BOND   | 2500-12-31      | N/A      | 0.0000% | $243361.00         | $16711599.87       | Equities   |

### Security 663: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9LK6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9LK6
- **C.18 - Value (incl. sponsor support):** $6756000000.00
- **C.18.a - Value (excl. sponsor support):** $6756000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2029-08-31      | 3.6250%  | 0.0000% | $1221025000.00     | $1214438167.37     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $1100750000.00     | $1123768170.33     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $706349700.00      | $933456623.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $1208098700.00     | $1220598503.45     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $1089390000.00     | $1134110400.48     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $1035700000.00     | $1264748220.75     | U.S. Treasuries (including strips) |

### Security 664: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9LN0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9LN0
- **C.18 - Value (incl. sponsor support):** $7059000000.00
- **C.18.a - Value (excl. sponsor support):** $7059000000.00
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2028-07-15      | 0.7500%  | 0.0000% | $129555000.00      | $168993239.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $980000000.00      | $963976029.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $464000000.00      | $436403743.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $787085200.00      | $740057937.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $1571791800.00     | $1588873043.05     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $1259034000.00     | $1260806707.28     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $721500000.00      | $734151993.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1120942000.00     | $1112013315.85     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $192000000.00      | $194904159.36      | U.S. Treasuries (including strips) |

### Security 665: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9M41, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9M41
- **C.18 - Value (incl. sponsor support):** $4235000000.00
- **C.18.a - Value (excl. sponsor support):** $4235000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2028-11-15      | 3.5000%  | 0.0000% | $2395103800.00     | $2366670133.63     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $631821800.00      | $700028846.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $1225600000.00     | $1253001180.42     | U.S. Treasuries (including strips) |

### Security 666: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9M66, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9M66
- **C.18 - Value (incl. sponsor support):** $704000000.00
- **C.18.a - Value (excl. sponsor support):** $704000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2029-01-31      | 4.0000%  | 0.0000% | $528279600.00      | $534131709.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $139194300.00      | $183948320.95      | U.S. Treasuries (including strips) |

### Security 667: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.620000%
- **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: ARP1I9M74, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9M74
- **C.18 - Value (incl. sponsor support):** $6075000000.00
- **C.18.a - Value (excl. sponsor support):** $6075000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $4484000.00        | $4429461.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $7100.00           | $7133.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.73             | U.S. Treasuries (including strips) |
| 06.500 FGPC K39030 G   | 2047-12-01      | 6.5000%  | 0.0000% | $65118477.00       | $197757.54         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q15748 G   | 2043-02-01      | 3.5000%  | 0.0000% | $626000.00         | $133681.61         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4490   | 2053-03-01      | 7.0000%  | 0.0000% | $4032.00           | $3152.47           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q24959 G   | 2044-02-01      | 4.5000%  | 0.0000% | $4107.00           | $315.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219   | 2052-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1340.21           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58621 G   | 2048-09-01      | 4.5000%  | 0.0000% | $571430.00         | $117885.84         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q23585 G   | 2043-12-01      | 4.5000%  | 0.0000% | $4043.00           | $504.18            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59980 G   | 2048-11-01      | 4.0000%  | 0.0000% | $2004.00           | $390.00            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59601 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1473034.00        | $246180.83         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62230 G   | 2049-03-01      | 4.5000%  | 0.0000% | $5037020.00        | $265227.29         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57654 G   | 2048-08-01      | 5.0000%  | 0.0000% | $2271800.00        | $160963.16         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20299 G   | 2043-07-01      | 4.0000%  | 0.0000% | $1324082.00        | $175762.95         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50946 G   | 2047-09-01      | 4.0000%  | 0.0000% | $842662.00         | $177296.52         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Z40129 G   | 2043-10-01      | 3.5000%  | 0.0000% | $3072.00           | $867.55            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49260 G   | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $342.40            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06696 G   | 2042-03-01      | 4.0000%  | 0.0000% | $1651110.00        | $184791.54         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51255 G   | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $258.36            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49304 G   | 2047-07-01      | 4.0000%  | 0.0000% | $2834698.00        | $1021583.00        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17730 G   | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $179.02            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58384 G   | 2048-09-01      | 5.0000%  | 0.0000% | $1540725.00        | $187978.43         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0451   | 2049-06-01      | 3.5000%  | 0.0000% | $4728591.00        | $1228486.93        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1101   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $310.06            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $167.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8222   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $709.44            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q50914 G   | 2047-09-01      | 3.5000%  | 0.0000% | $623650.00         | $164089.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515   | 2055-03-01      | 5.5000%  | 0.0000% | $4864.00           | $3898.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4385   | 2053-10-01      | 6.0000%  | 0.0000% | $30256547.00       | $24303407.62       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q24793 G   | 2044-02-01      | 4.0000%  | 0.0000% | $3024.00           | $322.91            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4289   | 2049-11-01      | 3.5000%  | 0.0000% | $2003.00           | $778.44            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57312 G   | 2048-05-01      | 4.0000%  | 0.0000% | $1005975.00        | $154568.88         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48688 G   | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $210.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1236   | 2049-07-01      | 3.5000%  | 0.0000% | $3659692.00        | $659604.18         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA8511   | 2050-03-01      | 4.0000%  | 0.0000% | $10000.00          | $3426.74           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4285   | 2049-11-01      | 3.5000%  | 0.0000% | $2001.00           | $867.22            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G61559 G   | 2048-03-01      | 4.0000%  | 0.0000% | $2052.00           | $279.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9881   | 2053-05-01      | 4.5000%  | 0.0000% | $3003.00           | $2382.76           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5144   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $754.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD3135   | 2040-04-01      | 5.5000%  | 0.0000% | $3094.00           | $146.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0944   | 2040-04-01      | 5.5000%  | 0.0000% | $9981.00           | $381.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5550   | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $968.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897   | 2040-04-01      | 5.5000%  | 0.0000% | $6569364.00        | $197109.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5480   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG2579   | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1037.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2528   | 2050-07-01      | 3.5000%  | 0.0000% | $1016.00           | $866.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG0145   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7470   | 2043-01-01      | 3.5000%  | 0.0000% | $9000.00           | $860.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995867   | 2039-06-01      | 5.5000%  | 0.0000% | $4286.00           | $76.78             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0724   | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1688.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CZAB4026   | 2051-12-01      | 4.0000%  | 0.0000% | $11000.00          | $2909.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739   | 2055-01-01      | 5.5000%  | 0.0000% | $11200.00          | $10303.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1148   | 2042-08-01      | 3.5000%  | 0.0000% | $3020.00           | $309.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1510   | 2043-07-01      | 4.0000%  | 0.0000% | $500000.00         | $68054.33          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAC1509   | 2039-08-01      | 6.0000%  | 0.0000% | $1000.00           | $34.32             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG1066   | 2056-02-01      | 6.0000%  | 0.0000% | $3540038.00        | $3621699.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG1247   | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1027   | 2051-07-01      | 2.5000%  | 0.0000% | $10000.00          | $5911.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0397   | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $501.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8770   | 2056-02-01      | 5.0000%  | 0.0000% | $462573.00         | $456577.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9380   | 2056-01-01      | 5.5000%  | 0.0000% | $6139901.00        | $6179453.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1376   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $578.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3911   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $620.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG8938   | 2056-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1935.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7892   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1687.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8154   | 2056-05-01      | 5.5000%  | 0.0000% | $2159061.00        | $2193728.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9307   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG8107   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9780   | 2056-05-01      | 5.5000%  | 0.0000% | $1696750.00        | $1719407.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT4813   | 2051-07-01      | 2.5000%  | 0.0000% | $1126554.00        | $507928.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1441.01           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9515   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $637.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2026   | 2055-12-01      | 5.0000%  | 0.0000% | $4014.00           | $3841.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1892   | 2048-06-01      | 4.0000%  | 0.0000% | $135378178.00      | $12472493.62       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9444   | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $403.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1172   | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1230.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1781   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $731.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH4320   | 2053-11-01      | 6.0000%  | 0.0000% | $5000.00           | $3748.85           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3372   | 2053-05-01      | 6.0000%  | 0.0000% | $13941845.00       | $7318348.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1004   | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1419.42           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5642   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $772.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0323   | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3041.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP257135   | 2038-03-01      | 5.5000%  | 0.0000% | $1003.00           | $3.99              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2074   | 2053-05-01      | 5.5000%  | 0.0000% | $2001.00           | $1525.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2773   | 2053-09-01      | 5.0000%  | 0.0000% | $100101.00         | $68501.38          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ6671   | 2054-10-01      | 5.0000%  | 0.0000% | $52224576.00       | $46205778.60       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0987   | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $3422.50           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6448   | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1652.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2323   | 2053-02-01      | 6.0000%  | 0.0000% | $1885.00           | $1231.98           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA4516   | 2051-02-01      | 3.5000%  | 0.0000% | $1220.00           | $439.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8411   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $700.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4500   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $797.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2846   | 2054-10-01      | 5.5000%  | 0.0000% | $7001.00           | $6933.58           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63397 G   | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $353.65            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB2963   | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $382.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9953   | 2047-07-01      | 3.5000%  | 0.0000% | $1024.00           | $141.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA0625   | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $3657.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL871311   | 2036-05-01      | 6.0000%  | 0.0000% | $48584772.00       | $88195.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT3310   | 2043-04-01      | 4.0000%  | 0.0000% | $1432638.00        | $201131.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP878450   | 2036-08-01      | 6.0000%  | 0.0000% | $23470296.00       | $90052.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY7550   | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $99.82             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB0560   | 2054-03-01      | 7.5000%  | 0.0000% | $1000.00           | $1054.60           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA1095   | 2053-12-01      | 7.0000%  | 0.0000% | $6000.00           | $6330.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ7680   | 2041-12-01      | 3.5000%  | 0.0000% | $2048.00           | $124.68            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63673 G   | 2049-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1038.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3858   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $986.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAW3638   | 2029-06-01      | 3.5000%  | 0.0000% | $10000.00          | $423.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX1190   | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9940   | 2047-07-01      | 3.5000%  | 0.0000% | $10000.00          | $2188.86           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62126 G   | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $155.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5463   | 2053-11-01      | 6.5000%  | 0.0000% | $6000.00           | $5371.81           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58671 G   | 2048-09-01      | 4.5000%  | 0.0000% | $36807.00          | $22939.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9340   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2071.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP880419   | 2036-12-01      | 5.5000%  | 0.0000% | $58282584.00       | $63823.34          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 ZK310219   | 2048-10-25      | 3.0000%  | 0.0000% | $10251.00          | $7472.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7735   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $867.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX4277   | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $91.37             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7292   | 2054-07-01      | 6.0000%  | 0.0000% | $6000.00           | $4521.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ5541   | 2045-07-01      | 3.5000%  | 0.0000% | $10739060.00       | $1407144.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6970   | 2054-08-01      | 5.5000%  | 0.0000% | $2842292.00        | $2288469.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8835   | 2044-09-01      | 4.0000%  | 0.0000% | $2064.00           | $227.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882005   | 2036-04-01      | 6.0000%  | 0.0000% | $40724700.00       | $458628.75         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0899   | 2053-09-01      | 6.0000%  | 0.0000% | $1005.00           | $778.37            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48210 G   | 2047-05-01      | 4.0000%  | 0.0000% | $2006.00           | $460.26            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q42043 G   | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $129.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL2834   | 2027-06-01      | 3.5000%  | 0.0000% | $8048000.00        | $54175.12          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7118   | 2053-12-01      | 7.0000%  | 0.0000% | $5000.00           | $2111.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAY4658   | 2031-04-01      | 4.0000%  | 0.0000% | $1003.00           | $28.20             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G   | 2044-12-01      | 4.0000%  | 0.0000% | $15754.00          | $1118.61           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G04887 G   | 2038-11-01      | 7.0000%  | 0.0000% | $34605915.00       | $184813.66         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H05119 G   | 2038-04-01      | 5.0000%  | 0.0000% | $10002625.00       | $211789.00         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $16884.00          | $207.08            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC A82560 G   | 2038-10-01      | 7.0000%  | 0.0000% | $895777.00         | $15345.96          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97236 G   | 2041-03-01      | 4.5000%  | 0.0000% | $4576383.00        | $181598.62         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD5573   | 2052-08-01      | 3.0000%  | 0.0000% | $2131122.00        | $1548118.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3232   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $693.19            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8185   | 2051-12-01      | 3.5000%  | 0.0000% | $4105.00           | $2378.82           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q05827 G   | 2042-02-01      | 4.0000%  | 0.0000% | $1029229.00        | $184917.70         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q29156 G   | 2044-10-01      | 4.0000%  | 0.0000% | $1154050.00        | $348288.36         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q38970 G   | 2046-02-01      | 4.0000%  | 0.0000% | $4037.00           | $672.00            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H19029 G   | 2037-09-01      | 6.0000%  | 0.0000% | $30645760.00       | $32927.26          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7388   | 2055-01-01      | 6.0000%  | 0.0000% | $63101725.00       | $48929958.05       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7250   | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $618.99            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q63560 G   | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $299.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $5000.00           | $4429.27           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $11455650.00       | $2631149.24        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8058   | 2050-04-01      | 4.0000%  | 0.0000% | $27001.00          | $4339.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6909   | 2054-12-01      | 5.0000%  | 0.0000% | $50992897.00       | $47673978.65       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3901   | 2053-08-01      | 6.5000%  | 0.0000% | $1038.00           | $759.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3840   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $801.94            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63996 G   | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $1858.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $716.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $67348655.00       | $48240782.05       | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q63051 G   | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $342.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $78420034.00       | $46218784.90       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q02755 G   | 2041-08-01      | 4.0000%  | 0.0000% | $8225058.00        | $760368.13         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q25770 G   | 2044-04-01      | 4.0000%  | 0.0000% | $4096.00           | $579.07            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7483   | 2055-01-01      | 6.0000%  | 0.0000% | $50001034.00       | $43069610.42       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q61920 G   | 2049-03-01      | 4.0000%  | 0.0000% | $1014675.00        | $208891.24         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3042   | 2050-07-01      | 2.0000%  | 0.0000% | $2944.00           | $1395.57           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1405   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $615.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4610   | 2052-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1715.17           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF4922   | 2052-12-01      | 6.5000%  | 0.0000% | $5657173.00        | $2158737.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0434   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI2080   | 2054-03-01      | 6.0000%  | 0.0000% | $6000.00           | $6136.18           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3606   | 2050-10-01      | 2.0000%  | 0.0000% | $306991.00         | $139677.37         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7484   | 2052-06-01      | 4.0000%  | 0.0000% | $71000.00          | $50920.01          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5807   | 2051-09-01      | 2.0000%  | 0.0000% | $3703.00           | $2041.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7800   | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $575.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7654   | 2053-02-01      | 5.5000%  | 0.0000% | $2228037.00        | $1889848.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7192   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $685.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2507   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $603.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2283   | 2052-04-01      | 3.0000%  | 0.0000% | $3072.00           | $1775.22           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3660   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $509.99            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA3653   | 2050-10-01      | 1.5000%  | 0.0000% | $9000.00           | $4098.47           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6255   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $586.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8892   | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1559.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7619   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $744.80            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q63561 G   | 2049-05-01      | 3.5000%  | 0.0000% | $3024.00           | $611.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6729   | 2054-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4301.68           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5010   | 2049-04-01      | 4.5000%  | 0.0000% | $1063721.00        | $68136.22          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63742 G   | 2049-05-01      | 4.5000%  | 0.0000% | $1844507.00        | $98354.50          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7383   | 2055-01-01      | 6.0000%  | 0.0000% | $5000.00           | $4462.00           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62759 G   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $277.02            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36666 G   | 2045-10-01      | 3.5000%  | 0.0000% | $4096.00           | $575.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8351   | 2053-08-01      | 6.5000%  | 0.0000% | $4000.00           | $2033.08           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51218 G   | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $278.64            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U93186 G   | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $332.20            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48725 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1150603.00        | $210162.51         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q62009 G   | 2049-03-01      | 5.0000%  | 0.0000% | $182000.00         | $82565.32          | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q15842 G   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $164.50            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q63846 G   | 2049-05-01      | 3.5000%  | 0.0000% | $3000.00           | $1000.01           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62283 G   | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $233.30            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59887 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1299163.00        | $496338.94         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0312   | 2049-06-01      | 4.5000%  | 0.0000% | $5400186.00        | $2273637.10        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3782   | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $776.12            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36002 G   | 2045-09-01      | 3.5000%  | 0.0000% | $16411.00          | $2054.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6204   | 2050-01-01      | 4.0000%  | 0.0000% | $1885286.00        | $499139.88         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G60046 G   | 2045-04-01      | 4.0000%  | 0.0000% | $27849425.00       | $3665124.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605   | 2053-08-01      | 5.5000%  | 0.0000% | $1003.00           | $815.28            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47338 G   | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $481.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1127   | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $367.19            | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1012.00           | $96.33             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8321   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $764.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6798   | 2050-08-01      | 2.0000%  | 0.0000% | $1908.00           | $880.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0137   | 2055-09-01      | 5.5000%  | 0.0000% | $3461136.00        | $3471684.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8509   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7972   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $354.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9899   | 2055-11-01      | 6.5000%  | 0.0000% | $228542.00         | $236761.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0319   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $595.63            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2126   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5892   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $918.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8968   | 2055-10-01      | 5.5000%  | 0.0000% | $12348.00          | $12051.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA5291   | 2035-02-01      | 3.5000%  | 0.0000% | $2000.00           | $398.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9137   | 2055-05-01      | 5.5000%  | 0.0000% | $1973785.00        | $1413782.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5048   | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1050.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0775   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6943   | 2050-09-01      | 2.0000%  | 0.0000% | $216000.00         | $107572.68         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6578   | 2050-08-01      | 2.5000%  | 0.0000% | $40635160.00       | $16230579.24       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6345   | 2050-07-01      | 2.5000%  | 0.0000% | $131974881.00      | $47119058.38       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297   | 2051-02-01      | 3.0000%  | 0.0000% | $6144.00           | $3214.44           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $11000.00          | $4813.95           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE6885   | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $809.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0321   | 2055-09-01      | 6.5000%  | 0.0000% | $2676225.00        | $2767366.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8189   | 2046-10-01      | 3.0000%  | 0.0000% | $1104.00           | $276.23            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2195   | 2036-08-01      | 2.0000%  | 0.0000% | $3896434.00        | $1895556.18        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK4810   | 2048-09-01      | 4.0000%  | 0.0000% | $1271.00           | $192.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ8310   | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $468.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8652   | 2047-01-01      | 3.5000%  | 0.0000% | $106549248.00      | $24289862.15       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS9340   | 2032-03-01      | 3.5000%  | 0.0000% | $1001.00           | $123.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211   | 2047-12-01      | 4.0000%  | 0.0000% | $10000.00          | $2116.93           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW8254   | 2044-07-01      | 4.0000%  | 0.0000% | $7056.00           | $930.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5332   | 2048-11-01      | 4.5000%  | 0.0000% | $12107283.00       | $3032143.33        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PSE9004   | 2049-10-01      | 3.0000%  | 0.0000% | $1002.00           | $195.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT9531   | 2043-06-01      | 3.5000%  | 0.0000% | $1002.00           | $144.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7388   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $975.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT5858   | 2043-06-01      | 3.5000%  | 0.0000% | $204767000.00      | $23384313.23       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX5852   | 2044-11-01      | 4.0000%  | 0.0000% | $6048.00           | $605.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GO745324   | 2034-03-01      | 6.0000%  | 0.0000% | $1688.00           | $9.92              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0708   | 2055-06-01      | 6.5000%  | 0.0000% | $3235.00           | $3145.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT8615   | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $413.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8034   | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $146.75            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9580   | 2053-08-01      | 6.5000%  | 0.0000% | $1040.00           | $834.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9505   | 2032-04-01      | 3.0000%  | 0.0000% | $1000.00           | $127.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU0100   | 2043-06-01      | 3.5000%  | 0.0000% | $2016.00           | $287.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $273.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT6360   | 2044-07-01      | 4.0000%  | 0.0000% | $1287976.00        | $163724.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV0198   | 2028-10-01      | 3.5000%  | 0.0000% | $651136.00         | $19392.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5267   | 2048-12-01      | 4.5000%  | 0.0000% | $14999000.00       | $2115525.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5019   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $285.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9563   | 2046-11-01      | 3.0000%  | 0.0000% | $21498.00          | $5730.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3336   | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $219.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8611   | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $806.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9576   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $2293684.00        | $1570260.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7517   | 2050-11-01      | 2.0000%  | 0.0000% | $1424.00           | $714.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3873   | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $154.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8515   | 2055-09-01      | 6.5000%  | 0.0000% | $1140100.00        | $1195986.61        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1273   | 2051-08-01      | 2.0000%  | 0.0000% | $126000.00         | $74113.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1111   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $570.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5811   | 2052-08-01      | 5.0000%  | 0.0000% | $1864.00           | $1074.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8583   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $938.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0477   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1880.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU0968   | 2051-11-01      | 2.0000%  | 0.0000% | $98000.00          | $64755.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3655   | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2903.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5440   | 2053-03-01      | 5.5000%  | 0.0000% | $119000.00         | $83127.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7780   | 2053-03-01      | 5.5000%  | 0.0000% | $4519532.00        | $2834339.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8846   | 2052-05-01      | 3.5000%  | 0.0000% | $4764000.00        | $3327955.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH1024   | 2056-05-01      | 5.0000%  | 0.0000% | $2857970.00        | $2834468.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8795   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2827.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1731   | 2055-06-01      | 6.5000%  | 0.0000% | $1692184.00        | $1040281.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP9421   | 2050-07-01      | 3.0000%  | 0.0000% | $9000.00           | $3994.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0764   | 2052-12-01      | 5.5000%  | 0.0000% | $3002.00           | $2187.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAL6851   | 2043-10-01      | 2.5000%  | 0.0000% | $104817.00         | $22679.82          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7631   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $496.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7865   | 2055-09-01      | 6.5000%  | 0.0000% | $9214568.00        | $6211639.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4905   | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $174.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF0402   | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $955.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK3106   | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $140.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA4701   | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $266.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8256   | 2050-12-01      | 2.5000%  | 0.0000% | $21849000.00       | $11135418.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9437   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $940.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP0048   | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $624.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL832414   | 2035-07-01      | 5.0000%  | 0.0000% | $3708296.00        | $57679.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1137   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $442.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8076   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $938.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH1780   | 2056-06-01      | 5.0000%  | 0.0000% | $2996528.00        | $2966918.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7909   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2829.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4138   | 2052-12-01      | 5.0000%  | 0.0000% | $10080.00          | $6449.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4438   | 2053-11-01      | 6.5000%  | 0.0000% | $6000.00           | $4210.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8784   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1802.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1247   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $631.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8371   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1319.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3631   | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $839.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293   | 2052-12-01      | 5.5000%  | 0.0000% | $1500064.00        | $1011916.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2131   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $945.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0478   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $461.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3776   | 2052-06-01      | 4.0000%  | 0.0000% | $396000.00         | $282494.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2295   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $950.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV9091   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3763.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0658   | 2054-10-01      | 4.5000%  | 0.0000% | $648000.00         | $567804.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8925   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $739.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6403   | 2055-11-01      | 6.0000%  | 0.0000% | $737731.00         | $639596.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4958   | 2054-06-01      | 6.0000%  | 0.0000% | $1012.00           | $713.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0985   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $863.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5168   | 2053-10-01      | 6.5000%  | 0.0000% | $2001.00           | $1738.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2374   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $753.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8918   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2835.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7833   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $518.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB4281   | 2052-05-01      | 3.0000%  | 0.0000% | $998900.00         | $712863.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8955   | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $463.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 GLCB5340   | 2052-12-01      | 5.5000%  | 0.0000% | $2096099.00        | $1295521.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5514   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3134   | 2052-03-01      | 4.0000%  | 0.0000% | $3289047.00        | $1645290.59        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0101   | 2041-04-01      | 2.5000%  | 0.0000% | $99000.00          | $53252.65          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2537   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $956.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $630.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6572   | 2050-08-01      | 2.5000%  | 0.0000% | $906762.00         | $351236.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7519   | 2050-11-01      | 2.0000%  | 0.0000% | $1001.00           | $501.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4351   | 2052-08-01      | 5.0000%  | 0.0000% | $10000.00          | $7308.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8867   | 2051-02-01      | 3.0000%  | 0.0000% | $71526528.00       | $38401835.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2766   | 2056-03-01      | 6.0000%  | 0.0000% | $10000.00          | $10347.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3361   | 2052-04-01      | 3.0000%  | 0.0000% | $17993.00          | $12003.04          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6241   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $778.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3872   | 2049-04-01      | 4.0000%  | 0.0000% | $2865370.00        | $148116.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT7046   | 2051-07-01      | 2.0000%  | 0.0000% | $10000.00          | $5329.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKBP4253   | 2050-03-01      | 3.5000%  | 0.0000% | $734000.00         | $300150.57         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5800   | 2050-05-01      | 2.5000%  | 0.0000% | $84760.00          | $31330.25          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG6401   | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG7236   | 2056-04-01      | 5.5000%  | 0.0000% | $3000.00           | $3067.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG8400   | 2056-05-01      | 5.0000%  | 0.0000% | $1994.00           | $1975.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG7990   | 2056-04-01      | 5.5000%  | 0.0000% | $3515432.00        | $3559704.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4887   | 2049-04-01      | 4.5000%  | 0.0000% | $1001498.00        | $90513.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7860   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.10            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8410   | 2048-09-01      | 4.5000%  | 0.0000% | $1764000.00        | $150975.48         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7272   | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $626.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL3002   | 2042-04-01      | 4.0000%  | 0.0000% | $5152654.00        | $653624.49         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1162800.00        | $1157578.43        | U.S. Treasuries (including strips) |
| FEPC 06.000 CLRJ1232   | 2054-04-01      | 6.0000%  | 0.0000% | $8040.00           | $4566.11           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $47600.00          | $32947.73          | U.S. Treasuries (including strips) |
| FEPC 05.500 CLTB1521   | 2056-05-01      | 5.5000%  | 0.0000% | $16897.00          | $17139.16          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298   | 2053-11-01      | 5.5000%  | 0.0000% | $8216.00           | $6598.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095   | 2053-02-01      | 5.0000%  | 0.0000% | $16723690.00       | $12333337.50       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6545   | 2053-12-01      | 6.0000%  | 0.0000% | $5098.00           | $3785.68           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H09184 G   | 2038-09-01      | 6.5000%  | 0.0000% | $45166461.00       | $122964.46         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51239 G   | 2037-01-01      | 6.0000%  | 0.0000% | $11480048.00       | $214190.98         | Agency Mortgage-Backed Securities  |
| 05.620 FGPC T30185 G   | 2037-08-01      | 5.6200%  | 0.0000% | $3329.00           | $341.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZA3582   | 2042-06-01      | 4.0000%  | 0.0000% | $3072.00           | $281.23            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4881   | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $214.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL5123   | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $137.84            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3450   | 2047-06-01      | 4.5000%  | 0.0000% | $3000.00           | $741.20            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31136 G   | 2034-09-01      | 5.5000%  | 0.0000% | $23399211.00       | $28816.89          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A44666 G   | 2036-04-01      | 6.0000%  | 0.0000% | $157188776.00      | $172011.42         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10154 G   | 2034-01-01      | 5.5000%  | 0.0000% | $220946407.00      | $700617.58         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $22999.00          | $229.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $7375040.00        | $5805994.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2826   | 2055-07-01      | 5.0000%  | 0.0000% | $14155256.00       | $13701577.20       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2795   | 2054-12-01      | 4.0000%  | 0.0000% | $5000.00           | $4482.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2977   | 2055-08-01      | 6.5000%  | 0.0000% | $11264.00          | $9387.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP922741   | 2037-03-01      | 5.5000%  | 0.0000% | $81400186.00       | $134671.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $18097120.00       | $15314798.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL928224   | 2037-04-01      | 6.5000%  | 0.0000% | $40775168.00       | $480401.24         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL940644   | 2037-08-01      | 7.0000%  | 0.0000% | $20768277.00       | $99399.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942487   | 2037-08-01      | 6.5000%  | 0.0000% | $3097.00           | $18.70             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL903793   | 2036-10-01      | 6.5000%  | 0.0000% | $40957760.00       | $227659.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244   | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3634.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8639   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $902.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL940537   | 2037-07-01      | 6.5000%  | 0.0000% | $3072.00           | $24.43             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0199   | 2053-03-01      | 5.5000%  | 0.0000% | $44786432.00       | $37282550.97       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890587   | 2042-05-01      | 4.5000%  | 0.0000% | $1736698.00        | $151695.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8421   | 2054-02-01      | 5.5000%  | 0.0000% | $702860.00         | $505603.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1552   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $908.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1152   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $793.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP913248   | 2037-03-01      | 5.5000%  | 0.0000% | $55968970.00       | $38468.20          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891142   | 2036-06-01      | 6.0000%  | 0.0000% | $24220567.00       | $104119.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891423   | 2036-03-01      | 6.0000%  | 0.0000% | $74485392.00       | $80955.98          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP954858   | 2037-10-01      | 6.5000%  | 0.0000% | $43575433.00       | $193501.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944132   | 2037-07-01      | 6.5000%  | 0.0000% | $47226993.00       | $133312.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0515   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $879.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL904672   | 2036-12-01      | 6.5000%  | 0.0000% | $23331270.00       | $252594.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8465   | 2054-05-01      | 4.5000%  | 0.0000% | $1010.00           | $871.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3591   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.65           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6172   | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $603.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9693   | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1964.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8139   | 2054-03-01      | 5.5000%  | 0.0000% | $75000.00          | $60053.41          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8706   | 2054-06-01      | 6.0000%  | 0.0000% | $24609414.00       | $17206890.33       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8689   | 2054-06-01      | 5.5000%  | 0.0000% | $1060.00           | $923.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWBM6522   | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $177.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG0240   | 2056-04-01      | 5.0000%  | 0.0000% | $3001.00           | $2967.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9903   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $976.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4616   | 2056-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1061.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9502   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $316.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8754   | 2054-06-01      | 5.5000%  | 0.0000% | $12414513.00       | $11257192.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM4179   | 2048-07-01      | 5.0000%  | 0.0000% | $17881796.00       | $3186146.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4343   | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $207.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2246   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $983.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0507   | 2048-09-01      | 5.0000%  | 0.0000% | $2194332.00        | $201752.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6064   | 2049-05-01      | 5.0000%  | 0.0000% | $2564584.00        | $254359.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6359   | 2050-05-01      | 3.0000%  | 0.0000% | $3947256.00        | $2072406.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6534   | 2049-03-01      | 5.0000%  | 0.0000% | $1007546.00        | $158172.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4664   | 2056-04-01      | 5.0000%  | 0.0000% | $7149856.00        | $7071485.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1033   | 2049-04-01      | 4.5000%  | 0.0000% | $1022277.00        | $252617.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8284   | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1657.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5176   | 2056-04-01      | 5.0000%  | 0.0000% | $1003.00           | $990.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5106   | 2048-12-01      | 4.5000%  | 0.0000% | $3013.00           | $494.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8535   | 2054-05-01      | 5.5000%  | 0.0000% | $6395721.00        | $5421095.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2939   | 2056-04-01      | 5.0000%  | 0.0000% | $2001.00           | $1970.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3475   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $729.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8357   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $668.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5948   | 2053-02-01      | 6.0000%  | 0.0000% | $1035730.00        | $545340.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4101   | 2047-11-01      | 3.5000%  | 0.0000% | $11000.00          | $4379.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6362   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $807.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063   | 2053-06-01      | 5.0000%  | 0.0000% | $31866569.00       | $24745590.57       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4941   | 2053-01-01      | 5.5000%  | 0.0000% | $9977560.00        | $7121356.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9775   | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $2677.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1173   | 2049-06-01      | 4.0000%  | 0.0000% | $7061.00           | $1733.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4887   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $701.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1378   | 2048-03-01      | 4.0000%  | 0.0000% | $1120.00           | $151.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2138   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $785.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9844   | 2053-04-01      | 5.5000%  | 0.0000% | $2885048.00        | $2779987.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9909   | 2054-01-01      | 6.5000%  | 0.0000% | $1001.00           | $800.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7634   | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1640.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDH1733   | 2056-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3133.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL900928   | 2037-02-01      | 6.5000%  | 0.0000% | $5210.00           | $50.95             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6526   | 2053-06-01      | 5.5000%  | 0.0000% | $21516840.00       | $16050214.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8361   | 2054-04-01      | 6.5000%  | 0.0000% | $66032624.00       | $36387757.31       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0864   | 2047-12-01      | 4.0000%  | 0.0000% | $54138509.00       | $14033678.64       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5843   | 2047-04-01      | 3.0000%  | 0.0000% | $4364000.00        | $956035.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6478   | 2050-07-01      | 2.5000%  | 0.0000% | $142504320.00      | $51014489.18       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3439   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $690.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5596   | 2055-08-01      | 6.5000%  | 0.0000% | $2390427.00        | $2504350.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1530   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $147.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7592   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0528   | 2047-10-01      | 3.5000%  | 0.0000% | $1040.00           | $261.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA3544   | 2039-05-01      | 4.0000%  | 0.0000% | $1001.00           | $194.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2082   | 2038-07-01      | 4.5000%  | 0.0000% | $5544056.00        | $1665077.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4682   | 2053-05-01      | 5.5000%  | 0.0000% | $1780356.00        | $1421238.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6017   | 2050-06-01      | 2.5000%  | 0.0000% | $108184704.00      | $41572144.20       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE4551   | 2055-07-01      | 4.5000%  | 0.0000% | $1485786.00        | $1416757.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9902   | 2055-11-01      | 5.5000%  | 0.0000% | $2824.00           | $2705.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4529   | 2053-03-01      | 5.5000%  | 0.0000% | $1047.00           | $843.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4340   | 2049-10-01      | 3.0000%  | 0.0000% | $1163722.00        | $429857.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1473.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA2822   | 2048-12-01      | 5.5000%  | 0.0000% | $878000.00         | $153104.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7195   | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $924.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3816   | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $720.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8709   | 2055-09-01      | 5.5000%  | 0.0000% | $1078450.00        | $1083039.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8535   | 2055-09-01      | 5.5000%  | 0.0000% | $2086003.00        | $2098927.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4861   | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $547.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2406   | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $121.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8323   | 2054-04-01      | 5.5000%  | 0.0000% | $9000.00           | $7536.43           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG1784   | 2056-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1909.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9051   | 2048-11-01      | 4.5000%  | 0.0000% | $1012.00           | $374.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6233   | 2056-04-01      | 5.5000%  | 0.0000% | $6585310.00        | $5893435.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG6847   | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV0272   | 2052-02-01      | 3.5000%  | 0.0000% | $52196.00          | $35496.24          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7726   | 2051-04-01      | 2.5000%  | 0.0000% | $6000.00           | $3160.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2726   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $982.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7287   | 2050-02-01      | 3.5000%  | 0.0000% | $438852.00         | $138786.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY8218   | 2045-05-01      | 4.0000%  | 0.0000% | $152472.00         | $13940.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP6618   | 2050-08-01      | 2.5000%  | 0.0000% | $5558033.00        | $2564462.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7662   | 2049-07-01      | 3.5000%  | 0.0000% | $307884.00         | $35745.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7874   | 2049-05-01      | 4.5000%  | 0.0000% | $1811775.00        | $395801.91         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9913   | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $500.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8673   | 2054-06-01      | 5.0000%  | 0.0000% | $14983120.00       | $13248435.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2375   | 2049-11-01      | 4.0000%  | 0.0000% | $1806965.00        | $123911.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1087   | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2236.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9876   | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $598.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2903   | 2045-09-01      | 3.5000%  | 0.0000% | $17016551.00       | $3099950.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5411   | 2056-02-01      | 6.0000%  | 0.0000% | $1240038.00        | $845970.54         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5423   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $578.88            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0113   | 2055-01-01      | 7.0000%  | 0.0000% | $999994.00         | $544285.09         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2035   | 2055-01-01      | 6.5000%  | 0.0000% | $3135698.00        | $3317255.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC6956   | 2054-11-01      | 6.5000%  | 0.0000% | $1001.00           | $1031.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3022   | 2055-03-01      | 5.5000%  | 0.0000% | $1136188.00        | $944090.03         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3914   | 2055-02-01      | 7.0000%  | 0.0000% | $1001.00           | $1070.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4076   | 2054-10-01      | 6.0000%  | 0.0000% | $4846784.00        | $3680592.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7695   | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2539.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2251   | 2053-05-01      | 5.0000%  | 0.0000% | $2001.00           | $1423.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7199   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $466.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6967   | 2055-04-01      | 6.5000%  | 0.0000% | $1142139.00        | $982962.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8449   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $440.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7459   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $954.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8101   | 2053-04-01      | 5.5000%  | 0.0000% | $3003.00           | $2514.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3360   | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2605.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7136   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6979   | 2054-11-01      | 4.5000%  | 0.0000% | $1002.00           | $878.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3940   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $742.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8148   | 2053-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3687.74           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2930   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $359.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6592   | 2055-06-01      | 6.5000%  | 0.0000% | $1919266.00        | $599528.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6386   | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $652.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT5901   | 2043-06-01      | 3.5000%  | 0.0000% | $1074.00           | $186.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS9701   | 2032-05-01      | 3.5000%  | 0.0000% | $973000.00         | $103315.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2775   | 2055-04-01      | 5.0000%  | 0.0000% | $1200744.00        | $1170581.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAV1884   | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $199.41            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0119   | 2055-02-01      | 7.0000%  | 0.0000% | $1017266.00        | $796184.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4458   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $876.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8336   | 2046-11-01      | 4.5000%  | 0.0000% | $6000.00           | $1455.01           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ6141   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $825.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9654   | 2047-05-01      | 4.0000%  | 0.0000% | $289565696.00      | $47658151.73       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT9577   | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $541.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAZ8665   | 2045-11-01      | 4.5000%  | 0.0000% | $10000.00          | $2850.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU0304   | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $113.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0202   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $732.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU5139   | 2043-08-01      | 3.5000%  | 0.0000% | $1362847.00        | $152592.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4800   | 2045-04-01      | 3.5000%  | 0.0000% | $70600720.00       | $15069608.18       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT9223   | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $190.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7429   | 2042-02-01      | 4.0000%  | 0.0000% | $2004.00           | $144.37            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3723   | 2050-10-01      | 2.0000%  | 0.0000% | $1186000.00        | $557141.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6023   | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $105.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAY1318   | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3265.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT7933   | 2043-07-01      | 3.0000%  | 0.0000% | $8960.00           | $1481.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ8516   | 2045-09-01      | 4.0000%  | 0.0000% | $11012740.00       | $1643083.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3149   | 2046-04-01      | 3.5000%  | 0.0000% | $6048.00           | $912.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3975   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $714.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7821   | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $364.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2495   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1892.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5661   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $810.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6691   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $374.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX9742   | 2053-04-01      | 4.5000%  | 0.0000% | $4000.00           | $3680.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6083   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $516.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0173   | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2597.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6043   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $480.03            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2885   | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2119.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8867   | 2054-07-01      | 6.5000%  | 0.0000% | $1004.00           | $635.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5551   | 2055-03-01      | 6.0000%  | 0.0000% | $1001.00           | $907.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5914   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $800.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3397   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $970.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7751   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $667.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7244   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $384.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0687   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $577.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1171.58           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81353 G   | 2044-09-01      | 4.0000%  | 0.0000% | $3072.00           | $596.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR4205   | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $174.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT8618   | 2043-07-01      | 3.5000%  | 0.0000% | $16180760.00       | $2064083.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV0691   | 2043-12-01      | 4.0000%  | 0.0000% | $3982.00           | $459.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8322   | 2046-03-01      | 3.5000%  | 0.0000% | $2029.00           | $353.25            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q39568 G   | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $300.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5619   | 2042-06-01      | 3.5000%  | 0.0000% | $312310.00         | $35553.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW9486   | 2044-11-01      | 3.5000%  | 0.0000% | $2144.00           | $195.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4793   | 2042-09-01      | 3.5000%  | 0.0000% | $2176.00           | $294.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CVAU4206   | 2028-08-01      | 2.5000%  | 0.0000% | $998000.00         | $36456.52          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY1242   | 2045-01-01      | 4.0000%  | 0.0000% | $1133294.00        | $197901.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT8420   | 2043-06-01      | 3.5000%  | 0.0000% | $152810400.00      | $21299857.78       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS3220   | 2029-09-01      | 3.0000%  | 0.0000% | $1000.00           | $48.62             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAV6142   | 2044-01-01      | 4.5000%  | 0.0000% | $2048.00           | $420.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1754   | 2043-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1400.25           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT2780   | 2043-04-01      | 4.0000%  | 0.0000% | $1315841.00        | $142261.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6337   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5862   | 2055-12-01      | 5.5000%  | 0.0000% | $1003.00           | $930.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1336   | 2043-12-01      | 4.5000%  | 0.0000% | $6144.00           | $276.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5615   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $749.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD3349   | 2040-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1168.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5323   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.91           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAT7738   | 2028-06-01      | 3.0000%  | 0.0000% | $748000.00         | $26070.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV8711   | 2029-03-01      | 3.5000%  | 0.0000% | $1631980.00        | $65539.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW0977   | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $154.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAU3169   | 2033-08-01      | 3.5000%  | 0.0000% | $1735648.00        | $69747.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4264   | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $304.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAW4718   | 2034-06-01      | 4.5000%  | 0.0000% | $1511969.00        | $161947.40         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q27912 G   | 2044-08-01      | 4.0000%  | 0.0000% | $4110.00           | $561.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9823   | 2047-06-01      | 3.5000%  | 0.0000% | $3085216.00        | $1028360.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW8157   | 2027-01-01      | 3.0000%  | 0.0000% | $21566508.00       | $138681.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4727   | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $149.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3954   | 2054-10-01      | 6.5000%  | 0.0000% | $1002.00           | $684.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR9225   | 2043-03-01      | 3.0000%  | 0.0000% | $397927.00         | $86388.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR8634   | 2043-03-01      | 4.0000%  | 0.0000% | $1000.00           | $208.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0827   | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1268.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5282   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $870.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2617   | 2055-03-01      | 6.5000%  | 0.0000% | $7264770.00        | $3306847.67        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9901   | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1745.71           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9215   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $705.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CNRD5112   | 2032-09-01      | 3.5000%  | 0.0000% | $1052.00           | $446.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7928   | 2046-01-01      | 3.5000%  | 0.0000% | $10952976.00       | $2327414.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2152   | 2042-05-01      | 3.5000%  | 0.0000% | $1098.00           | $146.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $1000.00           | $173.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7892   | 2046-09-01      | 3.0000%  | 0.0000% | $10400.00          | $1382.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $729.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAQ6286   | 2042-12-01      | 4.0000%  | 0.0000% | $66162640.00       | $8603758.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR1463   | 2043-01-01      | 3.0000%  | 0.0000% | $2000.00           | $319.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8422   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $255.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT3874   | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $129.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9560   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $213.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2843   | 2053-05-01      | 5.5000%  | 0.0000% | $2001.00           | $1731.75           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1041   | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $4838.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9087   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $757.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8729   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $811.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9271   | 2053-06-01      | 5.5000%  | 0.0000% | $60192099.00       | $47663778.24       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3306   | 2052-06-01      | 4.0000%  | 0.0000% | $2280989.00        | $1700134.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9434   | 2053-07-01      | 5.5000%  | 0.0000% | $21424480.00       | $15982648.58       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5807   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1651.43           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $363000.00         | $112297.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9307   | 2052-09-01      | 5.0000%  | 0.0000% | $2003.00           | $1182.63           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5407   | 2053-12-01      | 6.5000%  | 0.0000% | $1028.00           | $678.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2694   | 2054-04-01      | 5.0000%  | 0.0000% | $4379960.00        | $3366108.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3658   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $843.25            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6377   | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1108.75           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7501   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $493.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $697.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0808   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9058   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $636.19            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5014   | 2053-06-01      | 6.0000%  | 0.0000% | $1958126.00        | $1653520.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6973   | 2053-07-01      | 6.5000%  | 0.0000% | $2001.00           | $1531.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9091   | 2052-08-01      | 5.0000%  | 0.0000% | $4312792.00        | $2958650.75        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIRC1880   | 2036-03-01      | 1.5000%  | 0.0000% | $210000.00         | $90693.87          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1152   | 2054-08-01      | 7.0000%  | 0.0000% | $1146725.00        | $299126.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $8017.00           | $6695.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI1993   | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $877.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7424   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $814.52            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5399   | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $974.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8645   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $671.71            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8224   | 2051-01-01      | 2.0000%  | 0.0000% | $36880.00          | $19600.94          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9358   | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $693.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5512   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1874.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8631   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $593.51            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3VSF5035   | 2047-01-01      | 3.0000%  | 0.0000% | $1290448.00        | $1122568.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5552   | 2054-09-01      | 6.5000%  | 0.0000% | $3028.00           | $2059.28           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A86370 G   | 2039-05-01      | 4.5000%  | 0.0000% | $191057.00         | $2125.87           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4263   | 2047-09-01      | 4.5000%  | 0.0000% | $3024.00           | $859.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI7765   | 2037-08-01      | 5.0000%  | 0.0000% | $35191.00          | $663.45            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4978   | 2049-04-01      | 4.5000%  | 0.0000% | $288000.00         | $66112.02          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264   | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2185.35           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8151   | 2051-06-01      | 2.5000%  | 0.0000% | $9000.00           | $4958.38           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502   | 2049-07-01      | 3.5000%  | 0.0000% | $8002.00           | $1484.43           | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CTSC0565   | 2042-03-01      | 1.5000%  | 0.0000% | $2016.00           | $1435.35           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB0258   | 2034-06-01      | 4.0000%  | 0.0000% | $3492511.00        | $49123.13          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107   | 2050-11-01      | 2.5000%  | 0.0000% | $5000.00           | $2059.97           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB1743   | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $892.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390   | 2053-03-01      | 5.0000%  | 0.0000% | $6000.00           | $4488.99           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0783   | 2051-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2995.53           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A96200 G   | 2041-01-01      | 4.5000%  | 0.0000% | $3072.00           | $111.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8328   | 2039-09-01      | 5.5000%  | 0.0000% | $84000.00          | $42317.84          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1053   | 2052-06-01      | 3.5000%  | 0.0000% | $229000.00         | $159830.83         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1840   | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2655.01           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8177   | 2037-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1095.71           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8329   | 2039-09-01      | 6.0000%  | 0.0000% | $44000.00          | $23836.88          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A90398 G   | 2039-12-01      | 4.5000%  | 0.0000% | $1076810.00        | $44094.03          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2152   | 2051-12-01      | 3.0000%  | 0.0000% | $66660904.00       | $45871399.89       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0962   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $676.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8158   | 2051-06-01      | 3.5000%  | 0.0000% | $1010.00           | $366.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1533   | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1551.11           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8286   | 2053-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1531.70           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8380   | 2040-04-01      | 6.0000%  | 0.0000% | $5000.00           | $3131.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8273   | 2038-12-01      | 5.5000%  | 0.0000% | $2000.00           | $857.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7413   | 2048-07-01      | 4.5000%  | 0.0000% | $1002008.00        | $162761.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2088   | 2052-06-01      | 3.5000%  | 0.0000% | $313000.00         | $222380.28         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $231000.00         | $189150.72         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254   | 2052-07-01      | 3.5000%  | 0.0000% | $20000.00          | $14506.99          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1818   | 2052-10-01      | 4.0000%  | 0.0000% | $120000.00         | $86982.35          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4518   | 2053-08-01      | 3.5000%  | 0.0000% | $60485000.00       | $46539961.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8307   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $768.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0972   | 2052-04-01      | 4.0000%  | 0.0000% | $2000.00           | $997.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9302   | 2053-06-01      | 6.5000%  | 0.0000% | $1020.00           | $587.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE1600   | 2052-05-01      | 4.0000%  | 0.0000% | $38000.00          | $28170.18          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1644   | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1233.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH8928   | 2054-02-01      | 6.0000%  | 0.0000% | $2058334.00        | $1849457.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4609   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $761.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1778   | 2053-05-01      | 5.5000%  | 0.0000% | $2031.00           | $1448.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9874   | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $832.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8618   | 2053-08-01      | 6.0000%  | 0.0000% | $1028.00           | $581.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0848   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $706.47            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB4522   | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $662.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8680   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $773.58            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQC9130   | 2051-10-01      | 1.5000%  | 0.0000% | $1000.00           | $595.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5015   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $692.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7211   | 2052-04-01      | 4.0000%  | 0.0000% | $5000.00           | $3197.92           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $662.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD6552   | 2052-02-01      | 3.0000%  | 0.0000% | $5217266.00        | $2739950.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8194   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1503.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9646   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1680.04           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $7376300.00        | $7490101.92        | U.S. Treasuries (including strips) |
| FNMS 04.500 CLAI8465   | 2041-08-01      | 4.5000%  | 0.0000% | $6000.00           | $603.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO7141   | 2042-07-01      | 3.5000%  | 0.0000% | $259060160.00      | $22961830.51       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q03209 G   | 2041-09-01      | 4.0000%  | 0.0000% | $3607996.00        | $368686.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5010   | 2045-05-01      | 3.5000%  | 0.0000% | $28049856.00       | $2186108.70        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U90828 G   | 2043-02-01      | 3.5000%  | 0.0000% | $1006.00           | $178.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAQ6240   | 2042-12-01      | 4.0000%  | 0.0000% | $2070.00           | $246.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7618   | 2054-11-01      | 5.5000%  | 0.0000% | $696812.00         | $701365.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6612   | 2046-02-01      | 3.5000%  | 0.0000% | $6976854.00        | $1496060.02        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6402   | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $217.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8206   | 2054-06-01      | 5.5000%  | 0.0000% | $876660.00         | $732616.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4922   | 2045-05-01      | 3.5000%  | 0.0000% | $76318400.00       | $11957753.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $27687547.00       | $20505874.23       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4977   | 2045-05-01      | 3.0000%  | 0.0000% | $10242.00          | $1371.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAL4052   | 2033-08-01      | 3.5000%  | 0.0000% | $10000.00          | $1082.09           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS6940   | 2046-04-01      | 3.0000%  | 0.0000% | $7605260.00        | $1009654.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ5707   | 2043-01-01      | 3.5000%  | 0.0000% | $2095699.00        | $359795.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4794   | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $150.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7737   | 2046-08-01      | 3.0000%  | 0.0000% | $222207232.00      | $23488032.04       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q03146 G   | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $79.01             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q16986 G   | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $95.89             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9442   | 2046-11-01      | 3.5000%  | 0.0000% | $6000.00           | $1284.31           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q31066 G   | 2045-02-01      | 4.0000%  | 0.0000% | $10003.00          | $1130.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS0024   | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $113.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL6584   | 2030-04-01      | 3.0000%  | 0.0000% | $479347.00         | $34193.51          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI5176   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $693.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8211   | 2043-04-01      | 3.5000%  | 0.0000% | $8080.00           | $1181.66           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4813   | 2045-04-01      | 4.0000%  | 0.0000% | $1050.00           | $219.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5362   | 2045-07-01      | 3.5000%  | 0.0000% | $75739648.00       | $15306759.80       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5566   | 2045-08-01      | 3.5000%  | 0.0000% | $10440.00          | $2198.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CWAL5852   | 2029-09-01      | 4.0000%  | 0.0000% | $538059.00         | $23383.38          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1526   | 2054-12-01      | 5.0000%  | 0.0000% | $5040.00           | $4118.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3658   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $761.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012   | 2053-03-01      | 5.5000%  | 0.0000% | $9000.00           | $6774.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2007   | 2055-04-01      | 5.5000%  | 0.0000% | $14796218.00       | $12143966.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3185   | 2055-10-01      | 5.5000%  | 0.0000% | $47032064.00       | $46273486.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3240   | 2055-08-01      | 6.0000%  | 0.0000% | $11296.00          | $9452.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA5317   | 2052-03-01      | 3.0000%  | 0.0000% | $3072.00           | $2720.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4010   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $900.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3794   | 2055-02-01      | 6.0000%  | 0.0000% | $12318.00          | $11716.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP995218   | 2038-10-01      | 6.5000%  | 0.0000% | $70617782.00       | $17717.61          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1352   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $742.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1740   | 2050-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3509.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8685   | 2054-06-01      | 5.5000%  | 0.0000% | $47633424.00       | $42393964.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9795   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $940.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995378   | 2039-01-01      | 6.5000%  | 0.0000% | $3000.00           | $27.62             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1387   | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $865.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP995509   | 2039-01-01      | 5.5000%  | 0.0000% | $3072.00           | $13.13             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA6432   | 2050-07-01      | 3.5000%  | 0.0000% | $4828326.00        | $2081632.74        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6032   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $441.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940767   | 2037-06-01      | 6.0000%  | 0.0000% | $3071.00           | $16.65             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9012   | 2054-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2427.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP897064   | 2036-07-01      | 6.0000%  | 0.0000% | $42207070.00       | $142969.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8862   | 2054-07-01      | 6.0000%  | 0.0000% | $5353568.00        | $4725872.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0545   | 2054-12-01      | 5.5000%  | 0.0000% | $17457648.00       | $13370070.61       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1923   | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $872.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899810   | 2037-08-01      | 6.5000%  | 0.0000% | $55532540.00       | $129127.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP901421   | 2036-10-01      | 6.0000%  | 0.0000% | $26780465.00       | $37139.33          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366   | 2042-06-01      | 3.5000%  | 0.0000% | $1499000.00        | $231327.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9779   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $936.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993   | 2055-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1397.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFA1529   | 2038-03-01      | 2.0000%  | 0.0000% | $1000.00           | $790.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA7114   | 2035-09-01      | 2.5000%  | 0.0000% | $1000.00           | $378.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5661   | 2056-01-01      | 5.0000%  | 0.0000% | $9265.00           | $9044.81           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0381   | 2051-05-01      | 2.0000%  | 0.0000% | $87339.00          | $55169.72          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6528   | 2050-07-01      | 2.5000%  | 0.0000% | $10300.00          | $3865.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2280   | 2048-08-01      | 4.5000%  | 0.0000% | $10000.00          | $2054.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3229   | 2049-03-01      | 5.0000%  | 0.0000% | $5301493.00        | $1235304.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8830   | 2051-02-01      | 3.0000%  | 0.0000% | $80556396.00       | $44047360.35       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5219   | 2050-02-01      | 3.0000%  | 0.0000% | $1024.00           | $200.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5847   | 2049-12-01      | 3.5000%  | 0.0000% | $3041.00           | $1093.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3390   | 2049-04-01      | 4.5000%  | 0.0000% | $4096.00           | $1089.44           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0121   | 2047-08-01      | 4.0000%  | 0.0000% | $2144.00           | $452.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7231   | 2050-10-01      | 2.5000%  | 0.0000% | $794000.00         | $390960.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7988   | 2050-12-01      | 2.0000%  | 0.0000% | $1204.00           | $617.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5353   | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $227.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6407   | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1815.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ7709   | 2041-12-01      | 3.5000%  | 0.0000% | $1024.00           | $81.58             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4629   | 2055-03-01      | 5.5000%  | 0.0000% | $17992.00          | $17953.18          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8819   | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2101.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9017   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $684.37            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8871   | 2055-07-01      | 7.0000%  | 0.0000% | $1095139.00        | $1186664.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1166   | 2055-06-01      | 6.5000%  | 0.0000% | $58334824.00       | $47000829.86       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6731   | 2042-03-01      | 3.5000%  | 0.0000% | $5120.00           | $355.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4190   | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $65.58             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY3178   | 2045-02-01      | 4.0000%  | 0.0000% | $1451005.00        | $103025.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4695   | 2055-04-01      | 6.5000%  | 0.0000% | $1085402.00        | $860420.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBY6603   | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $893.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4811   | 2048-10-01      | 4.5000%  | 0.0000% | $5659530.00        | $1454981.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ8408   | 2042-01-01      | 3.5000%  | 0.0000% | $63688704.00       | $3846960.68        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4238   | 2055-07-01      | 7.0000%  | 0.0000% | $2007.00           | $1731.05           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3072   | 2055-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1748.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2429   | 2048-10-01      | 4.0000%  | 0.0000% | $1150.00           | $240.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7714   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $906.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0382   | 2047-09-01      | 3.5000%  | 0.0000% | $73914112.00       | $13346982.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL0814   | 2040-06-01      | 6.5000%  | 0.0000% | $9999.00           | $259.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4030   | 2049-08-01      | 4.0000%  | 0.0000% | $399814.00         | $41270.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0318   | 2047-09-01      | 3.5000%  | 0.0000% | $199037060.00      | $23811700.69       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTBM5460   | 2035-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1748.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5740   | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $346.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7822   | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $192.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6785   | 2049-02-01      | 4.5000%  | 0.0000% | $1910963.00        | $393697.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7019   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $319.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3330   | 2052-07-01      | 4.0000%  | 0.0000% | $2123832.00        | $1192300.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP878451   | 2036-08-01      | 6.5000%  | 0.0000% | $53222926.00       | $71248.49          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6270   | 2049-04-01      | 4.5000%  | 0.0000% | $8225805.00        | $2012764.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CQCA4693   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $312.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5508   | 2049-02-01      | 5.0000%  | 0.0000% | $104002.00         | $21683.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ2109   | 2045-10-01      | 4.0000%  | 0.0000% | $1024.00           | $230.92            | Agency Mortgage-Backed Securities  |
| MNMS 02.940 MTBL5079   | 2040-02-01      | 2.9400%  | 0.0000% | $1000.00           | $686.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8828   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $650.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY7466   | 2045-04-01      | 3.0000%  | 0.0000% | $1048.00           | $138.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ6640   | 2046-01-01      | 4.0000%  | 0.0000% | $7000.00           | $2224.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1615   | 2051-02-01      | 2.0000%  | 0.0000% | $2540836.00        | $1473602.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REBM7284   | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $644.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6811   | 2056-04-01      | 5.5000%  | 0.0000% | $12147100.00       | $12289852.37       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5437   | 2044-05-01      | 4.0000%  | 0.0000% | $226900597.00      | $50819972.30       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQBM7117   | 2045-09-01      | 4.0000%  | 0.0000% | $1007.00           | $663.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6883   | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1971.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW5299   | 2053-05-01      | 6.0000%  | 0.0000% | $1156441.00        | $1158623.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0696   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $284.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0588   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $301.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3346   | 2049-04-01      | 4.5000%  | 0.0000% | $4096.00           | $1025.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2080   | 2038-07-01      | 4.5000%  | 0.0000% | $359323.00         | $60601.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5744   | 2050-05-01      | 3.5000%  | 0.0000% | $48413777.00       | $21566589.54       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6054   | 2055-08-01      | 6.5000%  | 0.0000% | $25777305.00       | $23748585.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8651   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1821.80           | Agency Mortgage-Backed Securities  |
| FNMS 08.500 CL735182   | 2034-12-01      | 8.5000%  | 0.0000% | $3417829.00        | $25301.95          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL812248   | 2035-03-01      | 6.0000%  | 0.0000% | $2000.00           | $60.49             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5676   | 2052-08-01      | 5.0000%  | 0.0000% | $1011.00           | $634.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG8160   | 2056-05-01      | 6.0000%  | 0.0000% | $2267772.00        | $2353898.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8786   | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1485.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8415   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $755.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBU5708   | 2045-02-01      | 5.5000%  | 0.0000% | $2849950.00        | $2205531.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7086   | 2052-11-01      | 5.0000%  | 0.0000% | $1002.00           | $874.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BM7800   | 2058-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1696.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $620.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7935   | 2052-08-01      | 5.0000%  | 0.0000% | $3001.00           | $2568.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6470   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $818.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2209   | 2052-02-01      | 3.0000%  | 0.0000% | $3024.00           | $1973.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4004   | 2053-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1531.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9537   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1345.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6445   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $586.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1829   | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1227.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5792   | 2052-08-01      | 4.5000%  | 0.0000% | $22629328.00       | $14511196.33       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRBM7223   | 2046-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2027.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3121   | 2052-02-01      | 3.0000%  | 0.0000% | $1251.00           | $791.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1515   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $777.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA7253   | 2035-10-01      | 2.5000%  | 0.0000% | $1000.00           | $393.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA6381   | 2050-07-01      | 4.5000%  | 0.0000% | $2046.00           | $469.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8891   | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1105.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0496   | 2055-10-01      | 6.0000%  | 0.0000% | $1429131.00        | $1032610.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6902   | 2050-09-01      | 2.0000%  | 0.0000% | $1897000.00        | $956432.88         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6058   | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2073.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF1899   | 2055-10-01      | 4.5000%  | 0.0000% | $3016838.00        | $2885557.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF1993   | 2055-11-01      | 4.5000%  | 0.0000% | $1248202.00        | $1194282.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1155   | 2051-07-01      | 3.5000%  | 0.0000% | $1008.00           | $568.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645   | 2051-01-01      | 4.0000%  | 0.0000% | $1362968.00        | $449579.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2915   | 2055-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2092.36           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0414   | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1123.63           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8994   | 2051-02-01      | 4.0000%  | 0.0000% | $1009.00           | $358.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7752   | 2050-11-01      | 3.0000%  | 0.0000% | $22998000.00       | $11390335.07       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6081   | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $398.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9573   | 2055-10-01      | 6.0000%  | 0.0000% | $3944618.00        | $3250170.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8473   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $526.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA8627   | 2051-01-01      | 3.5000%  | 0.0000% | $4495653.00        | $1708325.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $628.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA4831   | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $201.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0609   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $545.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA6120   | 2050-05-01      | 5.0000%  | 0.0000% | $355817.00         | $65896.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5821   | 2048-05-01      | 3.5000%  | 0.0000% | $4000.00           | $1567.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6407   | 2050-07-01      | 2.5000%  | 0.0000% | $1002.00           | $350.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5883   | 2049-12-01      | 3.5000%  | 0.0000% | $5003.00           | $1930.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0339   | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $509.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0427   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7077   | 2052-05-01      | 3.5000%  | 0.0000% | $7000.00           | $5131.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3903   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $595.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP5772   | 2050-05-01      | 2.0000%  | 0.0000% | $2048.00           | $852.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7358   | 2056-04-01      | 5.0000%  | 0.0000% | $1511738.00        | $1514754.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6032   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $416.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4484   | 2047-05-01      | 4.0000%  | 0.0000% | $2079.00           | $376.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5201   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4145   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3945   | 2056-03-01      | 5.5000%  | 0.0000% | $1861497.00        | $1898087.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4938   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG5128   | 2056-04-01      | 4.5000%  | 0.0000% | $13759383.00       | $13234979.59       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0569   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $232.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG3595   | 2056-03-01      | 6.0000%  | 0.0000% | $1004.00           | $1053.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8387   | 2054-04-01      | 6.5000%  | 0.0000% | $1002.00           | $630.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0891   | 2048-11-01      | 4.5000%  | 0.0000% | $2012.00           | $277.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDG5234   | 2041-04-01      | 5.0000%  | 0.0000% | $1001.00           | $1010.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN6595   | 2049-05-01      | 3.5000%  | 0.0000% | $240000.00         | $24988.67          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5613   | 2050-06-01      | 2.5000%  | 0.0000% | $129929920.00      | $48378882.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3076   | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $906.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3675   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1199.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880824   | 2036-04-01      | 6.0000%  | 0.0000% | $18413002.00       | $127929.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0714   | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $632.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4518   | 2048-10-01      | 4.5000%  | 0.0000% | $184623.00         | $45733.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BM7362   | 2060-01-01      | 3.0000%  | 0.0000% | $34779075.00       | $23755647.66       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8279   | 2049-05-01      | 4.5000%  | 0.0000% | $1276808.00        | $261754.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG7396   | 2056-05-01      | 4.5000%  | 0.0000% | $3072.00           | $2956.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0299   | 2049-05-01      | 4.5000%  | 0.0000% | $1711142.00        | $163229.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDD2613   | 2040-02-01      | 6.0000%  | 0.0000% | $1000.00           | $824.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9661   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $841.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0086   | 2047-08-01      | 3.5000%  | 0.0000% | $2003.00           | $593.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA1427   | 2033-03-01      | 3.0000%  | 0.0000% | $1999.00           | $344.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY7802   | 2045-04-01      | 3.0000%  | 0.0000% | $1008.00           | $110.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1686   | 2052-07-01      | 5.0000%  | 0.0000% | $152000.00         | $116454.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN7868   | 2049-04-01      | 5.0000%  | 0.0000% | $1010113.00        | $121929.30         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $24640317.00       | $17736691.23       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3454   | 2050-09-01      | 2.0000%  | 0.0000% | $1080.00           | $543.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3697   | 2047-06-01      | 4.0000%  | 0.0000% | $2048.00           | $446.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4525   | 2045-03-01      | 3.5000%  | 0.0000% | $10400.00          | $1989.36           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6010   | 2051-10-01      | 3.5000%  | 0.0000% | $5320140.00        | $2699528.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6525   | 2046-01-01      | 3.5000%  | 0.0000% | $1120.00           | $117.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0186   | 2057-02-01      | 4.5000%  | 0.0000% | $996997.00         | $262864.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3116   | 2043-03-01      | 3.0000%  | 0.0000% | $3259188.00        | $547227.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8969   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $708.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7838   | 2046-08-01      | 3.0000%  | 0.0000% | $1001.00           | $221.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH3583   | 2040-12-01      | 4.0000%  | 0.0000% | $1246285.00        | $48979.22          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA4212   | 2043-04-01      | 3.5000%  | 0.0000% | $3000.00           | $717.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7247   | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $987.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4860   | 2049-03-01      | 4.5000%  | 0.0000% | $1121009.00        | $108445.74         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4967   | 2049-04-01      | 4.5000%  | 0.0000% | $771000.00         | $128928.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $10080.00          | $652.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6382   | 2055-12-01      | 5.5000%  | 0.0000% | $2165658.00        | $2119951.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7711   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW9490   | 2044-11-01      | 4.0000%  | 0.0000% | $1176433.00        | $23972.95          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0170   | 2057-02-01      | 4.5000%  | 0.0000% | $13179.00          | $3141.82           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q41962 G   | 2046-07-01      | 3.5000%  | 0.0000% | $15069720.00       | $2442477.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852322   | 2036-04-01      | 6.0000%  | 0.0000% | $22909830.00       | $144114.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL869016   | 2036-05-01      | 6.0000%  | 0.0000% | $69862997.00       | $93871.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT256856   | 2027-07-01      | 6.5000%  | 0.0000% | $1079.00           | $3.73              | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63503 G   | 2049-05-01      | 4.0000%  | 0.0000% | $3072.00           | $884.28            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 K0667073   | 2032-07-01      | 7.5000%  | 0.0000% | $3633804.00        | $40755.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAU9356   | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $250.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7946   | 2042-12-01      | 3.5000%  | 0.0000% | $12800760.00       | $1353835.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8085   | 2046-10-01      | 3.0000%  | 0.0000% | $1088.00           | $278.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8875   | 2044-12-01      | 4.0000%  | 0.0000% | $2006.00           | $457.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0191   | 2057-06-01      | 4.0000%  | 0.0000% | $1000.00           | $259.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3605   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $782.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5565   | 2045-08-01      | 3.5000%  | 0.0000% | $94034711.00       | $14068766.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7505   | 2046-07-01      | 3.5000%  | 0.0000% | $1023.00           | $263.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9507   | 2048-10-01      | 4.0000%  | 0.0000% | $17298368.00       | $3066774.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2005   | 2047-12-01      | 4.0000%  | 0.0000% | $17724000.00       | $1879573.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBJ9502   | 2048-02-01      | 3.0000%  | 0.0000% | $502582.00         | $92190.37          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5404   | 2046-05-01      | 4.5000%  | 0.0000% | $1003.00           | $978.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ4751   | 2045-10-01      | 3.5000%  | 0.0000% | $16682400.00       | $2512533.03        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAY3392   | 2045-04-01      | 4.0000%  | 0.0000% | $72722.00          | $11290.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8803   | 2047-02-01      | 3.5000%  | 0.0000% | $16612928.00       | $2943031.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0175   | 2057-01-01      | 2.5000%  | 0.0000% | $1000.00           | $408.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7307   | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $102.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2076   | 2045-09-01      | 3.5000%  | 0.0000% | $10240.00          | $2541.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7234   | 2046-05-01      | 3.0000%  | 0.0000% | $1008.00           | $119.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9155   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $820.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8299   | 2052-12-01      | 5.5000%  | 0.0000% | $2240.00           | $1595.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3137   | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $403.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 R3BF0570   | 2050-02-01      | 4.0000%  | 0.0000% | $2016.00           | $1075.37           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS6038   | 2040-10-01      | 3.5000%  | 0.0000% | $1322523.00        | $150535.65         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA3908   | 2050-11-01      | 1.5000%  | 0.0000% | $163000.00         | $78438.75          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 R3BF0369   | 2048-08-01      | 4.5000%  | 0.0000% | $10000.00          | $3215.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9740   | 2047-06-01      | 3.5000%  | 0.0000% | $10000.00          | $1029.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4905   | 2055-03-01      | 6.0000%  | 0.0000% | $164176.00         | $159557.69         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU2688   | 2043-07-01      | 4.0000%  | 0.0000% | $1446671.00        | $156133.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6587   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2689   | 2048-04-01      | 4.0000%  | 0.0000% | $583308800.00      | $64493166.65       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7779   | 2052-08-01      | 4.5000%  | 0.0000% | $6000.00           | $4011.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY3436   | 2045-05-01      | 3.5000%  | 0.0000% | $2048.00           | $166.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW3160   | 2044-07-01      | 3.5000%  | 0.0000% | $1869598.00        | $39615.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6640   | 2046-02-01      | 3.5000%  | 0.0000% | $1000.00           | $171.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9563   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $829.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBK8079   | 2048-07-01      | 5.0000%  | 0.0000% | $2000.00           | $45.92             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6597   | 2046-02-01      | 4.0000%  | 0.0000% | $452328.00         | $29911.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD0976   | 2046-04-01      | 4.5000%  | 0.0000% | $1957.00           | $149.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY6946   | 2045-04-01      | 3.0000%  | 0.0000% | $2112.00           | $212.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7730   | 2046-08-01      | 3.0000%  | 0.0000% | $2024.00           | $429.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5310   | 2045-07-01      | 3.5000%  | 0.0000% | $10000.00          | $2019.46           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62279 G   | 2049-03-01      | 4.5000%  | 0.0000% | $3020.00           | $690.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5820   | 2045-09-01      | 3.5000%  | 0.0000% | $2141.00           | $164.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5942   | 2042-06-01      | 3.5000%  | 0.0000% | $7056.00           | $812.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS5221   | 2045-06-01      | 3.5000%  | 0.0000% | $6000.00           | $1712.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2130   | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $157.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR6379   | 2043-02-01      | 3.0000%  | 0.0000% | $323000.00         | $62293.90          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62796 G   | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $412.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7008   | 2046-04-01      | 3.5000%  | 0.0000% | $1024.00           | $198.16            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V80989 G   | 2044-02-01      | 4.0000%  | 0.0000% | $4096.00           | $569.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS7401   | 2046-06-01      | 4.0000%  | 0.0000% | $605000.00         | $61160.69          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3108   | 2052-05-01      | 3.0000%  | 0.0000% | $3024.00           | $1992.34           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3421   | 2047-06-01      | 4.5000%  | 0.0000% | $3000.00           | $753.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4994   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $808.80            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0624   | 2043-02-01      | 4.0000%  | 0.0000% | $3000.00           | $726.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8369   | 2053-10-01      | 6.5000%  | 0.0000% | $11308711.00       | $5300409.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3950.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6602   | 2053-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4078.51           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $5695200.00        | $3523596.47        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8062   | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $705.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213   | 2053-11-01      | 6.5000%  | 0.0000% | $438060.00         | $311836.12         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZA3579   | 2042-06-01      | 4.0000%  | 0.0000% | $3072.00           | $211.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9928   | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1829.51           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0230   | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1895.28           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CNRD5217   | 2034-10-01      | 4.0000%  | 0.0000% | $63000.00          | $46239.75          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9763   | 2052-09-01      | 5.0000%  | 0.0000% | $2003.00           | $1144.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO2140   | 2039-06-01      | 5.0000%  | 0.0000% | $1498000.00        | $1183941.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8140   | 2054-06-01      | 6.0000%  | 0.0000% | $7004.00           | $5614.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9240   | 2054-07-01      | 6.5000%  | 0.0000% | $6000.00           | $4227.88           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0999   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $665.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3568   | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $1869.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1403   | 2052-10-01      | 5.0000%  | 0.0000% | $290892.00         | $195655.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9194   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1875.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1771   | 2053-05-01      | 5.5000%  | 0.0000% | $2001.00           | $1262.09           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5085   | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $430.77            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI7518   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.26           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1118   | 2052-06-01      | 3.5000%  | 0.0000% | $6999.00           | $4685.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0730   | 2052-10-01      | 5.0000%  | 0.0000% | $3520.00           | $3296.43           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA2390   | 2050-05-01      | 2.0000%  | 0.0000% | $1000.00           | $472.87            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5862   | 2054-05-01      | 6.0000%  | 0.0000% | $2002.00           | $1700.13           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $1176800.00        | $1197376.89        | U.S. Treasuries (including strips) |
| 06.000 FGPC H00416 G   | 2036-12-01      | 6.0000%  | 0.0000% | $11187534.00       | $130561.97         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC N31276 G   | 2036-01-01      | 4.5000%  | 0.0000% | $12283.00          | $99.31             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90775 G   | 2040-01-01      | 5.5000%  | 0.0000% | $3072.00           | $155.10            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H02643 G   | 2038-05-01      | 6.0000%  | 0.0000% | $31305985.00       | $172967.12         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2943   | 2042-04-01      | 4.0000%  | 0.0000% | $2680530.00        | $104016.90         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P50529 G   | 2036-11-01      | 6.0000%  | 0.0000% | $18677.00          | $434.34            | Agency Mortgage-Backed Securities  |
| 05.700 FGPC T30075 G   | 2037-03-01      | 5.7000%  | 0.0000% | $1546.00           | $41.17             | Agency Mortgage-Backed Securities  |
| 07.000 FGPC A82013 G   | 2038-09-01      | 7.0000%  | 0.0000% | $8930187.00        | $183433.20         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07556 G   | 2043-11-01      | 4.0000%  | 0.0000% | $9308.00           | $1453.59           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03442 G   | 2037-10-01      | 7.0000%  | 0.0000% | $3072.00           | $32.86             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3154   | 2049-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1478.27           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0289   | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $213.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4694   | 2054-01-01      | 6.5000%  | 0.0000% | $238623.00         | $156273.53         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4995   | 2052-03-01      | 3.5000%  | 0.0000% | $1023.00           | $671.18            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8031   | 2035-02-01      | 2.5000%  | 0.0000% | $3482945.00        | $586640.19         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8035   | 2035-03-01      | 2.5000%  | 0.0000% | $224999.00         | $37469.53          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6433   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $808.27            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K30272 G   | 2047-08-01      | 5.5000%  | 0.0000% | $18324080.00       | $134821.76         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7563   | 2031-12-01      | 3.0000%  | 0.0000% | $1024.00           | $52.49             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4756   | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1810.43           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8373   | 2040-03-01      | 6.0000%  | 0.0000% | $46000.00          | $25162.53          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3338   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $761.55            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H09187 G   | 2038-12-01      | 6.0000%  | 0.0000% | $34489022.00       | $20514.72          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A87971 G   | 2039-08-01      | 4.5000%  | 0.0000% | $3093.00           | $93.14             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7126   | 2042-12-01      | 3.5000%  | 0.0000% | $5148.00           | $616.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995941   | 2039-07-01      | 6.5000%  | 0.0000% | $8320.00           | $130.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQMA1372   | 2043-02-01      | 3.5000%  | 0.0000% | $7069.00           | $958.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995301   | 2038-11-01      | 6.0000%  | 0.0000% | $5133.00           | $69.06             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 NPAE0290   | 2040-03-01      | 4.5000%  | 0.0000% | $1051.00           | $26.23             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5413   | 2054-05-01      | 5.0000%  | 0.0000% | $2438.00           | $2004.91           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5196   | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $14908.03          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8266   | 2038-11-01      | 5.5000%  | 0.0000% | $46000.00          | $21582.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $856.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6299   | 2054-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3104.01           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8057   | 2050-04-01      | 3.5000%  | 0.0000% | $18002.00          | $3414.30           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7521   | 2050-07-01      | 2.5000%  | 0.0000% | $218000.00         | $96470.60          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8235   | 2038-06-01      | 5.5000%  | 0.0000% | $37057.00          | $18644.21          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8183   | 2051-12-01      | 2.5000%  | 0.0000% | $9000.00           | $5448.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $33875854.00       | $30297097.39       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7496   | 2052-08-01      | 4.5000%  | 0.0000% | $2032865.00        | $1525664.23        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $977256.00         | $419310.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3151   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $756.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0121   | 2049-06-01      | 3.5000%  | 0.0000% | $10000.00          | $2477.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8655   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $793.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $6000.00           | $4597.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6520   | 2053-01-01      | 5.5000%  | 0.0000% | $2008.00           | $1211.97           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9652   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $862.01            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46113 G   | 2047-02-01      | 4.0000%  | 0.0000% | $3072.00           | $458.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4595   | 2052-12-01      | 6.0000%  | 0.0000% | $12328165.00       | $8587240.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9065   | 2054-11-01      | 5.5000%  | 0.0000% | $10264.00          | $8326.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8347   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $500.59            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQA9142   | 2050-05-01      | 2.5000%  | 0.0000% | $846000.00         | $296924.96         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7876   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $551.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8668   | 2053-03-01      | 5.0000%  | 0.0000% | $12452300.00       | $9311022.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC5576   | 2051-08-01      | 2.5000%  | 0.0000% | $84092000.00       | $41224886.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4929   | 2052-12-01      | 6.0000%  | 0.0000% | $10240.00          | $6378.46           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6599   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $543.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8893   | 2053-04-01      | 6.0000%  | 0.0000% | $1120.00           | $777.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI2239   | 2054-03-01      | 6.0000%  | 0.0000% | $4108454.00        | $3029828.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8728   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $760.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8654   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $526.80            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD6328   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $589.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA8480   | 2053-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3064.36           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA7048   | 2050-02-01      | 3.5000%  | 0.0000% | $2584625.00        | $1095278.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8775   | 2053-03-01      | 5.5000%  | 0.0000% | $2002.00           | $1146.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8384   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3138.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8182   | 2052-11-01      | 5.0000%  | 0.0000% | $1026.00           | $777.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4599   | 2053-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1372.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9473   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $861.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9575   | 2053-08-01      | 5.5000%  | 0.0000% | $2009.00           | $1488.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9165   | 2053-06-01      | 5.5000%  | 0.0000% | $54394791.00       | $43028993.24       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5276   | 2036-01-01      | 5.0000%  | 0.0000% | $1000.00           | $932.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6773   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $714.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8652   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $747.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5665   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $530.94            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4368   | 2053-11-01      | 7.0000%  | 0.0000% | $3840389.00        | $3229198.81        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH5234   | 2053-11-01      | 7.0000%  | 0.0000% | $5000.00           | $2978.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6785   | 2053-01-01      | 5.5000%  | 0.0000% | $2001.00           | $986.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5049   | 2053-11-01      | 6.0000%  | 0.0000% | $4053312.00        | $2961273.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7736   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $608.23            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6177   | 2050-01-01      | 3.5000%  | 0.0000% | $2003.00           | $861.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6730   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $659.47            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH7179   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $634.23            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8888   | 2053-03-01      | 4.5000%  | 0.0000% | $1203273.00        | $999310.52         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6358   | 2051-12-01      | 2.0000%  | 0.0000% | $2997.00           | $1869.85           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48209 G   | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $301.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1225   | 2049-07-01      | 3.5000%  | 0.0000% | $78661.00          | $20651.06          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA2588   | 2050-05-01      | 2.0000%  | 0.0000% | $1043.00           | $483.33            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3726   | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2845.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0731   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1155.05           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1469   | 2054-08-01      | 6.0000%  | 0.0000% | $5000.00           | $4261.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA8789   | 2047-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1111.94           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8233   | 2053-02-01      | 6.0000%  | 0.0000% | $14312131.00       | $8416844.18        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $152500.00         | $149748.60         | U.S. Treasuries (including strips) |
| FNMS 06.500 CLFS4452   | 2053-04-01      | 6.5000%  | 0.0000% | $1024.00           | $691.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ994095   | 2048-11-01      | 5.5000%  | 0.0000% | $3076.00           | $18.63             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031   | 2048-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1697.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS1153   | 2037-04-01      | 2.5000%  | 0.0000% | $146252.00         | $82847.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1482   | 2055-05-01      | 5.5000%  | 0.0000% | $56392519.00       | $49962452.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2198   | 2055-07-01      | 5.0000%  | 0.0000% | $1044.00           | $948.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8783   | 2055-07-01      | 6.0000%  | 0.0000% | $5053.00           | $5157.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987   | 2055-03-01      | 6.0000%  | 0.0000% | $1023.00           | $881.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5257   | 2055-07-01      | 6.0000%  | 0.0000% | $1359009.00        | $1390427.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5161   | 2050-02-01      | 3.5000%  | 0.0000% | $102176601.00      | $45043423.12       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5464   | 2035-03-01      | 3.0000%  | 0.0000% | $8132000.00        | $2242694.64        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3279   | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $1975.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5514   | 2050-04-01      | 2.5000%  | 0.0000% | $36803073.00       | $13777077.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1954   | 2055-06-01      | 5.0000%  | 0.0000% | $1068.00           | $818.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4149   | 2049-09-01      | 3.0000%  | 0.0000% | $2729000.00        | $1211984.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA4895   | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $251.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3476   | 2053-05-01      | 6.0000%  | 0.0000% | $5010.00           | $2161.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2978   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $681.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3052   | 2049-02-01      | 4.5000%  | 0.0000% | $2168.00           | $136.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734   | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $650.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4738   | 2049-11-01      | 3.0000%  | 0.0000% | $200089600.00      | $38493833.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5075   | 2055-07-01      | 5.5000%  | 0.0000% | $6000.00           | $5355.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY6467   | 2053-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3285.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9507   | 2053-03-01      | 5.5000%  | 0.0000% | $1720484.00        | $1165397.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2521   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $772.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9799   | 2053-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3232.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2824   | 2052-11-01      | 5.5000%  | 0.0000% | $4008.00           | $2430.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8252   | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1895.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2777   | 2053-06-01      | 5.5000%  | 0.0000% | $4001.00           | $3149.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICA2897   | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $179.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0727   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $602.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2208   | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $3089.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074   | 2052-03-01      | 3.0000%  | 0.0000% | $7000.00           | $4231.13           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3307   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1360   | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $2631.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5954   | 2053-02-01      | 6.0000%  | 0.0000% | $3003.00           | $1587.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0745   | 2053-05-01      | 6.0000%  | 0.0000% | $4001.00           | $2785.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $735.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3620   | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3022.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9875   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $855.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8286   | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $856.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4376   | 2054-01-01      | 6.0000%  | 0.0000% | $2508912.00        | $2154158.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO2171   | 2049-07-01      | 4.5000%  | 0.0000% | $10001.00          | $659.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9601   | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $352.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBM3158   | 2032-10-01      | 2.5000%  | 0.0000% | $1000.00           | $104.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0575   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1528   | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $644.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365   | 2054-10-01      | 5.5000%  | 0.0000% | $48384064.00       | $43388302.66       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2231   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $757.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1479   | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1440.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9428   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $895.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG1271   | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ7039   | 2048-08-01      | 4.0000%  | 0.0000% | $1015.00           | $274.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6169   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $367.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2685   | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $576.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8539   | 2049-04-01      | 4.5000%  | 0.0000% | $1306749.00        | $305507.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8599   | 2049-05-01      | 3.5000%  | 0.0000% | $6048.00           | $745.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7869   | 2049-04-01      | 4.5000%  | 0.0000% | $1010470.00        | $339159.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV6878   | 2052-04-01      | 4.0000%  | 0.0000% | $2745742.00        | $2179456.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAY4215   | 2045-05-01      | 3.5000%  | 0.0000% | $1664259.00        | $93775.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW4229   | 2029-07-01      | 3.0000%  | 0.0000% | $913995.00         | $57157.16          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7813   | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $540.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX6481   | 2044-11-01      | 4.0000%  | 0.0000% | $6048.00           | $807.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU1062   | 2051-10-01      | 2.5000%  | 0.0000% | $1874828.00        | $1147402.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU6230   | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1398.91           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY6103   | 2045-06-01      | 3.0000%  | 0.0000% | $2000.00           | $266.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN6023   | 2049-04-01      | 4.0000%  | 0.0000% | $967536.00         | $74692.90          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5628   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $115.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9520   | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1942.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF9337   | 2056-01-01      | 6.5000%  | 0.0000% | $2001.00           | $1941.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8866   | 2048-09-01      | 4.5000%  | 0.0000% | $17911470.00       | $3300227.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8356   | 2054-04-01      | 6.5000%  | 0.0000% | $70543995.00       | $47639918.26       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1569   | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $279.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7832   | 2052-07-01      | 3.0000%  | 0.0000% | $1012.00           | $677.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5382   | 2052-04-01      | 3.0000%  | 0.0000% | $70138947.00       | $42832615.60       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9004   | 2054-08-01      | 6.0000%  | 0.0000% | $47804048.00       | $40181467.26       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG1370   | 2056-03-01      | 6.0000%  | 0.0000% | $1039945.00        | $745290.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5272   | 2054-09-01      | 5.5000%  | 0.0000% | $10089.00          | $8822.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5496   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2425   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $856.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5903   | 2053-07-01      | 6.5000%  | 0.0000% | $8864800.00        | $7052044.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766   | 2042-10-01      | 4.0000%  | 0.0000% | $1100000.00        | $113233.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766   | 2042-10-01      | 4.0000%  | 0.0000% | $1198998.00        | $123424.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2934   | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1539.40           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9226   | 2053-08-01      | 6.0000%  | 0.0000% | $979268.00         | $834170.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7142   | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $183.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6192   | 2045-11-01      | 3.5000%  | 0.0000% | $60168512.00       | $8661614.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1643   | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1165.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6262   | 2045-11-01      | 3.5000%  | 0.0000% | $26664632.00       | $2505338.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7606   | 2053-02-01      | 6.0000%  | 0.0000% | $11232500.00       | $8408053.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8577   | 2055-09-01      | 5.0000%  | 0.0000% | $1001.00           | $834.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5762   | 2045-09-01      | 3.5000%  | 0.0000% | $19963440.00       | $3554556.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4952   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $866.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP4450   | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $97.92             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9283   | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2099.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8098   | 2046-10-01      | 3.0000%  | 0.0000% | $245075766.00      | $52221030.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC5675   | 2054-11-01      | 6.0000%  | 0.0000% | $4857476.00        | $3539076.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912   | 2046-09-01      | 3.0000%  | 0.0000% | $24068106.00       | $3433441.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1554   | 2055-11-01      | 5.5000%  | 0.0000% | $3084217.00        | $3055597.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6213   | 2045-11-01      | 4.0000%  | 0.0000% | $54368351.00       | $2965368.24        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAO5296   | 2042-07-01      | 4.0000%  | 0.0000% | $7175.00           | $723.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2716   | 2056-02-01      | 5.5000%  | 0.0000% | $1770083.00        | $1802978.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF6444   | 2053-01-01      | 5.0000%  | 0.0000% | $202448.00         | $190367.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5911   | 2045-10-01      | 3.5000%  | 0.0000% | $75168000.00       | $8093011.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH8918   | 2054-02-01      | 6.0000%  | 0.0000% | $1003.00           | $910.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5645   | 2045-08-01      | 3.5000%  | 0.0000% | $36450816.00       | $3714363.08        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907   | 2028-11-01      | 3.5000%  | 0.0000% | $189037.00         | $5055.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0790   | 2055-10-01      | 5.5000%  | 0.0000% | $10094.00          | $9806.40           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0578   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $805.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8262   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $430.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0184   | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $3324.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9645   | 2055-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2607.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2770   | 2056-03-01      | 5.0000%  | 0.0000% | $10000.00          | $9914.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8452   | 2046-12-01      | 3.0000%  | 0.0000% | $11678672.00       | $2207625.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8505   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $895.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG8208   | 2053-08-01      | 5.0000%  | 0.0000% | $2105126.00        | $1255718.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR6411   | 2043-05-01      | 3.0000%  | 0.0000% | $8745320.00        | $2528646.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBV5849   | 2045-06-01      | 5.5000%  | 0.0000% | $2233208.00        | $1981012.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4915   | 2055-01-01      | 4.5000%  | 0.0000% | $1384483.00        | $1316577.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6535   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $349.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9388   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $830.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4842   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7382   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2780.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2222   | 2054-05-01      | 6.0000%  | 0.0000% | $140928.00         | $144522.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0425   | 2052-11-01      | 5.5000%  | 0.0000% | $5540000.00        | $3424227.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW9861   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $531.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC1025   | 2054-09-01      | 6.0000%  | 0.0000% | $2469953.00        | $1903820.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8759   | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2203.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207   | 2054-10-01      | 5.0000%  | 0.0000% | $4002.00           | $3522.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBJ1351   | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1853.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ7541   | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $461.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9785   | 2053-04-01      | 6.0000%  | 0.0000% | $5000.00           | $2944.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9955   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $597.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5777   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $476.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1057   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $744.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ4618   | 2048-02-01      | 4.0000%  | 0.0000% | $2048.00           | $338.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9555   | 2053-03-01      | 6.5000%  | 0.0000% | $1193484.00        | $519072.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9514   | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $609.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5182   | 2053-03-01      | 5.5000%  | 0.0000% | $4002.00           | $2633.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $754.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ2383   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $407.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0881   | 2046-12-01      | 3.0000%  | 0.0000% | $1223439.00        | $165915.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4624   | 2048-02-01      | 4.5000%  | 0.0000% | $2048.00           | $374.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC1290   | 2054-08-01      | 5.0000%  | 0.0000% | $1069397.00        | $814905.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6996   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $265.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6081   | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $473.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U6BF0755   | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $818.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8903   | 2048-10-01      | 4.5000%  | 0.0000% | $2048.00           | $214.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH6231   | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $352.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156   | 2053-02-01      | 5.5000%  | 0.0000% | $233636.00         | $166371.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3442   | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $722.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8434   | 2053-04-01      | 5.0000%  | 0.0000% | $1646946.00        | $967458.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX3002   | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $897.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7030   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $504.11            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC6959   | 2054-11-01      | 7.0000%  | 0.0000% | $1001806.00        | $776300.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6438   | 2053-02-01      | 6.0000%  | 0.0000% | $5897834.00        | $4520482.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $559.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1081   | 2048-01-01      | 4.5000%  | 0.0000% | $1853328.00        | $623533.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9208   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $886.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7244   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $775.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDC6767   | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $919.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9050   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $312.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8866   | 2054-12-01      | 6.0000%  | 0.0000% | $3975621.00        | $3057259.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9381   | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $326.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2204   | 2052-11-01      | 5.0000%  | 0.0000% | $10046896.00       | $7633901.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7053   | 2053-09-01      | 6.0000%  | 0.0000% | $60875008.00       | $44774957.67       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6246   | 2053-05-01      | 5.0000%  | 0.0000% | $59433350.00       | $43229532.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1696   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $50839232.00       | $37963191.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB7382   | 2038-10-01      | 5.0000%  | 0.0000% | $1000.00           | $720.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7434   | 2053-11-01      | 5.5000%  | 0.0000% | $6323.00           | $5254.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0212   | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $958.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1706   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6759   | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $789.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7950   | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $763.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1162   | 2056-06-01      | 5.5000%  | 0.0000% | $11000.00          | $11123.66          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3938   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $993.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3697   | 2052-06-01      | 2.5000%  | 0.0000% | $1024.00           | $852.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH2017   | 2056-06-01      | 5.5000%  | 0.0000% | $11006.00          | $11270.53          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5653   | 2053-02-01      | 6.0000%  | 0.0000% | $3024.00           | $2305.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0428   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $905.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8325   | 2056-01-01      | 5.5000%  | 0.0000% | $1028123.00        | $1047268.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0401   | 2059-08-01      | 4.0000%  | 0.0000% | $2000.00           | $696.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6134   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $292.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8902   | 2048-10-01      | 4.5000%  | 0.0000% | $2048.00           | $357.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4247   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $888.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0191   | 2053-05-01      | 5.0000%  | 0.0000% | $3680.00           | $2955.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4014   | 2052-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2939.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5495   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8149   | 2053-05-01      | 6.0000%  | 0.0000% | $1067008.00        | $884491.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6114   | 2053-01-01      | 6.0000%  | 0.0000% | $49202357.00       | $24100314.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5502   | 2054-08-01      | 6.5000%  | 0.0000% | $14287.00          | $15300.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2449   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $859.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5245   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $584.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY5498   | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3095.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4137   | 2052-12-01      | 5.0000%  | 0.0000% | $24833831.00       | $17045243.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4134   | 2052-12-01      | 5.0000%  | 0.0000% | $11520690.00       | $7436162.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3578   | 2056-02-01      | 5.0000%  | 0.0000% | $1310208.00        | $1298705.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7342   | 2053-10-01      | 6.0000%  | 0.0000% | $65625627.00       | $49962331.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8609   | 2047-03-01      | 4.0000%  | 0.0000% | $11006.00          | $1648.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $3135074.00        | $2255099.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG4448   | 2056-03-01      | 5.5000%  | 0.0000% | $4000.00           | $4038.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7442   | 2053-11-01      | 6.0000%  | 0.0000% | $60052821.00       | $44929754.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5311   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0500   | 2047-04-01      | 4.0000%  | 0.0000% | $263000.00         | $60958.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7278   | 2053-10-01      | 6.5000%  | 0.0000% | $2152.00           | $1373.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8165   | 2054-03-01      | 6.0000%  | 0.0000% | $10000.00          | $6373.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2844   | 2056-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1988.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7309   | 2053-10-01      | 6.5000%  | 0.0000% | $50000000.00       | $37593544.12       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4088   | 2047-10-01      | 4.5000%  | 0.0000% | $6144.00           | $1807.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7337   | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1367.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1817   | 2056-02-01      | 5.0000%  | 0.0000% | $3002.00           | $2941.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3593   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $945.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF8357   | 2056-01-01      | 4.5000%  | 0.0000% | $1001.00           | $960.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK0915   | 2048-07-01      | 4.0000%  | 0.0000% | $1293.00           | $107.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5262   | 2048-05-01      | 4.5000%  | 0.0000% | $18325185.00       | $3692315.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF8558   | 2056-01-01      | 4.5000%  | 0.0000% | $2376820.00        | $2282569.11        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $46929800.00       | $41674879.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $7339200.00        | $7383246.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $239000.00         | $237100.46         | U.S. Treasuries (including strips) |
| 04.000 FGPC G07786 G   | 2044-08-01      | 4.0000%  | 0.0000% | $5993.00           | $876.18            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H09186 G   | 2038-06-01      | 5.0000%  | 0.0000% | $21518947.00       | $108182.64         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51363 G   | 2036-09-01      | 5.5000%  | 0.0000% | $10899288.00       | $191008.73         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09192 G   | 2038-04-01      | 5.5000%  | 0.0000% | $43703435.00       | $75734.65          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2756   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $748.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1853   | 2052-11-01      | 5.5000%  | 0.0000% | $223729.00         | $141631.82         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0784   | 2051-12-01      | 2.0000%  | 0.0000% | $495000.00         | $295563.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB0372   | 2033-01-01      | 4.0000%  | 0.0000% | $188107.00         | $40007.17          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4758   | 2053-11-01      | 5.5000%  | 0.0000% | $41429979.00       | $37695942.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171   | 2053-01-01      | 6.0000%  | 0.0000% | $1035.00           | $608.02            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3072   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $699.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3553   | 2053-07-01      | 6.0000%  | 0.0000% | $598000.00         | $362126.32         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4023   | 2044-09-01      | 4.5000%  | 0.0000% | $1000.00           | $73.49             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1608   | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2186.17           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9550   | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $935.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1048   | 2053-04-01      | 5.5000%  | 0.0000% | $2001.00           | $1725.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8760   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $641.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5614   | 2053-01-01      | 5.5000%  | 0.0000% | $2002.00           | $1421.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG7960   | 2053-07-01      | 5.0000%  | 0.0000% | $200606.00         | $191108.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8746   | 2052-08-01      | 5.0000%  | 0.0000% | $2003.00           | $1501.22           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8264   | 2053-02-01      | 5.5000%  | 0.0000% | $10000.00          | $7274.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0809   | 2052-10-01      | 5.0000%  | 0.0000% | $937940.00         | $644190.66         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC N25013 G   | 2045-03-01      | 3.0000%  | 0.0000% | $7994000.00        | $583841.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7229   | 2053-02-01      | 5.5000%  | 0.0000% | $2012.00           | $651.40            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q36591 G   | 2045-10-01      | 4.0000%  | 0.0000% | $47000.00          | $4941.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7179   | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1700.06           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q16722 G   | 2043-03-01      | 4.0000%  | 0.0000% | $1291230.00        | $60138.37          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61942 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1021487.00        | $209288.42         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q59886 G   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $539.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2785   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $669.02            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q37989 G   | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $132.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1981   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $503.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3608   | 2052-11-01      | 5.5000%  | 0.0000% | $1003.00           | $790.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1726   | 2053-10-01      | 6.5000%  | 0.0000% | $10000.00          | $7851.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7235   | 2053-01-01      | 5.5000%  | 0.0000% | $2001.00           | $1439.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439   | 2052-12-01      | 5.5000%  | 0.0000% | $1009.00           | $783.67            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U80320 G   | 2033-04-01      | 3.5000%  | 0.0000% | $10000.00          | $2278.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8518   | 2053-08-01      | 6.5000%  | 0.0000% | $9064417.00        | $8458953.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6336   | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1541.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA0281   | 2049-04-01      | 5.0000%  | 0.0000% | $1652225.00        | $167559.27         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q35715 G   | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $153.44            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q33779 G   | 2045-06-01      | 4.0000%  | 0.0000% | $16404.00          | $2904.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0748   | 2053-04-01      | 5.5000%  | 0.0000% | $2004.00           | $1669.15           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q48675 G   | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $252.53            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0841   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $228.76            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U50689 G   | 2033-07-01      | 3.5000%  | 0.0000% | $10000.00          | $849.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1231   | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1483.35           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q18598 G   | 2043-05-01      | 3.5000%  | 0.0000% | $4002.00           | $733.80            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q53573 G   | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $329.89            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57805 G   | 2048-08-01      | 5.0000%  | 0.0000% | $392217.00         | $38260.51          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0702   | 2052-09-01      | 5.0000%  | 0.0000% | $1175858.00        | $657356.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8749   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $273.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8784   | 2053-08-01      | 6.5000%  | 0.0000% | $2001.00           | $1998.97           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58368 G   | 2048-09-01      | 5.0000%  | 0.0000% | $10000.00          | $2404.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0512   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $630.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7340   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $438.12            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3328   | 2050-08-01      | 2.0000%  | 0.0000% | $1002.00           | $455.16            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U90768 G   | 2043-01-01      | 3.5000%  | 0.0000% | $1251552.00        | $62932.99          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC7410   | 2051-09-01      | 2.5000%  | 0.0000% | $2024.00           | $1191.43           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52693 G   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $229.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8143   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $544.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9574   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $639.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $2028.00           | $1394.55           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2595   | 2050-05-01      | 2.5000%  | 0.0000% | $2000.00           | $703.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0297   | 2052-09-01      | 5.0000%  | 0.0000% | $1866317.00        | $1408233.48        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5054   | 2053-11-01      | 6.5000%  | 0.0000% | $5000.00           | $5097.58           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB1479   | 2050-07-01      | 3.0000%  | 0.0000% | $333640.00         | $143608.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8230   | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1613.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0740   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $745.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2562   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $719.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7202   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1780.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8721   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $661.69            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59245 G   | 2048-10-01      | 4.0000%  | 0.0000% | $14606766.00       | $3489077.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9074   | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1830.00           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5708   | 2053-01-01      | 5.5000%  | 0.0000% | $2754584.00        | $2167100.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6298   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $745.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR8575   | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $170.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7385   | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $325.30            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC1972   | 2036-05-01      | 2.0000%  | 0.0000% | $49749800.00       | $22504650.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2255   | 2042-08-01      | 3.5000%  | 0.0000% | $39343600.00       | $2813717.79        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB1253   | 2046-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1948.26           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257   | 2052-10-01      | 4.5000%  | 0.0000% | $4726897.00        | $3480524.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP256327   | 2036-06-01      | 6.0000%  | 0.0000% | $56793417.00       | $78305.49          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9611   | 2053-08-01      | 5.0000%  | 0.0000% | $10698515.00       | $8453326.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ5964   | 2041-11-01      | 3.5000%  | 0.0000% | $1014.00           | $57.44             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0027   | 2051-05-01      | 2.0000%  | 0.0000% | $41000.00          | $22372.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8170   | 2043-03-01      | 3.5000%  | 0.0000% | $7024.00           | $1056.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAR9224   | 2043-03-01      | 3.5000%  | 0.0000% | $6048.00           | $697.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2772   | 2042-11-01      | 3.5000%  | 0.0000% | $60459760.00       | $8987091.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9797   | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $798.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAQ8454   | 2027-12-01      | 2.5000%  | 0.0000% | $1000.00           | $19.02             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8563   | 2055-09-01      | 6.5000%  | 0.0000% | $1854800.00        | $1933166.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5064   | 2044-02-01      | 4.5000%  | 0.0000% | $7179.00           | $685.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5768   | 2042-10-01      | 4.5000%  | 0.0000% | $6144.00           | $704.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4328   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $655.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3465   | 2043-01-01      | 3.5000%  | 0.0000% | $2000.00           | $213.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7546   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1111.26           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE7146   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9895   | 2052-09-01      | 5.0000%  | 0.0000% | $49996000.00       | $37143858.51       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4579   | 2041-11-01      | 4.0000%  | 0.0000% | $992999.00         | $45191.64          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0212   | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $725.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5943   | 2054-06-01      | 6.0000%  | 0.0000% | $10010.00          | $7742.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7258   | 2055-09-01      | 6.0000%  | 0.0000% | $1005.00           | $859.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5888   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $605.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5452   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $421.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR5851   | 2043-02-01      | 3.5000%  | 0.0000% | $6048.00           | $554.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6157   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $526.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4439   | 2054-11-01      | 4.5000%  | 0.0000% | $1157000.00        | $1094195.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4335   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $923.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0007   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1311.84           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7537   | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1472.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5364   | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $179.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAL0315   | 2051-04-01      | 4.5000%  | 0.0000% | $38198000.00       | $3084573.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5304   | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $67.04             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ4044   | 2041-10-01      | 4.0000%  | 0.0000% | $7532000.00        | $786765.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO0210   | 2042-05-01      | 4.0000%  | 0.0000% | $1008.00           | $68.90             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $12360043.00       | $5738288.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ6261   | 2042-12-01      | 3.5000%  | 0.0000% | $12452432.00       | $1295885.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR5405   | 2043-02-01      | 3.5000%  | 0.0000% | $8888208.00        | $786872.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAQ9304   | 2033-01-01      | 3.0000%  | 0.0000% | $2077096.00        | $242668.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF7042   | 2053-02-01      | 5.0000%  | 0.0000% | $1008.00           | $789.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1000   | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $1960.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5672   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $603.01            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6811   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $533.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5508   | 2052-07-01      | 5.0000%  | 0.0000% | $197117.00         | $135253.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF6337   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $674.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE4399   | 2052-06-01      | 3.0000%  | 0.0000% | $1310642.00        | $630761.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4944   | 2052-12-01      | 5.5000%  | 0.0000% | $10000.00          | $6920.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0807   | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1515.83           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CVAQ8711   | 2027-12-01      | 2.5000%  | 0.0000% | $1957466.00        | $35155.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7930   | 2046-01-01      | 3.5000%  | 0.0000% | $1024.00           | $176.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6940   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $162.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8330   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1932.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6511   | 2029-07-01      | 4.0000%  | 0.0000% | $100237.00         | $2309.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0086   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $776.62            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF9073   | 2053-02-01      | 4.5000%  | 0.0000% | $1221722.00        | $1048006.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160   | 2046-05-01      | 3.5000%  | 0.0000% | $1001.00           | $226.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9124   | 2052-09-01      | 5.0000%  | 0.0000% | $2024.00           | $1211.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8658   | 2046-06-01      | 3.5000%  | 0.0000% | $945412.00         | $175519.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6778   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $705.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7609   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $554.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0923   | 2053-04-01      | 5.0000%  | 0.0000% | $1258983.00        | $1054828.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ3308   | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $182.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6954   | 2045-06-01      | 3.5000%  | 0.0000% | $10865.00          | $1708.38           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3609   | 2055-09-01      | 6.0000%  | 0.0000% | $2925264.00        | $2844473.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAE0512   | 2050-07-01      | 4.5000%  | 0.0000% | $8000.00           | $1082.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH0943   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0822   | 2055-02-01      | 6.0000%  | 0.0000% | $10269.00          | $8762.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3640   | 2055-03-01      | 5.5000%  | 0.0000% | $6169.00           | $5564.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5749   | 2056-01-01      | 6.0000%  | 0.0000% | $13288.00          | $13144.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG9916   | 2041-05-01      | 6.0000%  | 0.0000% | $10000.00          | $10360.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0289   | 2055-01-01      | 5.0000%  | 0.0000% | $52332610.00       | $45335766.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $3496512.00        | $2958219.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5429   | 2052-09-01      | 4.5000%  | 0.0000% | $1151604.00        | $763716.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9109   | 2056-05-01      | 5.5000%  | 0.0000% | $1637332.00        | $1652398.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $61110770.00       | $46611090.12       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856   | 2053-03-01      | 6.0000%  | 0.0000% | $1281.00           | $845.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6628   | 2053-06-01      | 5.0000%  | 0.0000% | $22140044.00       | $17179136.33       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA4122   | 2053-12-01      | 2.0000%  | 0.0000% | $12001.00          | $9376.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2403   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $972.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9053   | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3082.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6452   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $563.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0175   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1402.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW7380   | 2052-12-01      | 5.5000%  | 0.0000% | $27199769.00       | $24323004.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7272   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1907.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3601   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $990.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBW9795   | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1319.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ5628   | 2055-10-01      | 5.0000%  | 0.0000% | $8000.00           | $7862.63           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW4883   | 2053-04-01      | 4.5000%  | 0.0000% | $16844440.00       | $12490656.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8574   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1879.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8939   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2336.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2188   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $519.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2228   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $760.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8787   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9891   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $673.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ4672   | 2055-09-01      | 5.0000%  | 0.0000% | $9000.00           | $8826.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2734   | 2046-08-01      | 3.5000%  | 0.0000% | $999000.00         | $232716.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH5370   | 2047-08-01      | 4.0000%  | 0.0000% | $18235960.00       | $3535682.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4047   | 2056-03-01      | 6.0000%  | 0.0000% | $1011.00           | $1050.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8205   | 2056-01-01      | 5.5000%  | 0.0000% | $1001.00           | $1010.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF9716   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $959.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7863   | 2054-01-01      | 6.0000%  | 0.0000% | $21521904.00       | $16015882.02       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH6683   | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $31.66             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0287   | 2056-01-01      | 6.0000%  | 0.0000% | $1064741.00        | $1108056.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8348   | 2054-04-01      | 6.0000%  | 0.0000% | $15660800.00       | $11556862.90       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9737   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $923.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBE2954   | 2036-12-01      | 3.0000%  | 0.0000% | $2046332.00        | $62444.91          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0735   | 2063-06-01      | 3.5000%  | 0.0000% | $23059709.00       | $16568382.80       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD3032   | 2046-09-01      | 3.5000%  | 0.0000% | $1496000.00        | $426028.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICB9254   | 2039-09-01      | 6.0000%  | 0.0000% | $2981876.00        | $2269986.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775   | 2055-01-01      | 5.0000%  | 0.0000% | $12619482.00       | $11565403.03       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3596   | 2048-08-01      | 4.5000%  | 0.0000% | $1199698.00        | $131655.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6756   | 2053-07-01      | 6.0000%  | 0.0000% | $77476480.00       | $51039856.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAC6616   | 2039-11-01      | 5.5000%  | 0.0000% | $5156.00           | $130.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9871   | 2054-11-01      | 5.5000%  | 0.0000% | $13048.00          | $11263.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3875   | 2047-06-01      | 3.5000%  | 0.0000% | $1226176.00        | $851141.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5766   | 2053-02-01      | 5.5000%  | 0.0000% | $49575424.00       | $39404528.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5580   | 2052-10-01      | 4.5000%  | 0.0000% | $67186.00          | $53110.14          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2040   | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2012.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6657   | 2056-04-01      | 5.0000%  | 0.0000% | $7000.00           | $6957.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6360   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5133   | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1510.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9042   | 2054-08-01      | 5.5000%  | 0.0000% | $1024.00           | $859.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5809   | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1018.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4914   | 2052-10-01      | 5.5000%  | 0.0000% | $16972690.00       | $13509071.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFA5010   | 2041-03-01      | 5.0000%  | 0.0000% | $6040.00           | $5964.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5492   | 2055-04-01      | 6.5000%  | 0.0000% | $1016.00           | $1063.69           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3213   | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1674.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3421   | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $1905.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2905   | 2045-11-01      | 4.0000%  | 0.0000% | $1363982.00        | $188560.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL870158   | 2036-03-01      | 6.0000%  | 0.0000% | $40325753.00       | $109832.43         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV2851   | 2052-03-01      | 2.5000%  | 0.0000% | $2718772.00        | $1745144.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5981   | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $641.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0804   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $919.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR8250   | 2043-04-01      | 3.0000%  | 0.0000% | $11179969.00       | $1980221.17        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8588   | 2055-09-01      | 7.0000%  | 0.0000% | $10000.00          | $1767.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6001   | 2045-10-01      | 3.5000%  | 0.0000% | $40406976.00       | $2307753.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP0354   | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $129.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1633   | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1899.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3225   | 2054-09-01      | 5.0000%  | 0.0000% | $499819.00         | $386058.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR2427   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $213.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698   | 2054-10-01      | 5.5000%  | 0.0000% | $997395.00         | $995000.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR6745   | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $182.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8053   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $769.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7908   | 2045-12-01      | 3.5000%  | 0.0000% | $122887168.00      | $19710275.75       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS5038   | 2045-05-01      | 4.0000%  | 0.0000% | $51960.00          | $5421.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7427   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $512.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0203   | 2054-01-01      | 6.5000%  | 0.0000% | $21857045.00       | $15699937.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9710   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1409.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3652   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $508.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5067   | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2837.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1902   | 2054-08-01      | 6.5000%  | 0.0000% | $3002.00           | $3165.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6093   | 2055-10-01      | 5.5000%  | 0.0000% | $2710083.00        | $2065551.96        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1928   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.91           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8912   | 2052-06-01      | 4.5000%  | 0.0000% | $3000.00           | $2388.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5285   | 2054-06-01      | 5.5000%  | 0.0000% | $11004196.00       | $9012031.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6543   | 2054-08-01      | 6.5000%  | 0.0000% | $1092967.00        | $863639.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0092   | 2056-06-01      | 3.5000%  | 0.0000% | $48933332.00       | $16597335.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4966   | 2054-06-01      | 6.0000%  | 0.0000% | $2888303.00        | $2902382.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB8122   | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $840.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1658   | 2054-09-01      | 6.5000%  | 0.0000% | $1131600.00        | $674503.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1438   | 2046-07-01      | 3.5000%  | 0.0000% | $1032.00           | $256.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6255   | 2054-07-01      | 6.5000%  | 0.0000% | $6000.00           | $5968.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP881738   | 2036-03-01      | 6.5000%  | 0.0000% | $23642459.00       | $118410.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6377   | 2053-12-01      | 6.5000%  | 0.0000% | $6000.00           | $3791.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1570.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV5405   | 2052-04-01      | 4.0000%  | 0.0000% | $3245000.00        | $1878202.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD9654   | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $426.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6254   | 2054-07-01      | 6.5000%  | 0.0000% | $6000.00           | $6247.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0141   | 2056-09-01      | 5.5000%  | 0.0000% | $7000.00           | $1917.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2151   | 2054-07-01      | 6.5000%  | 0.0000% | $1678395.00        | $633658.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7306   | 2054-07-01      | 6.0000%  | 0.0000% | $6000.00           | $6093.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1882   | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1831.52           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $11266.00          | $7876.22           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0044   | 2055-08-01      | 4.5000%  | 0.0000% | $6608648.00        | $2101363.04        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4914   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $913.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3988   | 2043-05-01      | 3.5000%  | 0.0000% | $2000.00           | $311.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ8365   | 2049-07-01      | 3.5000%  | 0.0000% | $2051712.00        | $771840.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3619   | 2047-05-01      | 4.0000%  | 0.0000% | $845000.00         | $79904.12          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718   | 2053-07-01      | 4.5000%  | 0.0000% | $2025.00           | $1731.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8335   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1524.23           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT1004   | 2043-04-01      | 3.5000%  | 0.0000% | $10240.00          | $1284.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT4962   | 2043-05-01      | 3.5000%  | 0.0000% | $25594440.00       | $2364759.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0226   | 2058-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2723.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0618   | 2062-03-01      | 2.5000%  | 0.0000% | $250109.00         | $159946.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873   | 2053-08-01      | 6.0000%  | 0.0000% | $16834232.00       | $12165202.02       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0823   | 2064-02-01      | 3.0000%  | 0.0000% | $54184199.00       | $39458862.51       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0738   | 2063-06-01      | 4.5000%  | 0.0000% | $17369459.00       | $12393610.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0500   | 2054-12-01      | 3.0000%  | 0.0000% | $538852.00         | $286284.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0187   | 2057-01-01      | 4.5000%  | 0.0000% | $8219.00           | $2084.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7887   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1427.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2727   | 2043-05-01      | 3.5000%  | 0.0000% | $52825856.00       | $8799588.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7866   | 2054-01-01      | 6.5000%  | 0.0000% | $198823.00         | $128787.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ0632   | 2048-03-01      | 4.0000%  | 0.0000% | $152408600.00      | $19150816.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9014   | 2054-08-01      | 6.0000%  | 0.0000% | $2147.00           | $1702.22           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4628   | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $333.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5337   | 2048-07-01      | 4.5000%  | 0.0000% | $2048.00           | $315.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $51318770.00       | $43890987.15       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8116   | 2054-03-01      | 4.5000%  | 0.0000% | $14144380.00       | $12923823.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0341   | 2059-01-01      | 5.5000%  | 0.0000% | $1002.00           | $460.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 R3BF0007   | 2040-07-01      | 5.0000%  | 0.0000% | $453000.00         | $54404.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT4192   | 2043-05-01      | 3.5000%  | 0.0000% | $2051.00           | $345.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0711   | 2063-03-01      | 2.5000%  | 0.0000% | $3072.00           | $1856.54           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3038   | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $175.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $858.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT6310   | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $132.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358   | 2047-04-01      | 4.0000%  | 0.0000% | $3000.00           | $441.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $55287740.00       | $45752227.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB3937   | 2054-06-01      | 6.5000%  | 0.0000% | $1059260.00        | $716726.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDB8242   | 2054-11-01      | 4.0000%  | 0.0000% | $559540.00         | $507981.02         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6488   | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $652.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0656   | 2062-06-01      | 4.0000%  | 0.0000% | $23722000.00       | $16122017.71       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4718   | 2054-05-01      | 7.0000%  | 0.0000% | $1449864.00        | $895639.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7335   | 2054-07-01      | 6.0000%  | 0.0000% | $2008.00           | $1813.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2855   | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $235.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3598   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $600.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2126   | 2043-04-01      | 3.5000%  | 0.0000% | $8731408.00        | $1105992.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD8003   | 2046-09-01      | 3.5000%  | 0.0000% | $1325821.00        | $192681.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5309   | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $217.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0110   | 2056-03-01      | 4.0000%  | 0.0000% | $120365641.00      | $42829051.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7303   | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $819.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8003   | 2046-10-01      | 3.0000%  | 0.0000% | $2048.00           | $439.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD1963   | 2046-07-01      | 4.0000%  | 0.0000% | $10467613.00       | $3130282.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676   | 2062-09-01      | 3.5000%  | 0.0000% | $26956886.00       | $18177319.25       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $85036730.00       | $19467492.68       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9449   | 2047-04-01      | 3.5000%  | 0.0000% | $2048.00           | $403.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8482   | 2053-03-01      | 5.0000%  | 0.0000% | $1002.00           | $745.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5176   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $891.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2199   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $938.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1141   | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2129.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6693   | 2055-04-01      | 6.0000%  | 0.0000% | $3650544.00        | $2509147.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1064   | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4632.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2041   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $815.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX5102   | 2053-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2722.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7290   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $855.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8841   | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1003.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2662   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $757.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY6864   | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1664.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6903   | 2053-08-01      | 5.0000%  | 0.0000% | $60067411.00       | $50127252.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7230   | 2053-10-01      | 5.0000%  | 0.0000% | $72000.00          | $65792.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB6825   | 2042-11-01      | 3.5000%  | 0.0000% | $11000.00          | $1024.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6721   | 2053-07-01      | 4.5000%  | 0.0000% | $68000.00          | $52496.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2039   | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $71.01             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3573   | 2049-05-01      | 4.0000%  | 0.0000% | $4096.00           | $500.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7272   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $812.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE1585   | 2047-05-01      | 4.0000%  | 0.0000% | $16136.00          | $3782.11           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7821   | 2054-01-01      | 7.0000%  | 0.0000% | $63178600.00       | $43120537.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8436   | 2047-04-01      | 4.5000%  | 0.0000% | $2016.00           | $244.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $723.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0680   | 2062-09-01      | 2.5000%  | 0.0000% | $28360.00          | $16817.19          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7785   | 2054-01-01      | 6.0000%  | 0.0000% | $66509794.00       | $52378547.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9992   | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1970.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6098   | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1023.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF8700   | 2055-12-01      | 4.5000%  | 0.0000% | $1078866.00        | $1032067.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7810   | 2054-01-01      | 6.5000%  | 0.0000% | $2496.00           | $1195.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6204   | 2053-05-01      | 6.0000%  | 0.0000% | $21404320.00       | $16431826.89       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0118   | 2056-06-01      | 4.5000%  | 0.0000% | $1000.00           | $201.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022   | 2054-08-01      | 6.5000%  | 0.0000% | $8498551.00        | $6576122.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6637   | 2053-06-01      | 5.5000%  | 0.0000% | $55978380.00       | $43488433.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8314   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $883.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD3312   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $196.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1169   | 2042-08-01      | 4.0000%  | 0.0000% | $935000.00         | $84110.06          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8388   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $538.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8555   | 2054-05-01      | 6.5000%  | 0.0000% | $68367040.00       | $49770452.56       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0108   | 2056-06-01      | 4.5000%  | 0.0000% | $1000.00           | $219.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9733   | 2056-01-01      | 5.5000%  | 0.0000% | $20936802.00       | $20707891.09       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3601   | 2048-11-01      | 4.5000%  | 0.0000% | $1081671.00        | $95899.69          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0829   | 2064-06-01      | 2.5000%  | 0.0000% | $9040.00           | $6912.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7021   | 2053-09-01      | 5.5000%  | 0.0000% | $1289098.00        | $1267248.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8670   | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $904.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $60009472.00       | $47781376.21       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9008   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $283.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH1485   | 2047-06-01      | 4.5000%  | 0.0000% | $1082177.00        | $230832.05         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4344   | 2048-06-01      | 4.5000%  | 0.0000% | $4706048.00        | $1126076.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4052   | 2048-06-01      | 4.0000%  | 0.0000% | $2007640.00        | $498227.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2147   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $875.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8581   | 2054-11-01      | 6.5000%  | 0.0000% | $420088.00         | $436607.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6431   | 2052-08-01      | 5.0000%  | 0.0000% | $1112710.00        | $475207.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0311   | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $194.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2663   | 2053-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2379.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2925   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $792.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4657   | 2055-04-01      | 6.0000%  | 0.0000% | $4560696.00        | $3916610.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2509   | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2733.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7539   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1501.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9776   | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2453.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6719   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $649.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2174   | 2053-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2670.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2333   | 2047-05-01      | 4.0000%  | 0.0000% | $2000.00           | $500.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7495   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $770.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0181   | 2057-02-01      | 3.5000%  | 0.0000% | $178875504.00      | $49543272.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU5883   | 2043-09-01      | 4.0000%  | 0.0000% | $10001.00          | $1579.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW7421   | 2042-01-01      | 4.0000%  | 0.0000% | $2066.00           | $385.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8525   | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $906.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAU4738   | 2043-09-01      | 3.5000%  | 0.0000% | $14017376.00       | $2035812.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0832   | 2044-09-01      | 3.5000%  | 0.0000% | $123895552.00      | $14420344.81       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195   | 2051-05-01      | 4.0000%  | 0.0000% | $2315797.00        | $662022.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAW9162   | 2029-08-01      | 3.5000%  | 0.0000% | $1068.00           | $44.73             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $9135200.00        | $8338246.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4136   | 2053-09-01      | 6.5000%  | 0.0000% | $10000.00          | $7481.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6726   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $690.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9961   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1417.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7312   | 2052-08-01      | 4.5000%  | 0.0000% | $2066672.00        | $1392610.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3350   | 2049-04-01      | 5.0000%  | 0.0000% | $25018912.00       | $7743046.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1068   | 2053-04-01      | 5.5000%  | 0.0000% | $1368080.00        | $781354.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6209   | 2053-08-01      | 5.5000%  | 0.0000% | $58141.00          | $41962.66          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7035   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $732.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2407   | 2033-09-01      | 4.0000%  | 0.0000% | $315000.00         | $30255.32          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4126   | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $617.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW4881   | 2053-04-01      | 5.5000%  | 0.0000% | $4704690.00        | $2931054.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9100   | 2053-03-01      | 5.0000%  | 0.0000% | $4000.00           | $3795.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY8301   | 2053-08-01      | 5.0000%  | 0.0000% | $28695.00          | $26300.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9024   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $531.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9899   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $580.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6842   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $885.64            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDD3905   | 2055-02-01      | 7.5000%  | 0.0000% | $1010.00           | $1080.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9410   | 2055-02-01      | 6.5000%  | 0.0000% | $1033682.00        | $560400.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2167   | 2048-08-01      | 4.5000%  | 0.0000% | $70071218.00       | $19462745.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6992   | 2053-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3913.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $799108.00         | $167348.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1772   | 2055-06-01      | 5.5000%  | 0.0000% | $12010.00          | $11489.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL982357   | 2038-05-01      | 6.0000%  | 0.0000% | $32578.00          | $652.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL979900   | 2038-05-01      | 6.0000%  | 0.0000% | $3072.00           | $29.24             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $65721000.00       | $63716601.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $4990200.00        | $4977139.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $900.00            | $899.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $1988200.00        | $1950633.26        | U.S. Treasuries (including strips) |
| FNMS 06.500 NP915801   | 2037-08-01      | 6.5000%  | 0.0000% | $41787669.00       | $155206.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP959967   | 2037-11-01      | 6.0000%  | 0.0000% | $179258082.00      | $242490.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942511   | 2037-08-01      | 6.5000%  | 0.0000% | $49931959.00       | $134760.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP943997   | 2037-08-01      | 6.5000%  | 0.0000% | $79090596.00       | $184574.02         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0475   | 2053-12-01      | 6.0000%  | 0.0000% | $4096.00           | $2939.80           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1024   | 2054-03-01      | 6.5000%  | 0.0000% | $12007.00          | $8527.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0147   | 2051-11-01      | 3.0000%  | 0.0000% | $9158.00           | $5194.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3643   | 2055-02-01      | 5.5000%  | 0.0000% | $4032.00           | $3018.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8321   | 2056-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1998.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG7624   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6400   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7706   | 2052-08-01      | 3.5000%  | 0.0000% | $1008.00           | $750.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5277   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $915.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4246   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7926   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $701.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6196   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG5753   | 2056-03-01      | 6.0000%  | 0.0000% | $2003.00           | $2064.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5098   | 2056-03-01      | 5.0000%  | 0.0000% | $15666743.00       | $15427244.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6201   | 2053-05-01      | 6.0000%  | 0.0000% | $59545760.00       | $42624228.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5370   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $685.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3649   | 2052-05-01      | 5.0000%  | 0.0000% | $2016.00           | $1396.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9899   | 2052-05-01      | 4.0000%  | 0.0000% | $3024.00           | $1715.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7663   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2127.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9427   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $895.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9138   | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2644.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6728   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $825.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9163   | 2054-09-01      | 6.5000%  | 0.0000% | $48996520.00       | $38851370.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6549   | 2053-06-01      | 6.5000%  | 0.0000% | $27486304.00       | $18206140.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $21793600.00       | $17636904.96       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6331   | 2053-05-01      | 6.0000%  | 0.0000% | $9228597.00        | $6992916.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8541   | 2056-01-01      | 5.0000%  | 0.0000% | $2003.00           | $1975.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 REBC0935   | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $103.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6560   | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $813.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6618   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $845.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9206   | 2054-09-01      | 5.0000%  | 0.0000% | $2033.00           | $1865.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7127   | 2053-09-01      | 6.0000%  | 0.0000% | $6788720.00        | $5143596.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6905   | 2053-08-01      | 5.0000%  | 0.0000% | $1030.00           | $811.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB2479   | 2041-03-01      | 4.5000%  | 0.0000% | $8560200.00        | $438152.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4800   | 2052-10-01      | 4.5000%  | 0.0000% | $1399719.00        | $1022065.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2431   | 2055-07-01      | 6.5000%  | 0.0000% | $44699840.00       | $40621335.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2730   | 2055-08-01      | 6.0000%  | 0.0000% | $1039.00           | $923.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2833   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $878.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3261   | 2055-10-01      | 5.5000%  | 0.0000% | $73142974.00       | $69009947.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4160   | 2052-08-01      | 5.0000%  | 0.0000% | $1041103.00        | $309328.84         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2878   | 2052-04-01      | 2.0000%  | 0.0000% | $56003.00          | $42976.16          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9003   | 2054-08-01      | 6.0000%  | 0.0000% | $2064.00           | $1731.79           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3330   | 2054-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1904.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4827   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1753.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1425   | 2055-05-01      | 5.0000%  | 0.0000% | $1013.00           | $912.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3107   | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $950.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9886   | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2389.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4445   | 2053-02-01      | 4.5000%  | 0.0000% | $11001.00          | $10377.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2841   | 2052-08-01      | 3.0000%  | 0.0000% | $11000.00          | $9213.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4434   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $976.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3656   | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $887.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3643   | 2055-11-01      | 5.5000%  | 0.0000% | $50333803.00       | $48634436.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2545   | 2055-08-01      | 6.0000%  | 0.0000% | $1010.00           | $964.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9741   | 2055-01-01      | 6.0000%  | 0.0000% | $4120.00           | $3559.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6617   | 2053-06-01      | 5.0000%  | 0.0000% | $822403.00         | $686636.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9663   | 2054-12-01      | 5.5000%  | 0.0000% | $3024.00           | $2697.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5231   | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $760.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6055   | 2053-04-01      | 5.0000%  | 0.0000% | $74827264.00       | $52885037.64       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715   | 2043-11-01      | 4.0000%  | 0.0000% | $3000.00           | $530.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV9710   | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $578.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2234   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $820.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2499   | 2054-05-01      | 5.5000%  | 0.0000% | $10660453.00       | $8526416.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4630   | 2053-12-01      | 6.5000%  | 0.0000% | $1426255.00        | $1165581.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2878   | 2045-10-01      | 4.0000%  | 0.0000% | $300733.00         | $27823.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8179   | 2042-09-01      | 3.5000%  | 0.0000% | $518000.00         | $48838.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9039   | 2050-02-01      | 3.5000%  | 0.0000% | $2016.00           | $333.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP0374   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $242.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC1516   | 2046-08-01      | 4.0000%  | 0.0000% | $7200.00           | $1010.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6177   | 2053-05-01      | 5.0000%  | 0.0000% | $14110721.00       | $11372004.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2495   | 2055-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3133.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3790   | 2055-11-01      | 6.0000%  | 0.0000% | $1017.00           | $1032.74           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2259   | 2044-04-01      | 4.0000%  | 0.0000% | $6144.00           | $799.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327   | 2045-12-01      | 3.5000%  | 0.0000% | $47002130.00       | $7955553.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAS0837   | 2043-10-01      | 5.0000%  | 0.0000% | $1111.00           | $50.49             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF7765   | 2056-01-01      | 5.0000%  | 0.0000% | $10080.00          | $9875.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4818   | 2055-11-01      | 6.5000%  | 0.0000% | $1215119.00        | $1274633.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP3335   | 2042-08-01      | 3.5000%  | 0.0000% | $30378784.00       | $1983245.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4679   | 2052-09-01      | 5.0000%  | 0.0000% | $13029574.00       | $8927900.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0131   | 2056-08-01      | 3.5000%  | 0.0000% | $12006.00          | $3320.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8244   | 2049-11-01      | 3.5000%  | 0.0000% | $1160272.00        | $138662.72         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP6436   | 2050-07-01      | 2.5000%  | 0.0000% | $9214464.00        | $4241672.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4737   | 2045-12-01      | 4.0000%  | 0.0000% | $536121.00         | $75801.96          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5864   | 2053-03-01      | 6.5000%  | 0.0000% | $31803457.00       | $19137672.62       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030   | 2054-02-01      | 7.0000%  | 0.0000% | $25675217.00       | $16905293.19       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBC2867   | 2031-09-01      | 2.5000%  | 0.0000% | $1000.00           | $120.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ1150   | 2050-10-01      | 2.5000%  | 0.0000% | $10000.00          | $4604.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8750   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $262.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5912   | 2055-12-01      | 4.5000%  | 0.0000% | $2001.00           | $1921.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7218   | 2053-10-01      | 5.0000%  | 0.0000% | $1001.00           | $832.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8451   | 2046-12-01      | 3.0000%  | 0.0000% | $2111.00           | $402.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4649   | 2045-03-01      | 3.5000%  | 0.0000% | $1175.00           | $99.70             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3628   | 2047-05-01      | 4.5000%  | 0.0000% | $2048.00           | $445.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC3492   | 2046-02-01      | 3.5000%  | 0.0000% | $550000.00         | $193092.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC0100   | 2045-12-01      | 3.5000%  | 0.0000% | $400000.00         | $48375.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1457   | 2046-07-01      | 3.0000%  | 0.0000% | $1843320.00        | $485687.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179   | 2057-01-01      | 3.5000%  | 0.0000% | $10462806.00       | $3378994.51        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $668.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $1011.00           | $759.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487   | 2053-01-01      | 6.0000%  | 0.0000% | $64280828.00       | $48538811.12       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC4421   | 2046-03-01      | 4.0000%  | 0.0000% | $96000.00          | $14204.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7110   | 2053-09-01      | 5.5000%  | 0.0000% | $46103862.00       | $37666920.19       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT1349   | 2043-03-01      | 4.0000%  | 0.0000% | $1179899.00        | $200885.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7385   | 2046-06-01      | 3.5000%  | 0.0000% | $6144.00           | $1580.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6985   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $725.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822   | 2062-10-01      | 2.5000%  | 0.0000% | $4987868.00        | $3803061.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7306   | 2053-10-01      | 6.0000%  | 0.0000% | $49133000.00       | $37476351.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8064   | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $195.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF7379   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $843.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0655   | 2047-11-01      | 3.5000%  | 0.0000% | $29299350.00       | $6305137.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW6019   | 2052-07-01      | 4.0000%  | 0.0000% | $3251937.00        | $2643194.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8917   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $638.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7899   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1236.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6727   | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1278.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3985   | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1315.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1346   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $659.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1880   | 2055-01-01      | 6.0000%  | 0.0000% | $2855200.00        | $2871783.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1974   | 2055-02-01      | 6.5000%  | 0.0000% | $6820170.00        | $3767075.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4682   | 2055-03-01      | 6.5000%  | 0.0000% | $1002.00           | $814.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7940   | 2052-08-01      | 5.0000%  | 0.0000% | $3001.00           | $2822.40           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0716   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $623.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2669   | 2047-04-01      | 4.0000%  | 0.0000% | $3206040.00        | $577500.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7241   | 2053-10-01      | 6.5000%  | 0.0000% | $88775946.00       | $49550774.26       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $753.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $6000.00           | $4759.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $706.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4434   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $945.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3706   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY8200   | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2627.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3208   | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1993.20           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC2619   | 2055-04-01      | 7.5000%  | 0.0000% | $10001.00          | $10688.65          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC6428   | 2054-11-01      | 4.0000%  | 0.0000% | $1151779.00        | $914246.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0475   | 2052-09-01      | 5.0000%  | 0.0000% | $328720.00         | $217060.68         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBW5088   | 2053-01-01      | 6.5000%  | 0.0000% | $4000.00           | $2113.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX0215   | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1706.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW1844   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $708.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3854   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7959   | 2052-08-01      | 5.0000%  | 0.0000% | $363189.00         | $257535.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1359   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $801.99            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $114.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0237   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $651.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 GLCA0079   | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $263.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6386   | 2054-11-01      | 5.0000%  | 0.0000% | $10080.00          | $9744.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0722   | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2821.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6497   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1395.99           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2078   | 2038-07-01      | 4.5000%  | 0.0000% | $11014.00          | $2624.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9810   | 2055-02-01      | 6.0000%  | 0.0000% | $2010.00           | $1309.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8751   | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2147.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0739   | 2053-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4774.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5110   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1026.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4379   | 2055-04-01      | 6.5000%  | 0.0000% | $1508124.00        | $1459345.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2319   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $576.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7776   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $668.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1169   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $520.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3466   | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3270.87           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1914   | 2055-01-01      | 7.0000%  | 0.0000% | $3427802.00        | $2795108.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0552   | 2052-10-01      | 5.0000%  | 0.0000% | $1040.00           | $766.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8910   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1731.17           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $3259200.00        | $3225612.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $631900.00         | $589131.50         | U.S. Treasuries (including strips) |
| FNMS 06.500 CL889711   | 2038-07-01      | 6.5000%  | 0.0000% | $11100000.00       | $83666.98          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887660   | 2036-08-01      | 6.0000%  | 0.0000% | $24715651.00       | $140014.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NQ889153   | 2037-12-01      | 5.5000%  | 0.0000% | $40831311.00       | $195071.15         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $300.00            | $224.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $484000.00         | $495087.03         | U.S. Treasuries (including strips) |
| FEPC 02.500 CLQC6057   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $565.49            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQB6055   | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $497.78            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD1598   | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1663.23           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G60722 G   | 2046-10-01      | 3.0000%  | 0.0000% | $8104.00           | $1741.06           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0081   | 2049-06-01      | 4.5000%  | 0.0000% | $1154743.00        | $161832.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $791.34            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0395   | 2052-04-01      | 3.0000%  | 0.0000% | $210684.00         | $126685.74         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q02918 G   | 2041-08-01      | 4.0000%  | 0.0000% | $6105256.00        | $581768.04         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE4358   | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3319.08           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD0199   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $544.29            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $65000.00          | $58106.14          | U.S. Treasuries (including strips) |
| FEPC 03.000 CLSD8030   | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $494.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAI9145   | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $284.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8045   | 2050-02-01      | 3.5000%  | 0.0000% | $2000.00           | $273.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL555135   | 2032-12-01      | 6.5000%  | 0.0000% | $62697048.00       | $65263.00          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI5174   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $831.55            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7669   | 2052-07-01      | 4.5000%  | 0.0000% | $12411076.00       | $8423202.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL628485   | 2032-03-01      | 6.5000%  | 0.0000% | $6420692.00        | $25693.58          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA5803   | 2051-09-01      | 4.0000%  | 0.0000% | $5120.00           | $1643.83           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2690   | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $958.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9489   | 2054-07-01      | 6.0000%  | 0.0000% | $1001.00           | $924.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8006   | 2049-08-01      | 4.0000%  | 0.0000% | $83000.00          | $7788.79           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535533   | 2030-10-01      | 8.0000%  | 0.0000% | $5263839.00        | $1935.35           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $2521000.00        | $1476215.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8209   | 2053-01-01      | 5.5000%  | 0.0000% | $10242.00          | $8124.21           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6140   | 2054-05-01      | 6.0000%  | 0.0000% | $1443639.00        | $1331088.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5952   | 2054-08-01      | 6.0000%  | 0.0000% | $8320288.00        | $7118481.82        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH7895   | 2054-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3720.68           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE6028   | 2050-04-01      | 3.0000%  | 0.0000% | $245000.00         | $28840.88          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI0818   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $508.83            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001   | 2049-07-01      | 3.5000%  | 0.0000% | $428293.00         | $36298.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ5626   | 2041-11-01      | 3.5000%  | 0.0000% | $2125000.00        | $105763.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2761   | 2054-04-01      | 5.0000%  | 0.0000% | $2731056.00        | $2343472.66        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9651   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $517.94            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57827 G   | 2048-07-01      | 4.5000%  | 0.0000% | $10428.00          | $2664.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8748   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $684.12            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62733 G   | 2049-04-01      | 4.0000%  | 0.0000% | $3099160.00        | $725278.74         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2363   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $693.69            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q44455 G   | 2046-11-01      | 3.5000%  | 0.0000% | $9074.00           | $1983.05           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7946   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $932.52            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1893   | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1205.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8507   | 2052-08-01      | 5.0000%  | 0.0000% | $4757210.00        | $2623321.90        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5877   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $271.84            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5482   | 2051-08-01      | 3.0000%  | 0.0000% | $6505837.00        | $3696997.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6733   | 2052-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1878.81           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q38492 G   | 2046-01-01      | 4.0000%  | 0.0000% | $4000.00           | $475.78            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59262 G   | 2048-10-01      | 5.0000%  | 0.0000% | $1495450.00        | $653613.92         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC2687   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $590.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8165   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1661.91           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20119 G   | 2043-07-01      | 4.0000%  | 0.0000% | $5826031.00        | $245157.84         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81252 G   | 2044-07-01      | 4.0000%  | 0.0000% | $3000.00           | $307.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9582   | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1326.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5818   | 2052-07-01      | 5.0000%  | 0.0000% | $4094528.00        | $3015360.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8074   | 2052-08-01      | 5.0000%  | 0.0000% | $2002.00           | $1176.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8789   | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1720.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2793   | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1183.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0385   | 2052-09-01      | 5.0000%  | 0.0000% | $1631013.00        | $1532354.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1173   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $724.61            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA1980   | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $990.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8799   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $909.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8142   | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1129.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8316   | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1670.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8280   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $554.42            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q48714 G   | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $223.69            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06799 G   | 2042-03-01      | 4.0000%  | 0.0000% | $15879531.00       | $1883195.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF3362   | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $644.73            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81716 G   | 2045-04-01      | 4.0000%  | 0.0000% | $4072.00           | $1088.08           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQA9457   | 2050-05-01      | 2.5000%  | 0.0000% | $1698000.00        | $759063.49         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $2001.00           | $977.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3911   | 2053-09-01      | 5.5000%  | 0.0000% | $31601758.00       | $24446711.27       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17688 G   | 2043-04-01      | 4.0000%  | 0.0000% | $1494898.00        | $68018.44          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8967   | 2050-04-01      | 3.0000%  | 0.0000% | $738800.00         | $209019.39         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQC5033   | 2051-08-01      | 4.5000%  | 0.0000% | $1001.00           | $209.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8722   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1694.89           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81946 G   | 2045-09-01      | 4.0000%  | 0.0000% | $498092.00         | $128271.49         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2009   | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $1818.87           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3937   | 2052-05-01      | 2.5000%  | 0.0000% | $4999.00           | $3364.70           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB3211   | 2050-09-01      | 2.0000%  | 0.0000% | $1970.00           | $988.60            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81158 G   | 2044-05-01      | 4.0000%  | 0.0000% | $555914.00         | $129944.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3671   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $638.40            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5879   | 2049-12-01      | 3.5000%  | 0.0000% | $435889.00         | $175569.91         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA7038   | 2050-02-01      | 3.5000%  | 0.0000% | $2003.00           | $848.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3642   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $733.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6187   | 2050-01-01      | 4.0000%  | 0.0000% | $1115329.00        | $151301.87         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE4395   | 2052-06-01      | 3.5000%  | 0.0000% | $2001.00           | $1219.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7553   | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1878.33           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE8265   | 2052-08-01      | 4.0000%  | 0.0000% | $1010.00           | $747.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4929   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $809.21            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC3816   | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $845.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6994   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $674.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7245   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $664.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9857   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.23           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0771   | 2047-11-01      | 3.5000%  | 0.0000% | $17566.00          | $2455.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0245   | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2157.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9016   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $744.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9762   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $752.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6471   | 2053-07-01      | 6.5000%  | 0.0000% | $1001.00           | $555.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6003   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $937.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2923   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $914.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1750   | 2054-10-01      | 5.5000%  | 0.0000% | $4112563.00        | $3600481.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $63385152.00       | $46911153.01       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2522   | 2055-08-01      | 5.0000%  | 0.0000% | $16612840.00       | $16027491.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9898   | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1638.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4254   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $658.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA5972   | 2054-01-01      | 5.5000%  | 0.0000% | $98389.00          | $71120.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB2876   | 2055-03-01      | 5.0000%  | 0.0000% | $1005.00           | $965.47            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBY4793   | 2053-07-01      | 7.0000%  | 0.0000% | $3246308.00        | $2555104.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7243   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $908.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7934   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $627.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6441   | 2055-12-01      | 6.0000%  | 0.0000% | $1004.00           | $1052.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3166   | 2055-10-01      | 6.0000%  | 0.0000% | $3072.00           | $2970.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1536   | 2052-10-01      | 5.5000%  | 0.0000% | $539324.00         | $321360.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW9616   | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2178.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3456   | 2054-09-01      | 6.0000%  | 0.0000% | $311000.00         | $234810.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5395   | 2052-04-01      | 3.5000%  | 0.0000% | $10000.00          | $4974.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY1426   | 2053-11-01      | 6.5000%  | 0.0000% | $1003.00           | $772.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB7478   | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $931.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3331   | 2055-08-01      | 6.0000%  | 0.0000% | $53618915.00       | $51110539.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6301   | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $456.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0974   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $524.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8600   | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1384.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2924   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $990.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9892   | 2052-05-01      | 3.5000%  | 0.0000% | $31223040.00       | $21447097.46       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC2842   | 2046-09-01      | 3.5000%  | 0.0000% | $1009.00           | $233.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5681   | 2055-11-01      | 6.5000%  | 0.0000% | $1166807.00        | $617423.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4538   | 2052-08-01      | 5.0000%  | 0.0000% | $75090928.00       | $48338431.67       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3610   | 2044-10-01      | 3.5000%  | 0.0000% | $17073680.00       | $2860809.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6198   | 2045-11-01      | 3.5000%  | 0.0000% | $46998000.00       | $3466229.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6266   | 2053-05-01      | 6.0000%  | 0.0000% | $21544.00          | $14657.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $62593824.00       | $41642024.87       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3308   | 2047-04-01      | 3.0000%  | 0.0000% | $31681883.00       | $20480222.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4344   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $602.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW7479   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $751.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1433   | 2055-04-01      | 5.0000%  | 0.0000% | $15432423.00       | $13815406.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3813   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $728.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5604   | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $1380.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1721   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $638.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2300   | 2054-07-01      | 6.5000%  | 0.0000% | $35239280.00       | $23944822.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4837   | 2055-11-01      | 6.0000%  | 0.0000% | $3611238.00        | $3558330.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5353   | 2055-12-01      | 6.5000%  | 0.0000% | $1170856.00        | $1231617.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4393   | 2052-08-01      | 4.5000%  | 0.0000% | $60253632.00       | $46726270.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3282   | 2052-04-01      | 3.5000%  | 0.0000% | $490000.00         | $307216.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8803   | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $801.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1457   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $259.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR2410   | 2042-12-01      | 4.0000%  | 0.0000% | $1046633.00        | $176072.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4125   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $981.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5280   | 2055-11-01      | 6.0000%  | 0.0000% | $2090921.00        | $2109724.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9496   | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $641.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5779   | 2055-12-01      | 4.5000%  | 0.0000% | $43010.00          | $41144.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6634   | 2055-12-01      | 5.5000%  | 0.0000% | $7152619.00        | $7272986.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5222   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR7761   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $193.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3198   | 2043-03-01      | 3.5000%  | 0.0000% | $1074117.00        | $174819.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9367   | 2043-04-01      | 4.0000%  | 0.0000% | $1748193.00        | $210039.44         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6406   | 2055-03-01      | 6.0000%  | 0.0000% | $377719.00         | $331318.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880212   | 2036-02-01      | 6.0000%  | 0.0000% | $1024.00           | $9.63              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0456   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1987.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6730   | 2042-03-01      | 3.5000%  | 0.0000% | $8126.00           | $543.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880316   | 2036-04-01      | 6.0000%  | 0.0000% | $23417020.00       | $70161.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA6019   | 2054-04-01      | 5.5000%  | 0.0000% | $62777.00          | $48659.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7069   | 2045-02-01      | 3.5000%  | 0.0000% | $49236608.00       | $8844825.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC9341   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $941.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL848942   | 2036-01-01      | 6.0000%  | 0.0000% | $69812144.00       | $177112.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7541   | 2055-01-01      | 6.0000%  | 0.0000% | $2350314.00        | $1956114.61        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4446   | 2049-11-01      | 3.5000%  | 0.0000% | $2019.00           | $734.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9289   | 2054-12-01      | 5.0000%  | 0.0000% | $1571364.00        | $1350242.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4408   | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $515.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKDC8611   | 2054-10-01      | 6.0000%  | 0.0000% | $1001.00           | $998.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ4165   | 2041-11-01      | 3.5000%  | 0.0000% | $1000.00           | $39.11             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6444   | 2050-01-01      | 4.5000%  | 0.0000% | $318692.00         | $178531.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5546   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $742.64            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7463   | 2054-01-01      | 7.0000%  | 0.0000% | $1519031.00        | $968608.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872293   | 2036-05-01      | 6.0000%  | 0.0000% | $2050.00           | $17.24             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ3099   | 2050-10-01      | 3.0000%  | 0.0000% | $452963.00         | $154075.31         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4810   | 2049-11-01      | 4.0000%  | 0.0000% | $2047800.00        | $503108.89         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4805   | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $2202.20           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5220   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $473.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA1139   | 2049-07-01      | 5.0000%  | 0.0000% | $1052482.00        | $189905.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY7018   | 2045-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1388.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 KL793282   | 2034-05-01      | 5.5000%  | 0.0000% | $1483.00           | $171.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9184   | 2054-12-01      | 6.5000%  | 0.0000% | $1001.00           | $263.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2732   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $804.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3894   | 2055-02-01      | 6.0000%  | 0.0000% | $1454250.00        | $1494177.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013   | 2053-11-01      | 6.5000%  | 0.0000% | $8000.00           | $4249.63           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869   | 2049-10-01      | 3.5000%  | 0.0000% | $306000.00         | $73956.70          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59890 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $277.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL545993   | 2032-11-01      | 6.0000%  | 0.0000% | $1161.00           | $2.19              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5072   | 2054-10-01      | 5.0000%  | 0.0000% | $3971555.00        | $3241355.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2729   | 2055-07-01      | 5.5000%  | 0.0000% | $1857855.00        | $1861702.84        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA1968   | 2049-08-01      | 4.0000%  | 0.0000% | $26254484.00       | $7809752.59        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $544.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6924   | 2054-11-01      | 5.5000%  | 0.0000% | $25034891.00       | $22777861.99       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7260   | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $200.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBQ4041   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $498.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0131   | 2055-09-01      | 5.5000%  | 0.0000% | $3600908.00        | $3631923.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2231   | 2051-08-01      | 2.0000%  | 0.0000% | $1746000.00        | $1057418.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL745837   | 2033-04-01      | 6.0000%  | 0.0000% | $1027.00           | $17.31             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9443   | 2055-09-01      | 6.5000%  | 0.0000% | $1778500.00        | $1590845.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0060   | 2054-04-01      | 5.5000%  | 0.0000% | $2302200.00        | $1313189.93        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7670   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $758.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL817753   | 2036-04-01      | 6.0000%  | 0.0000% | $33381310.00       | $133954.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL851161   | 2036-04-01      | 6.0000%  | 0.0000% | $14312686.00       | $145460.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0882   | 2055-11-01      | 6.0000%  | 0.0000% | $1590352.00        | $1625017.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0883   | 2055-10-01      | 6.0000%  | 0.0000% | $1356694.00        | $1382734.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9115   | 2055-09-01      | 6.0000%  | 0.0000% | $2577730.00        | $2625476.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP1134   | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $410.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU2465   | 2051-10-01      | 2.0000%  | 0.0000% | $41144720.00       | $24495814.26       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0919   | 2052-05-01      | 3.0000%  | 0.0000% | $565915.00         | $388311.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4144   | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1363.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT8197   | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1120.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1915   | 2055-11-01      | 5.0000%  | 0.0000% | $1014.00           | $984.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1028   | 2051-11-01      | 2.0000%  | 0.0000% | $806000.00         | $421434.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3636   | 2055-11-01      | 6.5000%  | 0.0000% | $480336.00         | $446120.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880307   | 2036-04-01      | 6.0000%  | 0.0000% | $59491914.00       | $107166.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4105   | 2053-12-01      | 6.5000%  | 0.0000% | $3009.00           | $2405.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP880413   | 2036-10-01      | 6.0000%  | 0.0000% | $72713831.00       | $167294.03         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLBU7224   | 2052-01-01      | 1.5000%  | 0.0000% | $662508.00         | $412512.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3139   | 2056-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4923.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4968   | 2054-08-01      | 6.0000%  | 0.0000% | $4884000.00        | $2653034.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6472   | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $960.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4746   | 2055-12-01      | 5.0000%  | 0.0000% | $1011.00           | $997.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9065   | 2056-01-01      | 5.5000%  | 0.0000% | $2016.00           | $1961.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3068   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $778.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9219   | 2056-01-01      | 5.0000%  | 0.0000% | $5003.00           | $4933.85           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2538   | 2052-01-01      | 2.5000%  | 0.0000% | $120000.00         | $72348.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $2113998.00        | $1954384.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF9346   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $957.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0708   | 2055-12-01      | 5.5000%  | 0.0000% | $3403.00           | $3451.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG2584   | 2056-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2006.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2012   | 2055-05-01      | 6.0000%  | 0.0000% | $10000.00          | $5493.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2592   | 2046-04-01      | 3.5000%  | 0.0000% | $725556.00         | $158456.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1611   | 2043-09-01      | 4.0000%  | 0.0000% | $160000.00         | $21066.67          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG2959   | 2056-01-01      | 6.5000%  | 0.0000% | $1332953.00        | $1405304.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3162   | 2055-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1921.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2520   | 2055-08-01      | 5.5000%  | 0.0000% | $1020.00           | $959.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG2818   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2633   | 2046-04-01      | 3.5000%  | 0.0000% | $477513.00         | $109637.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3887   | 2056-02-01      | 5.0000%  | 0.0000% | $2182417.00        | $2144677.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5389   | 2056-03-01      | 5.5000%  | 0.0000% | $1404900.00        | $1440639.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4245   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG4254   | 2056-04-01      | 4.5000%  | 0.0000% | $2003.00           | $1928.41           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $1120.00           | $272.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4144   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $954.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3744   | 2055-03-01      | 5.0000%  | 0.0000% | $2080.00           | $1987.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ7563   | 2055-10-01      | 6.0000%  | 0.0000% | $7001.00           | $7135.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887038   | 2036-08-01      | 6.0000%  | 0.0000% | $38829601.00       | $215966.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2712   | 2056-05-01      | 5.0000%  | 0.0000% | $11264.00          | $11246.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6436   | 2054-05-01      | 6.5000%  | 0.0000% | $1001.00           | $887.62            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA5879   | 2053-12-01      | 7.0000%  | 0.0000% | $1668724.00        | $1332080.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA0278   | 2049-05-01      | 5.0000%  | 0.0000% | $1592028.00        | $148122.74         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48899 G   | 2047-06-01      | 4.0000%  | 0.0000% | $2006.00           | $541.54            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q55627 G   | 2048-04-01      | 4.0000%  | 0.0000% | $2063.00           | $332.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2049   | 2045-09-01      | 3.5000%  | 0.0000% | $12461536.00       | $2570365.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6103   | 2054-07-01      | 6.5000%  | 0.0000% | $6000.00           | $4621.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3425   | 2043-03-01      | 3.5000%  | 0.0000% | $23469080.00       | $3554098.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW1015   | 2044-05-01      | 4.5000%  | 0.0000% | $5120.00           | $160.94            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46150 G   | 2047-02-01      | 4.0000%  | 0.0000% | $2045.00           | $511.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL4904   | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $222.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAX5485   | 2045-10-01      | 4.5000%  | 0.0000% | $824228.00         | $254531.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3066   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $157.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDB6518   | 2054-07-01      | 4.0000%  | 0.0000% | $1151230.00        | $1052412.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $8000.00           | $4479.16           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0980   | 2049-07-01      | 4.5000%  | 0.0000% | $21959997.00       | $7354895.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG8408   | 2053-08-01      | 5.0000%  | 0.0000% | $5000.00           | $3797.03           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9236   | 2053-08-01      | 6.0000%  | 0.0000% | $78554.00          | $71020.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 ZK310191   | 2041-05-01      | 4.5000%  | 0.0000% | $2197343.00        | $322605.40         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH0400   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $898.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5544   | 2053-06-01      | 5.0000%  | 0.0000% | $2004.00           | $1811.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2282   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $636.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG5155   | 2053-06-01      | 5.5000%  | 0.0000% | $9000.00           | $8332.86           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3LSE5000   | 2045-08-01      | 3.0000%  | 0.0000% | $1000.00           | $105.10            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6180   | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $745.93            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA2564   | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $322.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8464   | 2054-09-01      | 6.5000%  | 0.0000% | $1041707.00        | $517652.58         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61703 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $326.87            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48578 G   | 2047-06-01      | 4.0000%  | 0.0000% | $3024923.00        | $1014550.25        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5866   | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $832.34            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA7238   | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $258.22            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52358 G   | 2047-11-01      | 4.0000%  | 0.0000% | $1267724.00        | $423310.21         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6063   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $554.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8417   | 2054-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1666.11           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA5873   | 2049-12-01      | 4.5000%  | 0.0000% | $1457469.00        | $132428.97         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8166   | 2051-09-01      | 2.0000%  | 0.0000% | $8000.00           | $4752.73           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0086   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $412.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 DLDE6515   | 2055-09-01      | 6.5000%  | 0.0000% | $1565958.00        | $1623127.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4318   | 2056-03-01      | 5.5000%  | 0.0000% | $668458.00         | $446454.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4959   | 2055-11-01      | 5.5000%  | 0.0000% | $1005.00           | $768.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 GLCA1146   | 2048-02-01      | 3.5000%  | 0.0000% | $295999.00         | $107221.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6418   | 2055-08-01      | 6.0000%  | 0.0000% | $1326015.00        | $1353503.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1881   | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $983.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3259   | 2052-04-01      | 3.5000%  | 0.0000% | $19591480.00       | $13541166.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6810   | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $466.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0527   | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $536.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7635   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $535.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1131   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $346.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8271   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $170.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8597   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN1207   | 2048-11-01      | 4.0000%  | 0.0000% | $2654464.00        | $675780.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4852   | 2049-01-01      | 4.5000%  | 0.0000% | $2005.00           | $723.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9942   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $927.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL685335   | 2033-03-01      | 6.0000%  | 0.0000% | $2128.00           | $32.59             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2185   | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $885.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5408   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $117.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN0508   | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $86.09             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP6683   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $456.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7933   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $399.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ4773   | 2045-10-01      | 3.5000%  | 0.0000% | $78180993.00       | $13386431.39       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBP8820   | 2035-07-01      | 2.5000%  | 0.0000% | $3946.00           | $804.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM3033   | 2047-10-01      | 3.0000%  | 0.0000% | $2000.00           | $557.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8650   | 2054-06-01      | 6.0000%  | 0.0000% | $5032165.00        | $3313815.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6398   | 2054-06-01      | 5.5000%  | 0.0000% | $9216.00           | $7721.75           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0975   | 2049-01-01      | 4.5000%  | 0.0000% | $2151.00           | $185.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7929   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $425.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8478   | 2055-09-01      | 5.0000%  | 0.0000% | $6000.00           | $5905.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1380   | 2045-04-01      | 3.0000%  | 0.0000% | $9360.00           | $1680.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN1028   | 2049-03-01      | 5.0000%  | 0.0000% | $1214002.00        | $112116.05         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8376   | 2054-06-01      | 6.0000%  | 0.0000% | $1006.00           | $1021.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL745329   | 2035-07-01      | 6.0000%  | 0.0000% | $3213002.00        | $34048.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE4782   | 2055-07-01      | 4.5000%  | 0.0000% | $1351778.00        | $1293419.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725027   | 2033-11-01      | 5.0000%  | 0.0000% | $1000.00           | $7.54              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX2449   | 2044-09-01      | 4.0000%  | 0.0000% | $1008.00           | $96.57             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT9804   | 2043-06-01      | 3.5000%  | 0.0000% | $10000.00          | $1198.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY1769   | 2045-01-01      | 3.5000%  | 0.0000% | $1008.00           | $45.03             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0474   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW1806   | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $88.62             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0892   | 2048-11-01      | 4.5000%  | 0.0000% | $2050.00           | $405.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4839   | 2049-02-01      | 4.5000%  | 0.0000% | $1712682.00        | $373756.98         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9977   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $818.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831404   | 2036-03-01      | 6.0000%  | 0.0000% | $19140364.00       | $118715.07         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848   | 2055-08-01      | 7.0000%  | 0.0000% | $2241409.00        | $2169598.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8870   | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $215.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3011   | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $705.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB8091   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $977.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL3801   | 2028-02-01      | 3.0000%  | 0.0000% | $3083713.00        | $51893.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC1412   | 2054-08-01      | 6.0000%  | 0.0000% | $1003012.00        | $802014.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU3746   | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $104.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3243   | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $691.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1012   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $904.60            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB8949   | 2054-07-01      | 7.0000%  | 0.0000% | $1112294.00        | $842305.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD0009   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $911.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $873.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8946   | 2052-09-01      | 5.0000%  | 0.0000% | $20559611.00       | $13624913.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9300   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1809.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1111   | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $786.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9031   | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $2798.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8918   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $793.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8370   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2389.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBU5195   | 2039-11-01      | 5.0000%  | 0.0000% | $1604758.00        | $1293197.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8372   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2212.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9846   | 2052-09-01      | 5.0000%  | 0.0000% | $144475.00         | $83497.93          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4719   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $466.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3468   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $964.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1963   | 2055-06-01      | 6.0000%  | 0.0000% | $15274814.00       | $13105645.60       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA7623   | 2054-05-01      | 6.5000%  | 0.0000% | $6000.00           | $5788.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3443   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $878.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8578   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $565.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0035   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $901.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV9112   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2830.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7661   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $681.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7385   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $516.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6960   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $706.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX8714   | 2053-03-01      | 6.5000%  | 0.0000% | $4000.00           | $2903.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2838   | 2056-04-01      | 5.0000%  | 0.0000% | $2242120.00        | $2207730.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9436   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $416.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY4909   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1798.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0411   | 2054-09-01      | 5.5000%  | 0.0000% | $1108788.00        | $796997.63         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5897   | 2055-07-01      | 6.0000%  | 0.0000% | $1937442.00        | $1169441.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4432   | 2056-01-01      | 5.0000%  | 0.0000% | $1018.00           | $1000.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2926   | 2053-04-01      | 4.5000%  | 0.0000% | $2048.00           | $1909.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3506   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1027.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3341   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $956.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4138   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $982.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8755   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $714.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7862   | 2053-03-01      | 6.0000%  | 0.0000% | $1015.00           | $601.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2839   | 2052-07-01      | 2.5000%  | 0.0000% | $1024.00           | $825.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3251   | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1951.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7904   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1554.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2889   | 2052-02-01      | 3.0000%  | 0.0000% | $1040440.00        | $674913.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5866   | 2053-03-01      | 6.5000%  | 0.0000% | $24680352.00       | $15423557.82       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCB2562   | 2042-01-01      | 2.0000%  | 0.0000% | $999000.00         | $611467.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7496   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $772.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9535   | 2052-10-01      | 5.0000%  | 0.0000% | $1406694.00        | $926584.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2508   | 2055-07-01      | 6.0000%  | 0.0000% | $1052043.00        | $961210.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1139   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1765.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4200   | 2053-01-01      | 5.0000%  | 0.0000% | $1023.00           | $655.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA4375   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $990.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6657   | 2054-07-01      | 6.5000%  | 0.0000% | $1442046.00        | $782904.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7680   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $768.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0735   | 2055-02-01      | 6.0000%  | 0.0000% | $12000.00          | $10112.72          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0473   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $990.47            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA8061   | 2054-01-01      | 7.5000%  | 0.0000% | $1211908.00        | $279827.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689   | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2371.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8515   | 2052-05-01      | 3.0000%  | 0.0000% | $2083500.00        | $1404640.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7890   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1514.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1684   | 2055-05-01      | 5.5000%  | 0.0000% | $359850.00         | $359574.17         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA8057   | 2054-01-01      | 7.5000%  | 0.0000% | $1239776.00        | $780015.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7974   | 2053-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2430.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3916   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $974.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7125   | 2050-07-01      | 2.5000%  | 0.0000% | $1040.00           | $369.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1043   | 2056-05-01      | 5.5000%  | 0.0000% | $5959894.00        | $6010456.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9958   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $429.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0866   | 2055-02-01      | 5.5000%  | 0.0000% | $4000.00           | $3810.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8254   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1869.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0437   | 2054-04-01      | 5.0000%  | 0.0000% | $3997356.00        | $3836409.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0458   | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2982.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6202   | 2052-08-01      | 5.0000%  | 0.0000% | $6275999.00        | $3039557.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3445   | 2055-10-01      | 6.5000%  | 0.0000% | $1003.00           | $1050.75           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO6086   | 2042-06-01      | 4.0000%  | 0.0000% | $298000.00         | $31570.18          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO9551   | 2042-07-01      | 4.0000%  | 0.0000% | $1254175.00        | $162888.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN3678   | 2049-02-01      | 5.0000%  | 0.0000% | $1200160.00        | $212293.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BM7365   | 2043-02-01      | 3.5000%  | 0.0000% | $10000.00          | $5626.75           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 GLBM7363   | 2050-11-01      | 2.5000%  | 0.0000% | $17999000.00       | $12201566.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR6959   | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $210.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0716   | 2048-09-01      | 4.5000%  | 0.0000% | $2001.00           | $596.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5324   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3154   | 2049-05-01      | 4.5000%  | 0.0000% | $1160622.00        | $171757.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1278   | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $515.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3201   | 2055-11-01      | 5.0000%  | 0.0000% | $1252992.00        | $1238716.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5314   | 2055-12-01      | 5.5000%  | 0.0000% | $1293388.00        | $1291387.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO6102   | 2049-11-01      | 3.5000%  | 0.0000% | $1012298.00        | $177007.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2368   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $355.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0311   | 2055-05-01      | 5.0000%  | 0.0000% | $9855652.00        | $9059439.77        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDE8608   | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1038.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8977   | 2055-10-01      | 5.5000%  | 0.0000% | $2184.00           | $2081.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWAL9271   | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7122   | 2050-09-01      | 2.5000%  | 0.0000% | $114373212.00      | $47086344.86       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8046   | 2042-07-01      | 3.5000%  | 0.0000% | $599600128.00      | $41568424.62       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAQ6972   | 2043-01-01      | 4.0000%  | 0.0000% | $3391830.00        | $675952.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2340   | 2055-10-01      | 6.0000%  | 0.0000% | $1667318.00        | $1720272.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP0492   | 2042-08-01      | 3.5000%  | 0.0000% | $786370.00         | $123313.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6557   | 2049-04-01      | 4.5000%  | 0.0000% | $6000.00           | $1273.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2084   | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $547.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1079   | 2055-10-01      | 5.0000%  | 0.0000% | $1407000.00        | $1394039.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5885   | 2042-06-01      | 3.5000%  | 0.0000% | $10624080.00       | $1198434.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2761   | 2056-03-01      | 5.0000%  | 0.0000% | $1054.00           | $1002.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2997   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $240.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1566   | 2056-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2046.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0644   | 2055-02-01      | 5.5000%  | 0.0000% | $2038.00           | $1796.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0881   | 2055-12-01      | 5.5000%  | 0.0000% | $6002.00           | $6025.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9987   | 2055-02-01      | 6.0000%  | 0.0000% | $10002.00          | $8959.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1369   | 2056-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2030.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0529   | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $815.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0240   | 2050-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1628.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9272   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH1023   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $992.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9822   | 2055-01-01      | 6.0000%  | 0.0000% | $3024.00           | $2261.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8832   | 2054-07-01      | 5.5000%  | 0.0000% | $54012304.00       | $47341689.70       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4051   | 2053-07-01      | 5.5000%  | 0.0000% | $50036483.00       | $43309549.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1899   | 2056-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2045.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9932   | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG7935   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9564   | 2056-05-01      | 6.0000%  | 0.0000% | $3002.00           | $3105.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG8551   | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $991.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9329   | 2056-05-01      | 5.5000%  | 0.0000% | $1352520.00        | $1372463.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9804   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $910.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4255   | 2053-10-01      | 6.0000%  | 0.0000% | $2609308.00        | $1914371.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0011   | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $6921.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0855   | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $965.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6698   | 2053-07-01      | 5.5000%  | 0.0000% | $3070851.00        | $2106089.97        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629   | 2052-01-01      | 2.5000%  | 0.0000% | $3596996.00        | $2162331.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6748   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $814.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8300   | 2054-04-01      | 6.5000%  | 0.0000% | $18988260.00       | $14794315.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3444   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $11440.00          | $8734.58           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIAZ9181   | 2030-09-01      | 2.5000%  | 0.0000% | $998000.00         | $47319.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1730   | 2036-09-01      | 2.5000%  | 0.0000% | $25437134.00       | $12060952.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $10003.00          | $7358.60           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2264.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7474   | 2053-11-01      | 5.5000%  | 0.0000% | $14027755.00       | $12975264.80       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2698   | 2042-02-01      | 4.0000%  | 0.0000% | $1148420.00        | $191304.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0565   | 2042-12-01      | 4.0000%  | 0.0000% | $2299045.00        | $177441.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7205   | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $694.78            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K00031 G   | 2037-04-01      | 5.5000%  | 0.0000% | $14491175.00       | $47325.52          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G04303 G   | 2038-04-01      | 6.0000%  | 0.0000% | $3134.00           | $33.73             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2854   | 2042-03-01      | 4.0000%  | 0.0000% | $2233091.00        | $136163.00         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A67429 G   | 2037-11-01      | 6.5000%  | 0.0000% | $13384027.00       | $203075.06         | Agency Mortgage-Backed Securities  |
| 02.500 FGPC T65102 G   | 2042-10-01      | 2.5000%  | 0.0000% | $1000.00           | $69.15             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H19004 G   | 2037-01-01      | 5.5000%  | 0.0000% | $20388257.00       | $67393.19          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0335   | 2047-06-01      | 3.0000%  | 0.0000% | $1000.00           | $379.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6096   | 2049-05-01      | 4.5000%  | 0.0000% | $1025195.00        | $69181.11          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0531   | 2036-06-01      | 2.5000%  | 0.0000% | $648000.00         | $296444.15         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3288   | 2047-05-01      | 4.5000%  | 0.0000% | $1647849.00        | $214632.75         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3SZT1755   | 2047-02-01      | 3.5000%  | 0.0000% | $3024.00           | $941.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3963   | 2049-03-01      | 4.5000%  | 0.0000% | $3000.00           | $673.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2662   | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $101.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB1248   | 2054-03-01      | 4.5000%  | 0.0000% | $2121099.00        | $1786636.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 REAL8405   | 2041-05-01      | 4.5000%  | 0.0000% | $2004.00           | $117.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL1102   | 2041-12-01      | 4.0000%  | 0.0000% | $3000.00           | $290.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3094   | 2043-01-01      | 3.5000%  | 0.0000% | $1008.00           | $97.45             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7384   | 2045-09-01      | 4.5000%  | 0.0000% | $124000.00         | $14190.75          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQC6257   | 2051-08-01      | 3.5000%  | 0.0000% | $173000.00         | $85360.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3106   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $991.82            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD1527   | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1879.58           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAL3943   | 2028-08-01      | 2.5000%  | 0.0000% | $1000.00           | $24.40             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0590   | 2051-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1176.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2786   | 2052-11-01      | 6.0000%  | 0.0000% | $10001.00          | $2426.09           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7131   | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1171.91           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAO9750   | 2042-08-01      | 3.0000%  | 0.0000% | $1024.00           | $93.12             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5600   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $541.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ4074   | 2043-04-01      | 3.0000%  | 0.0000% | $10536540.00       | $2295966.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5318   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $731.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4996   | 2052-07-01      | 5.0000%  | 0.0000% | $5048194.00        | $3499217.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3952   | 2052-06-01      | 5.0000%  | 0.0000% | $2001.00           | $1329.61           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE5780   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1051.09           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3431   | 2052-11-01      | 5.5000%  | 0.0000% | $11232.00          | $8159.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7783   | 2055-04-01      | 6.5000%  | 0.0000% | $1579595.00        | $1607438.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8148   | 2046-02-01      | 3.5000%  | 0.0000% | $1025.00           | $196.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0939   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $949.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAQ9541   | 2042-11-01      | 4.0000%  | 0.0000% | $1490371.00        | $140173.99         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC0554   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7047   | 2042-12-01      | 3.5000%  | 0.0000% | $2001.00           | $455.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6296   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5278   | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $65.85             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2128   | 2042-08-01      | 3.5000%  | 0.0000% | $1280.00           | $160.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390   | 2052-10-01      | 5.0000%  | 0.0000% | $7100.00           | $4949.47           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4196   | 2054-06-01      | 7.0000%  | 0.0000% | $1057297.00        | $879928.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8639   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $947.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0478   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1778.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7956   | 2055-05-01      | 6.5000%  | 0.0000% | $1615400.00        | $993504.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1846   | 2054-05-01      | 5.5000%  | 0.0000% | $1046.00           | $690.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA2143   | 2049-08-01      | 4.5000%  | 0.0000% | $2005.00           | $702.98            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE0217   | 2055-06-01      | 7.0000%  | 0.0000% | $2499200.00        | $2222849.55        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6998   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $504.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA7162   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $643.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0377   | 2054-08-01      | 6.5000%  | 0.0000% | $10000.00          | $8829.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6733   | 2042-03-01      | 3.5000%  | 0.0000% | $43601026.00       | $2976268.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3534   | 2042-12-01      | 3.5000%  | 0.0000% | $2179.00           | $279.80            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQC7455   | 2051-09-01      | 1.5000%  | 0.0000% | $61000.00          | $34562.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2935   | 2052-11-01      | 5.5000%  | 0.0000% | $4455450.00        | $2071865.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF7568   | 2056-02-01      | 5.0000%  | 0.0000% | $2126550.00        | $2092241.16        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB0452   | 2054-05-01      | 7.5000%  | 0.0000% | $1787690.00        | $1920100.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0830   | 2054-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1255.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP880456   | 2036-04-01      | 6.0000%  | 0.0000% | $31003544.00       | $89421.99          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3925   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1670.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB1870   | 2054-05-01      | 5.0000%  | 0.0000% | $1673842.00        | $1256374.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL878096   | 2036-04-01      | 6.0000%  | 0.0000% | $2052.00           | $16.16             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6448   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.05           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4936   | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $961.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2616   | 2052-07-01      | 3.0000%  | 0.0000% | $54000.00          | $34597.37          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3172   | 2055-10-01      | 6.5000%  | 0.0000% | $889680.00         | $934729.34         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7333   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $141.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2618   | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $1989.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6467   | 2054-03-01      | 6.5000%  | 0.0000% | $3725128.00        | $2338011.77        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA6892   | 2053-12-01      | 7.0000%  | 0.0000% | $3072765.00        | $1833551.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0283   | 2054-03-01      | 5.5000%  | 0.0000% | $10080.00          | $7616.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1678   | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1915.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2606   | 2055-11-01      | 6.5000%  | 0.0000% | $1017.00           | $933.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDB7394   | 2039-08-01      | 5.0000%  | 0.0000% | $1198540.00        | $1095019.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5419   | 2053-01-01      | 6.0000%  | 0.0000% | $901040.00         | $469176.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8871   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1890.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5107   | 2055-12-01      | 6.0000%  | 0.0000% | $1775514.00        | $1679019.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9213   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4879   | 2055-11-01      | 6.5000%  | 0.0000% | $1026619.00        | $1078447.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5190   | 2055-12-01      | 5.5000%  | 0.0000% | $1036.00           | $904.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP878663   | 2036-02-01      | 6.5000%  | 0.0000% | $28318440.00       | $248380.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5887   | 2055-12-01      | 6.0000%  | 0.0000% | $12677558.00       | $12616982.25       | Agency Mortgage-Backed Securities  |
| FNMS 02.875 CAAJ6327   | 2041-11-01      | 2.8750%  | 0.0000% | $321689.00         | $145292.30         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190371   | 2036-07-01      | 6.5000%  | 0.0000% | $6122.00           | $36.70             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8122   | 2050-12-01      | 2.5000%  | 0.0000% | $4000.00           | $1788.16           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2373   | 2041-08-01      | 4.5000%  | 0.0000% | $1052.00           | $120.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK1516   | 2042-02-01      | 4.0000%  | 0.0000% | $2003418.00        | $218021.98         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 GL252482   | 2029-04-01      | 7.0000%  | 0.0000% | $23779229.00       | $45628.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0818   | 2054-04-01      | 5.5000%  | 0.0000% | $10377444.00       | $8003227.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7469   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CJAJ2310   | 2026-10-01      | 3.5000%  | 0.0000% | $25150831.00       | $47980.65          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7232   | 2041-07-01      | 4.5000%  | 0.0000% | $1891875.00        | $66728.33          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8716   | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $858.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9861   | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1423.41           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $682.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH4474   | 2041-01-01      | 4.0000%  | 0.0000% | $1140994.00        | $63140.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2250   | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $452.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ8413   | 2042-02-01      | 3.5000%  | 0.0000% | $1024.00           | $59.96             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4528   | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $531.60            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $258.08            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q37596 G   | 2045-11-01      | 4.0000%  | 0.0000% | $4034.00           | $634.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1705   | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1905.12           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q62923 G   | 2049-04-01      | 5.0000%  | 0.0000% | $1004959.00        | $93467.66          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6604   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $864.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0021   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1880.46           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6754   | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1307.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9145   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $930.38            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58355 G   | 2048-09-01      | 4.5000%  | 0.0000% | $1786759.00        | $130134.42         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63007 G   | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $760.61            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48220 G   | 2047-05-01      | 4.0000%  | 0.0000% | $1381346.00        | $210404.50         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5769   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $586.17            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q63082 G   | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $307.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8195   | 2053-02-01      | 6.0000%  | 0.0000% | $6793964.00        | $3900354.32        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q54960 G   | 2048-03-01      | 4.5000%  | 0.0000% | $730000.00         | $161076.82         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5529   | 2049-12-01      | 3.0000%  | 0.0000% | $112139522.00      | $39739585.69       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q12415 G   | 2042-11-01      | 3.5000%  | 0.0000% | $4096.00           | $677.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $87148.00          | $64546.31          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6066   | 2053-07-01      | 6.0000%  | 0.0000% | $2001.00           | $1971.08           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQB0734   | 2050-07-01      | 3.5000%  | 0.0000% | $1008600.00        | $636410.96         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G61410 G   | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $154.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1652   | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1472.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7997   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $429.69            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G60579 G   | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $226.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3914   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $723.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8614   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $726.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2792   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $680.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7808   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $744.62            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5597   | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1394.04           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q08394 G   | 2042-05-01      | 3.5000%  | 0.0000% | $14753980.00       | $1859522.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7227   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $701.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7470   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3648.25           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7860   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $517.46            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49665 G   | 2047-08-01      | 4.0000%  | 0.0000% | $2023.00           | $524.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7656   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $685.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5506   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $687.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2770   | 2052-11-01      | 5.5000%  | 0.0000% | $703070.00         | $480178.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8193   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1270.96           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6040   | 2050-01-01      | 3.5000%  | 0.0000% | $2001.00           | $882.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5511   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $833.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9918   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $698.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8289   | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2045.46           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9953   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $628.22            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q06248 G   | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $100.00            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G60659 G   | 2046-08-01      | 3.5000%  | 0.0000% | $1010.00           | $173.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE5867   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $488.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0729   | 2052-10-01      | 5.0000%  | 0.0000% | $3001.00           | $1680.49           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1538   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1209.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4936   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $563.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6331   | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1592.18           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59602 G   | 2048-11-01      | 5.0000%  | 0.0000% | $2000.00           | $506.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0283   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $261.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9092   | 2052-08-01      | 5.0000%  | 0.0000% | $2001.00           | $1198.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0573   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $832.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8232   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1216.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3875   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $777.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1294   | 2052-10-01      | 5.0000%  | 0.0000% | $1018.00           | $413.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0861   | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1880.40           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G60989 G   | 2046-12-01      | 3.0000%  | 0.0000% | $205200.00         | $45007.70          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1101   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1273.24           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61698 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1744148.00        | $595475.40         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62386 G   | 2049-04-01      | 4.5000%  | 0.0000% | $2229007.00        | $318321.07         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5295   | 2051-08-01      | 3.0000%  | 0.0000% | $3007.00           | $1555.09           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09089 G   | 2037-09-01      | 5.5000%  | 0.0000% | $16138641.00       | $55689.13          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2526   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $732.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1630   | 2040-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2446.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB1902   | 2041-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1042.12           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856   | 2052-01-01      | 2.0000%  | 0.0000% | $1830620.00        | $1153204.37        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G   | 2035-11-01      | 5.0000%  | 0.0000% | $4071.00           | $134.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8334   | 2039-10-01      | 5.0000%  | 0.0000% | $6000.00           | $3902.72           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8369   | 2040-03-01      | 4.0000%  | 0.0000% | $3418.00           | $2812.89           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1183   | 2052-01-01      | 3.0000%  | 0.0000% | $1037.00           | $660.93            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G07630 G   | 2044-02-01      | 4.5000%  | 0.0000% | $3000.00           | $264.31            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0742   | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $603.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0050   | 2047-01-01      | 4.0000%  | 0.0000% | $1426494.00        | $255933.89         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H01814 G   | 2037-10-01      | 6.5000%  | 0.0000% | $113927594.00      | $130774.45         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC A54475 G   | 2035-03-01      | 5.0000%  | 0.0000% | $27422901.00       | $2040733.51        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H02223 G   | 2038-01-01      | 6.0000%  | 0.0000% | $47472694.00       | $173282.88         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A96338 G   | 2041-01-01      | 4.5000%  | 0.0000% | $3072.00           | $326.82            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P58001 G   | 2036-04-01      | 6.0000%  | 0.0000% | $27222780.00       | $184952.56         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51366 G   | 2036-11-01      | 5.5000%  | 0.0000% | $56037840.00       | $1126113.84        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H01001 G   | 2037-07-01      | 5.0000%  | 0.0000% | $11343842.00       | $113341.77         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1991   | 2046-10-01      | 3.0000%  | 0.0000% | $1003.00           | $155.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY4960   | 2055-05-01      | 5.0000%  | 0.0000% | $8000.00           | $6863.37           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $8627600.00        | $8762320.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $4821500.00        | $4956902.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $100.00            | $97.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $460600.00         | $460573.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1498800.00        | $1509329.00        | U.S. Treasuries (including strips) |
| FNMS 03.500 CLFM2122   | 2049-12-01      | 3.5000%  | 0.0000% | $6055.00           | $1746.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0736   | 2054-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2253.32           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL928603   | 2037-08-01      | 7.0000%  | 0.0000% | $8192.00           | $227.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887760   | 2036-07-01      | 6.0000%  | 0.0000% | $56793858.00       | $97293.59          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4624   | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG8146   | 2056-05-01      | 5.0000%  | 0.0000% | $1005.00           | $995.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6249   | 2056-04-01      | 5.5000%  | 0.0000% | $4976.00           | $4988.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG8430   | 2056-05-01      | 5.0000%  | 0.0000% | $4045451.00        | $4021177.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3255   | 2055-10-01      | 5.5000%  | 0.0000% | $49292438.00       | $47826076.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4608   | 2056-04-01      | 5.0000%  | 0.0000% | $2066.00           | $2055.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3190   | 2055-10-01      | 6.0000%  | 0.0000% | $2008.00           | $1974.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7826   | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1979.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2735   | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $656.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5749   | 2053-09-01      | 6.5000%  | 0.0000% | $18890.00          | $9692.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2789   | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1974.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4868   | 2056-05-01      | 6.0000%  | 0.0000% | $3121147.00        | $3285886.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4325   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $996.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG4167   | 2056-03-01      | 5.5000%  | 0.0000% | $1220650.00        | $1238744.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9970   | 2055-02-01      | 5.5000%  | 0.0000% | $3104.00           | $2840.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2400   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $857.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8842   | 2054-07-01      | 5.5000%  | 0.0000% | $9000.00           | $7872.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $709999.00         | $605604.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5270   | 2052-12-01      | 5.0000%  | 0.0000% | $1145.00           | $914.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5940   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $955.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944054   | 2037-07-01      | 6.5000%  | 0.0000% | $117322272.00      | $137166.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5288   | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $768.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ9244   | 2045-10-01      | 4.0000%  | 0.0000% | $80529.00          | $11343.42          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2804   | 2052-02-01      | 2.5000%  | 0.0000% | $196000.00         | $119146.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6800   | 2056-01-01      | 5.5000%  | 0.0000% | $19800719.00       | $19165504.03       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3919   | 2052-06-01      | 4.5000%  | 0.0000% | $31617712.00       | $24953634.43       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6481   | 2053-06-01      | 5.5000%  | 0.0000% | $13324720.00       | $11388593.40       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7930   | 2054-01-01      | 6.5000%  | 0.0000% | $1029.00           | $421.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL890125   | 2039-04-01      | 5.5000%  | 0.0000% | $13369429.00       | $199408.87         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 NP889809   | 2037-10-01      | 7.0000%  | 0.0000% | $64105677.00       | $200115.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4423   | 2052-08-01      | 5.5000%  | 0.0000% | $18820647.00       | $12449376.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP923294   | 2037-04-01      | 6.0000%  | 0.0000% | $36743040.00       | $273957.12         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP940659   | 2037-09-01      | 6.5000%  | 0.0000% | $34622189.00       | $71343.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP913968   | 2037-02-01      | 6.5000%  | 0.0000% | $4072.00           | $30.44             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899282   | 2036-11-01      | 6.5000%  | 0.0000% | $21971100.00       | $86381.04          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP885032   | 2036-05-01      | 6.5000%  | 0.0000% | $67903420.00       | $21664.89          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8822   | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $1397.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7935   | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $454.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0501   | 2055-01-01      | 5.5000%  | 0.0000% | $3749.00           | $3472.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1407   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $962.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1156   | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $812.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA1071   | 2040-03-01      | 5.5000%  | 0.0000% | $193422.00         | $143283.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1138   | 2055-01-01      | 5.5000%  | 0.0000% | $3223.00           | $2834.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9791   | 2055-01-01      | 5.5000%  | 0.0000% | $2008.00           | $1815.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBV5974   | 2045-06-01      | 5.5000%  | 0.0000% | $2038230.00        | $1911926.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1879   | 2048-04-01      | 3.0000%  | 0.0000% | $6098.00           | $5058.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294   | 2055-07-01      | 5.5000%  | 0.0000% | $10000.00          | $9430.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1450   | 2054-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2617.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3548   | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $922.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9218   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $599.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9955   | 2052-06-01      | 4.0000%  | 0.0000% | $11791.00          | $7036.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1717   | 2055-01-01      | 5.5000%  | 0.0000% | $19663820.00       | $16974852.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3324   | 2055-08-01      | 6.0000%  | 0.0000% | $40121697.00       | $36815863.36       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9841   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $878.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1503   | 2053-09-01      | 6.0000%  | 0.0000% | $1003.00           | $756.73            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8561   | 2054-05-01      | 7.0000%  | 0.0000% | $28163953.00       | $17260678.01       | Agency Mortgage-Backed Securities  |

### Security 668: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9NZ1, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1I9NZ1
- **C.18 - Value (incl. sponsor support):** $351000000.00
- **C.18.a - Value (excl. sponsor support):** $351000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2030-01-31      | 4.2500%  | 0.0000% | $1664200.00        | $1695995.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $7000000.00        | $4699199.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8100%  | 0.0000% | $195000.00         | $195645.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $612389.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $4557000.00        | $4359246.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $2170000.00        | $2122610.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $155658500.00      | $150410786.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $177.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-05-15      | 5.0000%  | 0.0000% | $334300.00         | $336084.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $272000.00         | $258571.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-04      | 0.0000%  | 0.0000% | $975700.00         | $969460.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $4300.00           | $4101.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $63900.00          | $75860.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 3.5000%  | 0.0000% | $4342500.00        | $4263925.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | 0.0000% | $2868800.00        | $2845059.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $28373900.00       | $26708569.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $3500000.00        | $3477117.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $400000.00         | $399869.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $18000000.00       | $17919379.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $514700.00         | $510989.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $27000000.00       | $27568451.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $8826500.00        | $9002501.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $29145700.00       | $27425910.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $2090000.00        | $2107130.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $42451300.00       | $41190794.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $645000.00         | $620274.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-12      | 0.0000%  | 0.0000% | $841100.00         | $827200.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $359000.00         | $356548.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $2170200.00        | $2055248.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $25000000.00       | $25000929.92       | U.S. Treasuries (including strips) |

### Security 669: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9O23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I9O23
- **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:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CSL FIN PLC                    SR REGS NT 62    | 2062-04-27      | 4.9500%  | 0.0000% | $5035000.00        | $4287906.70        | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52  | 2052-01-30      | 3.2000%  | 0.0000% | $20000.00          | $13232.76          | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $6846000.00        | $5152360.45        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-08-08      | 3.6800%  | 0.0000% | $1197000.00        | $979656.72         | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP GLBL -L NT  | 2500-12-31      | 6.1000%  | 0.0000% | $2113000.00        | $2127789.83        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52 | 2052-05-15      | 4.6250%  | 0.0000% | $12000.00          | $10116.94          | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $74000.00          | $75083.05          | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 54    | 2054-09-15      | 5.8500%  | 0.0000% | $50000.00          | $51246.25          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT6.2%55 | 2055-03-01      | 6.2000%  | 0.0000% | $45000.00          | $45765.70          | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 55  | 2055-05-01      | 5.7000%  | 0.0000% | $75000.00          | $74101.00          | Corporate Debt Securities |
| FIXED INCOME PASS THROUTH TRUST 2007            | 2077-05-15      | 0.0100%  | 0.0000% | $800000.00         | $703946.40         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.6%60 | 2060-11-15      | 3.6000%  | 0.0000% | $165000.00         | $108829.05         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $9264000.00        | $9337391.47        | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $32069000.00       | $35811933.34       | Corporate Debt Securities |
| APTIV PLC / APTIV CORP         SR GLBL NT 32    | 2032-03-01      | 3.2500%  | 0.0000% | $7000.00           | $6500.23           | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2019A 49 | 2049-10-01      | 3.4500%  | 0.0000% | $2000.00           | $1421.98           | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 6.8965%  | 0.0000% | $1560000.00        | $1564462.26        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 4%52  | 2052-04-01      | 4.0000%  | 0.0000% | $21000.00          | $16117.38          | Corporate Debt Securities |
| BAYER US FIN II LLC            SR 144A NT 48    | 2048-06-25      | 4.8750%  | 0.0000% | $1200000.00        | $1026413.00        | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $9232000.00        | $8176025.89        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54 | 2054-10-01      | 5.9000%  | 0.0000% | $200000.00         | $190529.11         | Corporate Debt Securities |
| SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55   | 2055-10-01      | 6.5500%  | 0.0000% | $200000.00         | $206932.56         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45   | 2045-05-22      | 5.1500%  | 0.0000% | $127000.00         | $115994.36         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -M 77 | 2077-12-01      | 4.8000%  | 0.0000% | $38000.00          | $38340.23          | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 30    | 2030-09-30      | 6.1500%  | 0.0000% | $1760000.00        | $1859315.33        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $1861000.00        | $1827282.82        | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $74000.00          | $74274.06          | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SB 144A NT3.2%61 | 2061-12-01      | 3.2000%  | 0.0000% | $6945000.00        | $4284733.18        | Corporate Debt Securities |
| STANFORD HEALTH CARE           -2018 BD3.795%48 | 2048-11-15      | 3.7950%  | 0.0000% | $3493000.00        | $2690783.07        | Corporate Debt Securities |
| SIRIUSPOINT LTD                SR GLBL NT 7%29  | 2029-04-05      | 7.0000%  | 0.0000% | $58000.00          | $61373.28          | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $3988000.00        | $4020460.10        | Corporate Debt Securities |
| CUMBERLAND COMBINED CYCLE      SR SEC SINK 56   | 2056-05-15      | 5.8210%  | 0.0000% | $7900000.00        | $8054643.16        | Corporate Debt Securities |
| AMERICAN TRANSMISSION CO LLC   SR 144A NT 56    | 2056-04-01      | 5.7500%  | 0.0000% | $2691000.00        | $2693663.34        | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   GLBL NT 4.25%34  | 2034-03-13      | 4.2500%  | 0.0000% | $50000.00          | $49998.11          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $97000.00          | $100964.93         | Corporate Debt Securities |
| CNOOC FIN 2013 LTD             SR GLBL NT3.3%49 | 2049-09-30      | 3.3000%  | 0.0000% | $18756000.00       | $14316235.98       | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $352000.00         | $433962.03         | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52 | 2052-02-28      | 3.9000%  | 0.0000% | $300000.00         | $225068.50         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 48    | 2048-03-15      | 3.9500%  | 0.0000% | $133000.00         | $104302.52         | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       LW TIER II 28    | 2028-08-09      | 5.9740%  | 0.0000% | $17932000.00       | $18622631.06       | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $128000.00         | $128658.99         | Corporate Debt Securities |
| CNOOC FIN 2013 LTD             SR NT 4.25%43    | 2043-05-09      | 4.2500%  | 0.0000% | $487000.00         | $443019.57         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     LW TIER II GLBL  | 2031-09-13      | 2.5640%  | 0.0000% | $350000.00         | $311581.51         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 55 | 2055-03-15      | 5.6500%  | 0.0000% | $50000.00          | $49490.19          | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44 | 2044-09-15      | 4.9000%  | 0.0000% | $99000.00          | $89226.94          | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  JR SB VR 144A 56 | 2056-01-15      | 7.4231%  | 0.0000% | $200000.00         | $200272.34         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 28  | 2028-11-15      | 6.5300%  | 0.0000% | $7597000.00        | $7908472.78        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 3%50  | 2050-04-15      | 3.0000%  | 0.0000% | $35000.00          | $23141.88          | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $6503000.00        | $5822452.02        | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.3%53   | 2053-05-19      | 5.3000%  | 0.0000% | $12000.00          | $11263.35          | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT3.8%29 | 2029-03-21      | 3.8000%  | 0.0000% | $29000.00          | $28759.24          | Corporate Debt Securities |
| INDIANA UNIV HEALTH INC        SR -2021A BD 51  | 2051-11-01      | 2.8520%  | 0.0000% | $1859000.00        | $1168117.94        | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 52  | 2052-04-14      | 6.2000%  | 0.0000% | $25669000.00       | $25176925.27       | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 56  | 2056-09-15      | 6.3750%  | 0.0000% | $1226000.00        | $1225177.56        | Corporate Debt Securities |
| POSCO                          SR REGS NT 5%36  | 2036-01-16      | 5.0000%  | 0.0000% | $16846000.00       | $16706047.18       | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 55    | 2055-04-30      | 6.5000%  | 0.0000% | $586000.00         | $617981.60         | Corporate Debt Securities |
| VIKING OCEAN CRUISES SHIP VII  SR SEC GLBL 29   | 2029-02-15      | 5.6250%  | 0.0000% | $670000.00         | $681517.30         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP -PP NT 6.1% | 2500-12-31      | 6.1000%  | 0.0000% | $17981000.00       | $18148542.96       | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-07-23      | 4.6500%  | 0.0000% | $619000.00         | $547533.35         | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $415000.00         | $414506.73         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT5.3%53 | 2053-05-15      | 5.3000%  | 0.0000% | $174000.00         | $162998.17         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53 | 2053-06-01      | 5.7500%  | 0.0000% | $118000.00         | $119014.87         | Corporate Debt Securities |
| M & T BK CORP                  SUB NT 5.295%36  | 2036-04-18      | 5.2950%  | 0.0000% | $419000.00         | $417376.90         | Corporate Debt Securities |
| KKR GROUP FIN CO VIII LLC      SR GLBL 144A 50  | 2050-08-25      | 3.5000%  | 0.0000% | $83000.00          | $56737.05          | Corporate Debt Securities |

### Security 670: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9O31, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9O31
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $669200.00         | $669161.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $25000.00          | $25076.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-08      | 0.0000%  | 0.0000% | $187575200.00      | $185148914.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $22104300.00       | $22622126.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1242024000.00     | $1250749164.60     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $12000000.00       | $12237103.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $885200.00         | $889907.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $407700.00         | $412589.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $94200.00          | $95201.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $13390100.00       | $13079396.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-18      | 0.0000%  | 0.0000% | $27057000.00       | $26846713.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $5813300.00        | $5901422.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $6537700.00        | $6639786.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $11100300.00       | $10285812.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $112300.00         | $111787.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $1121700.00        | $1093561.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $3979500.00        | $3929296.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $32000.00          | $31495.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $194352800.00      | $189477365.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $500000.00         | $475743.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $605900.00         | $587850.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-11      | 0.0000%  | 0.0000% | $1573400.00        | $1562252.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $1819699200.00     | $1786868187.03     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-17      | 0.0000%  | 0.0000% | $1224739200.00     | $1211480173.42     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $645000.00         | $638352.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $846700.00         | $807438.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $694500.00         | $692331.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $38110100.00       | $37455801.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $312000.00         | $296596.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8330%  | 0.0000% | $26989600.00       | $27090557.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $285872000.00      | $250516770.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $311000.00         | $314335.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $38020100.00       | $38427821.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $475100.00         | $479353.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $663800800.00      | $657498693.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-16      | 0.0000%  | 0.0000% | $323524800.00      | $323036277.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $469000.00         | $444655.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $143371000.00      | $142923294.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $4159000.00        | $3945425.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $522500.00         | $517188.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $25200.00          | $25018.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-14      | 0.0000%  | 0.0000% | $210901600.00      | $209992825.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $334400.00         | $332898.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $74000.00          | $74275.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $320294400.00      | $325283988.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $354460400.00      | $361094299.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $4266400.00        | $4181301.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-08      | 0.0000%  | 0.0000% | $1017681600.00     | $1007573986.35     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7260%  | 0.0000% | $51537300.00       | $51707806.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $7099900.00        | $7206371.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $648624000.00      | $652454396.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $22908900.00       | $22694151.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $444300.00         | $424192.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $846000.00         | $839803.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $743200.00         | $706498.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $625000.00         | $625791.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $320827200.00      | $318477419.74      | U.S. Treasuries (including strips) |

### Security 671: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9O49, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1I9O49
- **C.18 - Value (incl. sponsor support):** $69000000.00
- **C.18.a - Value (excl. sponsor support):** $69000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $132.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $89.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $986400.00         | $750491.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $334300.00         | $363851.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7870%  | 0.0000% | $10699700.00       | $10742151.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $1500.00           | $1817.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $32085700.00       | $36334001.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $14000.00          | $14068.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $13660300.00       | $11793129.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $10371000.00       | $10401081.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $130.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |

### Security 672: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.620000%
- **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: ARP1I9O56, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1I9O56
- **C.18 - Value (incl. sponsor support):** $891000000.00
- **C.18.a - Value (excl. sponsor support):** $891000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2033-05-15      | 3.3750%  | 0.0000% | $35800500.00       | $33855994.68       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $1848800.00        | $1881227.45        | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2056-03-25      | 4.6121%  | 0.0000% | $99997000.00       | $94126428.83       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 ZLFP0034   | 2050-10-25      | 2.5000%  | 0.0000% | $96000.00          | $66719.03          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3857   | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $554.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $785.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5215   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $737.37            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2232   | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $519.64            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2784   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $617.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9419   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $593.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3744   | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $978.38            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4414   | 2051-09-01      | 2.5000%  | 0.0000% | $363935.00         | $208987.55         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2153   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $698.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $44505247.00       | $27356174.59       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4326   | 2051-05-01      | 2.5000%  | 0.0000% | $4489200.00        | $2375906.98        | Agency Mortgage-Backed Securities         |
| GNII SF MB1069 M       | 2056-04-20      | 4.5000%  | 0.0000% | $2076164.00        | $1999129.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA6101   | 2056-04-01      | 3.0000%  | 0.0000% | $1000.00           | $873.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2068   | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $919.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS8138   | 2054-06-01      | 6.5000%  | 0.0000% | $77801.00          | $51270.55          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3591   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $991.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038   | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $786.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4058   | 2056-01-01      | 5.0000%  | 0.0000% | $1044.00           | $1025.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $1120.00           | $819.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7994   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $929.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9023   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3029   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $856.29            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0415   | 2043-01-01      | 3.5000%  | 0.0000% | $1002.00           | $359.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $1001.00           | $889.03            | Agency Mortgage-Backed Securities         |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $14664471.00       | $8159481.83        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $164000.00         | $155944.57         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $185600.00         | $183018.84         | U.S. Treasuries (including strips)        |
| GNII SF MA9665 M       | 2054-04-20      | 4.0000%  | 0.0000% | $2265662.00        | $1938116.87        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $52468300.00       | $51432054.50       | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLCC2454   | 2056-04-01      | 5.5000%  | 0.0000% | $84266112.00       | $85205830.47       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5623   | 2045-02-01      | 5.5000%  | 0.0000% | $1000.00           | $662.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5215   | 2055-09-01      | 6.5000%  | 0.0000% | $1003.00           | $1053.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA6060   | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $984.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW8935   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $667.80            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY7671   | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $1819.33           | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $1000.00           | $556.92            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1064   | 2054-03-01      | 5.5000%  | 0.0000% | $1052.00           | $842.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5076   | 2055-11-01      | 5.0000%  | 0.0000% | $26751320.00       | $26059809.34       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $713.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $1000.00           | $75.78             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2303   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $920.65            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $557100.00         | $561445.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $104400.00         | $90129.99          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $9871000.00        | $10052327.32       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD6570   | 2054-10-01      | 5.5000%  | 0.0000% | $494510.00         | $473088.96         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5081   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $990.43            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5176   | 2050-12-01      | 2.0000%  | 0.0000% | $446313.00         | $243930.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8476   | 2052-06-01      | 3.5000%  | 0.0000% | $7000.00           | $5377.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7308   | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $715.69            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0259   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $956.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5950   | 2041-01-01      | 4.5000%  | 0.0000% | $7806744.00        | $7316170.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5762   | 2055-07-01      | 6.5000%  | 0.0000% | $65851387.00       | $44089152.22       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3602   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $945.83            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2653   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $675.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4803   | 2052-11-01      | 3.5000%  | 0.0000% | $96432.00          | $72918.06          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB2491   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $998.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1134   | 2055-05-01      | 5.5000%  | 0.0000% | $41469711.00       | $40151725.47       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2017   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $960.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3975   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.90           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4199   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $996.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7098   | 2055-11-01      | 5.5000%  | 0.0000% | $1010.00           | $1019.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5453   | 2044-08-01      | 5.5000%  | 0.0000% | $1000.00           | $581.91            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3093   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $778.80            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4331   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $972.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8397   | 2054-01-01      | 6.5000%  | 0.0000% | $8903560.00        | $3318642.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX6829   | 2055-02-01      | 6.5000%  | 0.0000% | $1008.00           | $481.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5028   | 2055-06-01      | 6.0000%  | 0.0000% | $1995868.00        | $1696207.65        | Agency Mortgage-Backed Securities         |
| GNII SF MB1142 M       | 2056-05-20      | 5.0000%  | 0.0000% | $1950700.00        | $1935144.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1162   | 2054-08-01      | 5.5000%  | 0.0000% | $593401.00         | $580889.91         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC1549   | 2035-09-01      | 2.0000%  | 0.0000% | $1111198.00        | $422873.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8089   | 2046-10-01      | 3.5000%  | 0.0000% | $1000.00           | $235.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $2085.00           | $342.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG4421   | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $963.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDG5234   | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0042   | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $694.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9482   | 2051-11-01      | 3.0000%  | 0.0000% | $2048.00           | $1268.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5797   | 2040-08-01      | 3.5000%  | 0.0000% | $1000.00           | $911.60            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA9049   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $841.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKMA3399   | 2048-06-01      | 3.5000%  | 0.0000% | $1067.00           | $73.33             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465   | 2051-11-01      | 2.0000%  | 0.0000% | $29031.00          | $17702.30          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2230   | 2035-04-01      | 3.0000%  | 0.0000% | $1640.00           | $143.93            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB4801   | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.66           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4168   | 2055-05-01      | 6.0000%  | 0.0000% | $14184416.00       | $12743071.88       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS1492   | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $381.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995833   | 2029-05-01      | 5.5000%  | 0.0000% | $41170937.00       | $104583.16         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ995375   | 2048-08-01      | 5.5000%  | 0.0000% | $12090.00          | $102.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9491   | 2054-11-01      | 5.5000%  | 0.0000% | $2891.00           | $2728.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0263   | 2055-02-01      | 5.0000%  | 0.0000% | $1040.00           | $899.38            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL1029   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $855.20            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL2979   | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $809.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0792   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $813.11            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3339   | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $99.23             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0564   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $960.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0690   | 2055-07-01      | 5.0000%  | 0.0000% | $1138.00           | $1055.99           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5786   | 2046-03-01      | 4.0000%  | 0.0000% | $4688.00           | $984.79            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips)        |
| GNRA 2026-093 FC       | 2056-05-20      | 4.5500%  | 0.0000% | $107296411.00      | $107385627.97      | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.08             | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL3530   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $793.15            | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $1071.00           | $597.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1337   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $647.47            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ1375   | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $842.30            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL5024   | 2056-04-01      | 4.5000%  | 0.0000% | $28538523.00       | $27465617.23       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3483   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $979.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL3718   | 2053-08-01      | 4.5000%  | 0.0000% | $1008.00           | $932.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG4616   | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1060.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $874.86            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 ZLSI2118   | 2055-01-25      | 6.5000%  | 0.0000% | $1024.00           | $681.90            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2056-05-25      | 4.5621%  | 0.0000% | $1024.00           | $1018.60           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSD8471   | 2054-10-01      | 6.5000%  | 0.0000% | $13048429.00       | $6621381.95        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I6BF0540   | 2061-03-01      | 2.5000%  | 0.0000% | $8658212.00        | $4365870.25        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7671   | 2052-07-01      | 4.5000%  | 0.0000% | $1183.00           | $815.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $12860.00          | $833.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $27709.00          | $13383.19          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB0339   | 2036-05-01      | 2.5000%  | 0.0000% | $11717631.00       | $5832138.60        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2885   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $620.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $332579471.00      | $245465280.80      | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2056-03-25      | 4.6121%  | 0.0000% | $69168151.00       | $60893282.23       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLFS1254   | 2052-04-01      | 4.0000%  | 0.0000% | $1008.00           | $655.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1918   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $577.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253   | 2042-11-01      | 4.0000%  | 0.0000% | $1009.00           | $100.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2328   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $912.01            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7231   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $937.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3366   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $894.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8991   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $778.26            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $937.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2457   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.02            | Agency Mortgage-Backed Securities         |

### Security 673: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9O72, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1I9O72
- **C.18 - Value (incl. sponsor support):** $176000000.00
- **C.18.a - Value (excl. sponsor support):** $176000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $500.00            | $553.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $500.00            | $529.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $217900.00         | $219269.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $4458900.00        | $4771609.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $135.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $1100.00           | $1104.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $92431000.00       | $94448893.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $1903600.00        | $2865203.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $117364700.00      | $72872391.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $300.00            | $303.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $1853200.00        | $1768776.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $600.00            | $572.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $4000.00           | $4162.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $200.00            | $293.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $1800.00           | $1771.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $1000.00           | $888.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $98.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $5300.00           | $4601.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $1100.00           | $956.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $2869800.00        | $2494702.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $200.00            | $196.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $700.00            | $667.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $27200.00          | $57953.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $1200.00           | $1195.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $300.00            | $224.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $2400.00           | $2257.98           | U.S. Treasuries (including strips) |

### Security 674: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.620000%
- **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: ARP1I9O98, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I9O98
- **C.18 - Value (incl. sponsor support):** $2430000000.00
- **C.18.a - Value (excl. sponsor support):** $2430000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 MA7373 M | 2048-12-20      | 5.5000%  | 0.0000% | $800000.00         | $253558.07         | Agency Mortgage-Backed Securities |
| GNII SF AD0709 C | 2043-05-20      | 3.0000%  | 0.0000% | $1218378.00        | $117043.58         | Agency Mortgage-Backed Securities |
| GNII SF MA7825 M | 2052-01-20      | 1.5000%  | 0.0000% | $274686.00         | $167762.22         | Agency Mortgage-Backed Securities |
| GNII SP 787131 M | 2050-12-20      | 4.5000%  | 0.0000% | $9829132.00        | $7349150.18        | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M | 2049-01-20      | 3.5000%  | 0.0000% | $83565.00          | $10315.20          | Agency Mortgage-Backed Securities |
| GNII SP 788541 C | 2056-03-20      | 5.0000%  | 0.0000% | $61803519.00       | $61356248.03       | Agency Mortgage-Backed Securities |
| GNII SF 626986 C | 2045-09-20      | 3.5000%  | 0.0000% | $149998.00         | $55769.80          | Agency Mortgage-Backed Securities |
| GNII SF MA7828 M | 2052-01-20      | 3.0000%  | 0.0000% | $32413060.00       | $19312956.09       | Agency Mortgage-Backed Securities |
| GNII SF MA5815 M | 2049-03-20      | 3.0000%  | 0.0000% | $39000000.00       | $4614877.79        | Agency Mortgage-Backed Securities |
| GNII SF CZ1881 C | 2054-01-20      | 6.5000%  | 0.0000% | $1515442.00        | $516530.99         | Agency Mortgage-Backed Securities |
| GNII SF DL6481 C | 2055-08-20      | 6.5000%  | 0.0000% | $3134187.00        | $2985716.94        | Agency Mortgage-Backed Securities |
| GNII SF AN9718 C | 2045-07-20      | 3.5000%  | 0.0000% | $1211627.00        | $259031.30         | Agency Mortgage-Backed Securities |
| GNII SF DN6144 C | 2055-12-20      | 7.5000%  | 0.0000% | $8794292.00        | $9450358.50        | Agency Mortgage-Backed Securities |
| GNII SF DN6587 C | 2056-03-20      | 5.5000%  | 0.0000% | $9877182.00        | $10017438.75       | Agency Mortgage-Backed Securities |
| GNII SF DP3063 C | 2056-01-20      | 6.5000%  | 0.0000% | $1142820.00        | $1207900.24        | Agency Mortgage-Backed Securities |
| GNII SF DK3335 C | 2055-05-20      | 7.0000%  | 0.0000% | $1520312.00        | $1350643.43        | Agency Mortgage-Backed Securities |
| GNII SF DP3079 C | 2056-01-20      | 5.5000%  | 0.0000% | $1083478.00        | $1093163.61        | Agency Mortgage-Backed Securities |
| GNII SF 004268 M | 2038-10-20      | 6.0000%  | 0.0000% | $408816.00         | $3689.97           | Agency Mortgage-Backed Securities |
| GNII SP 788470 M | 2047-03-20      | 3.0000%  | 0.0000% | $103426504.00      | $91095493.00       | Agency Mortgage-Backed Securities |
| GNII SP 780690 M | 2027-12-20      | 7.0000%  | 0.0000% | $325000000.00      | $70253.09          | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M | 2053-10-20      | 5.5000%  | 0.0000% | $7461000.00        | $5156039.68        | Agency Mortgage-Backed Securities |
| GNII SF BB0185 C | 2047-06-20      | 4.0000%  | 0.0000% | $824500.00         | $124765.79         | Agency Mortgage-Backed Securities |
| GNII SF DK9360 C | 2055-07-20      | 6.0000%  | 0.0000% | $4653784.00        | $4278283.32        | Agency Mortgage-Backed Securities |
| GNII SF DK3236 C | 2055-07-20      | 6.0000%  | 0.0000% | $7229208.00        | $6365721.88        | Agency Mortgage-Backed Securities |
| GNII SF CV8076 C | 2053-09-20      | 6.5000%  | 0.0000% | $1148451.00        | $648037.51         | Agency Mortgage-Backed Securities |
| GNII SF AM4385 C | 2045-05-20      | 3.5000%  | 0.0000% | $40000.00          | $4607.04           | Agency Mortgage-Backed Securities |
| GNII SF DO7665 C | 2056-01-20      | 6.0000%  | 0.0000% | $1592178.00        | $1643601.90        | Agency Mortgage-Backed Securities |
| GNII SF DR0549 C | 2056-05-20      | 5.0000%  | 0.0000% | $1020827.00        | $1020835.05        | Agency Mortgage-Backed Securities |
| GNII SF DN9769 C | 2055-11-20      | 5.0000%  | 0.0000% | $898863.00         | $879363.33         | Agency Mortgage-Backed Securities |
| GNII SF DN3055 C | 2055-10-20      | 5.0000%  | 0.0000% | $2095012.00        | $2073328.14        | Agency Mortgage-Backed Securities |
| GNII SF DS1681 C | 2056-05-20      | 5.0000%  | 0.0000% | $2869245.00        | $2856935.62        | Agency Mortgage-Backed Securities |
| GNII SF DO0905 C | 2056-01-20      | 5.0000%  | 0.0000% | $1935511.00        | $1918721.20        | Agency Mortgage-Backed Securities |
| GNII SF AB9182 C | 2042-11-20      | 3.0000%  | 0.0000% | $1000000.00        | $80831.12          | Agency Mortgage-Backed Securities |
| GNII SF MA0467 M | 2039-07-20      | 6.0000%  | 0.0000% | $25792.00          | $837.55            | Agency Mortgage-Backed Securities |
| GNII SF DR2444 C | 2056-04-20      | 5.5000%  | 0.0000% | $5420614.00        | $5527047.20        | Agency Mortgage-Backed Securities |
| GNII SF CU2478 C | 2054-01-20      | 7.5000%  | 0.0000% | $25335611.00       | $17752547.39       | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M | 2052-09-20      | 5.0000%  | 0.0000% | $6774667.00        | $4707641.98        | Agency Mortgage-Backed Securities |
| GNII SF MA7985 M | 2052-04-20      | 1.5000%  | 0.0000% | $9157770.00        | $5051185.89        | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M | 2050-05-20      | 2.0000%  | 0.0000% | $100000.00         | $39566.59          | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M | 2051-04-20      | 2.0000%  | 0.0000% | $42726298.00       | $21176911.83       | Agency Mortgage-Backed Securities |
| GNII SF MA6599 M | 2050-04-20      | 3.0000%  | 0.0000% | $71438260.00       | $14360776.60       | Agency Mortgage-Backed Securities |
| GNII SF CZ1872 C | 2054-01-20      | 6.5000%  | 0.0000% | $3485926.00        | $604201.19         | Agency Mortgage-Backed Securities |
| GNII SF DP3906 C | 2056-02-20      | 6.5000%  | 0.0000% | $3121415.00        | $3351951.16        | Agency Mortgage-Backed Securities |
| GNII SF DQ1955 C | 2056-02-20      | 5.0000%  | 0.0000% | $3200803.00        | $3174802.99        | Agency Mortgage-Backed Securities |
| GNII SF MA5738 M | 2034-02-20      | 4.0000%  | 0.0000% | $265500.00         | $26567.84          | Agency Mortgage-Backed Securities |
| GNII SF MA8948 M | 2053-06-20      | 5.5000%  | 0.0000% | $400000.00         | $270864.70         | Agency Mortgage-Backed Securities |
| GNII SF DR4807 C | 2056-04-20      | 5.0000%  | 0.0000% | $10498979.00       | $10322458.19       | Agency Mortgage-Backed Securities |
| GNII SF DS1116 C | 2056-05-20      | 5.0000%  | 0.0000% | $1150283.00        | $1148173.25        | Agency Mortgage-Backed Securities |
| GNII SF MA0756 M | 2028-02-20      | 2.5000%  | 0.0000% | $1868059.00        | $36337.43          | Agency Mortgage-Backed Securities |
| GNII SF DR5421 C | 2056-04-20      | 5.0000%  | 0.0000% | $3113986.00        | $3096525.27        | Agency Mortgage-Backed Securities |
| GNII SF DM7088 C | 2055-10-20      | 5.0000%  | 0.0000% | $3991590.00        | $3911238.62        | Agency Mortgage-Backed Securities |
| GNII SF DR3783 C | 2056-04-20      | 5.5000%  | 0.0000% | $1820061.00        | $1866053.24        | Agency Mortgage-Backed Securities |
| GNII SF DN3048 C | 2055-10-20      | 6.0000%  | 0.0000% | $2553953.00        | $2631004.53        | Agency Mortgage-Backed Securities |
| GNII SF AC6285 C | 2043-02-20      | 3.5000%  | 0.0000% | $16000000.00       | $2253088.94        | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M | 2043-04-20      | 3.5000%  | 0.0000% | $519347.00         | $43718.56          | Agency Mortgage-Backed Securities |
| GNII SF DR0532 C | 2056-05-20      | 5.5000%  | 0.0000% | $1505085.00        | $1531286.69        | Agency Mortgage-Backed Securities |
| GNII SF DO9759 C | 2055-12-20      | 5.5000%  | 0.0000% | $12129256.00       | $11775880.20       | Agency Mortgage-Backed Securities |
| GNII SF DR0282 C | 2056-05-20      | 5.5000%  | 0.0000% | $1536527.00        | $1581405.54        | Agency Mortgage-Backed Securities |
| GNII SF DR3722 C | 2056-03-20      | 6.5000%  | 0.0000% | $2488685.00        | $2621796.24        | Agency Mortgage-Backed Securities |
| GNII SF DR1445 C | 2056-03-20      | 5.5000%  | 0.0000% | $12502098.00       | $12726064.90       | Agency Mortgage-Backed Securities |
| GNII SF MA2444 M | 2044-12-20      | 3.0000%  | 0.0000% | $194233766.00      | $14527314.04       | Agency Mortgage-Backed Securities |
| GNII SF MB0997 M | 2056-02-20      | 5.5000%  | 0.0000% | $124639.00         | $125112.04         | Agency Mortgage-Backed Securities |
| GNII SF MB0936 M | 2056-02-20      | 5.0000%  | 0.0000% | $165750779.00      | $163262766.90      | Agency Mortgage-Backed Securities |
| GNII SF DP8500 C | 2056-01-20      | 6.5000%  | 0.0000% | $1032558.00        | $1085539.18        | Agency Mortgage-Backed Securities |
| GNII SF DQ2308 C | 2056-04-20      | 5.5000%  | 0.0000% | $2159296.00        | $2192026.83        | Agency Mortgage-Backed Securities |
| GNII SF CZ3715 C | 2054-01-20      | 7.5000%  | 0.0000% | $1017571.00        | $225315.46         | Agency Mortgage-Backed Securities |
| GNII SF CC2939 C | 2051-02-20      | 2.0000%  | 0.0000% | $3187823.00        | $2273357.62        | Agency Mortgage-Backed Securities |
| GNII SF CZ6758 C | 2054-01-20      | 7.5000%  | 0.0000% | $5069031.00        | $1888279.82        | Agency Mortgage-Backed Securities |
| GNII SF CX6884 C | 2053-12-20      | 6.0000%  | 0.0000% | $1045415.00        | $423326.30         | Agency Mortgage-Backed Securities |
| GNII SF MA8801 M | 2053-04-20      | 5.5000%  | 0.0000% | $12011000.00       | $7669177.72        | Agency Mortgage-Backed Securities |
| GNII SF BW7419 C | 2050-08-20      | 3.5000%  | 0.0000% | $125000.00         | $66447.07          | Agency Mortgage-Backed Securities |
| GNII SF MA8651 M | 2053-02-20      | 7.0000%  | 0.0000% | $120890.00         | $34013.94          | Agency Mortgage-Backed Securities |
| GNII SF DP9509 C | 2056-02-20      | 6.0000%  | 0.0000% | $253135.00         | $260997.89         | Agency Mortgage-Backed Securities |
| GNII SF DQ4967 C | 2056-04-20      | 5.5000%  | 0.0000% | $30624030.00       | $31049929.82       | Agency Mortgage-Backed Securities |
| GNII SF DP9412 C | 2056-04-20      | 5.0000%  | 0.0000% | $2844165.00        | $2837829.94        | Agency Mortgage-Backed Securities |
| GNII SF DQ5041 C | 2056-05-20      | 5.5000%  | 0.0000% | $30398053.00       | $30913323.65       | Agency Mortgage-Backed Securities |
| GNII SF 763041 C | 2041-04-20      | 4.5000%  | 0.0000% | $1280156.00        | $408105.03         | Agency Mortgage-Backed Securities |
| GNII SF DQ9726 C | 2056-04-20      | 6.5000%  | 0.0000% | $1715968.00        | $1824040.18        | Agency Mortgage-Backed Securities |
| GNII SF MA8573 M | 2053-01-20      | 7.0000%  | 0.0000% | $6000000.00        | $1435795.26        | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M | 2053-02-20      | 5.5000%  | 0.0000% | $1660850.00        | $1006814.74        | Agency Mortgage-Backed Securities |
| GNII SF MA7656 M | 2038-07-20      | 6.0000%  | 0.0000% | $45000.00          | $12272.35          | Agency Mortgage-Backed Securities |
| GNII SF MA8195 M | 2051-11-20      | 1.5000%  | 0.0000% | $215600.00         | $124829.57         | Agency Mortgage-Backed Securities |
| GNII SP 788294 M | 2044-02-20      | 4.0000%  | 0.0000% | $30138701.00       | $27639828.80       | Agency Mortgage-Backed Securities |
| GNII SP 788030 M | 2047-01-20      | 3.0000%  | 0.0000% | $111734841.00      | $91813368.90       | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M | 2055-04-20      | 5.5000%  | 0.0000% | $24105176.00       | $23147436.66       | Agency Mortgage-Backed Securities |
| GNII SP 786216 C | 2052-06-20      | 3.5000%  | 0.0000% | $600000.00         | $285065.71         | Agency Mortgage-Backed Securities |
| GNII SF DM2076 C | 2055-11-20      | 6.0000%  | 0.0000% | $512024.00         | $531622.11         | Agency Mortgage-Backed Securities |
| GNII SF MA4452 M | 2047-05-20      | 4.0000%  | 0.0000% | $31487528.00       | $2714578.79        | Agency Mortgage-Backed Securities |
| GNII SF MA1013 M | 2043-05-20      | 4.0000%  | 0.0000% | $6503279.00        | $482836.36         | Agency Mortgage-Backed Securities |
| GNII SF DR4667 C | 2056-04-20      | 5.0000%  | 0.0000% | $8144220.00        | $8100554.32        | Agency Mortgage-Backed Securities |
| GNII SF DR4679 C | 2056-05-20      | 5.0000%  | 0.0000% | $3172283.00        | $3166464.68        | Agency Mortgage-Backed Securities |
| GNII SF MA4004 M | 2046-10-20      | 3.5000%  | 0.0000% | $1652838.00        | $191704.83         | Agency Mortgage-Backed Securities |
| GNII SF MA3872 M | 2046-08-20      | 2.5000%  | 0.0000% | $50000.00          | $7370.67           | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M | 2054-04-20      | 4.0000%  | 0.0000% | $542787.00         | $464316.67         | Agency Mortgage-Backed Securities |
| GNII SF MA6711 M | 2050-06-20      | 3.5000%  | 0.0000% | $50715000.00       | $10778500.76       | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M | 2046-06-20      | 3.0000%  | 0.0000% | $3488340.00        | $373954.53         | Agency Mortgage-Backed Securities |
| GNII SF AV8383 C | 2046-10-20      | 3.0000%  | 0.0000% | $66000.00          | $14949.46          | Agency Mortgage-Backed Securities |
| GNII SF DF7555 C | 2054-10-20      | 6.5000%  | 0.0000% | $1626212.00        | $1705698.03        | Agency Mortgage-Backed Securities |
| GNII SF DF8601 C | 2055-01-20      | 6.0000%  | 0.0000% | $8104944.00        | $7592534.19        | Agency Mortgage-Backed Securities |
| GNII SF DM3494 C | 2055-09-20      | 6.5000%  | 0.0000% | $1010071.00        | $1067647.55        | Agency Mortgage-Backed Securities |
| GNII SF BL1076 C | 2049-01-20      | 4.5000%  | 0.0000% | $55832630.00       | $8635915.66        | Agency Mortgage-Backed Securities |
| GNII SF BI3167 C | 2048-07-20      | 5.0000%  | 0.0000% | $445000.00         | $38542.50          | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $7200105.00        | $3062883.00        | Agency Mortgage-Backed Securities |
| GNII SF DD7282 C | 2054-09-20      | 6.5000%  | 0.0000% | $1702249.00        | $1548921.09        | Agency Mortgage-Backed Securities |
| GNII SF DR2530 C | 2056-05-20      | 6.0000%  | 0.0000% | $4312376.00        | $4467520.92        | Agency Mortgage-Backed Securities |
| GNII SF DI5086 C | 2055-05-20      | 5.5000%  | 0.0000% | $2666207.00        | $2673901.18        | Agency Mortgage-Backed Securities |
| GNII SF DQ4999 C | 2056-05-20      | 5.0000%  | 0.0000% | $29604460.00       | $29444740.65       | Agency Mortgage-Backed Securities |
| GNII SF DM4858 C | 2056-04-20      | 5.5000%  | 0.0000% | $1435915.00        | $1464408.49        | Agency Mortgage-Backed Securities |
| GNII SF DN9387 C | 2055-10-20      | 6.5000%  | 0.0000% | $1017491.00        | $1064556.75        | Agency Mortgage-Backed Securities |
| GNII SF DP8002 C | 2056-02-20      | 5.5000%  | 0.0000% | $14739652.00       | $15169362.41       | Agency Mortgage-Backed Securities |
| GNII SF DM6692 C | 2055-10-20      | 6.0000%  | 0.0000% | $1432597.00        | $1480719.02        | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M | 2054-01-20      | 7.5000%  | 0.0000% | $253694.00         | $63576.47          | Agency Mortgage-Backed Securities |
| GNII SF MA9874 M | 2034-09-20      | 3.0000%  | 0.0000% | $176339.00         | $117863.08         | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M | 2050-02-20      | 3.0000%  | 0.0000% | $299588000.00      | $44633715.06       | Agency Mortgage-Backed Securities |
| GNII SF DR7746 C | 2056-05-20      | 6.5000%  | 0.0000% | $4897164.00        | $5168259.03        | Agency Mortgage-Backed Securities |
| GNII SF DS1094 C | 2056-05-20      | 5.5000%  | 0.0000% | $5543830.00        | $5633561.20        | Agency Mortgage-Backed Securities |
| GNII SF MA0827 M | 2028-03-20      | 3.5000%  | 0.0000% | $381562.00         | $6706.02           | Agency Mortgage-Backed Securities |
| GNII SF MA2935 M | 2030-07-20      | 3.0000%  | 0.0000% | $30000.00          | $1360.96           | Agency Mortgage-Backed Securities |
| GNII SF CC9803 C | 2051-04-20      | 4.0000%  | 0.0000% | $140000.00         | $63498.87          | Agency Mortgage-Backed Securities |
| GNII SF CZ3451 C | 2054-01-20      | 7.5000%  | 0.0000% | $1281137.00        | $1334832.67        | Agency Mortgage-Backed Securities |
| GNII SF CY1488 C | 2054-01-20      | 6.0000%  | 0.0000% | $6021513.00        | $3947866.25        | Agency Mortgage-Backed Securities |
| GNII SF CZ3946 C | 2054-02-20      | 6.0000%  | 0.0000% | $7985550.00        | $3718453.39        | Agency Mortgage-Backed Securities |
| GNII SF DM4460 C | 2055-10-20      | 5.5000%  | 0.0000% | $4543314.00        | $4577621.58        | Agency Mortgage-Backed Securities |
| GNII SF CW6992 C | 2053-09-20      | 6.0000%  | 0.0000% | $100000.00         | $78026.38          | Agency Mortgage-Backed Securities |
| GNII SF CZ1499 C | 2054-02-20      | 7.5000%  | 0.0000% | $10966229.00       | $8173299.08        | Agency Mortgage-Backed Securities |
| GNII SF DM6581 C | 2055-10-20      | 5.0000%  | 0.0000% | $1202538.00        | $1177125.82        | Agency Mortgage-Backed Securities |
| GNII SF DC6798 C | 2054-08-20      | 6.5000%  | 0.0000% | $5036414.00        | $4023018.79        | Agency Mortgage-Backed Securities |
| GNII SF MA9101 M | 2053-07-20      | 3.0000%  | 0.0000% | $707577.00         | $460016.92         | Agency Mortgage-Backed Securities |
| GNII SF MA4512 M | 2047-06-20      | 4.5000%  | 0.0000% | $22609254.00       | $1853491.13        | Agency Mortgage-Backed Securities |
| GNII SF MA1091 M | 2043-06-20      | 4.0000%  | 0.0000% | $1503076.00        | $143223.54         | Agency Mortgage-Backed Securities |
| GNII SF AC9498 C | 2035-11-20      | 5.5000%  | 0.0000% | $500000.00         | $26142.51          | Agency Mortgage-Backed Securities |
| GNII SF MA2520 M | 2045-01-20      | 3.0000%  | 0.0000% | $5052095.00        | $417489.61         | Agency Mortgage-Backed Securities |
| GNII SF MA8644 M | 2052-11-20      | 3.5000%  | 0.0000% | $11227596.00       | $7660325.30        | Agency Mortgage-Backed Securities |
| GNII SP 785616 C | 2051-09-20      | 2.5000%  | 0.0000% | $324445.00         | $180893.61         | Agency Mortgage-Backed Securities |
| GNII SF DR5591 C | 2056-05-20      | 5.0000%  | 0.0000% | $5245808.00        | $5223302.90        | Agency Mortgage-Backed Securities |
| GNII SF 004853 M | 2040-11-20      | 4.0000%  | 0.0000% | $1142032.00        | $52203.72          | Agency Mortgage-Backed Securities |
| GNII SF 004539 M | 2039-09-20      | 4.0000%  | 0.0000% | $97829.00          | $4530.36           | Agency Mortgage-Backed Securities |
| GNII SF 004471 M | 2039-06-20      | 6.0000%  | 0.0000% | $980000.00         | $19253.22          | Agency Mortgage-Backed Securities |
| GNII SF DP3069 C | 2056-01-20      | 5.5000%  | 0.0000% | $2104303.00        | $2146403.24        | Agency Mortgage-Backed Securities |
| GNII SF MA4624 M | 2032-08-20      | 3.0000%  | 0.0000% | $5300000.00        | $477121.38         | Agency Mortgage-Backed Securities |
| GNII SF MA0089 M | 2042-05-20      | 4.0000%  | 0.0000% | $10292138.00       | $529304.24         | Agency Mortgage-Backed Securities |
| GNII SF MB0784 M | 2040-12-20      | 4.5000%  | 0.0000% | $720730.00         | $682505.05         | Agency Mortgage-Backed Securities |
| GNII SF MA5333 M | 2048-07-20      | 5.5000%  | 0.0000% | $11242349.00       | $1055155.26        | Agency Mortgage-Backed Securities |
| GNII SF DH3451 C | 2055-02-20      | 6.0000%  | 0.0000% | $4235207.00        | $2662201.05        | Agency Mortgage-Backed Securities |
| GNII SF MA9267 M | 2038-11-20      | 3.5000%  | 0.0000% | $165445.00         | $137793.39         | Agency Mortgage-Backed Securities |
| GNII SF BG5109 C | 2048-08-20      | 4.5000%  | 0.0000% | $4666973.00        | $408368.44         | Agency Mortgage-Backed Securities |
| GNII SF DH7931 C | 2055-02-20      | 6.0000%  | 0.0000% | $1324050.00        | $1173041.40        | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M | 2045-05-20      | 3.5000%  | 0.0000% | $2397000.00        | $176883.83         | Agency Mortgage-Backed Securities |
| GNII SF MA1010 M | 2043-04-20      | 2.5000%  | 0.0000% | $69000.00          | $10178.59          | Agency Mortgage-Backed Securities |
| GNII SF DO9824 C | 2055-12-20      | 5.5000%  | 0.0000% | $12761348.00       | $12746825.52       | Agency Mortgage-Backed Securities |
| GNII SF MA4010 M | 2032-10-20      | 6.5000%  | 0.0000% | $35000.00          | $5180.82           | Agency Mortgage-Backed Securities |
| GNII SF MA3879 M | 2038-11-20      | 6.0000%  | 0.0000% | $40000.00          | $3617.67           | Agency Mortgage-Backed Securities |
| GNII SF DR3950 C | 2056-04-20      | 5.5000%  | 0.0000% | $991685.00         | $1005152.03        | Agency Mortgage-Backed Securities |
| GNII SF DR0485 C | 2056-04-20      | 5.0000%  | 0.0000% | $1218557.00        | $1211888.63        | Agency Mortgage-Backed Securities |
| GNII SF MA2600 M | 2045-02-20      | 3.0000%  | 0.0000% | $678976.00         | $54650.83          | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C | 2043-02-20      | 3.5000%  | 0.0000% | $975000.00         | $60456.44          | Agency Mortgage-Backed Securities |
| GNII SF 759449 C | 2041-01-20      | 4.0000%  | 0.0000% | $7017434.00        | $745431.09         | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M | 2054-09-20      | 7.5000%  | 0.0000% | $1927634.00        | $463874.66         | Agency Mortgage-Backed Securities |
| GNII SF MA9422 M | 2054-01-20      | 5.0000%  | 0.0000% | $14990000.00       | $12655173.35       | Agency Mortgage-Backed Securities |
| GNII SF DN6574 C | 2056-03-20      | 5.5000%  | 0.0000% | $18425713.00       | $18620214.25       | Agency Mortgage-Backed Securities |
| GNII SF DP4697 C | 2056-02-20      | 6.5000%  | 0.0000% | $1476239.00        | $1543915.99        | Agency Mortgage-Backed Securities |
| GNII SF DP8478 C | 2056-01-20      | 6.0000%  | 0.0000% | $2610619.00        | $2688601.05        | Agency Mortgage-Backed Securities |
| GNII SF DQ2202 C | 2056-02-20      | 6.5000%  | 0.0000% | $4555873.00        | $4792503.97        | Agency Mortgage-Backed Securities |
| GNII SF DP8976 C | 2056-01-20      | 5.0000%  | 0.0000% | $1277527.00        | $1259761.37        | Agency Mortgage-Backed Securities |
| GNII SF DP5955 C | 2055-12-20      | 6.5000%  | 0.0000% | $1245563.00        | $1310053.71        | Agency Mortgage-Backed Securities |
| GNII SF DB0029 C | 2054-06-20      | 6.5000%  | 0.0000% | $7531461.00        | $4663685.58        | Agency Mortgage-Backed Securities |
| GNII SF 003500 M | 2034-01-20      | 5.5000%  | 0.0000% | $143000.00         | $1512.85           | Agency Mortgage-Backed Securities |
| GNII SF 003610 M | 2034-09-20      | 5.5000%  | 0.0000% | $1058000.00        | $10959.02          | Agency Mortgage-Backed Securities |
| GNII SF DQ3741 C | 2056-04-20      | 5.5000%  | 0.0000% | $1506963.00        | $1520625.50        | Agency Mortgage-Backed Securities |
| GNII SF 003259 M | 2032-07-20      | 5.5000%  | 0.0000% | $123000.00         | $836.70            | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M | 2051-03-20      | 2.0000%  | 0.0000% | $337531.00         | $163024.37         | Agency Mortgage-Backed Securities |
| GNII SF 003736 M | 2035-07-20      | 5.5000%  | 0.0000% | $160000.00         | $2225.11           | Agency Mortgage-Backed Securities |
| GNII SF MA4509 M | 2046-12-20      | 3.0000%  | 0.0000% | $2477000.00        | $316738.89         | Agency Mortgage-Backed Securities |
| GNII SF CJ9477 C | 2052-01-20      | 3.0000%  | 0.0000% | $300000.00         | $191557.21         | Agency Mortgage-Backed Securities |
| GNII SF DL4165 C | 2055-07-20      | 6.0000%  | 0.0000% | $9082093.00        | $8239410.37        | Agency Mortgage-Backed Securities |
| GNII SF DK3242 C | 2055-07-20      | 6.0000%  | 0.0000% | $2533862.00        | $2245281.80        | Agency Mortgage-Backed Securities |
| GNII SF MB0364 M | 2055-05-20      | 4.5000%  | 0.0000% | $27085.00          | $25290.43          | Agency Mortgage-Backed Securities |
| GNII SF DK9446 C | 2055-07-20      | 6.0000%  | 0.0000% | $504438.00         | $419206.65         | Agency Mortgage-Backed Securities |
| GNII SF MB0181 M | 2040-01-20      | 6.0000%  | 0.0000% | $7897356.00        | $4760943.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0123 M | 2040-01-20      | 6.0000%  | 0.0000% | $971266.00         | $581574.11         | Agency Mortgage-Backed Securities |
| GNII SF DL6423 C | 2055-08-20      | 7.0000%  | 0.0000% | $1163633.00        | $1218435.05        | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M | 2040-08-20      | 4.5000%  | 0.0000% | $537500.00         | $486184.18         | Agency Mortgage-Backed Securities |
| GNII SF MB0559 M | 2055-07-20      | 7.0000%  | 0.0000% | $144817649.00      | $86984550.50       | Agency Mortgage-Backed Securities |
| GNII SF MB0553 M | 2055-07-20      | 4.0000%  | 0.0000% | $82173633.00       | $75297477.95       | Agency Mortgage-Backed Securities |
| GNII SF MB1073 M | 2056-04-20      | 6.5000%  | 0.0000% | $3438541.00        | $3592665.66        | Agency Mortgage-Backed Securities |
| GNII SF BZ1139 C | 2050-11-20      | 2.5000%  | 0.0000% | $1018454.00        | $586439.41         | Agency Mortgage-Backed Securities |
| GNII SF CF8441 C | 2051-10-20      | 3.5000%  | 0.0000% | $3074135.00        | $1974889.48        | Agency Mortgage-Backed Securities |
| GNII SF CC2143 C | 2051-03-20      | 2.0000%  | 0.0000% | $1618900.00        | $605086.79         | Agency Mortgage-Backed Securities |
| GNII SF BY0568 C | 2050-10-20      | 2.5000%  | 0.0000% | $13017907.00       | $7360127.75        | Agency Mortgage-Backed Securities |
| GNII SF CA2457 C | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $3971546.23        | Agency Mortgage-Backed Securities |
| GNII SF BL6438 C | 2049-04-20      | 4.5000%  | 0.0000% | $1000000.00        | $17449.32          | Agency Mortgage-Backed Securities |
| GNII SF MA6968 M | 2035-11-20      | 2.5000%  | 0.0000% | $1265000.00        | $395919.15         | Agency Mortgage-Backed Securities |
| GNII SF 003890 M | 2036-08-20      | 6.0000%  | 0.0000% | $132587.00         | $942.08            | Agency Mortgage-Backed Securities |
| GNII SF DF5647 C | 2055-01-20      | 5.0000%  | 0.0000% | $528815.00         | $515226.40         | Agency Mortgage-Backed Securities |
| GNII SF DN6066 C | 2055-11-20      | 7.5000%  | 0.0000% | $2700797.00        | $2901245.33        | Agency Mortgage-Backed Securities |
| GNII SF DN0351 C | 2055-12-20      | 6.0000%  | 0.0000% | $9860597.00        | $10238866.07       | Agency Mortgage-Backed Securities |
| GNII SF MA6015 M | 2034-07-20      | 4.0000%  | 0.0000% | $267220.00         | $35192.95          | Agency Mortgage-Backed Securities |
| GNII SF MA6769 M | 2050-07-20      | 4.5000%  | 0.0000% | $11635000.00       | $2618206.76        | Agency Mortgage-Backed Securities |
| GNII SF MA6512 M | 2035-03-20      | 2.5000%  | 0.0000% | $5902674.00        | $909478.42         | Agency Mortgage-Backed Securities |
| GNII SF AU0807 C | 2046-07-20      | 3.5000%  | 0.0000% | $14000000.00       | $1607035.06        | Agency Mortgage-Backed Securities |
| GNII SF MA7774 M | 2051-11-20      | 6.0000%  | 0.0000% | $30000.00          | $14554.25          | Agency Mortgage-Backed Securities |
| GNII SF 003151 M | 2031-10-20      | 7.0000%  | 0.0000% | $992348.00         | $1616.98           | Agency Mortgage-Backed Securities |
| GNII SF 004371 M | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $776.24            | Agency Mortgage-Backed Securities |
| GNII SF MA6772 M | 2050-07-20      | 6.0000%  | 0.0000% | $100000.00         | $13781.60          | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M | 2051-10-20      | 2.5000%  | 0.0000% | $20529368.00       | $11740745.10       | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M | 2053-03-20      | 6.0000%  | 0.0000% | $30000000.00       | $13368835.46       | Agency Mortgage-Backed Securities |
| GNII SF 003391 M | 2033-05-20      | 6.0000%  | 0.0000% | $717500.00         | $3382.20           | Agency Mortgage-Backed Securities |
| GNII SF DR7207 C | 2056-04-20      | 5.5000%  | 0.0000% | $5512938.00        | $5597222.68        | Agency Mortgage-Backed Securities |
| GNII SF DS1616 C | 2056-05-20      | 5.5000%  | 0.0000% | $4095880.00        | $4162179.10        | Agency Mortgage-Backed Securities |
| GNII SF 738037 C | 2041-03-20      | 4.5000%  | 0.0000% | $15347703.00       | $739802.48         | Agency Mortgage-Backed Securities |
| GNII SF DR7402 C | 2056-05-20      | 5.5000%  | 0.0000% | $11544177.00       | $11731040.03       | Agency Mortgage-Backed Securities |
| GNII SF DR4033 C | 2056-05-20      | 6.5000%  | 0.0000% | $1989745.00        | $2101155.91        | Agency Mortgage-Backed Securities |
| GNII SF 003108 M | 2031-07-20      | 7.0000%  | 0.0000% | $15060118.00       | $25037.29          | Agency Mortgage-Backed Securities |
| GNII SF DR0539 C | 2056-05-20      | 5.5000%  | 0.0000% | $1678923.00        | $1718922.97        | Agency Mortgage-Backed Securities |
| GNII SF DS5502 C | 2056-05-20      | 5.5000%  | 0.0000% | $1462119.00        | $1485786.00        | Agency Mortgage-Backed Securities |
| GNII SF DN5735 C | 2055-11-20      | 5.0000%  | 0.0000% | $39551074.00       | $39151677.58       | Agency Mortgage-Backed Securities |
| GNII SF DN6558 C | 2056-03-20      | 5.5000%  | 0.0000% | $2428548.00        | $2475196.10        | Agency Mortgage-Backed Securities |
| GNII SF DP2549 C | 2056-05-20      | 5.5000%  | 0.0000% | $2117714.00        | $2164260.88        | Agency Mortgage-Backed Securities |
| GNII SF DH3448 C | 2055-02-20      | 6.0000%  | 0.0000% | $4036592.00        | $2904017.32        | Agency Mortgage-Backed Securities |
| GNII SF DP2665 C | 2056-05-20      | 6.5000%  | 0.0000% | $1093836.00        | $1154388.09        | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M | 2049-02-20      | 5.5000%  | 0.0000% | $1070000.00        | $87039.70          | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M | 2053-05-20      | 4.5000%  | 0.0000% | $814539.00         | $725457.41         | Agency Mortgage-Backed Securities |
| GNII SF CM5772 C | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $12745.58          | Agency Mortgage-Backed Securities |
| GNII SF CI6773 C | 2051-10-20      | 3.0000%  | 0.0000% | $1791629.00        | $1143221.81        | Agency Mortgage-Backed Securities |
| GNII SF AJ2723 C | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2769.94           | Agency Mortgage-Backed Securities |
| GNII SF CT4383 C | 2053-04-20      | 5.5000%  | 0.0000% | $6066355.00        | $4372194.26        | Agency Mortgage-Backed Securities |
| GNII SF DL5429 C | 2055-12-20      | 5.0000%  | 0.0000% | $1160173.00        | $1152996.29        | Agency Mortgage-Backed Securities |
| GNII SF MA4325 M | 2034-06-20      | 5.5000%  | 0.0000% | $82009.00          | $8091.19           | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M | 2049-10-20      | 2.5000%  | 0.0000% | $200000.00         | $33754.05          | Agency Mortgage-Backed Securities |
| GNII SF MA5598 M | 2048-09-20      | 5.5000%  | 0.0000% | $1883721.00        | $160761.70         | Agency Mortgage-Backed Securities |
| GNII SF DR6293 C | 2056-04-20      | 5.5000%  | 0.0000% | $2016537.00        | $2068932.84        | Agency Mortgage-Backed Securities |
| GNII SF MB0743 M | 2055-11-20      | 4.0000%  | 0.0000% | $3198739.00        | $2945598.23        | Agency Mortgage-Backed Securities |
| GNII SF DS1729 C | 2056-05-20      | 5.0000%  | 0.0000% | $2428525.00        | $2428544.16        | Agency Mortgage-Backed Securities |
| GNII SF DQ1220 C | 2056-03-20      | 5.5000%  | 0.0000% | $5418915.00        | $5494145.53        | Agency Mortgage-Backed Securities |
| GNII SF DO9070 C | 2056-04-20      | 5.5000%  | 0.0000% | $123341.00         | $125814.41         | Agency Mortgage-Backed Securities |
| GNII SF DI2234 C | 2055-02-20      | 5.0000%  | 0.0000% | $1045162.00        | $964472.82         | Agency Mortgage-Backed Securities |
| GNII SF MB0341 M | 2040-05-20      | 5.5000%  | 0.0000% | $51650.00          | $38456.58          | Agency Mortgage-Backed Securities |
| GNII SF DR2434 C | 2056-04-20      | 5.5000%  | 0.0000% | $1129931.00        | $1162251.16        | Agency Mortgage-Backed Securities |
| GNII SF DR3947 C | 2056-04-20      | 5.5000%  | 0.0000% | $8042936.00        | $8184210.79        | Agency Mortgage-Backed Securities |
| GNII SF DR6188 C | 2056-05-20      | 5.5000%  | 0.0000% | $6767846.00        | $6935321.61        | Agency Mortgage-Backed Securities |
| GNII SF MB0483 M | 2055-07-20      | 4.5000%  | 0.0000% | $10000000.00       | $9426267.89        | Agency Mortgage-Backed Securities |
| GNII SF DF6499 C | 2055-02-20      | 6.5000%  | 0.0000% | $2282081.00        | $2387937.19        | Agency Mortgage-Backed Securities |
| GNII SF DF5673 C | 2055-02-20      | 5.5000%  | 0.0000% | $1318268.00        | $1316990.26        | Agency Mortgage-Backed Securities |
| GNII SF CL5647 C | 2052-03-20      | 3.0000%  | 0.0000% | $3275995.00        | $1737551.97        | Agency Mortgage-Backed Securities |
| GNII SF DH3850 C | 2055-01-20      | 6.5000%  | 0.0000% | $1484240.00        | $1367459.23        | Agency Mortgage-Backed Securities |
| GNII SF CI1513 C | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $73487.98          | Agency Mortgage-Backed Securities |
| GNII SF DE9657 C | 2054-10-20      | 7.0000%  | 0.0000% | $1263739.00        | $653097.78         | Agency Mortgage-Backed Securities |
| GNII SF MA6544 M | 2049-07-20      | 4.5000%  | 0.0000% | $1500000.00        | $189851.12         | Agency Mortgage-Backed Securities |
| GNII SF MA6843 M | 2035-09-20      | 4.0000%  | 0.0000% | $66868.00          | $7336.91           | Agency Mortgage-Backed Securities |
| GNII SF MA4839 M | 2047-11-20      | 4.5000%  | 0.0000% | $8000000.00        | $716038.90         | Agency Mortgage-Backed Securities |
| GNII SF MA5684 M | 2033-12-20      | 4.0000%  | 0.0000% | $269417.00         | $21240.54          | Agency Mortgage-Backed Securities |
| GNII SF DS3950 C | 2056-05-20      | 5.5000%  | 0.0000% | $18612854.00       | $18925508.59       | Agency Mortgage-Backed Securities |
| GNII SF DQ7838 C | 2056-03-20      | 7.0000%  | 0.0000% | $2335395.00        | $2490787.10        | Agency Mortgage-Backed Securities |
| GNII SF 004699 M | 2040-05-20      | 6.0000%  | 0.0000% | $222231.00         | $3475.73           | Agency Mortgage-Backed Securities |
| GNII SF 004804 M | 2040-09-20      | 6.0000%  | 0.0000% | $389284.00         | $9849.06           | Agency Mortgage-Backed Securities |
| GNII SF DQ8094 C | 2056-03-20      | 5.5000%  | 0.0000% | $592766.00         | $601554.02         | Agency Mortgage-Backed Securities |
| GNII SF DQ4948 C | 2056-04-20      | 5.0000%  | 0.0000% | $20212255.00       | $20050514.33       | Agency Mortgage-Backed Securities |
| GNII SF 436252 C | 2041-08-20      | 4.5000%  | 0.0000% | $1303681.00        | $155782.01         | Agency Mortgage-Backed Securities |
| GNII SF 003556 M | 2034-05-20      | 5.5000%  | 0.0000% | $401500.00         | $5032.94           | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M | 2047-02-20      | 4.5000%  | 0.0000% | $1736194.00        | $155987.70         | Agency Mortgage-Backed Securities |
| GNII SF AS5277 C | 2046-08-20      | 3.5000%  | 0.0000% | $8751453.00        | $2127985.01        | Agency Mortgage-Backed Securities |
| GNII SF DQ8195 C | 2056-04-20      | 5.5000%  | 0.0000% | $10044629.00       | $10207097.08       | Agency Mortgage-Backed Securities |
| GNII SF 003515 M | 2034-02-20      | 5.5000%  | 0.0000% | $2420000.00        | $26237.04          | Agency Mortgage-Backed Securities |
| GNII SF MA6256 M | 2034-12-20      | 3.5000%  | 0.0000% | $155000.00         | $25016.89          | Agency Mortgage-Backed Securities |
| GNII SF DR8567 C | 2056-04-20      | 5.0000%  | 0.0000% | $1480685.00        | $1472537.08        | Agency Mortgage-Backed Securities |
| GNII SF MA4720 M | 2047-09-20      | 4.0000%  | 0.0000% | $57601816.00       | $5700521.91        | Agency Mortgage-Backed Securities |
| GNII SF MA5195 M | 2048-05-20      | 5.5000%  | 0.0000% | $19469882.00       | $1355782.83        | Agency Mortgage-Backed Securities |
| GNII SF CU6443 C | 2053-05-20      | 6.5000%  | 0.0000% | $7988363.00        | $5418077.17        | Agency Mortgage-Backed Securities |
| GNII SF BC7001 C | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $8410.48           | Agency Mortgage-Backed Securities |
| GNII SF CT7444 C | 2053-04-20      | 6.0000%  | 0.0000% | $100041.00         | $86746.87          | Agency Mortgage-Backed Securities |
| GNII SF BE1029 C | 2047-11-20      | 4.0000%  | 0.0000% | $9179024.00        | $3386259.91        | Agency Mortgage-Backed Securities |
| GNII SF DQ1959 C | 2056-02-20      | 5.0000%  | 0.0000% | $6045051.00        | $5995972.41        | Agency Mortgage-Backed Securities |
| GNII SF MB0815 M | 2054-12-20      | 6.0000%  | 0.0000% | $248677616.00      | $249999999.52      | Agency Mortgage-Backed Securities |
| GNII SF DK4330 C | 2055-05-20      | 6.0000%  | 0.0000% | $24731397.00       | $25491885.47       | Agency Mortgage-Backed Securities |
| GNII SF DK7879 C | 2055-08-20      | 7.5000%  | 0.0000% | $2709457.00        | $2918683.98        | Agency Mortgage-Backed Securities |
| GNII SF DL2014 C | 2055-06-20      | 6.5000%  | 0.0000% | $1771896.00        | $1853876.43        | Agency Mortgage-Backed Securities |
| GNII SF DR7229 C | 2056-05-20      | 5.5000%  | 0.0000% | $12963507.00       | $13191571.10       | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M | 2049-02-20      | 4.5000%  | 0.0000% | $47896021.00       | $3276093.76        | Agency Mortgage-Backed Securities |
| GNII SF DS5829 C | 2056-05-20      | 6.5000%  | 0.0000% | $1863696.00        | $1967996.92        | Agency Mortgage-Backed Securities |
| GNII SF DR7562 C | 2056-05-20      | 5.5000%  | 0.0000% | $1688665.00        | $1717441.17        | Agency Mortgage-Backed Securities |
| GNII SF MA4653 M | 2047-08-20      | 4.0000%  | 0.0000% | $10103000.00       | $1030874.91        | Agency Mortgage-Backed Securities |
| GNII SF MA4591 M | 2047-07-20      | 6.0000%  | 0.0000% | $233000.00         | $30738.92          | Agency Mortgage-Backed Securities |
| GNII SF MA1604 M | 2044-01-20      | 5.5000%  | 0.0000% | $240000.00         | $11526.98          | Agency Mortgage-Backed Securities |
| GNII SF MA3105 M | 2045-09-20      | 3.5000%  | 0.0000% | $3375000.00        | $291025.89         | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M | 2038-08-20      | 5.5000%  | 0.0000% | $208069.00         | $8245.18           | Agency Mortgage-Backed Securities |
| GNII SF MA2527 M | 2038-12-20      | 6.5000%  | 0.0000% | $73381.00          | $4919.11           | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M | 2046-07-20      | 3.0000%  | 0.0000% | $732288.00         | $81689.02          | Agency Mortgage-Backed Securities |
| GNII SF BF2644 C | 2048-05-20      | 5.0000%  | 0.0000% | $53675.00          | $4313.47           | Agency Mortgage-Backed Securities |
| GNII SF MA2830 M | 2045-05-20      | 5.5000%  | 0.0000% | $225000.00         | $19136.25          | Agency Mortgage-Backed Securities |
| GNII SF BN1509 C | 2049-05-20      | 5.0000%  | 0.0000% | $1607000.00        | $435404.85         | Agency Mortgage-Backed Securities |
| GNII SF DO5151 C | 2055-12-20      | 6.0000%  | 0.0000% | $337127.00         | $348319.04         | Agency Mortgage-Backed Securities |
| GNII SF 003227 M | 2032-04-20      | 6.0000%  | 0.0000% | $14882503.00       | $35822.49          | Agency Mortgage-Backed Securities |
| GNII SF DR8976 C | 2056-04-20      | 5.5000%  | 0.0000% | $313381.00         | $318135.76         | Agency Mortgage-Backed Securities |
| GNII SF DR1316 C | 2056-05-20      | 5.5000%  | 0.0000% | $3604347.00        | $3703444.12        | Agency Mortgage-Backed Securities |
| GNII SF DO1858 C | 2055-11-20      | 5.0000%  | 0.0000% | $1130355.00        | $1105627.14        | Agency Mortgage-Backed Securities |
| GNII SF DR0938 C | 2056-03-20      | 5.5000%  | 0.0000% | $140943.00         | $143716.64         | Agency Mortgage-Backed Securities |
| GNII SF 003502 M | 2034-01-20      | 6.5000%  | 0.0000% | $450000.00         | $5415.12           | Agency Mortgage-Backed Securities |
| GNII SF DJ0726 C | 2055-05-20      | 6.0000%  | 0.0000% | $3398066.00        | $3256680.78        | Agency Mortgage-Backed Securities |
| GNII SF DQ5734 C | 2056-05-20      | 5.0000%  | 0.0000% | $9596958.00        | $9555785.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0817 M | 2055-10-20      | 7.0000%  | 0.0000% | $11181830.00       | $11343597.46       | Agency Mortgage-Backed Securities |
| GNII SF DQ6113 C | 2056-04-20      | 5.5000%  | 0.0000% | $5380337.00        | $5460526.61        | Agency Mortgage-Backed Securities |
| GNII SF DK2266 C | 2055-05-20      | 6.5000%  | 0.0000% | $1225712.00        | $1280459.21        | Agency Mortgage-Backed Securities |
| GNII SF DQ5080 C | 2056-05-20      | 5.0000%  | 0.0000% | $399066.00         | $401090.82         | Agency Mortgage-Backed Securities |
| GNII SF DQ5731 C | 2056-05-20      | 5.0000%  | 0.0000% | $1032561.00        | $1028131.20        | Agency Mortgage-Backed Securities |
| GNII SF DQ5073 C | 2056-05-20      | 5.0000%  | 0.0000% | $5610817.00        | $5595358.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M | 2055-03-20      | 6.0000%  | 0.0000% | $385000000.00      | $231087355.33      | Agency Mortgage-Backed Securities |
| GNII SF MB0687 M | 2055-10-20      | 6.0000%  | 0.0000% | $44152102.00       | $43121960.70       | Agency Mortgage-Backed Securities |
| GNII SF MA6718 M | 2038-10-20      | 7.0000%  | 0.0000% | $79451.00          | $20968.82          | Agency Mortgage-Backed Securities |
| GNII SF 002810 M | 2029-09-20      | 7.5000%  | 0.0000% | $700000.00         | $546.73            | Agency Mortgage-Backed Securities |
| GNII SF 002987 M | 2030-10-20      | 7.5000%  | 0.0000% | $2550000.00        | $1244.71           | Agency Mortgage-Backed Securities |
| GNII SF MA7107 M | 2036-01-20      | 2.5000%  | 0.0000% | $1571249.00        | $522740.57         | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M | 2047-12-20      | 3.5000%  | 0.0000% | $755000.00         | $87329.44          | Agency Mortgage-Backed Securities |
| GNII SF DQ9668 C | 2056-03-20      | 6.5000%  | 0.0000% | $5557453.00        | $5902813.91        | Agency Mortgage-Backed Securities |
| GNII SF MB0811 M | 2055-12-20      | 4.0000%  | 0.0000% | $78756205.00       | $72699772.73       | Agency Mortgage-Backed Securities |
| GNII SF DM6691 C | 2055-10-20      | 6.5000%  | 0.0000% | $1144991.00        | $1208016.34        | Agency Mortgage-Backed Securities |
| GNII SF DM7753 C | 2055-09-20      | 5.0000%  | 0.0000% | $633570.00         | $618643.09         | Agency Mortgage-Backed Securities |
| GNII SF DM5753 C | 2055-10-20      | 6.0000%  | 0.0000% | $3740714.00        | $3620759.14        | Agency Mortgage-Backed Securities |
| GNII SF BS8420 C | 2050-04-20      | 4.0000%  | 0.0000% | $1610000.00        | $331357.28         | Agency Mortgage-Backed Securities |
| GNII SF MA8795 M | 2053-02-20      | 2.5000%  | 0.0000% | $80000.00          | $49968.79          | Agency Mortgage-Backed Securities |
| GNII SF MA4964 M | 2048-01-20      | 4.5000%  | 0.0000% | $150000.00         | $12060.90          | Agency Mortgage-Backed Securities |
| GNII SF 003596 M | 2034-08-20      | 5.5000%  | 0.0000% | $888877.00         | $9098.14           | Agency Mortgage-Backed Securities |
| GNII SF 004545 M | 2039-02-20      | 7.0000%  | 0.0000% | $1162335.00        | $13765.39          | Agency Mortgage-Backed Securities |
| GNII SP 788416 C | 2056-01-20      | 6.5000%  | 0.0000% | $18979349.00       | $19049325.12       | Agency Mortgage-Backed Securities |
| GNII SF 003295 M | 2032-10-20      | 5.5000%  | 0.0000% | $369000.00         | $1639.18           | Agency Mortgage-Backed Securities |
| GNII SF CZ3607 C | 2053-12-20      | 7.5000%  | 0.0000% | $1111742.00        | $566861.93         | Agency Mortgage-Backed Securities |
| GNII SF DK7847 C | 2055-07-20      | 7.0000%  | 0.0000% | $8232072.00        | $8755265.20        | Agency Mortgage-Backed Securities |
| GNII SF DL3851 C | 2055-10-20      | 6.5000%  | 0.0000% | $1225841.00        | $1286277.41        | Agency Mortgage-Backed Securities |
| GNII SF DL5711 C | 2055-08-20      | 6.5000%  | 0.0000% | $4229496.00        | $4169061.92        | Agency Mortgage-Backed Securities |
| GNII SF DA7329 C | 2054-06-20      | 7.0000%  | 0.0000% | $1631941.00        | $1231257.60        | Agency Mortgage-Backed Securities |
| GNII SF DC0329 C | 2054-07-20      | 6.0000%  | 0.0000% | $1043506.00        | $847508.96         | Agency Mortgage-Backed Securities |
| GNII SF DK3239 C | 2055-07-20      | 6.0000%  | 0.0000% | $3619683.00        | $3328446.64        | Agency Mortgage-Backed Securities |
| GNII SF DL5477 C | 2055-12-20      | 5.5000%  | 0.0000% | $1035958.00        | $1056007.30        | Agency Mortgage-Backed Securities |
| GNII SF DP6174 C | 2056-03-20      | 5.5000%  | 0.0000% | $7528397.00        | $7697642.89        | Agency Mortgage-Backed Securities |
| GNII SF MA8040 M | 2052-04-20      | 1.5000%  | 0.0000% | $1313009.00        | $901299.65         | Agency Mortgage-Backed Securities |
| GNII SF MA7283 M | 2036-04-20      | 2.0000%  | 0.0000% | $785000.00         | $305617.25         | Agency Mortgage-Backed Securities |
| GNII SF CL2783 C | 2052-03-20      | 3.0000%  | 0.0000% | $1596292.00        | $746904.08         | Agency Mortgage-Backed Securities |
| GNII SF BH0035 C | 2048-05-20      | 4.5000%  | 0.0000% | $441835.00         | $53738.60          | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M | 2054-10-20      | 5.5000%  | 0.0000% | $48992000.00       | $35961331.77       | Agency Mortgage-Backed Securities |
| GNII SF MA9668 M | 2054-05-20      | 5.5000%  | 0.0000% | $2545000.00        | $1875627.76        | Agency Mortgage-Backed Securities |
| GNII SF MA9901 M | 2046-09-20      | 3.0000%  | 0.0000% | $1374777.00        | $1017368.29        | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M | 2053-12-20      | 7.5000%  | 0.0000% | $3667193.00        | $631141.64         | Agency Mortgage-Backed Securities |
| GNII SF 485369 C | 2041-10-20      | 4.5000%  | 0.0000% | $2048365.00        | $298587.88         | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M | 2049-10-20      | 5.0000%  | 0.0000% | $1000000.00        | $125355.58         | Agency Mortgage-Backed Securities |
| GNII SF MB0262 M | 2055-03-20      | 7.0000%  | 0.0000% | $101044144.00      | $38130550.63       | Agency Mortgage-Backed Securities |
| GNII SF DO9762 C | 2055-12-20      | 5.5000%  | 0.0000% | $15332550.00       | $15209029.61       | Agency Mortgage-Backed Securities |
| GNII SF DO3497 C | 2055-11-20      | 6.0000%  | 0.0000% | $1413805.00        | $1472817.69        | Agency Mortgage-Backed Securities |
| GNII SF DO8882 C | 2056-01-20      | 5.0000%  | 0.0000% | $2067702.00        | $2054194.35        | Agency Mortgage-Backed Securities |
| GNII SF DR0937 C | 2056-03-20      | 5.0000%  | 0.0000% | $2797398.00        | $2779181.91        | Agency Mortgage-Backed Securities |
| GNII SF DM7817 C | 2055-09-20      | 5.5000%  | 0.0000% | $1096766.00        | $1105546.73        | Agency Mortgage-Backed Securities |
| GNII SF DR0546 C | 2056-05-20      | 5.5000%  | 0.0000% | $1007522.00        | $1023829.53        | Agency Mortgage-Backed Securities |
| GNII SF DO1511 C | 2055-11-20      | 6.0000%  | 0.0000% | $7126220.00        | $7426400.14        | Agency Mortgage-Backed Securities |
| GNII SF DL8247 C | 2055-09-20      | 6.0000%  | 0.0000% | $72660768.00       | $75446979.95       | Agency Mortgage-Backed Securities |
| GNII SF DL8043 C | 2055-09-20      | 6.5000%  | 0.0000% | $1132060.00        | $1186260.21        | Agency Mortgage-Backed Securities |
| GNII SF DI1014 C | 2055-07-20      | 5.5000%  | 0.0000% | $536895.00         | $543559.21         | Agency Mortgage-Backed Securities |
| GNII SF DL4092 C | 2055-08-20      | 6.0000%  | 0.0000% | $6738635.00        | $6198519.35        | Agency Mortgage-Backed Securities |
| GNII SF DO4991 C | 2056-01-20      | 6.0000%  | 0.0000% | $244512.00         | $254240.22         | Agency Mortgage-Backed Securities |
| GNII SF DR0529 C | 2056-05-20      | 5.5000%  | 0.0000% | $1732154.00        | $1773427.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ0711 C | 2055-05-20      | 7.0000%  | 0.0000% | $2503721.00        | $2126688.41        | Agency Mortgage-Backed Securities |
| GNII SF MA9940 M | 2039-10-20      | 6.0000%  | 0.0000% | $3898666.00        | $1671646.39        | Agency Mortgage-Backed Securities |
| GNII SF DN6530 C | 2056-02-20      | 5.0000%  | 0.0000% | $1303755.00        | $1303539.84        | Agency Mortgage-Backed Securities |
| GNII SF DP6138 C | 2056-03-20      | 5.5000%  | 0.0000% | $2296422.00        | $2337667.34        | Agency Mortgage-Backed Securities |
| GNII SF MA7883 M | 2052-02-20      | 3.5000%  | 0.0000% | $16800000.00       | $10538583.59       | Agency Mortgage-Backed Securities |
| GNII SF MA7054 M | 2050-12-20      | 3.5000%  | 0.0000% | $2400000.00        | $775373.72         | Agency Mortgage-Backed Securities |
| GNII SF 734414 C | 2041-05-20      | 4.5000%  | 0.0000% | $4070932.00        | $648656.90         | Agency Mortgage-Backed Securities |
| GNII SF MA7703 M | 2051-11-20      | 1.5000%  | 0.0000% | $13218119.00       | $7417373.34        | Agency Mortgage-Backed Securities |
| GNII SF 005289 M | 2026-12-20      | 2.5000%  | 0.0000% | $123682.00         | $934.81            | Agency Mortgage-Backed Securities |
| GNII SF MA8202 M | 2052-08-20      | 5.0000%  | 0.0000% | $8663000.00        | $5988433.16        | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M | 2051-09-20      | 3.0000%  | 0.0000% | $1349659.00        | $904699.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7851 M | 2037-02-20      | 1.5000%  | 0.0000% | $280730.00         | $140274.10         | Agency Mortgage-Backed Securities |
| GNII SF MA7934 M | 2052-03-20      | 1.5000%  | 0.0000% | $12121432.00       | $7371933.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M | 2054-08-20      | 3.5000%  | 0.0000% | $34514000.00       | $24200576.53       | Agency Mortgage-Backed Securities |
| GNII SF MA8567 M | 2053-01-20      | 4.0000%  | 0.0000% | $30159.00          | $21906.12          | Agency Mortgage-Backed Securities |
| GNII SF MA9273 M | 2038-11-20      | 6.5000%  | 0.0000% | $129934.00         | $62570.19          | Agency Mortgage-Backed Securities |
| GNII SF MA7994 M | 2052-04-20      | 6.0000%  | 0.0000% | $666706.00         | $336925.75         | Agency Mortgage-Backed Securities |
| GNII SF CY9021 C | 2054-03-20      | 6.0000%  | 0.0000% | $1133412.00        | $1032124.69        | Agency Mortgage-Backed Securities |
| GNII SF CZ4007 C | 2054-01-20      | 7.5000%  | 0.0000% | $1139680.00        | $602618.96         | Agency Mortgage-Backed Securities |
| GNII SF CZ3445 C | 2054-01-20      | 7.0000%  | 0.0000% | $1912950.00        | $722001.90         | Agency Mortgage-Backed Securities |

### Security 675: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.620000%
- **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: ARP1I9OA5, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1I9OA5
- **C.18 - Value (incl. sponsor support):** $2718000000.00
- **C.18.a - Value (excl. sponsor support):** $2718000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 06.500 CLFS6385     | 2053-09-01      | 6.5000%  | 0.0000% | $19202000.00       | $10996173.78       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4723     | 2056-02-01      | 5.0000%  | 0.0000% | $2827111.00        | $2711666.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB2532     | 2056-05-01      | 5.5000%  | 0.0000% | $9022128.00        | $9149798.13        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0053     | 2055-10-01      | 4.0000%  | 0.0000% | $1145570.00        | $1049058.63        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLTA0811     | 2055-12-01      | 4.0000%  | 0.0000% | $1416844.00        | $1320752.37        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIRR0095     | 2041-05-01      | 3.0000%  | 0.0000% | $1606297.00        | $1529768.73        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLTA1390     | 2055-12-01      | 4.0000%  | 0.0000% | $1984239.00        | $1851676.34        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0116     | 2056-05-01      | 4.0000%  | 0.0000% | $4972445.00        | $4652995.51        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0109     | 2056-04-01      | 4.5000%  | 0.0000% | $70769139.00       | $67758427.73       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4148     | 2053-08-01      | 5.5000%  | 0.0000% | $59508.00          | $48648.61          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5635     | 2055-02-01      | 5.5000%  | 0.0000% | $16701855.00       | $13460392.31       | Agency Mortgage-Backed Securities         |
| GNII ET DN4090 C         | 2065-10-20      | 6.5000%  | 0.0000% | $683811.00         | $689503.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879     | 2052-07-01      | 2.5000%  | 0.0000% | $3819663.00        | $2824269.80        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA6031     | 2056-04-01      | 6.0000%  | 0.0000% | $11766806.00       | $11799406.55       | Agency Mortgage-Backed Securities         |
| GNRM 2026-035 HP         | 2054-10-20      | 4.5000%  | 0.0000% | $15117000.00       | $14717504.72       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLMA5697     | 2055-05-01      | 4.0000%  | 0.0000% | $1203590.00        | $1066193.46        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7483     | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $622216.84         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA2314     | 2055-12-01      | 4.5000%  | 0.0000% | $1782603.00        | $1668112.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4468     | 2056-01-01      | 5.5000%  | 0.0000% | $11790229.00       | $11831553.25       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA0245     | 2055-12-01      | 4.5000%  | 0.0000% | $385934.00         | $369735.64         | Agency Mortgage-Backed Securities         |
| GNII SF MB0994 M         | 2055-11-20      | 4.0000%  | 0.0000% | $40082.00          | $37260.10          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2476     | 2054-09-01      | 7.0000%  | 0.0000% | $12923000.00       | $7887967.29        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0073     | 2055-12-01      | 4.0000%  | 0.0000% | $1073220.00        | $983291.90         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6168     | 2055-12-01      | 5.0000%  | 0.0000% | $16672180.00       | $16172857.41       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ6169     | 2056-01-01      | 4.5000%  | 0.0000% | $79628.00          | $76326.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0081     | 2041-05-01      | 3.5000%  | 0.0000% | $1536279.00        | $1463581.69        | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2055-08-25      | 4.5121%  | 0.0000% | $500000.00         | $480264.39         | Agency Collateralized Mortgage Obligation |
| FNRM CL004HP R25F004     | 2051-02-25      | 5.5000%  | 0.0000% | $12747000.00       | $7734278.89        | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2055-10-25      | 4.5621%  | 0.0000% | $581871.00         | $496512.59         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-03-25      | 4.9121%  | 0.0000% | $9600338.00        | $4944610.49        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-11-25      | 5.1621%  | 0.0000% | $49237652.00       | $19511623.48       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8550     | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $7853203.95        | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070     | 2055-07-25      | 8.0000%  | 0.0000% | $17257800.00       | $16097184.04       | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2055-04-25      | 4.5121%  | 0.0000% | $67594438.00       | $44065620.03       | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2054-08-25      | 4.5621%  | 0.0000% | $55513430.00       | $35873909.11       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLFS5350     | 2052-10-01      | 4.0000%  | 0.0000% | $2564029.00        | $1778277.70        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314     | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $157850.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378     | 2053-10-01      | 5.5000%  | 0.0000% | $11897278.00       | $9220565.54        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865     | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $11972279.64       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6317     | 2055-10-01      | 6.0000%  | 0.0000% | $1205277.00        | $1025330.54        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6436     | 2055-10-01      | 4.0000%  | 0.0000% | $201885.00         | $188253.79         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6034     | 2055-06-01      | 4.0000%  | 0.0000% | $1833965.00        | $1700808.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796     | 2048-09-01      | 4.5000%  | 0.0000% | $26708738.00       | $7905507.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076     | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $259.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4066     | 2055-11-01      | 5.5000%  | 0.0000% | $1299000.00        | $1307775.14        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8233     | 2054-05-01      | 7.0000%  | 0.0000% | $13822000.00       | $8949995.35        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325     | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $35659.53          | Agency Mortgage-Backed Securities         |
| GNII SF MB1138 M         | 2050-01-20      | 3.0000%  | 0.0000% | $4186101.00        | $3730290.41        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8512     | 2055-03-01      | 4.0000%  | 0.0000% | $2076646.00        | $1815413.85        | Agency Mortgage-Backed Securities         |
| FMAR 1G2137 G            | 2037-08-01      | 6.8330%  | 0.0000% | $1595.00           | $10.65             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2151     | 2055-09-01      | 6.0000%  | 0.0000% | $9574538.00        | $9124306.80        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA5361     | 2055-12-01      | 4.0000%  | 0.0000% | $498107.00         | $466997.57         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQX5448     | 2055-01-01      | 4.0000%  | 0.0000% | $2013193.00        | $1850283.84        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ5803     | 2055-10-01      | 4.0000%  | 0.0000% | $2005955.00        | $1841600.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB3938     | 2056-06-01      | 5.5000%  | 0.0000% | $8941485.00        | $9067379.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA5823     | 2056-02-01      | 5.0000%  | 0.0000% | $9238518.00        | $8316688.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1744     | 2055-12-01      | 5.0000%  | 0.0000% | $1002857.00        | $984916.14         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB1202     | 2056-04-01      | 4.5000%  | 0.0000% | $1000503.00        | $962175.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5854     | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $849.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793     | 2055-08-01      | 6.0000%  | 0.0000% | $30068475.00       | $23105752.78       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDG1423     | 2056-02-01      | 4.0000%  | 0.0000% | $229818.00         | $214675.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0888     | 2056-01-01      | 4.5000%  | 0.0000% | $100227.00         | $96032.08          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061     | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $3608.20           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2627     | 2054-10-01      | 6.5000%  | 0.0000% | $36061239.00       | $25498799.34       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB1710     | 2056-05-01      | 5.0000%  | 0.0000% | $9156805.00        | $9061396.13        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDD2618     | 2055-03-01      | 4.0000%  | 0.0000% | $1077087.00        | $992229.23         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDD7148     | 2055-10-01      | 4.0000%  | 0.0000% | $1013037.00        | $938789.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDC9953     | 2054-12-01      | 4.0000%  | 0.0000% | $1963753.00        | $1798956.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058     | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $31810200.14       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0480     | 2056-01-01      | 5.0000%  | 0.0000% | $1005955.00        | $982009.53         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDE3908     | 2056-01-01      | 4.0000%  | 0.0000% | $1137287.00        | $1055346.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE5289     | 2055-09-01      | 6.5000%  | 0.0000% | $5217416.00        | $5415326.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697     | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $36417210.64       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503     | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1209470.94        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIDF2776     | 2041-03-01      | 4.0000%  | 0.0000% | $65880.00          | $63387.10          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2031-05-19      | 4.6100%  | 0.0000% | $40741000.00       | $40648947.97       | Agency Debentures and Agency Strips       |
| FEPC 04.500 CLQJ6664     | 2054-10-01      | 4.5000%  | 0.0000% | $348860.00         | $310414.03         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2358     | 2052-05-01      | 3.5000%  | 0.0000% | $987239.00         | $764170.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244     | 2042-11-01      | 3.5000%  | 0.0000% | $3000010.00        | $413117.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8350     | 2039-12-01      | 5.0000%  | 0.0000% | $545870.00         | $364101.54         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL4539     | 2056-04-01      | 4.5000%  | 0.0000% | $704160.00         | $672121.52         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2231     | 2054-08-01      | 7.0000%  | 0.0000% | $12760000.00       | $9039593.93        | Agency Mortgage-Backed Securities         |
| GNII SF MB0483 M         | 2055-07-20      | 4.5000%  | 0.0000% | $29277582.00       | $27597833.12       | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04153 G     | 2038-03-01      | 5.5000%  | 0.0000% | $17829.00          | $92.53             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQX3915     | 2055-01-01      | 4.0000%  | 0.0000% | $1030086.00        | $939328.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0892     | 2055-08-01      | 6.0000%  | 0.0000% | $1311932.00        | $1025041.33        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4364     | 2052-08-01      | 3.5000%  | 0.0000% | $3299419.00        | $2243214.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0397     | 2056-05-01      | 5.5000%  | 0.0000% | $885744.00         | $907557.91         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7597     | 2053-12-01      | 5.5000%  | 0.0000% | $53870898.00       | $46140823.98       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG4512     | 2056-03-01      | 4.5000%  | 0.0000% | $1053246.00        | $1011063.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1961     | 2055-09-01      | 6.5000%  | 0.0000% | $4288793.00        | $3957797.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929     | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1261077.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1797     | 2056-02-01      | 5.0000%  | 0.0000% | $1000896.00        | $881956.10         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9736     | 2055-01-01      | 4.5000%  | 0.0000% | $998000.00         | $908730.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1817     | 2056-02-01      | 5.0000%  | 0.0000% | $1001925.00        | $981819.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-06-25      | 4.6121%  | 0.0000% | $1900000.00        | $1271727.84        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-09-25      | 4.5621%  | 0.0000% | $500000.00         | $421485.71         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC0396     | 2054-09-01      | 5.5000%  | 0.0000% | $1300000.00        | $990422.34         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-08-25      | 4.6121%  | 0.0000% | $1500000.00        | $1124101.91        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDE6313     | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $489247.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0877     | 2055-12-01      | 5.5000%  | 0.0000% | $4345916.00        | $4338302.26        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0061     | 2055-11-01      | 4.0000%  | 0.0000% | $1073435.00        | $991109.88         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013     | 2055-06-01      | 5.5000%  | 0.0000% | $204000.00         | $171549.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3667     | 2056-01-01      | 5.0000%  | 0.0000% | $83879.00          | $82341.58          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0125     | 2056-05-01      | 4.0000%  | 0.0000% | $2842239.00        | $2668524.51        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0062     | 2056-04-01      | 4.5000%  | 0.0000% | $1363223.00        | $1310555.06        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093     | 2056-02-01      | 4.5000%  | 0.0000% | $56688313.00       | $53879905.49       | Agency Mortgage-Backed Securities         |
| GNRM 2025-194 MP         | 2055-11-20      | 4.5000%  | 0.0000% | $2896000.00        | $2783234.69        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLTA7721     | 2056-03-01      | 4.5000%  | 0.0000% | $1003181.00        | $963208.32         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB3239     | 2056-05-01      | 4.5000%  | 0.0000% | $1518481.00        | $1461393.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB1973     | 2056-05-01      | 4.5000%  | 0.0000% | $1270606.00        | $1223218.55        | Agency Mortgage-Backed Securities         |
| GNII SF MB0873 M         | 2055-12-20      | 6.0000%  | 0.0000% | $3527893.00        | $3565279.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA6930 M         | 2050-10-20      | 2.0000%  | 0.0000% | $26882000.00       | $11829918.98       | Agency Mortgage-Backed Securities         |
| GNRA 2024-030 FN         | 2054-02-20      | 4.6751%  | 0.0000% | $23926062.00       | $18423570.07       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-044 GV         | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $9773214.48        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLQJ5728     | 2054-10-01      | 4.0000%  | 0.0000% | $2070770.00        | $1874226.34        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQJ6847     | 2054-10-01      | 4.0000%  | 0.0000% | $1914460.00        | $1731733.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4431     | 2054-09-01      | 6.5000%  | 0.0000% | $12504000.00       | $9712887.30        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1691     | 2038-07-01      | 2.0000%  | 0.0000% | $1079767.00        | $918430.94         | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M         | 2055-01-20      | 4.5000%  | 0.0000% | $50068.00          | $45817.62          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQX1326     | 2054-12-01      | 4.0000%  | 0.0000% | $1233841.00        | $998433.51         | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 GF         | 2065-08-20      | 4.6751%  | 0.0000% | $87116080.00       | $65689244.80       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0869 M         | 2055-12-20      | 4.0000%  | 0.0000% | $4021180.00        | $3719542.48        | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 FA         | 2054-02-20      | 4.6751%  | 0.0000% | $50861500.00       | $30288211.17       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-196 TP         | 2054-12-20      | 4.5000%  | 0.0000% | $21336529.00       | $20619425.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-173 CF         | 2053-11-20      | 4.8751%  | 0.0000% | $27099507.00       | $19753391.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 MF         | 2065-03-20      | 4.4251%  | 0.0000% | $116627593.00      | $43949427.33       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-032 M          | 2056-01-20      | 4.5000%  | 0.0000% | $50000000.00       | $48109958.93       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2026-12-31      | 4.2500%  | 0.0000% | $2802200.00        | $2858076.13        | U.S. Treasuries (including strips)        |
| FEPC 04.000 CLRJ6334     | 2055-12-01      | 4.0000%  | 0.0000% | $1931127.00        | $1779516.67        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0126     | 2056-05-01      | 4.5000%  | 0.0000% | $1083163.00        | $1042441.49        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1591     | 2051-10-01      | 2.0000%  | 0.0000% | $83289.00          | $62300.19          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851     | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $19072573.01       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLTB0100     | 2056-04-01      | 4.0000%  | 0.0000% | $188832.00         | $176770.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029     | 2056-04-01      | 5.0000%  | 0.0000% | $17436006.00       | $17053814.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3185     | 2055-10-01      | 5.5000%  | 0.0000% | $50000000.00       | $49193552.96       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2074     | 2055-08-01      | 6.0000%  | 0.0000% | $2339754.00        | $2050354.66        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3993     | 2055-10-01      | 6.0000%  | 0.0000% | $39430751.00       | $36419987.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG7201     | 2056-05-01      | 5.5000%  | 0.0000% | $3209217.00        | $3273047.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5558     | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2372870.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7313     | 2055-06-01      | 6.0000%  | 0.0000% | $747938.00         | $470160.81         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDE3909     | 2056-01-01      | 4.0000%  | 0.0000% | $1148269.00        | $1073815.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5299     | 2055-09-01      | 6.0000%  | 0.0000% | $7892631.00        | $6600624.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0627     | 2055-06-01      | 6.0000%  | 0.0000% | $744477.00         | $575565.56         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5035     | 2052-01-01      | 2.0000%  | 0.0000% | $129129.00         | $84915.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-03-25      | 4.7121%  | 0.0000% | $43135112.00       | $26878479.45       | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2054-02-25      | 4.5121%  | 0.0000% | $1926694.00        | $1333357.64        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 U4BF0288     | 2052-03-01      | 4.0000%  | 0.0000% | $32250000.00       | $9624451.59        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8531     | 2055-05-01      | 4.5000%  | 0.0000% | $25000.00          | $22635.61          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8503     | 2055-02-01      | 4.0000%  | 0.0000% | $1068118.00        | $939311.96         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389     | 2053-07-01      | 6.0000%  | 0.0000% | $22406983.00       | $16897876.89       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5707     | 2054-06-01      | 7.0000%  | 0.0000% | $13692000.00       | $8544530.36        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0933     | 2052-02-01      | 2.0000%  | 0.0000% | $273869.00         | $176225.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446     | 2054-07-01      | 5.5000%  | 0.0000% | $115000.00         | $85540.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8382     | 2053-08-01      | 5.5000%  | 0.0000% | $25503287.00       | $20341957.76       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZJ9406     | 2032-01-01      | 3.5000%  | 0.0000% | $1366.00           | $66.00             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453     | 2054-08-01      | 5.5000%  | 0.0000% | $73948.00          | $53931.17          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-08-25      | 4.5621%  | 0.0000% | $64978755.00       | $57095039.56       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2052-08-25      | 5.0000%  | 0.0000% | $28333944.00       | $18302712.44       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-04-25      | 4.6621%  | 0.0000% | $24197433.00       | $15399466.97       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-03-25      | 4.8121%  | 0.0000% | $55806191.00       | $38176820.72       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 4.5121%  | 0.0000% | $6071563.00        | $2752531.46        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD8473     | 2054-11-01      | 4.5000%  | 0.0000% | $1403732.00        | $1219512.52        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8530     | 2055-05-01      | 4.0000%  | 0.0000% | $220772.00         | $198521.49         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-07-25      | 4.5121%  | 0.0000% | $10000000.00       | $4299042.11        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6121%  | 0.0000% | $39432466.00       | $29435687.89       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6339 M         | 2049-12-20      | 3.5000%  | 0.0000% | $39631345.00       | $4754172.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614     | 2055-02-01      | 5.5000%  | 0.0000% | $92000.00          | $71482.20          | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 MF         | 2054-02-20      | 4.6251%  | 0.0000% | $5479056.00        | $3631977.93        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLMA5996     | 2056-03-01      | 4.5000%  | 0.0000% | $27241069.00       | $25960047.50       | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FA         | 2054-05-20      | 4.7251%  | 0.0000% | $16762243.00       | $13483294.51       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0745 M         | 2055-11-20      | 5.0000%  | 0.0000% | $25000.00          | $24415.42          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4660     | 2056-03-01      | 5.0000%  | 0.0000% | $7008330.00        | $6898277.41        | Agency Mortgage-Backed Securities         |
| GNII SF MB1140 M         | 2047-08-20      | 4.0000%  | 0.0000% | $63719.00          | $59441.61          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA8318     | 2056-03-01      | 5.0000%  | 0.0000% | $711534.00         | $698651.90         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB3854     | 2056-04-01      | 5.0000%  | 0.0000% | $1714531.00        | $1692152.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB2223     | 2056-05-01      | 5.0000%  | 0.0000% | $11150124.00       | $11020314.71       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB2067     | 2056-04-01      | 4.5000%  | 0.0000% | $801084.00         | $770501.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA7776     | 2056-03-01      | 5.0000%  | 0.0000% | $752147.00         | $740037.32         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA8484     | 2056-03-01      | 5.0000%  | 0.0000% | $1022.00           | $1006.25           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB0819     | 2056-04-01      | 4.5000%  | 0.0000% | $1001284.00        | $962403.53         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1570     | 2055-07-01      | 6.0000%  | 0.0000% | $291059.00         | $229041.37         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA6027     | 2056-04-01      | 4.0000%  | 0.0000% | $66202.00          | $61784.99          | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M         | 2054-04-20      | 5.5000%  | 0.0000% | $1822937.00        | $1291294.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5670     | 2055-04-01      | 4.0000%  | 0.0000% | $1659226.00        | $1472333.95        | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M         | 2054-01-20      | 5.5000%  | 0.0000% | $13539975.00       | $9609433.13        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654     | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $92239.83          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA6077     | 2056-05-01      | 4.0000%  | 0.0000% | $1465251.00        | $1375696.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162     | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $41954.53          | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M         | 2054-03-20      | 5.5000%  | 0.0000% | $32714927.00       | $22278143.04       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0145     | 2055-02-25      | 6.5000%  | 0.0000% | $43282.00          | $36434.03          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8322     | 2054-06-01      | 5.5000%  | 0.0000% | $23186035.00       | $17067888.70       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ5543     | 2055-10-01      | 4.0000%  | 0.0000% | $2037127.00        | $1892960.05        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ5090     | 2055-10-01      | 4.0000%  | 0.0000% | $1877011.00        | $1746544.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3882     | 2055-12-01      | 5.0000%  | 0.0000% | $18529344.00       | $17845282.72       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3203     | 2055-09-01      | 6.0000%  | 0.0000% | $5217246.00        | $5313215.52        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732     | 2052-09-01      | 4.0000%  | 0.0000% | $2278000.00        | $1663439.26        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6028     | 2056-04-01      | 4.5000%  | 0.0000% | $16575957.00       | $15881522.65       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0130     | 2056-05-01      | 6.5000%  | 0.0000% | $1570559.00        | $1637685.56        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0117     | 2056-05-01      | 4.5000%  | 0.0000% | $45215970.00       | $43396534.77       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0127     | 2056-05-01      | 5.0000%  | 0.0000% | $499950.00         | $493424.60         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA2418     | 2056-01-01      | 4.5000%  | 0.0000% | $502672.00         | $481629.07         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5307     | 2055-11-01      | 4.5000%  | 0.0000% | $24444049.00       | $22989184.43       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQX2978     | 2055-01-01      | 4.0000%  | 0.0000% | $1099914.00        | $982536.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699     | 2055-05-01      | 5.0000%  | 0.0000% | $30086.00          | $27090.99          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6052     | 2056-05-01      | 4.5000%  | 0.0000% | $23563147.00       | $22632510.78       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA6038     | 2041-04-01      | 5.0000%  | 0.0000% | $617166.00         | $609898.49         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024     | 2052-11-01      | 5.0000%  | 0.0000% | $4105981.00        | $3056338.82        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF9488     | 2056-01-01      | 4.5000%  | 0.0000% | $144084.00         | $137960.39         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9182     | 2054-09-01      | 7.0000%  | 0.0000% | $12519000.00       | $7915067.16        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF5816     | 2056-01-01      | 4.5000%  | 0.0000% | $578809.00         | $554807.25         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV6244     | 2055-09-01      | 4.5000%  | 0.0000% | $2687063.00        | $2337791.06        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDF7946     | 2056-05-01      | 4.0000%  | 0.0000% | $1169050.00        | $1097598.96        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-11-04      | 3.6500%  | 0.0000% | $1000000.00        | $1002497.22        | Agency Debentures and Agency Strips       |
| FEPC 05.000 CIZS6356     | 2026-08-01      | 5.0000%  | 0.0000% | $284239.00         | $16.60             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9748     | 2054-11-01      | 5.0000%  | 0.0000% | $1813000.00        | $1749538.62        | Agency Mortgage-Backed Securities         |
| FKAR 01.250 WNWN2053     | 2027-04-01      | 1.2500%  | 0.0000% | $30000.00          | $27098.56          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF1491     | 2052-10-01      | 4.5000%  | 0.0000% | $1080111.00        | $799915.00         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9484     | 2041-09-01      | 4.5000%  | 0.0000% | $2888.00           | $44.62             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077     | 2041-10-01      | 4.0000%  | 0.0000% | $2633.00           | $175.48            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255     | 2051-02-01      | 2.0000%  | 0.0000% | $59921898.00       | $31836165.88       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789     | 2055-08-01      | 4.0000%  | 0.0000% | $1974729.00        | $1776139.52        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6605     | 2052-06-01      | 2.0000%  | 0.0000% | $884215.00         | $626747.92         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY5062     | 2055-05-01      | 4.0000%  | 0.0000% | $194356.00         | $179790.00         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6578     | 2053-12-01      | 6.0000%  | 0.0000% | $58980778.00       | $44656971.48       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1860     | 2054-06-01      | 6.5000%  | 0.0000% | $32509370.00       | $21574193.09       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083     | 2056-01-01      | 4.5000%  | 0.0000% | $9824097.00        | $9314229.15        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232     | 2054-08-01      | 7.0000%  | 0.0000% | $12325000.00       | $8725353.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5643     | 2055-03-01      | 4.0000%  | 0.0000% | $2123943.00        | $1877175.78        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5876     | 2055-11-01      | 4.0000%  | 0.0000% | $158331.00         | $145841.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2118     | 2056-02-01      | 5.0000%  | 0.0000% | $300346.00         | $295031.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0094     | 2056-02-01      | 5.0000%  | 0.0000% | $851501.00         | $820415.30         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0005     | 2055-04-01      | 4.0000%  | 0.0000% | $2044009.00        | $1860131.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4148     | 2055-05-01      | 5.5000%  | 0.0000% | $78827163.00       | $68567011.86       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX3533     | 2056-05-01      | 4.5000%  | 0.0000% | $30953346.00       | $29748897.94       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3713     | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $301280.71         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4126     | 2052-07-01      | 4.5000%  | 0.0000% | $6190.00           | $4003.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046     | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $32668110.60       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDF7509     | 2056-01-01      | 4.0000%  | 0.0000% | $1034162.00        | $964291.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDF7769     | 2055-12-01      | 4.0000%  | 0.0000% | $1412171.00        | $1319231.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0119     | 2056-05-01      | 5.5000%  | 0.0000% | $49995.00          | $50217.08          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026     | 2040-09-01      | 5.5000%  | 0.0000% | $7092.00           | $5582.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5776     | 2055-10-01      | 6.0000%  | 0.0000% | $9456319.00        | $9266795.30        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY1100     | 2055-04-01      | 4.0000%  | 0.0000% | $1153701.00        | $1052848.08        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY3408     | 2055-05-01      | 4.0000%  | 0.0000% | $856205.00         | $791993.22         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ3608     | 2055-09-01      | 4.0000%  | 0.0000% | $1050568.00        | $976099.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4133     | 2055-09-01      | 5.5000%  | 0.0000% | $508879.00         | $494157.71         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0082     | 2056-01-01      | 4.0000%  | 0.0000% | $1085236.00        | $999625.82         | Agency Mortgage-Backed Securities         |
| GNII SF MB1139 M         | 2050-02-20      | 3.5000%  | 0.0000% | $4942986.00        | $4461599.58        | Agency Mortgage-Backed Securities         |
| GNII SF MB1068 M         | 2056-04-20      | 4.0000%  | 0.0000% | $655439.00         | $610435.50         | Agency Mortgage-Backed Securities         |
| GNMI SF 760393 X         | 2041-10-15      | 5.0000%  | 0.0000% | $3902.00           | $60.57             | Agency Mortgage-Backed Securities         |
| GNII SF MB1141 M         | 2056-05-20      | 4.5000%  | 0.0000% | $56450.00          | $54456.19          | Agency Mortgage-Backed Securities         |
| GNRM 2025-132 HA         | 2052-03-20      | 5.0000%  | 0.0000% | $10001878.00       | $7743404.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-004 BF         | 2054-01-20      | 4.6751%  | 0.0000% | $62740000.00       | $38348337.55       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $40292077.00       | $17173336.33       | Agency Mortgage-Backed Securities         |
| GNRA 2024-044 FC         | 2054-03-20      | 4.8251%  | 0.0000% | $50000000.00       | $23624407.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-185 FA         | 2053-12-20      | 4.7251%  | 0.0000% | $131827879.00      | $35123269.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 JA         | 2049-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $3027202.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FP         | 2055-01-20      | 4.5251%  | 0.0000% | $14245164.00       | $6507493.00        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQE0393     | 2052-04-01      | 3.0000%  | 0.0000% | $1278929.00        | $785366.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2055-01-25      | 4.5621%  | 0.0000% | $1000000.00        | $657763.62         | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD9348     | 2055-06-01      | 6.5000%  | 0.0000% | $5798212.00        | $6036851.33        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1275     | 2052-07-01      | 4.5000%  | 0.0000% | $11967015.00       | $7957222.83        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607     | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1160562.60        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG3641     | 2056-03-01      | 4.5000%  | 0.0000% | $236090.00         | $227524.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG7166     | 2056-05-01      | 4.5000%  | 0.0000% | $100000.00         | $96240.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943     | 2056-01-01      | 4.5000%  | 0.0000% | $163412.00         | $154677.80         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA6051     | 2056-05-01      | 4.0000%  | 0.0000% | $207170.00         | $193977.34         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7305     | 2053-10-01      | 6.0000%  | 0.0000% | $11175.00          | $7980.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4041     | 2052-07-01      | 5.0000%  | 0.0000% | $47348433.00       | $33212228.19       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871     | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $12778435.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4659     | 2056-04-01      | 5.0000%  | 0.0000% | $1569702.00        | $1540425.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3616     | 2056-01-01      | 5.0000%  | 0.0000% | $11741489.00       | $11319014.36       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3879     | 2050-07-01      | 2.5000%  | 0.0000% | $28780000.00       | $12300854.12       | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M         | 2052-08-20      | 4.0000%  | 0.0000% | $42149199.00       | $29279282.04       | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M         | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $19682636.55       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY5967     | 2055-06-01      | 4.0000%  | 0.0000% | $140584.00         | $126258.11         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQX9668     | 2055-04-01      | 4.0000%  | 0.0000% | $1833957.00        | $1689325.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6756     | 2055-11-01      | 6.0000%  | 0.0000% | $8121660.00        | $8376957.76        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ6506     | 2055-07-01      | 4.0000%  | 0.0000% | $173398.00         | $161171.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3505     | 2056-01-01      | 5.0000%  | 0.0000% | $1651927.00        | $1602836.12        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY0582     | 2055-04-01      | 4.0000%  | 0.0000% | $1032390.00        | $938787.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3204     | 2055-09-01      | 6.0000%  | 0.0000% | $6344255.00        | $5657485.79        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504     | 2055-08-01      | 7.0000%  | 0.0000% | $216990.00         | $228925.32         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0482     | 2056-01-01      | 4.5000%  | 0.0000% | $422698.00         | $405015.44         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1887     | 2055-08-01      | 6.0000%  | 0.0000% | $6157975.00        | $5961017.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2316     | 2055-09-01      | 5.5000%  | 0.0000% | $12052127.00       | $11226300.84       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLTA7883     | 2056-03-01      | 4.0000%  | 0.0000% | $2035138.00        | $1866827.90        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3346     | 2052-04-01      | 2.0000%  | 0.0000% | $118181.00         | $79912.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027     | 2055-07-01      | 5.5000%  | 0.0000% | $20000.00          | $17178.19          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159     | 2054-12-01      | 6.0000%  | 0.0000% | $13128318.00       | $10461239.24       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041     | 2055-08-01      | 6.0000%  | 0.0000% | $27530703.00       | $20791498.69       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0115     | 2056-05-01      | 3.5000%  | 0.0000% | $1443983.00        | $1309646.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0062     | 2041-02-01      | 5.0000%  | 0.0000% | $312057.00         | $294285.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4355     | 2055-06-01      | 5.0000%  | 0.0000% | $5909168.00        | $5598222.05        | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 GF         | 2065-10-20      | 4.6251%  | 0.0000% | $70414292.00       | $37914325.67       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA1555     | 2055-05-01      | 6.0000%  | 0.0000% | $10012201.00       | $9543027.98        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV0282     | 2052-01-01      | 2.0000%  | 0.0000% | $584527.00         | $362747.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBU5458     | 2054-12-01      | 4.0000%  | 0.0000% | $1189498.00        | $1092560.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388     | 2052-08-01      | 4.5000%  | 0.0000% | $16665520.00       | $11523240.06       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4402     | 2052-08-01      | 5.0000%  | 0.0000% | $26414351.00       | $17694737.48       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5880     | 2055-11-01      | 6.0000%  | 0.0000% | $1165880.00        | $1025041.90        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLMA5844     | 2055-09-01      | 7.5000%  | 0.0000% | $2349799.00        | $1477913.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5821     | 2055-09-01      | 5.0000%  | 0.0000% | $43114.00          | $40304.07          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024     | 2051-07-01      | 2.5000%  | 0.0000% | $4487000.00        | $2609479.75        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1876     | 2051-10-01      | 3.0000%  | 0.0000% | $442799.00         | $303008.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDD9090     | 2055-05-01      | 4.0000%  | 0.0000% | $1995953.00        | $1783472.67        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIQO5236     | 2041-01-01      | 4.0000%  | 0.0000% | $213430.00         | $162765.67         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8417     | 2055-08-01      | 5.5000%  | 0.0000% | $51765997.00       | $43734478.22       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3952     | 2050-11-01      | 2.0000%  | 0.0000% | $450749.00         | $262258.66         | Agency Mortgage-Backed Securities         |
| FNRM CL068AC R25F068     | 2052-01-25      | 5.5000%  | 0.0000% | $47153002.00       | $34869561.42       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-11-25      | 4.5121%  | 0.0000% | $500000.00         | $467579.52         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDC2378     | 2054-09-01      | 6.0000%  | 0.0000% | $4119697.00        | $2970265.58        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-01-25      | 4.4621%  | 0.0000% | $50000000.00       | $35191328.82       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 4.5121%  | 0.0000% | $76803345.00       | $51268647.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-02-25      | 4.6121%  | 0.0000% | $900000.00         | $665080.59         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 4.5121%  | 0.0000% | $38931766.00       | $23364093.86       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-06-25      | 4.6121%  | 0.0000% | $64294511.00       | $55048372.06       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-01-25      | 4.6621%  | 0.0000% | $15000000.00       | $5039887.11        | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $290518.00         | $107383.96         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6121%  | 0.0000% | $2978949.00        | $2056068.51        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6121%  | 0.0000% | $1000000.00        | $739759.01         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD6401     | 2054-09-01      | 6.0000%  | 0.0000% | $16455000.00       | $12063386.39       | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M         | 2055-08-20      | 5.0000%  | 0.0000% | $5750959.00        | $5471801.51        | Agency Mortgage-Backed Securities         |
| GNII JM MA8935 M         | 2053-06-20      | 5.0000%  | 0.0000% | $9144773.00        | $6583511.38        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-12-31      | 3.3750%  | 0.0000% | $216800.00         | $217804.78         | U.S. Treasuries (including strips)        |
| Freddie Mac              | 2055-12-25      | 4.5621%  | 0.0000% | $82082963.00       | $71316963.09       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CIQO4719     | 2041-01-01      | 4.0000%  | 0.0000% | $158712.00         | $145964.37         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-08-25      | 4.5621%  | 0.0000% | $2377521.00        | $1773532.57        | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2054-08-25      | 4.8621%  | 0.0000% | $18401249.00       | $7310801.25        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD8521     | 2055-04-01      | 4.0000%  | 0.0000% | $2039535.00        | $1814131.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3652     | 2053-08-01      | 6.0000%  | 0.0000% | $2795000.00        | $1984013.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2053-09-25      | 4.9121%  | 0.0000% | $5756772.00        | $3638450.77        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-02-25      | 4.6121%  | 0.0000% | $900000.00         | $705322.77         | Agency Collateralized Mortgage Obligation |
| FNRM CL050BC R25F050     | 2051-11-25      | 5.5000%  | 0.0000% | $25260593.00       | $18499084.57       | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LB837923     | 2035-08-01      | 6.4270%  | 0.0000% | $7013.00           | $44.34             | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-08-25      | 4.7621%  | 0.0000% | $33900000.00       | $13432450.13       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLDF7768     | 2056-01-01      | 4.0000%  | 0.0000% | $1092829.00        | $955987.92         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDF4986     | 2055-11-01      | 4.0000%  | 0.0000% | $1137700.00        | $1060040.11        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2850     | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $654.44            | Agency Mortgage-Backed Securities         |

### Security 676: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.620000%
- **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: ARP1I9OB3, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1I9OB3
- **C.18 - Value (incl. sponsor support):** $486000000.00
- **C.18.a - Value (excl. sponsor support):** $486000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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      | 3.8750%  | 0.0000% | $42111300.00       | $37144195.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $68807600.00       | $69102193.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $31172000.00       | $42465519.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $78358600.00       | $105120375.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $2787000.00        | $5938079.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $300000.00         | $285445.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $30746100.00       | $26882907.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $24977000.00       | $28887367.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $118320700.00      | $115686549.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $58710600.00       | $63865912.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $58600.00          | $67147.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $277200.00         | $274474.31         | U.S. Treasuries (including strips) |

### Security 677: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9OC1, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1I9OC1
- **C.18 - Value (incl. sponsor support):** $457000000.00
- **C.18.a - Value (excl. sponsor support):** $457000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2031-06-30      | 4.2500%  | 0.0000% | $21736000.00       | $22218345.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $77683100.00       | $58393866.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $3400.00           | $3367.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $67358500.00       | $60366478.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $34275600.00       | $34589742.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $58768500.00       | $57715196.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $90833400.00       | $88811193.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $10000000.00       | $9828313.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $360000.00         | $344864.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $14511800.00       | $11921101.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $56100.00          | $56043.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $775900.00         | $660459.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $109019700.00      | $75789290.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $56753800.00       | $33103277.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $3124900.00        | $3113587.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $347700.00         | $356709.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $9000000.00        | $8867902.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |

### Security 678: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.620000%
- **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: ARP1I9OD9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9OD9
- **C.18 - Value (incl. sponsor support):** $4457000000.00
- **C.18.a - Value (excl. sponsor support):** $4457000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DN2294 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10951840.00       | $11636291.24       | Agency Mortgage-Backed Securities |
| GNPL PN DA8512       | 2060-06-15      | 5.8400%  | 0.0000% | $401580.00         | $417957.16         | Agency Mortgage-Backed Securities |
| GNAR AF MA6297 M     | 2049-08-20      | 5.1250%  | 0.0000% | $365278.00         | $117146.65         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA6501 | 2050-01-01      | 4.5000%  | 0.0000% | $7637880.00        | $1019370.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4154 | 2040-09-01      | 5.5000%  | 0.0000% | $1352876.00        | $1265090.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | 0.0000% | $75000.00          | $5773.34           | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC1756 | 2036-02-01      | 1.5000%  | 0.0000% | $39391104.00       | $17719406.20       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI4767 | 2054-04-01      | 6.5000%  | 0.0000% | $4480168.00        | $2883340.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2821 | 2056-05-01      | 5.0000%  | 0.0000% | $13134480.00       | $13020521.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1861 | 2055-10-01      | 5.5000%  | 0.0000% | $1807126.00        | $1647663.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7203 | 2055-08-01      | 6.5000%  | 0.0000% | $1335550.00        | $1392173.98        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLAL9057 | 2038-05-01      | 7.5000%  | 0.0000% | $4000000.00        | $633611.14         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $973000.00         | $784060.93         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2822 | 2053-10-01      | 3.0000%  | 0.0000% | $19523104.00       | $16041570.75       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6269 | 2049-04-01      | 4.5000%  | 0.0000% | $13672900.00       | $2899266.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6406 | 2055-09-01      | 6.0000%  | 0.0000% | $5807760.00        | $5934957.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5871 | 2055-08-01      | 6.0000%  | 0.0000% | $14695520.00       | $12808869.90       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBT2055 | 2037-03-01      | 1.5000%  | 0.0000% | $3132372.00        | $1804447.70        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1872 | 2036-02-01      | 2.5000%  | 0.0000% | $5354448.00        | $2446382.81        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO0692 | 2037-08-01      | 4.0000%  | 0.0000% | $1377456.00        | $795471.63         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5090 | 2040-12-01      | 2.0000%  | 0.0000% | $2900000.00        | $1429982.00        | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8222 | 2054-10-01      | 6.0000%  | 0.0000% | $3718196.00        | $3703442.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAJ4087 | 2026-10-01      | 3.0000%  | 0.0000% | $5324110.00        | $10305.15          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQN5762 | 2036-04-01      | 2.5000%  | 0.0000% | $8660400.00        | $4625370.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3229 | 2055-07-01      | 6.0000%  | 0.0000% | $5712560.00        | $4944981.02        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4581 | 2040-12-01      | 6.0000%  | 0.0000% | $1618798.00        | $1513200.39        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | 0.0000% | $3300000.00        | $2838825.99        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4847 | 2041-01-01      | 4.0000%  | 0.0000% | $1098000.00        | $1046241.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7806 | 2054-12-01      | 5.5000%  | 0.0000% | $6215424.00        | $5643100.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9995 | 2056-03-01      | 5.0000%  | 0.0000% | $2068664.00        | $2002273.04        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA4698 | 2056-01-01      | 6.0000%  | 0.0000% | $10079280.00       | $9195694.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  | 0.0000% | $250000.00         | $177356.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3787 | 2053-02-01      | 5.5000%  | 0.0000% | $1690000.00        | $1166638.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG7345 | 2056-04-01      | 4.5000%  | 0.0000% | $4362504.00        | $4203055.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA6009 | 2046-03-01      | 5.5000%  | 0.0000% | $13326592.00       | $13246227.20       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4755 | 2056-02-01      | 5.0000%  | 0.0000% | $2228950.00        | $2212271.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9087 | 2056-01-01      | 6.0000%  | 0.0000% | $3263952.00        | $3348942.71        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0015 | 2054-12-01      | 4.5000%  | 0.0000% | $10789616.00       | $9081656.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG9890 | 2041-05-01      | 5.5000%  | 0.0000% | $11306048.00       | $11541930.12       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8539 | 2056-05-01      | 5.5000%  | 0.0000% | $11097104.00       | $11333336.69       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5827 | 2040-09-01      | 4.0000%  | 0.0000% | $924218.00         | $824743.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6785 | 2056-05-01      | 5.0000%  | 0.0000% | $14697936.00       | $14353506.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9376 | 2056-06-01      | 5.5000%  | 0.0000% | $29720704.00       | $30173314.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT8135 | 2052-04-01      | 3.0000%  | 0.0000% | $2419404.00        | $1851430.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $998430.00         | $658571.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0099 | 2055-03-01      | 5.5000%  | 0.0000% | $70060.00          | $63011.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7370 | 2053-10-01      | 6.0000%  | 0.0000% | $2802164.00        | $2422377.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2792 | 2056-04-01      | 5.0000%  | 0.0000% | $16288352.00       | $16143973.71       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ1196 | 2055-08-01      | 5.0000%  | 0.0000% | $2571908.00        | $2310821.72        | Agency Mortgage-Backed Securities |
| GNPL PN DM6442       | 2060-12-15      | 5.4000%  | 0.0000% | $403679.00         | $414238.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1492 | 2055-12-01      | 5.5000%  | 0.0000% | $14651360.00       | $14643676.90       | Agency Mortgage-Backed Securities |
| GNII SF MA1519 M     | 2043-08-20      | 2.5000%  | 0.0000% | $390000.00         | $85000.29          | Agency Mortgage-Backed Securities |
| GNII SF 796468 C     | 2042-09-20      | 4.0000%  | 0.0000% | $182000.00         | $15008.01          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1258 | 2056-01-01      | 5.0000%  | 0.0000% | $14425568.00       | $14195588.91       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTB2281 | 2056-05-01      | 6.5000%  | 0.0000% | $9354544.00        | $9778430.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0762 | 2056-01-01      | 5.5000%  | 0.0000% | $5709864.00        | $5783670.19        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS0003 | 2036-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $521099.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9796 | 2056-01-01      | 5.0000%  | 0.0000% | $2962628.00        | $2911963.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2247 | 2036-11-01      | 2.5000%  | 0.0000% | $25362720.00       | $15142163.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $500000000.00      | $38445090.55       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA3161 | 2047-10-01      | 3.5000%  | 0.0000% | $1048328.00        | $262610.53         | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $78580096.00       | $38947529.80       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4216 | 2055-05-01      | 5.0000%  | 0.0000% | $823860.00         | $805459.12         | Agency Mortgage-Backed Securities |
| GNPL PN CU4659       | 2059-04-15      | 5.6800%  | 0.0000% | $44423.00          | $45523.68          | Agency Mortgage-Backed Securities |
| GNII ET CZ6964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $881843.88         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7284 | 2036-05-01      | 2.0000%  | 0.0000% | $300000.00         | $133326.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1584 | 2040-11-01      | 6.0000%  | 0.0000% | $8345952.00        | $8460515.68        | Agency Mortgage-Backed Securities |
| GNII SF DQ6801 C     | 2056-04-20      | 4.5000%  | 0.0000% | $1042162.00        | $1013075.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2191 | 2056-03-01      | 5.0000%  | 0.0000% | $52827008.00       | $52335077.41       | Agency Mortgage-Backed Securities |
| GNII SF DL4050 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4691200.00        | $4217555.74        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA4438 | 2056-01-01      | 7.0000%  | 0.0000% | $1849746.00        | $1641146.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5955 | 2056-03-01      | 4.5000%  | 0.0000% | $18179360.00       | $17340572.36       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5868 | 2056-02-01      | 5.0000%  | 0.0000% | $12820928.00       | $12599384.54       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0509 | 2055-08-01      | 6.5000%  | 0.0000% | $8779536.00        | $5437563.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1977 | 2056-02-01      | 4.5000%  | 0.0000% | $56076480.00       | $53690045.80       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  | 0.0000% | $15107040.00       | $9313074.84        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1690 | 2055-06-01      | 6.0000%  | 0.0000% | $33322432.00       | $30094547.68       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7757 | 2056-05-01      | 5.0000%  | 0.0000% | $13084336.00       | $12913557.79       | Agency Mortgage-Backed Securities |
| GNPL PN DC7255       | 2060-07-15      | 5.8200%  | 0.0000% | $1815660.00        | $1896391.73        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL3996 | 2051-08-01      | 4.0000%  | 0.0000% | $13362272.00       | $12288281.14       | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M     | 2043-07-20      | 3.0000%  | 0.0000% | $107000.00         | $11516.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1363 | 2055-10-01      | 6.0000%  | 0.0000% | $3612436.00        | $3601462.77        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7954 | 2054-02-01      | 4.5000%  | 0.0000% | $9213488.00        | $8075405.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $1226248.00        | $971873.41         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA6064 | 2046-05-01      | 5.0000%  | 0.0000% | $3627888.00        | $3617146.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDH1987 | 2056-06-01      | 4.5000%  | 0.0000% | $1577660.00        | $1520589.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0742 | 2039-09-25      | 6.0000%  | 0.0000% | $6631960.00        | $4455092.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3784 | 2056-03-01      | 5.5000%  | 0.0000% | $1222080.00        | $1242237.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5082 | 2056-03-01      | 5.0000%  | 0.0000% | $7889040.00        | $7793943.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $11000.00          | $8055.13           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG3060 | 2056-02-01      | 6.5000%  | 0.0000% | $5004312.00        | $4755428.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4572 | 2053-05-01      | 5.5000%  | 0.0000% | $89144832.00       | $66812151.81       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0332 | 2056-02-01      | 4.5000%  | 0.0000% | $3044056.00        | $2898492.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $60000.00          | $45951.79          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $151517.73         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0649 | 2037-04-01      | 2.5000%  | 0.0000% | $5557320.00        | $3357072.87        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0546 | 2036-01-01      | 2.0000%  | 0.0000% | $8615952.00        | $3331105.01        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9394 | 2051-03-01      | 2.0000%  | 0.0000% | $85000.00          | $41607.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9904 | 2055-09-01      | 5.0000%  | 0.0000% | $500000.00         | $489541.23         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5308 | 2053-12-01      | 7.5000%  | 0.0000% | $1220806.00        | $924843.45         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6398 | 2052-07-01      | 5.0000%  | 0.0000% | $2546000.00        | $1534056.12        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4321 | 2053-11-01      | 6.5000%  | 0.0000% | $33000.00          | $22254.36          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9824 | 2052-09-01      | 5.0000%  | 0.0000% | $4478784.00        | $3644195.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5245 | 2053-06-01      | 5.0000%  | 0.0000% | $306394.00         | $291439.05         | Agency Mortgage-Backed Securities |
| GNII SF BJ4364 C     | 2048-10-20      | 4.5000%  | 0.0000% | $1471278.00        | $160289.18         | Agency Mortgage-Backed Securities |
| GNII SF BQ7065 C     | 2050-04-20      | 2.7500%  | 0.0000% | $1818368.00        | $274159.76         | Agency Mortgage-Backed Securities |
| GNII SF BI3167 C     | 2048-07-20      | 5.0000%  | 0.0000% | $590000.00         | $51101.29          | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $29741376.00       | $25441686.55       | Agency Mortgage-Backed Securities |
| GNII SF DL2636 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1999714.00        | $983142.43         | Agency Mortgage-Backed Securities |
| GNII SF MA9694 M     | 2039-06-20      | 5.0000%  | 0.0000% | $365359.00         | $236789.60         | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $32330.36          | Agency Mortgage-Backed Securities |
| GNII SF MA6744 M     | 2035-03-20      | 4.5000%  | 0.0000% | $195236.00         | $48488.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3997 | 2050-04-01      | 3.0000%  | 0.0000% | $560155.00         | $59164.22          | Agency Mortgage-Backed Securities |
| GNII SF BZ8537 C     | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $49517.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $18000.00          | $9248.22           | Agency Mortgage-Backed Securities |
| GNII SF CH0829 C     | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $402983.08         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB0239 | 2056-04-01      | 6.0000%  | 0.0000% | $5609590.00        | $5811106.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB3587 | 2056-05-01      | 5.5000%  | 0.0000% | $6786550.00        | $6876076.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB3317 | 2056-05-01      | 5.0000%  | 0.0000% | $2135204.00        | $2122960.50        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1064 | 2055-08-01      | 7.0000%  | 0.0000% | $7962440.00        | $6979871.78        | Agency Mortgage-Backed Securities |
| GNII SF DM4524 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3296020.00        | $3440913.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9617 | 2055-12-01      | 5.0000%  | 0.0000% | $4152320.00        | $4095050.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0338 | 2055-02-01      | 5.5000%  | 0.0000% | $62241920.00       | $50286400.46       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBQ7902 | 2050-11-01      | 3.5000%  | 0.0000% | $1399820.00        | $353335.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBD8965 | 2036-11-01      | 3.0000%  | 0.0000% | $4050000.00        | $484456.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7539 | 2053-11-01      | 6.0000%  | 0.0000% | $2293300.00        | $2072877.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I3BF0729 | 2051-11-01      | 3.0000%  | 0.0000% | $644577.00         | $462833.82         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1005 | 2054-08-01      | 6.5000%  | 0.0000% | $7886376.00        | $5754206.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2828 | 2056-04-01      | 5.5000%  | 0.0000% | $7581248.00        | $7688711.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3822 | 2055-12-01      | 5.0000%  | 0.0000% | $62288100.00       | $60536358.94       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8505 | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2041184.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2954 | 2053-05-01      | 6.0000%  | 0.0000% | $93859456.00       | $51350945.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5603 | 2056-05-01      | 5.0000%  | 0.0000% | $156291200.00      | $153761713.41      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $122843904.00      | $117832955.04      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0607 | 2055-06-01      | 7.0000%  | 0.0000% | $5713660.00        | $5453976.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $1002000.00        | $152513.93         | Agency Mortgage-Backed Securities |
| GNII SF MA9355 M     | 2051-11-20      | 2.0000%  | 0.0000% | $592926.00         | $288499.49         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL4857 | 2052-09-01      | 3.5000%  | 0.0000% | $23605760.00       | $21512223.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6248 | 2050-04-01      | 5.5000%  | 0.0000% | $155054.00         | $51874.17          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM5534 | 2041-01-01      | 2.0000%  | 0.0000% | $205000.00         | $107872.19         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4226 | 2050-09-01      | 2.5000%  | 0.0000% | $589000.00         | $274721.94         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3282 | 2055-02-01      | 6.0000%  | 0.0000% | $17493216.00       | $11632113.88       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4559 | 2052-09-01      | 5.0000%  | 0.0000% | $2695292.00        | $1956530.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG4923 | 2056-05-01      | 5.0000%  | 0.0000% | $1321294.00        | $1313107.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG2537 | 2056-02-01      | 4.5000%  | 0.0000% | $2153820.00        | $2067916.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS6135 | 2037-01-01      | 2.5000%  | 0.0000% | $2920000.00        | $1916051.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6158 | 2052-07-01      | 4.0000%  | 0.0000% | $3465000.00        | $2408578.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6251 | 2053-11-01      | 6.5000%  | 0.0000% | $4305000.00        | $3121463.61        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7960 | 2054-05-01      | 5.5000%  | 0.0000% | $49970000.00       | $42274980.51       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3883 | 2039-10-01      | 5.0000%  | 0.0000% | $1120888.00        | $216796.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDG8248 | 2041-04-01      | 4.5000%  | 0.0000% | $2542956.00        | $2514675.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9832 | 2056-05-01      | 5.5000%  | 0.0000% | $8134470.00        | $8231787.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG5823 | 2056-04-01      | 5.0000%  | 0.0000% | $9579104.00        | $9425271.65        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $12458000.00       | $11117595.56       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8811 | 2055-09-01      | 6.0000%  | 0.0000% | $9178864.00        | $8630473.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7413 | 2055-08-01      | 6.0000%  | 0.0000% | $15501000.00       | $13004530.86       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $79647872.00       | $58088153.85       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL1063 | 2040-09-01      | 5.5000%  | 0.0000% | $162016000.00      | $2344408.90        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0389 | 2052-04-01      | 3.0000%  | 0.0000% | $9089000.00        | $4962508.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ8852 | 2054-11-01      | 6.0000%  | 0.0000% | $334340.00         | $237567.85         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3010 | 2053-06-01      | 5.5000%  | 0.0000% | $1300000.00        | $995054.32         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD1507 | 2051-05-01      | 2.0000%  | 0.0000% | $5500000.00        | $3462978.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6140 | 2054-07-01      | 6.0000%  | 0.0000% | $26945280.00       | $18154240.08       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8158 | 2037-06-01      | 2.0000%  | 0.0000% | $20416224.00       | $12371561.54       | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PZT2262 | 2048-06-01      | 3.0000%  | 0.0000% | $775000.00         | $456472.88         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2428 | 2039-08-01      | 6.0000%  | 0.0000% | $2978780.00        | $1181727.00        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBV5843 | 2055-08-01      | 7.0000%  | 0.0000% | $3222890.00        | $2853991.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB1319 | 2054-03-01      | 5.0000%  | 0.0000% | $381911.00         | $367231.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5204 | 2054-06-01      | 5.5000%  | 0.0000% | $18247680.00       | $14250113.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1374 | 2054-03-01      | 5.5000%  | 0.0000% | $1034194.00        | $641004.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5214 | 2054-07-01      | 6.0000%  | 0.0000% | $2730412.00        | $1232261.28        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB4540 | 2037-05-01      | 1.5000%  | 0.0000% | $2645792.00        | $1737027.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6489 | 2053-06-01      | 6.0000%  | 0.0000% | $18276032.00       | $12291371.89       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY1804 | 2053-06-01      | 4.5000%  | 0.0000% | $47928.00          | $31919.37          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM9367 | 2036-11-01      | 1.5000%  | 0.0000% | $3932940.00        | $2117829.00        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4484 | 2053-07-01      | 4.0000%  | 0.0000% | $16948512.00       | $15393411.50       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5426 | 2039-07-01      | 6.0000%  | 0.0000% | $165564.00         | $73356.72          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0117 | 2056-05-01      | 4.5000%  | 0.0000% | $2141372.00        | $2055205.81        | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6456360.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $171539968.00      | $115134695.34      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH0954 | 2056-06-01      | 6.0000%  | 0.0000% | $14624480.00       | $15062551.43       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5737 | 2053-12-01      | 3.5000%  | 0.0000% | $114351872.00      | $104213003.01      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6944 | 2055-06-01      | 5.0000%  | 0.0000% | $2323576.00        | $2264451.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW6317 | 2052-08-01      | 5.5000%  | 0.0000% | $190178.00         | $118104.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0427 | 2052-11-01      | 5.5000%  | 0.0000% | $1301000.00        | $900972.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4209 | 2055-12-01      | 5.5000%  | 0.0000% | $6605440.00        | $6681138.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3802 | 2055-09-01      | 6.0000%  | 0.0000% | $14613344.00       | $14705225.61       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0417 | 2052-11-01      | 5.0000%  | 0.0000% | $18114528.00       | $12056307.59       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA2665 | 2055-07-01      | 7.0000%  | 0.0000% | $16078336.00       | $14830582.21       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4594 | 2056-01-01      | 5.5000%  | 0.0000% | $95153920.00       | $91882572.41       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7947 | 2052-08-01      | 5.0000%  | 0.0000% | $22820736.00       | $14584340.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY2231 | 2055-05-01      | 5.0000%  | 0.0000% | $2072856.00        | $1941215.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6929 | 2053-08-01      | 6.5000%  | 0.0000% | $4861530.00        | $3667048.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7340 | 2053-10-01      | 6.0000%  | 0.0000% | $2250000.00        | $1704652.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA1273 | 2042-11-01      | 3.5000%  | 0.0000% | $55960192.00       | $5264142.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1985 | 2056-02-01      | 6.0000%  | 0.0000% | $8927792.00        | $9113956.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG9691 | 2056-05-01      | 5.5000%  | 0.0000% | $1577720.00        | $1605675.27        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG9816 | 2056-04-01      | 6.5000%  | 0.0000% | $2161412.00        | $2258685.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS9491 | 2037-05-01      | 2.5000%  | 0.0000% | $3715000.00        | $2753042.07        | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $279876.00         | $25630.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CQMA0633 | 2040-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $65449.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2390 | 2056-04-01      | 5.5000%  | 0.0000% | $20903424.00       | $21002440.91       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2370 | 2056-04-01      | 5.0000%  | 0.0000% | $186966016.00      | $183996015.60      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0045 | 2040-12-01      | 3.5000%  | 0.0000% | $33529984.00       | $30901825.29       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB3059 | 2056-05-01      | 4.5000%  | 0.0000% | $5618904.00        | $5412864.41        | Agency Mortgage-Backed Securities |
| GNII SF DK0069 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1962418.00        | $2040102.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $176000.00         | $105775.39         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2671 | 2056-01-01      | 5.5000%  | 0.0000% | $3890608.00        | $3942407.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1221 | 2055-12-01      | 6.0000%  | 0.0000% | $5085920.00        | $5188824.50        | Agency Mortgage-Backed Securities |
| GNII SF DN5550 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3103228.00        | $3221230.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3420 | 2055-08-01      | 5.5000%  | 0.0000% | $33731008.00       | $32793037.87       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTB1523 | 2056-05-01      | 4.5000%  | 0.0000% | $6103500.00        | $5881159.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB1048 | 2056-04-01      | 5.5000%  | 0.0000% | $5027008.00        | $5073481.18        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1295 | 2055-05-01      | 6.5000%  | 0.0000% | $27500000.00       | $17310658.43       | Agency Mortgage-Backed Securities |
| GNII SF DP1268 C     | 2056-01-20      | 7.0000%  | 0.0000% | $2366016.00        | $2520389.86        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1046 | 2056-04-01      | 5.0000%  | 0.0000% | $8723984.00        | $8612762.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB3919 | 2056-05-01      | 5.5000%  | 0.0000% | $1213920.00        | $1236105.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB2798 | 2056-05-01      | 5.5000%  | 0.0000% | $11249020.00       | $10945615.62       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB3231 | 2056-05-01      | 6.0000%  | 0.0000% | $11132079.00       | $11465536.72       | Agency Mortgage-Backed Securities |
| GNPL LM CH6568       | 2054-05-15      | 3.1900%  | 0.0000% | $56058.00          | $47443.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  | 0.0000% | $1224650.00        | $824426.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9121 | 2055-07-01      | 5.5000%  | 0.0000% | $12002784.00       | $11917907.71       | Agency Mortgage-Backed Securities |
| GNII SF MB0933 M     | 2056-01-20      | 3.5000%  | 0.0000% | $231988.00         | $208157.60         | Agency Mortgage-Backed Securities |
| GNII SF CC9791 C     | 2051-04-20      | 3.0000%  | 0.0000% | $74989.00          | $52476.26          | Agency Mortgage-Backed Securities |
| FEPC 01.500 3PRE6085 | 2051-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $547225.28         | Agency Mortgage-Backed Securities |
| GNII SF DP1271 C     | 2056-02-20      | 7.0000%  | 0.0000% | $3104676.00        | $3307784.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBQ6292 | 2050-11-01      | 3.0000%  | 0.0000% | $1100000.00        | $838289.67         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4553 | 2055-04-01      | 6.5000%  | 0.0000% | $465225.00         | $489435.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0097 | 2053-05-01      | 5.5000%  | 0.0000% | $1016068.00        | $534233.61         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2225 | 2054-04-01      | 5.0000%  | 0.0000% | $1784040.00        | $1472432.98        | Agency Mortgage-Backed Securities |
| FNMS 02.525 CLAT7476 | 2043-05-01      | 2.5250%  | 0.0000% | $107822.00         | $63030.29          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4883 | 2041-02-01      | 6.0000%  | 0.0000% | $1622020.00        | $1661653.39        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  | 0.0000% | $71626960.00       | $49984786.73       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $4640960.00        | $3232976.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0919 | 2054-08-01      | 5.5000%  | 0.0000% | $1188874.00        | $697072.59         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8116 | 2036-08-01      | 2.5000%  | 0.0000% | $1588430.00        | $738223.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI9007 | 2054-07-01      | 5.5000%  | 0.0000% | $1374182.00        | $996432.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $13692032.00       | $3264125.05        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB0353 | 2040-11-01      | 1.5000%  | 0.0000% | $500176.00         | $244928.86         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4963 | 2055-04-01      | 6.5000%  | 0.0000% | $1418004.00        | $1019908.96        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6902 | 2054-06-01      | 5.5000%  | 0.0000% | $1129400.00        | $762622.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5310 | 2055-04-01      | 6.0000%  | 0.0000% | $5163368.00        | $4997286.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5900 | 2055-08-01      | 6.5000%  | 0.0000% | $1801298.00        | $1881884.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3510 | 2055-07-01      | 6.0000%  | 0.0000% | $3086072.00        | $2749947.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKDG3996 | 2056-03-01      | 5.5000%  | 0.0000% | $3383292.00        | $3407115.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5106 | 2056-04-01      | 4.5000%  | 0.0000% | $12146512.00       | $11677970.50       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG0418 | 2056-02-01      | 6.0000%  | 0.0000% | $1127064.00        | $1182913.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6422 | 2056-06-01      | 5.0000%  | 0.0000% | $24976480.00       | $24748566.85       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2004 | 2056-02-01      | 5.0000%  | 0.0000% | $13643472.00       | $13159154.08       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3817 | 2056-03-01      | 5.0000%  | 0.0000% | $9429904.00        | $9324863.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7807 | 2055-08-01      | 6.5000%  | 0.0000% | $25266080.00       | $23149380.18       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6073 | 2053-10-01      | 7.0000%  | 0.0000% | $43600832.00       | $30047782.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9333 | 2054-10-01      | 5.5000%  | 0.0000% | $114301184.00      | $93759648.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF9078 | 2041-01-01      | 6.0000%  | 0.0000% | $1552990.00        | $1571917.23        | Agency Mortgage-Backed Securities |
| GNII SF DL7992 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1597678.00        | $1667775.77        | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $263470.00         | $186267.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0937 | 2041-02-01      | 3.5000%  | 0.0000% | $72556544.00       | $4225398.13        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS6521 | 2037-02-01      | 1.5000%  | 0.0000% | $940458.00         | $583599.42         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5828 | 2056-03-01      | 4.5000%  | 0.0000% | $21969376.00       | $21040378.64       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8965 | 2051-10-01      | 2.5000%  | 0.0000% | $1400000.00        | $848824.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM8471 | 2036-09-01      | 2.5000%  | 0.0000% | $4405192.00        | $2166067.82        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0121 | 2056-05-01      | 6.5000%  | 0.0000% | $14305620.00       | $14769640.73       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4034 | 2055-04-01      | 6.0000%  | 0.0000% | $6050000.00        | $4783034.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDH0950 | 2056-06-01      | 5.5000%  | 0.0000% | $12344320.00       | $12501361.70       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1974 | 2055-06-01      | 6.5000%  | 0.0000% | $38544000.00       | $28438817.72       | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $238456000.00      | $208248688.50      | Agency Mortgage-Backed Securities |
| GNII SF AN2972 C     | 2045-09-20      | 4.0000%  | 0.0000% | $1400000.00        | $130780.30         | Agency Mortgage-Backed Securities |
| GNII SF DE5795 C     | 2054-10-20      | 7.0000%  | 0.0000% | $12984208.00       | $11553199.75       | Agency Mortgage-Backed Securities |
| GNAR AF MB1085 M     | 2056-02-20      | 5.0000%  | 0.0000% | $45592080.00       | $45922341.36       | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1041463.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5178 | 2055-02-01      | 5.5000%  | 0.0000% | $2692600.00        | $2150997.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $2674752.00        | $2078553.72        | Agency Mortgage-Backed Securities |
| GNII SF MA4263 M     | 2047-01-20      | 4.0000%  | 0.0000% | $1355010.00        | $117068.80         | Agency Mortgage-Backed Securities |
| GNII SF DS0609 C     | 2056-05-20      | 3.5000%  | 0.0000% | $20790432.00       | $18494923.44       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $4323000.00        | $1962671.39        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7485 | 2036-08-01      | 2.0000%  | 0.0000% | $2620000.00        | $1281799.45        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  | 0.0000% | $300000.00         | $167349.08         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0149 | 2041-03-01      | 2.0000%  | 0.0000% | $2624000.00        | $1434388.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2342 | 2044-12-01      | 5.0000%  | 0.0000% | $3250000.00        | $2261355.67        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0307 | 2035-02-01      | 2.5000%  | 0.0000% | $3201000.00        | $841020.64         | Agency Mortgage-Backed Securities |
| GNII SF BX2406 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $482898.40         | Agency Mortgage-Backed Securities |
| GNII SF BW8886 C     | 2032-11-20      | 7.0000%  | 0.0000% | $1775908.00        | $424404.21         | Agency Mortgage-Backed Securities |
| GNII SF DJ9731 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2204426.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTB3137 | 2056-05-01      | 5.5000%  | 0.0000% | $15178544.00       | $15397825.06       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2558 | 2056-05-01      | 5.0000%  | 0.0000% | $5090120.00        | $5026189.97        | Agency Mortgage-Backed Securities |
| GNII SF MA5303 M     | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $73940.58          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2007 | 2056-05-01      | 5.0000%  | 0.0000% | $1479048.00        | $1473305.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB1461 | 2056-05-01      | 5.0000%  | 0.0000% | $7070520.00        | $7024520.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1380 | 2055-08-01      | 5.5000%  | 0.0000% | $2919400.00        | $2930948.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA8573 | 2056-03-01      | 4.5000%  | 0.0000% | $5322808.00        | $5120480.18        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA6732 | 2056-02-01      | 4.5000%  | 0.0000% | $1495220.00        | $1435398.59        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6035 | 2041-04-01      | 3.5000%  | 0.0000% | $16049240.00       | $15194436.17       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6084 | 2041-05-01      | 3.5000%  | 0.0000% | $4494712.00        | $4306460.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5773 | 2040-07-01      | 6.0000%  | 0.0000% | $13242460.00       | $9125343.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA6062 | 2041-05-01      | 5.5000%  | 0.0000% | $173491968.00      | $176437778.00      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAO0326 | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $31542.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAQ7913 | 2032-12-01      | 3.5000%  | 0.0000% | $600000.00         | $60484.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1027 | 2055-10-01      | 6.0000%  | 0.0000% | $230745.00         | $205088.09         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH8843 | 2054-02-01      | 6.0000%  | 0.0000% | $4734720.00        | $3429126.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3706 | 2055-11-01      | 5.5000%  | 0.0000% | $3417652.00        | $3429242.78        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ7684 | 2054-11-01      | 4.5000%  | 0.0000% | $1691558.00        | $1584939.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1956 | 2054-09-01      | 6.0000%  | 0.0000% | $1280064.00        | $764409.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1075 | 2054-08-01      | 6.0000%  | 0.0000% | $1672286.00        | $1209482.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9642 | 2054-08-01      | 6.5000%  | 0.0000% | $4673500.00        | $4089896.66        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5232 | 2048-05-01      | 4.0000%  | 0.0000% | $1796530.00        | $385016.82         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5695 | 2052-08-01      | 5.0000%  | 0.0000% | $1279260.00        | $886542.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1075 | 2056-01-01      | 4.5000%  | 0.0000% | $1105242.00        | $1059445.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9925 | 2056-01-01      | 5.5000%  | 0.0000% | $10160032.00       | $10292428.19       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3203 | 2054-10-01      | 6.0000%  | 0.0000% | $1434594.00        | $1050968.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6540 | 2056-01-01      | 5.5000%  | 0.0000% | $14793968.00       | $14731562.42       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6470 | 2055-11-01      | 4.5000%  | 0.0000% | $5356456.00        | $5049725.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9201 | 2056-02-01      | 6.0000%  | 0.0000% | $1137104.00        | $1184070.83        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9515 | 2054-11-01      | 6.5000%  | 0.0000% | $29838656.00       | $25557845.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE0024 | 2040-06-01      | 6.0000%  | 0.0000% | $1193000.00        | $1163761.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3971 | 2049-08-01      | 3.5000%  | 0.0000% | $441526784.00      | $95082255.13       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9039 | 2036-09-01      | 2.5000%  | 0.0000% | $206308.00         | $108995.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9838 | 2055-05-01      | 5.0000%  | 0.0000% | $82086.00          | $79808.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7965 | 2054-02-01      | 5.0000%  | 0.0000% | $500000.00         | $434406.73         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0827 | 2056-02-01      | 5.5000%  | 0.0000% | $6092344.00        | $5904920.15        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4035 | 2055-09-01      | 5.5000%  | 0.0000% | $46481920.00       | $46018253.55       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5707 | 2055-10-01      | 7.0000%  | 0.0000% | $1562990.00        | $1301499.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3749 | 2053-01-01      | 6.0000%  | 0.0000% | $1004128.00        | $620409.12         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFM2335 | 2040-06-01      | 6.5000%  | 0.0000% | $3104612.00        | $832469.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3020 | 2056-03-01      | 5.5000%  | 0.0000% | $4034490.00        | $4086229.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG5067 | 2056-03-01      | 5.5000%  | 0.0000% | $4349440.00        | $4261878.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0224 | 2055-04-01      | 5.0000%  | 0.0000% | $15055392.00       | $14102501.89       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0295 | 2055-04-01      | 7.0000%  | 0.0000% | $23975040.00       | $20667432.27       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7203 | 2038-07-01      | 6.0000%  | 0.0000% | $1632036.00        | $640171.91         | Agency Mortgage-Backed Securities |
| GNII SF MA9276 M     | 2030-12-20      | 8.0000%  | 0.0000% | $296713.00         | $99980.94          | Agency Mortgage-Backed Securities |
| GNII SF MA9013 M     | 2053-07-20      | 3.5000%  | 0.0000% | $200000.00         | $142697.41         | Agency Mortgage-Backed Securities |
| GNPL PN CJ2547       | 2065-04-15      | 4.8500%  | 0.0000% | $254968.00         | $251315.70         | Agency Mortgage-Backed Securities |
| GNPL PN DJ8025       | 2060-08-15      | 4.9000%  | 0.0000% | $245084.00         | $241476.16         | Agency Mortgage-Backed Securities |
| GNII SF DK4679 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1055290.00        | $639425.96         | Agency Mortgage-Backed Securities |
| GNII SF MA5907 M     | 2034-04-20      | 4.5000%  | 0.0000% | $254859.00         | $61412.91          | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $288957.79         | Agency Mortgage-Backed Securities |
| GNII SF MA6174 M     | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $118415.13         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7001 | 2052-03-01      | 2.5000%  | 0.0000% | $217089.00         | $136161.31         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1003 | 2053-09-01      | 6.5000%  | 0.0000% | $2070412.00        | $2044138.54        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIQN8155 | 2036-10-01      | 1.5000%  | 0.0000% | $14162496.00       | $7510313.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH7557 | 2053-12-01      | 6.0000%  | 0.0000% | $8643232.00        | $5009947.17        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  | 0.0000% | $15189520.00       | $4327928.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6386 | 2052-07-01      | 4.5000%  | 0.0000% | $1323934.00        | $752508.75         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO4357 | 2040-10-01      | 4.0000%  | 0.0000% | $518231.00         | $487975.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY5654 | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $75717.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA6106 | 2050-06-01      | 4.0000%  | 0.0000% | $1930486.00        | $399018.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG8268 | 2041-05-01      | 6.0000%  | 0.0000% | $1623326.00        | $1677107.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBP6552 | 2050-08-01      | 5.0000%  | 0.0000% | $4129392.00        | $2256080.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG3458 | 2056-03-01      | 4.5000%  | 0.0000% | $1331110.00        | $1289706.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDG4504 | 2056-03-01      | 6.5000%  | 0.0000% | $12601072.00       | $12593733.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 REDD7123 | 2055-07-01      | 6.0000%  | 0.0000% | $1181352.00        | $1187222.19        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW3934 | 2052-08-01      | 4.0000%  | 0.0000% | $1010832.00        | $894506.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD0159 | 2040-03-01      | 6.0000%  | 0.0000% | $1450888.00        | $1400691.71        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKDF5939 | 2055-11-01      | 6.5000%  | 0.0000% | $3920476.00        | $4054718.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7829 | 2056-03-01      | 5.0000%  | 0.0000% | $35393200.00       | $33771735.24       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB0724 | 2056-04-01      | 5.0000%  | 0.0000% | $7390504.00        | $7297863.08        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4971 | 2052-11-01      | 4.0000%  | 0.0000% | $150000.00         | $110603.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQCA0722 | 2047-10-01      | 3.5000%  | 0.0000% | $2711456.00        | $1139686.01        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6426 | 2051-03-01      | 2.0000%  | 0.0000% | $85000.00          | $39180.38          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5006 | 2056-04-01      | 4.5000%  | 0.0000% | $131184640.00      | $124332074.95      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1266 | 2049-07-01      | 5.0000%  | 0.0000% | $2628000.00        | $370892.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1787 | 2056-01-01      | 4.5000%  | 0.0000% | $1087874.00        | $1044971.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG5142 | 2056-03-01      | 4.5000%  | 0.0000% | $1147460.00        | $1103053.26        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8092 | 2055-11-01      | 5.0000%  | 0.0000% | $1420070.00        | $1399640.99        | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $17206359.11       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTB4222 | 2056-06-01      | 6.0000%  | 0.0000% | $6918860.00        | $7141015.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTB2820 | 2056-05-01      | 5.0000%  | 0.0000% | $2388180.00        | $2378904.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $1590166.00        | $1404747.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4946 | 2055-10-01      | 5.0000%  | 0.0000% | $6437248.00        | $6301992.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2460 | 2056-04-01      | 5.5000%  | 0.0000% | $141675776.00      | $143191739.35      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDH2442 | 2056-06-01      | 6.0000%  | 0.0000% | $8623088.00        | $8839904.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $670000.00         | $492827.84         | Agency Mortgage-Backed Securities |
| GNII SF DL2577 C     | 2052-07-20      | 6.5000%  | 0.0000% | $1229850.00        | $1061678.73        | Agency Mortgage-Backed Securities |
| GNII SF DL6855 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2375080.00        | $2240441.53        | Agency Mortgage-Backed Securities |
| GNII SF MA5110 M     | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $17380.66          | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $16461664.00       | $7888653.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5882 | 2055-07-01      | 6.5000%  | 0.0000% | $10136200.00       | $7907073.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1254 | 2055-06-01      | 6.0000%  | 0.0000% | $1560990.00        | $1606591.38        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4614 | 2055-08-01      | 6.5000%  | 0.0000% | $1181730.00        | $1094241.43        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8410 | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2173154.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDG8301 | 2041-05-01      | 5.0000%  | 0.0000% | $12669936.00       | $12772680.33       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBW4292 | 2041-05-01      | 4.5000%  | 0.0000% | $1276368.00        | $1267817.61        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT8654 | 2036-08-01      | 2.5000%  | 0.0000% | $2048944.00        | $1386835.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV1782 | 2045-05-01      | 6.0000%  | 0.0000% | $1531200.00        | $1539940.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDH2386 | 2041-06-01      | 5.5000%  | 0.0000% | $1173400.00        | $1202241.91        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBQ4310 | 2040-12-01      | 2.0000%  | 0.0000% | $1340000.00        | $708583.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2414 | 2055-11-01      | 6.0000%  | 0.0000% | $1508936.00        | $1575956.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8580 | 2039-07-01      | 6.0000%  | 0.0000% | $4900000.00        | $2867434.52        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0613 | 2051-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $1168056.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8299 | 2054-07-01      | 6.0000%  | 0.0000% | $2305000.00        | $1843320.98        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7556 | 2052-08-01      | 3.0000%  | 0.0000% | $13616000.00       | $8798862.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | 0.0000% | $3975000.00        | $3591678.83        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8148 | 2037-04-01      | 2.0000%  | 0.0000% | $33735168.00       | $19398434.92       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1334 | 2052-07-01      | 4.5000%  | 0.0000% | $39500000.00       | $25743092.99       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG1674 | 2053-05-01      | 6.5000%  | 0.0000% | $7771440.00        | $5556850.98        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $231700.00         | $145083.82         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6715 | 2054-08-01      | 6.5000%  | 0.0000% | $20054272.00       | $13694717.41       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4188 | 2035-04-01      | 6.5000%  | 0.0000% | $7993472.00        | $70063.40          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB6189 | 2039-07-01      | 6.0000%  | 0.0000% | $1032810.00        | $715183.78         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6071 | 2051-10-01      | 2.0000%  | 0.0000% | $750899.00         | $449178.45         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0132 | 2056-05-01      | 7.0000%  | 0.0000% | $14891328.00       | $15819511.09       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA5015 | 2056-01-01      | 6.5000%  | 0.0000% | $1186250.00        | $1232144.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL5224 | 2056-05-01      | 5.5000%  | 0.0000% | $46578112.00       | $47467571.26       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  | 0.0000% | $897026.00         | $820948.44         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0081 | 2041-05-01      | 3.5000%  | 0.0000% | $44604672.00       | $42493961.85       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ4295 | 2055-02-01      | 5.0000%  | 0.0000% | $2004744.00        | $1947731.98        | Agency Mortgage-Backed Securities |
| GNII SF DI1001 C     | 2055-05-20      | 6.5000%  | 0.0000% | $378314.00         | $394615.57         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7974 | 2054-05-01      | 7.0000%  | 0.0000% | $53302400.00       | $37007458.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5343 | 2053-07-01      | 6.0000%  | 0.0000% | $15050000.00       | $8238522.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0485 | 2040-05-01      | 6.0000%  | 0.0000% | $4199768.00        | $3856235.80        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $4459064.00        | $2165494.88        | Agency Mortgage-Backed Securities |
| GNII SF MA8692 M     | 2038-02-20      | 3.5000%  | 0.0000% | $404281.00         | $227656.40         | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $42000.00          | $19515.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG7151 | 2056-05-01      | 5.0000%  | 0.0000% | $4705960.00        | $4663088.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG8583 | 2056-04-01      | 4.5000%  | 0.0000% | $5145816.00        | $4956532.87        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4795 | 2037-11-01      | 3.0000%  | 0.0000% | $900000.00         | $585058.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG8544 | 2056-05-01      | 5.5000%  | 0.0000% | $3638708.00        | $3680807.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1051 | 2049-05-01      | 4.5000%  | 0.0000% | $2917310.00        | $290090.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1292 | 2043-06-01      | 3.0000%  | 0.0000% | $234502144.00      | $139731671.64      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL5386 | 2056-05-01      | 4.5000%  | 0.0000% | $122333184.00      | $118126145.80      | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $952083.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2482 | 2036-09-01      | 2.5000%  | 0.0000% | $8031472.00        | $6807563.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2219 | 2055-06-01      | 6.0000%  | 0.0000% | $72626304.00       | $63407628.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1436 | 2056-01-01      | 6.0000%  | 0.0000% | $6462768.00        | $6593647.33        | Agency Mortgage-Backed Securities |

### Security 679: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9OF4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9OF4
- **C.18 - Value (incl. sponsor support):** $8827000000.00
- **C.18.a - Value (excl. sponsor support):** $8827000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2027-11-15      | 2.2500%  | 0.0000% | $256083200.00      | $249999938.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $400.00            | $402.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $248435200.00      | $249999365.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $236243200.00      | $230618698.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $249219200.00      | $249998966.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $249170400.00      | $249999756.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $249150400.00      | $249999826.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $251956700.00      | $249960798.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $251980800.00      | $249998505.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $250201600.00      | $249998553.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $150086400.00      | $249999947.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $265892000.00      | $249999464.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $250052000.00      | $249999782.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $222217600.00      | $249999126.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $255558400.00      | $249998896.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $246636800.00      | $249998973.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $238344400.00      | $233638326.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $49757200.00       | $49717920.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $247260800.00      | $249999874.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $261984000.00      | $249997317.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $257617600.00      | $249999312.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $254155200.00      | $249999317.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $262912000.00      | $249998160.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $247100800.00      | $249999592.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $240140800.00      | $249998787.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $210540800.00      | $249998471.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $263176000.00      | $249999318.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $141422800.00      | $146067147.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $215963200.00      | $249998940.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $114350800.00      | $117660411.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $249638400.00      | $249998934.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $250992000.00      | $249997607.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $250974400.00      | $249999773.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $212156800.00      | $210907974.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $67194400.00       | $68788432.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $243152000.00      | $249997694.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $247510400.00      | $249999816.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $217467200.00      | $208453087.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $232614400.00      | $237754967.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $246441600.00      | $249997813.22      | U.S. Treasuries (including strips) |

### Security 680: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.620000%
- **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: ARP1I9OG2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9OG2
- **C.18 - Value (incl. sponsor support):** $8910000000.00
- **C.18.a - Value (excl. sponsor support):** $8910000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 DK4921 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1168770.00        | $940769.98         | Agency Mortgage-Backed Securities  |
| GNII ET DP4019 C       | 2066-04-20      | 5.0000%  | 0.0000% | $654813.00         | $651724.83         | Agency Mortgage-Backed Securities  |
| GNII SF DK6444 C       | 2055-07-20      | 7.0000%  | 0.0000% | $4440096.00        | $3382427.18        | Agency Mortgage-Backed Securities  |
| GNII SF DL0504 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $841174.12         | Agency Mortgage-Backed Securities  |
| GNII ET DQ0860 C       | 2066-01-20      | 6.5000%  | 0.0000% | $508597.00         | $531638.73         | Agency Mortgage-Backed Securities  |
| GNII SF DN5059 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4755888.00        | $4924392.40        | Agency Mortgage-Backed Securities  |
| GNII SF DK6036 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1096857.85        | Agency Mortgage-Backed Securities  |
| GNII SF DL2100 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1199570.00        | $1112943.81        | Agency Mortgage-Backed Securities  |
| GNII ET DN9887 C       | 2065-08-20      | 4.0000%  | 0.0000% | $230735.00         | $215213.62         | Agency Mortgage-Backed Securities  |
| GNII ET DN8519 C       | 2065-10-20      | 4.5000%  | 0.0000% | $352802.00         | $337627.05         | Agency Mortgage-Backed Securities  |
| GNCL CL DN8054         | 2068-12-15      | 5.3800%  | 0.0000% | $434296.00         | $430163.87         | Agency Mortgage-Backed Securities  |
| GNII SF DN8118 C       | 2055-10-20      | 5.5000%  | 0.0000% | $2847648.00        | $2874692.93        | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $136122112.00      | $129514604.02      | Agency Mortgage-Backed Securities  |
| GNMI SF 757374 X       | 2046-06-15      | 3.0000%  | 0.0000% | $405000.00         | $197354.30         | Agency Mortgage-Backed Securities  |
| GNII SP 786928 C       | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $58750.09          | Agency Mortgage-Backed Securities  |
| GNMI SF 757397 X       | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $140586.24         | Agency Mortgage-Backed Securities  |
| GNII SF 518955 C       | 2029-09-20      | 3.5000%  | 0.0000% | $1127130.00        | $34799.93          | Agency Mortgage-Backed Securities  |
| GNII SP 785312 C       | 2051-02-20      | 2.5000%  | 0.0000% | $234716.00         | $113904.35         | Agency Mortgage-Backed Securities  |
| GNII SP 785821 C       | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2484380.41        | Agency Mortgage-Backed Securities  |
| GNII SP 786483 C       | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3005899.54        | Agency Mortgage-Backed Securities  |
| GNII SP 785558 C       | 2051-07-20      | 2.5000%  | 0.0000% | $400000.00         | $216436.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M       | 2052-01-20      | 2.5000%  | 0.0000% | $105251072.00      | $62887447.71       | Agency Mortgage-Backed Securities  |
| GNII SF MA7648 M       | 2051-10-20      | 2.0000%  | 0.0000% | $4096752.00        | $2296179.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA7830 M       | 2052-01-20      | 4.0000%  | 0.0000% | $203710.00         | $120701.59         | Agency Mortgage-Backed Securities  |
| GNII SF BJ0020 C       | 2048-10-20      | 4.5000%  | 0.0000% | $2876716.00        | $1345006.52        | Agency Mortgage-Backed Securities  |
| GNII SF CU9631 C       | 2053-05-20      | 6.5000%  | 0.0000% | $2335324.00        | $1676926.25        | Agency Mortgage-Backed Securities  |
| GNII SF CV9007 C       | 2053-08-20      | 6.0000%  | 0.0000% | $345000.00         | $298364.86         | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $80488.00          | $69282.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA7858 M       | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $92445.95          | Agency Mortgage-Backed Securities  |
| GNII SF MA8264 M       | 2052-09-20      | 2.5000%  | 0.0000% | $1431108.00        | $848902.70         | Agency Mortgage-Backed Securities  |
| GNMI SF 757379 X       | 2046-07-15      | 2.5000%  | 0.0000% | $2403020.00        | $1169719.09        | Agency Mortgage-Backed Securities  |
| GNII SF MA6038 M       | 2049-07-20      | 3.0000%  | 0.0000% | $6320590.00        | $758663.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA5857 M       | 2032-11-20      | 7.5000%  | 0.0000% | $71433.00          | $7965.79           | Agency Mortgage-Backed Securities  |
| GNMI SF 759162 X       | 2041-02-15      | 4.0000%  | 0.0000% | $600000.00         | $40063.95          | Agency Mortgage-Backed Securities  |
| GNII SP 784905 C       | 2050-01-20      | 3.0000%  | 0.0000% | $700000.00         | $315850.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA5653 M       | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $186405.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA8947 M       | 2053-06-20      | 5.0000%  | 0.0000% | $13137776.00       | $10195162.15       | Agency Mortgage-Backed Securities  |
| GNII SP 788188 C       | 2055-09-20      | 5.5000%  | 0.0000% | $58373568.00       | $54006602.30       | Agency Mortgage-Backed Securities  |
| GNII SF MA8132 M       | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $13320.19          | Agency Mortgage-Backed Securities  |
| GNII SF CZ0104 C       | 2054-01-20      | 7.0000%  | 0.0000% | $5256720.00        | $4156948.67        | Agency Mortgage-Backed Securities  |
| GNII ET DL4532 C       | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $287698.59         | Agency Mortgage-Backed Securities  |
| GNII ET DP3058 C       | 2065-12-20      | 4.5000%  | 0.0000% | $372288.00         | $356867.68         | Agency Mortgage-Backed Securities  |
| GNII ET DK3301 C       | 2065-05-20      | 6.5000%  | 0.0000% | $1946282.00        | $2027895.37        | Agency Mortgage-Backed Securities  |
| GNII SF DK4957 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1170410.26        | Agency Mortgage-Backed Securities  |
| GNII SF BJ5407 C       | 2048-10-20      | 4.5000%  | 0.0000% | $2168792.00        | $374446.35         | Agency Mortgage-Backed Securities  |
| GNMI SF BS5008 X       | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $238832.59         | Agency Mortgage-Backed Securities  |
| GNII RG CQ6275 C       | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1414335.96        | Agency Mortgage-Backed Securities  |
| GNPL PN CU4661         | 2059-04-15      | 5.5500%  | 0.0000% | $26044.00          | $26476.24          | Agency Mortgage-Backed Securities  |
| GNMI SF CR2379 X       | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2944823.56        | Agency Mortgage-Backed Securities  |
| GNII ET CW8951 C       | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3156956.28        | Agency Mortgage-Backed Securities  |
| GNII SF BM7534 C       | 2050-02-20      | 3.5000%  | 0.0000% | $200000.00         | $44486.12          | Agency Mortgage-Backed Securities  |
| GNPL PN BQ4198         | 2061-08-15      | 3.2300%  | 0.0000% | $49051.00          | $42999.13          | Agency Mortgage-Backed Securities  |
| GNII SF CX7173 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1250010.00        | $1192375.30        | Agency Mortgage-Backed Securities  |
| GNII SF BV7356 C       | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $677548.67         | Agency Mortgage-Backed Securities  |
| GNCL CS CV6109         | 2066-04-15      | 5.7800%  | 0.0000% | $36080768.00       | $37546785.75       | Agency Mortgage-Backed Securities  |
| GNII SF CX0272 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $1832158.60        | Agency Mortgage-Backed Securities  |
| GNII SF CU9626 C       | 2053-05-20      | 6.5000%  | 0.0000% | $2265352.00        | $1036465.12        | Agency Mortgage-Backed Securities  |
| GNII ET CZ4390 C       | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $155970.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1932   | 2050-04-01      | 3.0000%  | 0.0000% | $1500000.00        | $402932.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAY5863   | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $6761.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAL0029   | 2039-06-01      | 5.5000%  | 0.0000% | $91001600.00       | $1694684.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF5893   | 2055-12-01      | 4.0000%  | 0.0000% | $1112190.00        | $1034245.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0231   | 2042-04-01      | 3.0000%  | 0.0000% | $350000.00         | $83603.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9353   | 2052-09-01      | 5.0000%  | 0.0000% | $3307372.00        | $2222280.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI5926   | 2054-05-01      | 5.5000%  | 0.0000% | $1145742.00        | $1132734.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3961   | 2040-07-01      | 6.0000%  | 0.0000% | $1272162.00        | $1273093.23        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIRC2277   | 2036-10-01      | 1.5000%  | 0.0000% | $1700000.00        | $779376.50         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN6387   | 2036-05-01      | 1.5000%  | 0.0000% | $22529856.00       | $10737320.73       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CIQO2676   | 2039-10-01      | 6.5000%  | 0.0000% | $1077622.00        | $567158.38         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA8499   | 2054-01-01      | 7.0000%  | 0.0000% | $2574616.00        | $913726.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA9420 M       | 2052-12-20      | 4.0000%  | 0.0000% | $2170336.00        | $1661013.19        | Agency Mortgage-Backed Securities  |
| GNII SF MA8350 M       | 2052-09-20      | 6.0000%  | 0.0000% | $549655.00         | $267723.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA9827 M       | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $51105.84          | Agency Mortgage-Backed Securities  |
| GNII SF MA9573 M       | 2039-04-20      | 4.5000%  | 0.0000% | $186142.00         | $114599.67         | Agency Mortgage-Backed Securities  |
| GNPL PN DN8048         | 2061-01-15      | 5.2700%  | 0.0000% | $1360880.00        | $1379762.49        | Agency Mortgage-Backed Securities  |
| GNII ET DP7709 C       | 2066-01-20      | 3.0000%  | 0.0000% | $218572.00         | $192906.59         | Agency Mortgage-Backed Securities  |
| GNII ET DN9899 C       | 2064-09-20      | 4.5000%  | 0.0000% | $163339.00         | $155731.05         | Agency Mortgage-Backed Securities  |
| GNII SF DP8730 C       | 2056-01-20      | 4.5000%  | 0.0000% | $3264712.00        | $3134844.11        | Agency Mortgage-Backed Securities  |
| GNMI SF AA1783 X       | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $325422.89         | Agency Mortgage-Backed Securities  |
| GNII SF DN6083 C       | 2055-11-20      | 6.5000%  | 0.0000% | $4487616.00        | $4644438.89        | Agency Mortgage-Backed Securities  |
| GNII SF DN9150 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1771052.00        | $1858905.14        | Agency Mortgage-Backed Securities  |
| GNII SF DP7805 C       | 2056-02-20      | 6.0000%  | 0.0000% | $2078696.00        | $2169814.98        | Agency Mortgage-Backed Securities  |
| GNII SF DQ1366 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1590138.00        | $1683318.30        | Agency Mortgage-Backed Securities  |
| GNII SF DN7155 C       | 2055-11-20      | 6.0000%  | 0.0000% | $15682512.00       | $16231068.35       | Agency Mortgage-Backed Securities  |
| GNII ET DE0811 C       | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $3616925.36        | Agency Mortgage-Backed Securities  |
| GNII SF DF1313 C       | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1207955.19        | Agency Mortgage-Backed Securities  |
| GNII SF DB6463 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1274486.46        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2096   | 2055-05-01      | 7.0000%  | 0.0000% | $5537976.00        | $3825679.35        | Agency Mortgage-Backed Securities  |
| GNII SF DC0127 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1107276.00        | $883825.75         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7234         | 2060-03-15      | 5.8200%  | 0.0000% | $279504.00         | $290804.94         | Agency Mortgage-Backed Securities  |
| GNII SF DA0829 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1217908.65        | Agency Mortgage-Backed Securities  |
| GNII SF DA6814 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1228870.51        | Agency Mortgage-Backed Securities  |
| GNII SF CV0637 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1777186.00        | $1805574.93        | Agency Mortgage-Backed Securities  |
| GNII SF CT8325 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1628606.00        | $1441089.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA3704   | 2049-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $40445.73          | Agency Mortgage-Backed Securities  |
| GNII SF MA8920 M       | 2037-05-20      | 6.5000%  | 0.0000% | $216019.00         | $156934.86         | Agency Mortgage-Backed Securities  |
| GNII SF MA7452 M       | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $389625.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA7536 M       | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $30686.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $252600000.00      | $145930096.67      | Agency Mortgage-Backed Securities  |
| GNII SF MA6709 M       | 2050-06-20      | 2.5000%  | 0.0000% | $50193600.00       | $13791086.43       | Agency Mortgage-Backed Securities  |
| GNII JM MA6757 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $331078.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA7053 M       | 2050-12-20      | 3.0000%  | 0.0000% | $18137000.00       | $5909434.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB5131   | 2056-06-01      | 5.0000%  | 0.0000% | $13680360.00       | $13540764.09       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4018   | 2052-07-01      | 3.0000%  | 0.0000% | $142000.00         | $96539.09          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA9177   | 2056-04-01      | 4.5000%  | 0.0000% | $3607544.00        | $3476062.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB4095   | 2056-05-01      | 6.0000%  | 0.0000% | $1599062.00        | $1649649.39        | Agency Mortgage-Backed Securities  |
| GNII ET DO6607 C       | 2065-05-20      | 4.0000%  | 0.0000% | $359599.00         | $333879.71         | Agency Mortgage-Backed Securities  |
| GNII SF DO3423 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1561272.00        | $1629636.37        | Agency Mortgage-Backed Securities  |
| GNII ET DI6476 C       | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $29738970.81       | Agency Mortgage-Backed Securities  |
| GNII ET DO9790 C       | 2065-11-20      | 2.0000%  | 0.0000% | $161168.00         | $123949.08         | Agency Mortgage-Backed Securities  |
| GNMI SF AB3057 X       | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $224568.87         | Agency Mortgage-Backed Securities  |
| GNMI SF 766458 X       | 2047-04-15      | 3.0000%  | 0.0000% | $1049372.00        | $604156.54         | Agency Mortgage-Backed Securities  |
| GNII SF DO3746 C       | 2055-12-20      | 6.5000%  | 0.0000% | $7189608.00        | $7450280.20        | Agency Mortgage-Backed Securities  |
| GNMI SF 774060 X       | 2048-03-15      | 3.0000%  | 0.0000% | $2553212.00        | $1410176.70        | Agency Mortgage-Backed Securities  |
| GNMI SF AB3945 X       | 2043-04-15      | 3.5000%  | 0.0000% | $43727.00          | $8359.82           | Agency Mortgage-Backed Securities  |
| GNMI SF 710994 X       | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $738240.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA2645 M       | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $101966.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA2224 M       | 2044-09-20      | 4.0000%  | 0.0000% | $771429.00         | $47774.98          | Agency Mortgage-Backed Securities  |
| GNII SF DO6404 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1749118.00        | $1825199.01        | Agency Mortgage-Backed Securities  |
| GNII SF DR3123 C       | 2056-05-20      | 4.5000%  | 0.0000% | $2617160.00        | $2497349.03        | Agency Mortgage-Backed Securities  |
| GNPL PN DN1563         | 2060-11-15      | 5.4100%  | 0.0000% | $210794.00         | $216107.74         | Agency Mortgage-Backed Securities  |
| GNII SF DM3898 C       | 2055-09-20      | 6.5000%  | 0.0000% | $753243.00         | $793029.31         | Agency Mortgage-Backed Securities  |
| GNII SF DN5318 C       | 2055-11-20      | 6.0000%  | 0.0000% | $3192640.00        | $3296479.96        | Agency Mortgage-Backed Securities  |
| GNII ET DN9904 C       | 2065-08-20      | 4.0000%  | 0.0000% | $378330.00         | $349235.24         | Agency Mortgage-Backed Securities  |
| GNII SF DM8072 C       | 2056-01-20      | 5.0000%  | 0.0000% | $2204576.00        | $2176001.93        | Agency Mortgage-Backed Securities  |
| GNII SF DI1931 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1946596.00        | $1549613.33        | Agency Mortgage-Backed Securities  |
| GNMI SF 778792 X       | 2042-01-15      | 3.5000%  | 0.0000% | $9500050.00        | $1205266.45        | Agency Mortgage-Backed Securities  |
| GNII EP 787494 C       | 2063-08-20      | 2.0000%  | 0.0000% | $7617776.00        | $4614543.30        | Agency Mortgage-Backed Securities  |
| GNII SF DI8206 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1959152.00        | $426542.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5431   | 2056-02-01      | 5.5000%  | 0.0000% | $1079716.00        | $1085385.50        | Agency Mortgage-Backed Securities  |
| GNII SF DL6983 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $2772224.40        | Agency Mortgage-Backed Securities  |
| GNII ET DN1183 C       | 2065-08-20      | 2.0000%  | 0.0000% | $479043.00         | $367493.21         | Agency Mortgage-Backed Securities  |
| GNII SF DM6559 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1658818.00        | $1707158.27        | Agency Mortgage-Backed Securities  |
| GNII ET DN9362 C       | 2065-11-20      | 4.5000%  | 0.0000% | $487290.00         | $466682.40         | Agency Mortgage-Backed Securities  |
| GNII SF DM6191 C       | 2055-09-20      | 6.5000%  | 0.0000% | $5942344.00        | $5947911.93        | Agency Mortgage-Backed Securities  |
| GNII ET DN3615 C       | 2065-10-20      | 3.5000%  | 0.0000% | $1269420.00        | $1133312.10        | Agency Mortgage-Backed Securities  |
| GNCL CL DO8097         | 2068-03-15      | 4.6300%  | 0.0000% | $362416.00         | $352076.31         | Agency Mortgage-Backed Securities  |
| GNII SF DR2374 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1603286.00        | $1668038.47        | Agency Mortgage-Backed Securities  |
| GNII SF DM7725 C       | 2055-09-20      | 6.5000%  | 0.0000% | $763317.00         | $706214.40         | Agency Mortgage-Backed Securities  |
| GNII ET DL4533 C       | 2065-07-20      | 4.0000%  | 0.0000% | $108384.00         | $100963.43         | Agency Mortgage-Backed Securities  |
| GNII ET DM2763 C       | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $278135.90         | Agency Mortgage-Backed Securities  |
| GNII SF DM9696 C       | 2055-11-20      | 6.0000%  | 0.0000% | $4873528.00        | $5084203.38        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9834 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $2739903.90        | Agency Mortgage-Backed Securities  |
| GNII SF DK7328 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1030868.00        | $828658.28         | Agency Mortgage-Backed Securities  |
| GNII SF CS2412 C       | 2053-03-20      | 6.0000%  | 0.0000% | $350000.00         | $307090.45         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5978         | 2060-09-15      | 5.6500%  | 0.0000% | $3809999.00        | $3925090.41        | Agency Mortgage-Backed Securities  |
| GNII SF DK0845 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1368833.17        | Agency Mortgage-Backed Securities  |
| GNII SF DK4686 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $553639.77         | Agency Mortgage-Backed Securities  |
| GNII SF CT0189 C       | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $688999.40         | Agency Mortgage-Backed Securities  |
| GNII SF DK7577 C       | 2055-08-20      | 6.5000%  | 0.0000% | $795105.00         | $751656.56         | Agency Mortgage-Backed Securities  |
| GNII SF DK6721 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2165464.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6724   | 2055-02-01      | 6.0000%  | 0.0000% | $18718848.00       | $15255687.45       | Agency Mortgage-Backed Securities  |
| GNII SF DL0106 C       | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5541334.65        | Agency Mortgage-Backed Securities  |
| GNII SF DK9379 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $2666565.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX3225   | 2054-12-01      | 6.5000%  | 0.0000% | $1528732.00        | $1606847.04        | Agency Mortgage-Backed Securities  |
| GNII SF DK8327 C       | 2055-06-20      | 7.0000%  | 0.0000% | $4040288.00        | $4010930.09        | Agency Mortgage-Backed Securities  |
| GNII SF DL1187 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1084208.00        | $994212.01         | Agency Mortgage-Backed Securities  |
| GNII SF DK6647 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1719816.83        | Agency Mortgage-Backed Securities  |
| GNII SF DR1268 C       | 2056-05-20      | 5.5000%  | 0.0000% | $3471616.00        | $3523564.49        | Agency Mortgage-Backed Securities  |
| GNII SF DM3857 C       | 2055-08-20      | 6.5000%  | 0.0000% | $897618.00         | $937796.39         | Agency Mortgage-Backed Securities  |
| GNII SF DM3005 C       | 2055-09-20      | 6.5000%  | 0.0000% | $848991.00         | $766822.38         | Agency Mortgage-Backed Securities  |
| GNII SF DL0387 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1006274.00        | $814149.30         | Agency Mortgage-Backed Securities  |
| GNII SF DR1269 C       | 2056-05-20      | 5.5000%  | 0.0000% | $2344028.00        | $2379820.79        | Agency Mortgage-Backed Securities  |
| GNII SF DM3054 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1265155.84        | Agency Mortgage-Backed Securities  |
| GNMI SF 723741 X       | 2040-04-15      | 5.0000%  | 0.0000% | $1326824.00        | $316459.45         | Agency Mortgage-Backed Securities  |
| GNII RG CO7654 C       | 2043-09-20      | 3.5000%  | 0.0000% | $200000.00         | $106631.14         | Agency Mortgage-Backed Securities  |
| GNII SF BI4636 C       | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $524882.99         | Agency Mortgage-Backed Securities  |
| GNMI SF BA6976 X       | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $27516.87          | Agency Mortgage-Backed Securities  |
| GNII SF BK1671 C       | 2048-09-20      | 5.0000%  | 0.0000% | $1705722.00        | $166718.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA8271 M       | 2052-09-20      | 6.0000%  | 0.0000% | $47500000.00       | $21345203.29       | Agency Mortgage-Backed Securities  |
| GNMI SF 548529 X       | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $399864.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $907145.00         | $429830.98         | Agency Mortgage-Backed Securities  |
| GNMI SF BG0080 X       | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $261226.42         | Agency Mortgage-Backed Securities  |
| GNII SF BS7617 C       | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $641234.25         | Agency Mortgage-Backed Securities  |
| GNII RG CP0111 C       | 2042-07-20      | 3.5000%  | 0.0000% | $175000.00         | $116623.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA8464 M       | 2030-10-20      | 7.0000%  | 0.0000% | $97571.00          | $59360.04          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CTBV6046   | 2045-09-01      | 7.0000%  | 0.0000% | $1045924.00        | $1093892.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8916   | 2052-10-01      | 5.0000%  | 0.0000% | $2776464.00        | $1448206.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1255   | 2055-10-01      | 6.0000%  | 0.0000% | $47564864.00       | $43285155.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 REBO5009   | 2049-12-01      | 2.5000%  | 0.0000% | $1403352.00        | $477865.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9794   | 2056-05-01      | 5.0000%  | 0.0000% | $16538432.00       | $16366971.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8378   | 2056-05-01      | 5.5000%  | 0.0000% | $11367860.00       | $11486658.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH0940   | 2056-06-01      | 5.0000%  | 0.0000% | $17058140.00       | $16864613.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1167   | 2056-05-01      | 5.5000%  | 0.0000% | $22933632.00       | $23235410.57       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9828   | 2056-05-01      | 5.0000%  | 0.0000% | $7570136.00        | $7481702.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB5132   | 2056-06-01      | 5.0000%  | 0.0000% | $6365360.00        | $6297854.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5552   | 2055-12-01      | 5.0000%  | 0.0000% | $99614720.00       | $96111587.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3968   | 2040-08-01      | 5.5000%  | 0.0000% | $1144650.00        | $1123574.51        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO4511   | 2040-11-01      | 4.0000%  | 0.0000% | $731060.00         | $693800.31         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO5054   | 2041-02-01      | 6.0000%  | 0.0000% | $1196828.00        | $1181570.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO5342   | 2041-04-01      | 6.0000%  | 0.0000% | $1572388.00        | $1619580.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2174   | 2054-08-01      | 6.0000%  | 0.0000% | $7836656.00        | $5805610.13        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9775   | 2046-07-01      | 3.5000%  | 0.0000% | $40710000.00       | $8690990.97        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $204738400.00      | $40560204.06       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1213   | 2049-07-01      | 3.5000%  | 0.0000% | $6508896.00        | $1527294.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3832   | 2053-07-01      | 6.5000%  | 0.0000% | $55973952.00       | $33986123.25       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8407   | 2053-01-01      | 5.0000%  | 0.0000% | $138542336.00      | $107231666.91      | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1907   | 2050-08-01      | 3.0000%  | 0.0000% | $235000.00         | $156390.75         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 3PQU8178   | 2054-03-01      | 7.0000%  | 0.0000% | $1807500.00        | $836172.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6907   | 2054-12-01      | 5.0000%  | 0.0000% | $456151.00         | $404069.87         | Agency Mortgage-Backed Securities  |
| GNII SF CX3732 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1193546.00        | $487252.88         | Agency Mortgage-Backed Securities  |
| GNII SF BY9474 C       | 2035-06-20      | 6.0000%  | 0.0000% | $2694200.00        | $669057.98         | Agency Mortgage-Backed Securities  |
| GNII ET CZ8643 C       | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $867261.85         | Agency Mortgage-Backed Securities  |
| GNII ET DM1756 C       | 2065-06-20      | 3.5000%  | 0.0000% | $254867.00         | $227227.82         | Agency Mortgage-Backed Securities  |
| GNII SF DC1383 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1148996.00        | $1229003.86        | Agency Mortgage-Backed Securities  |
| GNII ET DB3359 C       | 2065-10-20      | 6.5000%  | 0.0000% | $1228028.00        | $1282713.49        | Agency Mortgage-Backed Securities  |
| GNII SF DM0777 C       | 2055-08-20      | 7.0000%  | 0.0000% | $4223632.00        | $4472999.00        | Agency Mortgage-Backed Securities  |
| GNCL CL DC7207         | 2067-04-15      | 5.3000%  | 0.0000% | $11711088.00       | $11761741.06       | Agency Mortgage-Backed Securities  |
| GNII SF DM0872 C       | 2055-09-20      | 4.5000%  | 0.0000% | $6031744.00        | $5789997.32        | Agency Mortgage-Backed Securities  |
| GNII SF DP7934 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2017764.00        | $2110986.36        | Agency Mortgage-Backed Securities  |
| GNII SF DL8066 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3153149.46        | Agency Mortgage-Backed Securities  |
| GNII ET DK8084 C       | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $944564.17         | Agency Mortgage-Backed Securities  |
| GNII SF DN6154 C       | 2055-12-20      | 5.0000%  | 0.0000% | $1691556.00        | $1675101.78        | Agency Mortgage-Backed Securities  |
| GNII SF DP4490 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1349560.00        | $1419555.93        | Agency Mortgage-Backed Securities  |
| GNII SF DP7807 C       | 2056-02-20      | 6.0000%  | 0.0000% | $28540832.00       | $29751502.49       | Agency Mortgage-Backed Securities  |
| GNII ET DQ0863 C       | 2066-01-20      | 4.0000%  | 0.0000% | $199376.00         | $186390.19         | Agency Mortgage-Backed Securities  |
| GNII SF DK7329 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1467666.00        | $1528635.81        | Agency Mortgage-Backed Securities  |
| GNII ET DK6233 C       | 2060-11-20      | 3.0000%  | 0.0000% | $188530.00         | $164215.89         | Agency Mortgage-Backed Securities  |
| GNII SF DL2576 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1111084.00        | $1160060.07        | Agency Mortgage-Backed Securities  |
| GNII SF DL6650 C       | 2055-08-20      | 6.5000%  | 0.0000% | $977241.00         | $729424.28         | Agency Mortgage-Backed Securities  |
| GNII SF DK7935 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1672597.31        | Agency Mortgage-Backed Securities  |
| GNII ET DK8680 C       | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $280246.98         | Agency Mortgage-Backed Securities  |
| GNII SF DK7514 C       | 2055-08-20      | 6.5000%  | 0.0000% | $6799480.00        | $6640313.06        | Agency Mortgage-Backed Securities  |
| GNII SF DL5821 C       | 2055-10-20      | 7.0000%  | 0.0000% | $1527572.00        | $1600306.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA8941 M       | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1151248.78        | Agency Mortgage-Backed Securities  |
| GNII SF MA8456 M       | 2032-10-20      | 3.0000%  | 0.0000% | $276346.00         | $179386.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA9387 M       | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $343060.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA9308 M       | 2053-10-20      | 7.0000%  | 0.0000% | $14270112.00       | $3908855.74        | Agency Mortgage-Backed Securities  |
| GNAR AF MA6166 M       | 2049-09-20      | 5.3750%  | 0.0000% | $1057290.00        | $123425.58         | Agency Mortgage-Backed Securities  |
| GNMI SF 711498 X       | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2261032.93        | Agency Mortgage-Backed Securities  |
| GNII JM MA6147 M       | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $411339.46         | Agency Mortgage-Backed Securities  |
| GNII SF 627014 C       | 2030-11-20      | 3.0000%  | 0.0000% | $80466.00          | $17958.04          | Agency Mortgage-Backed Securities  |
| GNII EP 787789 C       | 2065-01-20      | 6.5000%  | 0.0000% | $846647.00         | $569787.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3311 M       | 2045-12-20      | 4.0000%  | 0.0000% | $3989064.00        | $329883.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA2444 M       | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $26177.53          | Agency Mortgage-Backed Securities  |
| GNII SF AB7786 C       | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $181132.14         | Agency Mortgage-Backed Securities  |
| GNAR AF MA1463 M       | 2043-11-20      | 5.1250%  | 0.0000% | $78805920.00       | $1622859.57        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1934 M       | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $767380.40         | Agency Mortgage-Backed Securities  |
| GNMI SF AB1086 X       | 2042-11-15      | 3.0000%  | 0.0000% | $2000000.00        | $231095.86         | Agency Mortgage-Backed Securities  |
| GNII SF DR5172 C       | 2056-04-20      | 4.5000%  | 0.0000% | $1057110.00        | $1027694.71        | Agency Mortgage-Backed Securities  |
| GNII SF DS3918 C       | 2056-05-20      | 5.5000%  | 0.0000% | $23110496.00       | $23463341.92       | Agency Mortgage-Backed Securities  |
| GNII ET DP3989 C       | 2065-12-20      | 5.0000%  | 0.0000% | $298141.00         | $296233.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8440   | 2056-03-01      | 5.0000%  | 0.0000% | $35327232.00       | $34466114.97       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1454   | 2055-12-01      | 6.0000%  | 0.0000% | $17855168.00       | $17539091.60       | Agency Mortgage-Backed Securities  |
| GNII SF DN8971 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1479400.00        | $1557084.51        | Agency Mortgage-Backed Securities  |
| GNII SF DN5313 C       | 2055-11-20      | 6.0000%  | 0.0000% | $4623152.00        | $4739921.86        | Agency Mortgage-Backed Securities  |
| GNPL PN DM6441         | 2060-12-15      | 5.4000%  | 0.0000% | $392464.00         | $402730.47         | Agency Mortgage-Backed Securities  |
| GNII ET DN6640 C       | 2066-03-20      | 5.5000%  | 0.0000% | $14952512.00       | $15076719.38       | Agency Mortgage-Backed Securities  |
| GNII SF DM3842 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1246654.00        | $1296319.01        | Agency Mortgage-Backed Securities  |
| GNII ET DN9911 C       | 2065-06-20      | 3.0000%  | 0.0000% | $588893.00         | $516568.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2949   | 2037-02-01      | 2.0000%  | 0.0000% | $11308976.00       | $6656617.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3018   | 2056-03-01      | 5.5000%  | 0.0000% | $3194730.00        | $3240785.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3350   | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1281535.64        | Agency Mortgage-Backed Securities  |
| GNII JM MA7527 M       | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $313563.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA7943 M       | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $176479.62         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4181   | 2050-11-01      | 1.5000%  | 0.0000% | $85014.00          | $44761.30          | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1749000.00        | $802306.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDH1130   | 2056-05-01      | 4.5000%  | 0.0000% | $3119996.00        | $3003127.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4616   | 2052-09-01      | 4.5000%  | 0.0000% | $396000.00         | $278654.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5493   | 2042-07-01      | 3.5000%  | 0.0000% | $64801152.00       | $8984157.87        | Agency Mortgage-Backed Securities  |
| GNII ET DQ4391 C       | 2066-03-20      | 3.5000%  | 0.0000% | $100323.00         | $89896.54          | Agency Mortgage-Backed Securities  |
| GNMI SF AA6403 X       | 2043-05-15      | 3.0000%  | 0.0000% | $600000.00         | $81253.09          | Agency Mortgage-Backed Securities  |
| GNII SF MB0121 M       | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $831407.20         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CV890541   | 2028-06-01      | 2.5000%  | 0.0000% | $7500000.00        | $183229.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA5333 M       | 2048-07-20      | 5.5000%  | 0.0000% | $2561116.00        | $240374.59         | Agency Mortgage-Backed Securities  |
| GNII SF DP0180 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1362838.00        | $1430198.47        | Agency Mortgage-Backed Securities  |
| GNII ET DQ5922 C       | 2066-01-20      | 5.5000%  | 0.0000% | $356477.00         | $359498.15         | Agency Mortgage-Backed Securities  |
| GNMI SF 793306 X       | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $109414.13         | Agency Mortgage-Backed Securities  |
| GNII SF MB0197 M       | 2043-11-20      | 1.5000%  | 0.0000% | $102251.00         | $76816.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA1155 M       | 2043-07-20      | 2.5000%  | 0.0000% | $3637248.00        | $506227.77         | Agency Mortgage-Backed Securities  |
| GNMI SF AA5735 X       | 2042-10-15      | 3.5000%  | 0.0000% | $41429760.00       | $3812177.22        | Agency Mortgage-Backed Securities  |
| GNII SF DQ4623 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1639164.00        | $1708019.42        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1853 M       | 2044-04-20      | 5.6250%  | 0.0000% | $142846240.00      | $2577030.10        | Agency Mortgage-Backed Securities  |
| GNII SF DB8686 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1770456.00        | $1590742.67        | Agency Mortgage-Backed Securities  |
| GNII SF DD7703 C       | 2054-08-20      | 7.0000%  | 0.0000% | $2496772.00        | $2425575.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9106   | 2055-11-01      | 5.0000%  | 0.0000% | $1826146.00        | $1800167.42        | Agency Mortgage-Backed Securities  |
| GNII SF DG1168 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $706559.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0394   | 2054-05-01      | 6.0000%  | 0.0000% | $1500000.00        | $1256736.72        | Agency Mortgage-Backed Securities  |
| GNII SF DE9915 C       | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $2297004.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA8460 M       | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $42308.00          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG6748   | 2056-04-01      | 6.5000%  | 0.0000% | $11084928.00       | $11606862.62       | Agency Mortgage-Backed Securities  |
| GNII SF MA8562 M       | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $128213.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3668   | 2055-08-01      | 6.0000%  | 0.0000% | $36376064.00       | $29980198.72       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL0940   | 2052-05-01      | 2.0000%  | 0.0000% | $30180000.00       | $22580104.06       | Agency Mortgage-Backed Securities  |
| GNII SP 785575 C       | 2051-08-20      | 2.5000%  | 0.0000% | $71135488.00       | $39839846.30       | Agency Mortgage-Backed Securities  |
| GNII SP 785568 C       | 2051-08-20      | 2.5000%  | 0.0000% | $2193884.00        | $1220363.21        | Agency Mortgage-Backed Securities  |
| GNII SF BU8612 C       | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $323885.83         | Agency Mortgage-Backed Securities  |
| GNII SF BY3432 C       | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $87706.30          | Agency Mortgage-Backed Securities  |
| GNII RG CN9953 C       | 2045-10-20      | 3.5000%  | 0.0000% | $200000.00         | $128155.74         | Agency Mortgage-Backed Securities  |
| GNMI SF BG5671 X       | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $649254.24         | Agency Mortgage-Backed Securities  |
| GNAR AT 082431 M       | 2039-12-20      | 5.1250%  | 0.0000% | $4400000.00        | $120357.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA9776 M       | 2054-07-20      | 4.0000%  | 0.0000% | $1782684.00        | $1534773.89        | Agency Mortgage-Backed Securities  |
| GNII SF BW8856 C       | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $2881892.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654   | 2052-07-01      | 3.5000%  | 0.0000% | $8440000.00        | $5999786.16        | Agency Mortgage-Backed Securities  |
| GNII SP 784981 C       | 2050-04-20      | 3.5000%  | 0.0000% | $400000.00         | $29032.07          | Agency Mortgage-Backed Securities  |
| GNII SF BV3600 C       | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $87453.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA8245 M       | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $236158.32         | Agency Mortgage-Backed Securities  |
| GNMI SF BK5544 X       | 2049-09-15      | 3.0000%  | 0.0000% | $25000.00          | $5932.57           | Agency Mortgage-Backed Securities  |
| GNMI SF 749262 X       | 2041-06-15      | 4.5000%  | 0.0000% | $6814640.00        | $1860375.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA8397 M       | 2037-11-20      | 4.5000%  | 0.0000% | $228446.00         | $118247.18         | Agency Mortgage-Backed Securities  |
| GNII ET DL6751 C       | 2065-08-20      | 3.5000%  | 0.0000% | $474876.00         | $423262.04         | Agency Mortgage-Backed Securities  |
| GNII SF DL2635 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1060033.71        | Agency Mortgage-Backed Securities  |
| GNII SF DM4281 C       | 2055-09-20      | 7.0000%  | 0.0000% | $2093592.00        | $1896710.22        | Agency Mortgage-Backed Securities  |
| GNII SF DM0775 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5517880.00        | $5849402.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1610   | 2055-04-01      | 6.0000%  | 0.0000% | $10946320.00       | $7050660.90        | Agency Mortgage-Backed Securities  |
| GNPL PN DK6753         | 2060-12-15      | 5.2500%  | 0.0000% | $338032.00         | $342773.65         | Agency Mortgage-Backed Securities  |
| GNII SF DM0772 C       | 2055-08-20      | 7.0000%  | 0.0000% | $2591872.00        | $2745378.07        | Agency Mortgage-Backed Securities  |
| GNII SF CR2583 C       | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1013203.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK1982 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1695336.00        | $741539.35         | Agency Mortgage-Backed Securities  |
| GNII SF DK1426 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1573454.00        | $1510029.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1288   | 2055-04-01      | 6.0000%  | 0.0000% | $10751952.00       | $6534863.40        | Agency Mortgage-Backed Securities  |
| GNII ET DL4814 C       | 2062-05-20      | 3.0000%  | 0.0000% | $248075.00         | $216250.81         | Agency Mortgage-Backed Securities  |
| GNII SF DL6441 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2268772.00        | $1993344.24        | Agency Mortgage-Backed Securities  |
| GNII ET DM2576 C       | 2065-07-20      | 3.0000%  | 0.0000% | $938036.00         | $462571.45         | Agency Mortgage-Backed Securities  |
| GNII ET DM0745 C       | 2065-08-20      | 7.0000%  | 0.0000% | $4479944.00        | $4694954.18        | Agency Mortgage-Backed Securities  |
| GNII SF DL5183 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4736856.00        | $4943277.10        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8975   | 2052-08-01      | 5.0000%  | 0.0000% | $500000.00         | $382209.35         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4045   | 2053-06-01      | 6.0000%  | 0.0000% | $2520610.00        | $938474.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2152   | 2038-07-01      | 5.5000%  | 0.0000% | $2317652.00        | $17800.27          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3778   | 2053-06-01      | 6.0000%  | 0.0000% | $1026236.00        | $916546.13         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU5917   | 2051-12-01      | 2.5000%  | 0.0000% | $39095000.00       | $22452107.19       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8112   | 2036-07-01      | 2.5000%  | 0.0000% | $13859440.00       | $6127782.08        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6269   | 2049-01-01      | 4.5000%  | 0.0000% | $16152160.00       | $883757.52         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8168   | 2037-08-01      | 2.5000%  | 0.0000% | $4946616.00        | $2954999.49        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB1427   | 2037-05-01      | 3.0000%  | 0.0000% | $307314.00         | $233697.15         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2455   | 2037-04-01      | 3.5000%  | 0.0000% | $216000.00         | $29983.65          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0188   | 2041-09-01      | 2.0000%  | 0.0000% | $400000.00         | $217811.33         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8281   | 2039-02-01      | 5.0000%  | 0.0000% | $109542.00         | $58157.92          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0308   | 2035-01-01      | 2.5000%  | 0.0000% | $8000000.00        | $2161352.11        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3VZT1166   | 2043-11-01      | 3.0000%  | 0.0000% | $612000.00         | $106342.01         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1260   | 2039-09-01      | 6.0000%  | 0.0000% | $22752768.00       | $16261165.85       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTSC0861   | 2046-01-01      | 4.0000%  | 0.0000% | $7843048.00        | $7416931.70        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1769   | 2037-06-01      | 2.5000%  | 0.0000% | $4913008.00        | $4390521.67        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3SZN0120   | 2042-12-01      | 3.5000%  | 0.0000% | $2199576.00        | $75681.66          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZL0058   | 2034-11-01      | 3.5000%  | 0.0000% | $360000.00         | $57644.74          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1620   | 2038-07-01      | 2.0000%  | 0.0000% | $8518240.00        | $7072958.63        | Agency Mortgage-Backed Securities  |
| GNMI SF 711227 X       | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $22534.87          | Agency Mortgage-Backed Securities  |
| GNII SP 787044 C       | 2048-06-20      | 3.5000%  | 0.0000% | $5543064.00        | $3852137.12        | Agency Mortgage-Backed Securities  |
| GNII SP 788185 C       | 2055-09-20      | 5.5000%  | 0.0000% | $28561888.00       | $25479075.11       | Agency Mortgage-Backed Securities  |
| GNII SP 785638 C       | 2051-08-20      | 2.5000%  | 0.0000% | $3750000.00        | $1997916.70        | Agency Mortgage-Backed Securities  |
| GNMI SF 713877 X       | 2039-08-15      | 4.0000%  | 0.0000% | $513939.00         | $10279.46          | Agency Mortgage-Backed Securities  |
| GNII SP 785161 C       | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $546776.32         | Agency Mortgage-Backed Securities  |
| GNII SP 787169 C       | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6291937.19        | Agency Mortgage-Backed Securities  |
| GNII ET DI6892 C       | 2065-03-20      | 4.5000%  | 0.0000% | $646198.00         | $614079.37         | Agency Mortgage-Backed Securities  |
| GNII ET DO0093 C       | 2065-10-20      | 4.0000%  | 0.0000% | $646400.00         | $597839.24         | Agency Mortgage-Backed Securities  |
| GNII SF DL8787 C       | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9379185.81        | Agency Mortgage-Backed Securities  |
| GNII SF DP7935 C       | 2056-02-20      | 6.0000%  | 0.0000% | $3027140.00        | $3164210.71        | Agency Mortgage-Backed Securities  |
| GNII SF DQ4487 C       | 2056-02-20      | 6.0000%  | 0.0000% | $19238944.00       | $20057901.85       | Agency Mortgage-Backed Securities  |
| GNAR AF MB0825 M       | 2055-12-20      | 5.0000%  | 0.0000% | $492204.00         | $490808.90         | Agency Mortgage-Backed Securities  |
| GNII SF DO1908 C       | 2055-11-20      | 5.5000%  | 0.0000% | $6398970.00        | $6461131.46        | Agency Mortgage-Backed Securities  |
| GNII SF DI1691 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $664502.75         | Agency Mortgage-Backed Securities  |
| GNII ET DI3223 C       | 2065-07-20      | 6.0000%  | 0.0000% | $2161988.00        | $2211598.18        | Agency Mortgage-Backed Securities  |
| GNII SF DI2013 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2636984.00        | $2259804.96        | Agency Mortgage-Backed Securities  |
| GNII SF DO2320 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1181080.00        | $1220821.06        | Agency Mortgage-Backed Securities  |
| GNII SF DO3097 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1458506.00        | $1447483.21        | Agency Mortgage-Backed Securities  |
| GNII SF 635171 C       | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2272005.38        | Agency Mortgage-Backed Securities  |
| GNII SF 711773 C       | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $722353.89         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $132318208.00      | $106460100.85      | Agency Mortgage-Backed Securities  |
| GNII ET DO3795 C       | 2065-12-20      | 6.5000%  | 0.0000% | $52007232.00       | $52810234.41       | Agency Mortgage-Backed Securities  |
| GNII SF DQ2705 C       | 2041-03-20      | 4.5000%  | 0.0000% | $2081460.00        | $2047310.29        | Agency Mortgage-Backed Securities  |
| GNII SF DI4711 C       | 2055-08-20      | 7.0000%  | 0.0000% | $15163376.00       | $15631558.16       | Agency Mortgage-Backed Securities  |
| GNII ET DL9724 C       | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $267681.68         | Agency Mortgage-Backed Securities  |
| GNII SF DM0776 C       | 2055-08-20      | 7.0000%  | 0.0000% | $7287904.00        | $7728895.63        | Agency Mortgage-Backed Securities  |
| GNII SF DQ4488 C       | 2056-02-20      | 6.5000%  | 0.0000% | $4803600.00        | $5180898.88        | Agency Mortgage-Backed Securities  |
| GNII SF DL8196 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2179764.00        | $2265962.78        | Agency Mortgage-Backed Securities  |
| GNII SF DM1828 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1101806.00        | $1155832.46        | Agency Mortgage-Backed Securities  |
| GNII SF DM6671 C       | 2055-09-20      | 6.5000%  | 0.0000% | $803877.00         | $852637.15         | Agency Mortgage-Backed Securities  |
| GNII SF DE5115 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1015094.00        | $239727.31         | Agency Mortgage-Backed Securities  |
| GNII SF DM4564 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1875406.00        | $1702165.11        | Agency Mortgage-Backed Securities  |
| GNII ET DM2985 C       | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $239483.77         | Agency Mortgage-Backed Securities  |
| GNII SF DB7712 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1008160.00        | $661895.98         | Agency Mortgage-Backed Securities  |
| GNII SF DG2299 C       | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $20087271.30       | Agency Mortgage-Backed Securities  |
| GNII SF DM2601 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1629588.00        | $1610022.17        | Agency Mortgage-Backed Securities  |
| GNII SF DG0460 C       | 2054-12-20      | 6.5000%  | 0.0000% | $1260820.00        | $1096620.30        | Agency Mortgage-Backed Securities  |
| GNII ET DF3028 C       | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $110987.37         | Agency Mortgage-Backed Securities  |
| GNII SF DF1599 C       | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $1180090.34        | Agency Mortgage-Backed Securities  |
| GNII SF DD7704 C       | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4243840.46        | Agency Mortgage-Backed Securities  |
| GNII SF DE5817 C       | 2054-12-20      | 7.0000%  | 0.0000% | $4725192.00        | $4424031.74        | Agency Mortgage-Backed Securities  |
| GNMI SF BR6606 X       | 2050-02-15      | 3.0000%  | 0.0000% | $10000000.00       | $1741904.77        | Agency Mortgage-Backed Securities  |
| GNMI SF BC3013 X       | 2047-12-15      | 3.0000%  | 0.0000% | $78696.00          | $36525.88          | Agency Mortgage-Backed Securities  |
| GNII RG CN5009 C       | 2051-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $613374.97         | Agency Mortgage-Backed Securities  |
| GNII SF BJ5410 C       | 2048-10-20      | 4.5000%  | 0.0000% | $1046888.00        | $149779.95         | Agency Mortgage-Backed Securities  |
| GNII RG CN6337 C       | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $348443.34         | Agency Mortgage-Backed Securities  |
| GNII RG CN9814 C       | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $846249.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA8645 M       | 2053-02-20      | 4.0000%  | 0.0000% | $7182888.00        | $5294226.03        | Agency Mortgage-Backed Securities  |
| GNII JM MA8633 M       | 2052-01-20      | 3.0000%  | 0.0000% | $924846.00         | $749573.68         | Agency Mortgage-Backed Securities  |
| GNII SF BW8885 C       | 2039-01-20      | 7.0000%  | 0.0000% | $2091328.00        | $1054932.16        | Agency Mortgage-Backed Securities  |
| GNII SF MA8620 M       | 2038-09-20      | 7.0000%  | 0.0000% | $40991.00          | $26249.86          | Agency Mortgage-Backed Securities  |
| GNPL PN DC7221         | 2060-02-15      | 5.3100%  | 0.0000% | $52909.00          | $53325.47          | Agency Mortgage-Backed Securities  |
| GNII SF DD0482 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2052406.28        | Agency Mortgage-Backed Securities  |
| GNII SF DB2483 C       | 2054-05-20      | 7.0000%  | 0.0000% | $985362.00         | $314230.04         | Agency Mortgage-Backed Securities  |
| GNII SF DB6753 C       | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1686368.38        | Agency Mortgage-Backed Securities  |
| GNII SF DD7702 C       | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2056321.60        | Agency Mortgage-Backed Securities  |
| GNII SF DB0874 C       | 2054-04-20      | 7.0000%  | 0.0000% | $1022378.00        | $898538.81         | Agency Mortgage-Backed Securities  |
| GNII SF DD4241 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1487959.08        | Agency Mortgage-Backed Securities  |
| GNII SF DG7434 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2418450.56        | Agency Mortgage-Backed Securities  |
| GNII SF DG9948 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1686191.66        | Agency Mortgage-Backed Securities  |
| GNII SF DE4860 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1194570.13        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200360800.00      | $249954634.10      | U.S. Treasuries (including strips) |
| GNII JM MA4165 M       | 2031-12-20      | 2.5000%  | 0.0000% | $2500000.00        | $161039.30         | Agency Mortgage-Backed Securities  |
| GNAR AT MA4798 M       | 2047-10-20      | 5.1250%  | 0.0000% | $3000000.00        | $174926.07         | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M       | 2050-09-20      | 2.5000%  | 0.0000% | $53536768.00       | $19242001.22       | Agency Mortgage-Backed Securities  |
| GNII SF MA6931 M       | 2050-10-20      | 2.5000%  | 0.0000% | $8575000.00        | $3165392.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA3873 M       | 2046-08-20      | 3.0000%  | 0.0000% | $472646144.00      | $54259048.61       | Agency Mortgage-Backed Securities  |
| GNII SF MA4008 M       | 2046-10-20      | 5.5000%  | 0.0000% | $205793.00         | $21987.69          | Agency Mortgage-Backed Securities  |
| GNII SF DR8268 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1165332.00        | $1210048.84        | Agency Mortgage-Backed Securities  |
| GNII SF DL4913 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $884548.66         | Agency Mortgage-Backed Securities  |
| GNII SF DL5981 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1340497.85        | Agency Mortgage-Backed Securities  |
| GNII SF DD4244 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1695130.80        | Agency Mortgage-Backed Securities  |
| GNPL PN DE5551         | 2059-11-15      | 5.2700%  | 0.0000% | $218000.00         | $219145.70         | Agency Mortgage-Backed Securities  |
| GNII ET DM2754 C       | 2065-08-20      | 3.5000%  | 0.0000% | $777889.00         | $436183.85         | Agency Mortgage-Backed Securities  |
| GNII SF DM3589 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4100192.00        | $3969801.77        | Agency Mortgage-Backed Securities  |
| GNII ET DM2686 C       | 2065-07-20      | 3.5000%  | 0.0000% | $605430.00         | $539382.85         | Agency Mortgage-Backed Securities  |
| GNII ET DQ0558 C       | 2066-01-20      | 5.0000%  | 0.0000% | $295412.00         | $293676.78         | Agency Mortgage-Backed Securities  |
| GNII SF DM0778 C       | 2055-08-20      | 7.0000%  | 0.0000% | $2870888.00        | $2741918.95        | Agency Mortgage-Backed Securities  |
| GNII SF DL8195 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1514920.00        | $1253370.12        | Agency Mortgage-Backed Securities  |
| GNII SF DP4491 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1452208.00        | $1527780.09        | Agency Mortgage-Backed Securities  |
| GNII SF DI4715 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1418102.00        | $1496043.32        | Agency Mortgage-Backed Securities  |
| GNII SF DI7987 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $474544.39         | Agency Mortgage-Backed Securities  |
| GNII SF DI1906 C       | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26941902.54       | Agency Mortgage-Backed Securities  |
| GNII ET DO0092 C       | 2065-09-20      | 3.5000%  | 0.0000% | $275456.00         | $245891.64         | Agency Mortgage-Backed Securities  |
| GNII ET DO0104 C       | 2065-10-20      | 3.0000%  | 0.0000% | $685981.00         | $599519.28         | Agency Mortgage-Backed Securities  |
| GNII ET DI6472 C       | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $2591605.17        | Agency Mortgage-Backed Securities  |
| GNII SF MB1065 M       | 2051-12-20      | 2.5000%  | 0.0000% | $835754.00         | $713164.51         | Agency Mortgage-Backed Securities  |
| GNII SF DN6155 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2149370.00        | $2126550.67        | Agency Mortgage-Backed Securities  |
| GNII SF DP0775 C       | 2056-01-20      | 6.0000%  | 0.0000% | $3655740.00        | $3773914.16        | Agency Mortgage-Backed Securities  |
| GNII SF DO1811 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1686912.00        | $1754699.02        | Agency Mortgage-Backed Securities  |
| GNII SF DO2180 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2133356.00        | $1728750.46        | Agency Mortgage-Backed Securities  |
| GNII SF DI4716 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4854700.00        | $5102474.77        | Agency Mortgage-Backed Securities  |
| GNPL PN DB4200         | 2059-12-15      | 5.5900%  | 0.0000% | $277670.00         | $284163.54         | Agency Mortgage-Backed Securities  |
| GNII ET DA4374 C       | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95793.62          | Agency Mortgage-Backed Securities  |
| GNII SF BW6335 C       | 2050-09-20      | 2.0000%  | 0.0000% | $1072550.00        | $699002.89         | Agency Mortgage-Backed Securities  |
| GNII SF BT4420 C       | 2050-06-20      | 3.0000%  | 0.0000% | $6308112.00        | $2626946.28        | Agency Mortgage-Backed Securities  |
| GNII RG CE3913 C       | 2049-05-20      | 5.5000%  | 0.0000% | $2775524.00        | $899996.92         | Agency Mortgage-Backed Securities  |
| GNII SF CE9948 C       | 2051-09-20      | 3.0000%  | 0.0000% | $95463.00          | $69034.34          | Agency Mortgage-Backed Securities  |
| GNII SF CC9792 C       | 2051-04-20      | 3.0000%  | 0.0000% | $103012.00         | $59352.42          | Agency Mortgage-Backed Securities  |
| GNII SF BX4970 C       | 2050-09-20      | 2.5000%  | 0.0000% | $128058.00         | $70252.39          | Agency Mortgage-Backed Securities  |
| GNPL PN BU2235         | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $46232.90          | Agency Mortgage-Backed Securities  |
| GNII SF BZ8528 C       | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $57093.11          | Agency Mortgage-Backed Securities  |
| GNII SF BT0882 C       | 2050-04-20      | 3.5000%  | 0.0000% | $11917000.00       | $4402665.42        | Agency Mortgage-Backed Securities  |
| GNMI SF BS5088 X       | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $49224.79          | Agency Mortgage-Backed Securities  |
| GNII SF MA8876 M       | 2053-05-20      | 4.0000%  | 0.0000% | $1487000.00        | $1114922.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M       | 2051-11-20      | 3.0000%  | 0.0000% | $3963428.00        | $2276504.87        | Agency Mortgage-Backed Securities  |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $151052032.00      | $38571276.73       | Agency Mortgage-Backed Securities  |
| GNAR AF MA6421 M       | 2050-01-20      | 4.8750%  | 0.0000% | $766090.00         | $99855.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA9016 M       | 2053-07-20      | 5.0000%  | 0.0000% | $24883100.00       | $19466604.20       | Agency Mortgage-Backed Securities  |
| GNII SF MA6934 M       | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2563914.61        | Agency Mortgage-Backed Securities  |
| GNII SF MA8341 M       | 2052-08-20      | 1.5000%  | 0.0000% | $143199.00         | $102371.23         | Agency Mortgage-Backed Securities  |
| GNII JM MA6646 M       | 2050-05-20      | 3.0000%  | 0.0000% | $11500000.00       | $1892070.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA3663 M       | 2046-05-20      | 3.5000%  | 0.0000% | $12682500.00       | $1240959.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA4195 M       | 2047-01-20      | 3.0000%  | 0.0000% | $1034000.00        | $136032.80         | Agency Mortgage-Backed Securities  |
| GNII SF DR8066 C       | 2056-04-20      | 4.5000%  | 0.0000% | $6990544.00        | $6677292.72        | Agency Mortgage-Backed Securities  |
| GNII SF DB6699 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $833099.51         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY3142   | 2055-05-01      | 4.5000%  | 0.0000% | $12573.00          | $11939.10          | Agency Mortgage-Backed Securities  |
| GNII SF DA9483 C       | 2054-05-20      | 6.5000%  | 0.0000% | $4933352.00        | $4533767.76        | Agency Mortgage-Backed Securities  |
| GNII SF DN7248 C       | 2056-02-20      | 6.5000%  | 0.0000% | $4716280.00        | $5024631.45        | Agency Mortgage-Backed Securities  |
| GNII SF DM6189 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2774808.00        | $2519401.61        | Agency Mortgage-Backed Securities  |
| GNII SF DC0128 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1781776.00        | $1344872.03        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7690   | 2056-03-01      | 5.5000%  | 0.0000% | $10015320.00       | $9848239.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0280   | 2055-12-01      | 5.5000%  | 0.0000% | $22809792.00       | $21037185.10       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA9843   | 2056-04-01      | 4.5000%  | 0.0000% | $1180990.00        | $1135945.41        | Agency Mortgage-Backed Securities  |
| GNII SF 004496 M       | 2039-07-20      | 5.0000%  | 0.0000% | $390000.00         | $10303.55          | Agency Mortgage-Backed Securities  |
| GNMI SF AX6248 X       | 2047-05-15      | 5.0000%  | 0.0000% | $66065.00          | $9047.61           | Agency Mortgage-Backed Securities  |
| GNMI SF 590371 X       | 2032-07-15      | 6.5000%  | 0.0000% | $12247040.00       | $6485.26           | Agency Mortgage-Backed Securities  |
| GNMI SF 589569 X       | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $8125.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6745   | 2056-02-01      | 5.0000%  | 0.0000% | $5014112.00        | $4932570.13        | Agency Mortgage-Backed Securities  |
| GNII SF 004195 M       | 2038-07-20      | 6.0000%  | 0.0000% | $1739964.00        | $18313.27          | Agency Mortgage-Backed Securities  |
| GNII SF DP9484 C       | 2056-02-20      | 4.5000%  | 0.0000% | $4852880.00        | $4622583.40        | Agency Mortgage-Backed Securities  |
| GNII SF AZ7823 C       | 2047-04-20      | 3.5000%  | 0.0000% | $295000.00         | $73987.43          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA1006   | 2055-11-01      | 6.5000%  | 0.0000% | $1371002.00        | $1423733.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA7219   | 2056-02-01      | 6.0000%  | 0.0000% | $1002196.00        | $1042718.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB3680   | 2056-05-01      | 6.0000%  | 0.0000% | $8365568.00        | $8640282.10        | Agency Mortgage-Backed Securities  |
| GNII SF 002673 M       | 2028-11-20      | 6.5000%  | 0.0000% | $35938295.00       | $21003.69          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA7031   | 2056-02-01      | 4.5000%  | 0.0000% | $2138472.00        | $1992545.45        | Agency Mortgage-Backed Securities  |
| GNII SF DR8895 C       | 2056-05-20      | 5.0000%  | 0.0000% | $1158478.00        | $1153508.00        | Agency Mortgage-Backed Securities  |
| GNMI SF AA5649 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $210199.33         | Agency Mortgage-Backed Securities  |
| GNII SF DS0610 C       | 2056-05-20      | 3.5000%  | 0.0000% | $5690376.00        | $5062091.47        | Agency Mortgage-Backed Securities  |
| GNII SF DR5357 C       | 2056-04-20      | 4.5000%  | 0.0000% | $6936912.00        | $6625485.47        | Agency Mortgage-Backed Securities  |
| GNII JM MA9159 M       | 2053-09-20      | 5.5000%  | 0.0000% | $300000.00         | $136001.38         | Agency Mortgage-Backed Securities  |
| GNII JM MA8866 M       | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $591504.55         | Agency Mortgage-Backed Securities  |
| GNPL PN CC1884         | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1263150.09        | Agency Mortgage-Backed Securities  |
| GNII RG CH2012 C       | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $675214.04         | Agency Mortgage-Backed Securities  |
| GNII SF CH0830 C       | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $432188.11         | Agency Mortgage-Backed Securities  |
| GNII JM MA9410 M       | 2054-01-20      | 5.5000%  | 0.0000% | $700000.00         | $504343.83         | Agency Mortgage-Backed Securities  |
| GNMI SF CJ2165 X       | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $604596.23         | Agency Mortgage-Backed Securities  |
| GNII SP 788603 M       | 2054-08-20      | 3.5000%  | 0.0000% | $50075648.00       | $45865836.34       | Agency Mortgage-Backed Securities  |
| GNPL PN DN1558         | 2060-11-15      | 5.4000%  | 0.0000% | $265792.00         | $272292.79         | Agency Mortgage-Backed Securities  |
| GNII SF DN2537 C       | 2055-10-20      | 5.5000%  | 0.0000% | $3625736.00        | $3228609.71        | Agency Mortgage-Backed Securities  |
| GNII SF DN5549 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2107096.00        | $2202205.57        | Agency Mortgage-Backed Securities  |
| GNII SF DN2311 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1682160.00        | $1758358.26        | Agency Mortgage-Backed Securities  |
| GNII SF DN5324 C       | 2055-11-20      | 5.5000%  | 0.0000% | $4357032.00        | $4410873.70        | Agency Mortgage-Backed Securities  |
| GNII SF DM7907 C       | 2055-10-20      | 7.0000%  | 0.0000% | $1234548.00        | $1285686.14        | Agency Mortgage-Backed Securities  |
| GNII SF DN7882 C       | 2055-11-20      | 6.0000%  | 0.0000% | $3748392.00        | $3928391.09        | Agency Mortgage-Backed Securities  |
| GNPL PN DN1576         | 2061-01-15      | 5.4400%  | 0.0000% | $449488.00         | $462378.27         | Agency Mortgage-Backed Securities  |
| GNII SF DC4815 C       | 2054-07-20      | 6.5000%  | 0.0000% | $5026416.00        | $3165513.08        | Agency Mortgage-Backed Securities  |
| GNII SF DD1691 C       | 2054-07-20      | 7.0000%  | 0.0000% | $20743968.00       | $17301633.30       | Agency Mortgage-Backed Securities  |
| GNII SF DM7867 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1783102.00        | $1861286.42        | Agency Mortgage-Backed Securities  |
| GNII SF DN5302 C       | 2055-11-20      | 6.5000%  | 0.0000% | $24153792.00       | $25074967.06       | Agency Mortgage-Backed Securities  |
| GNII SF DN8233 C       | 2055-11-20      | 7.0000%  | 0.0000% | $1433062.00        | $1495331.69        | Agency Mortgage-Backed Securities  |
| GNII ET DM6730 C       | 2065-09-20      | 3.5000%  | 0.0000% | $191226.00         | $170394.08         | Agency Mortgage-Backed Securities  |
| GNII SF DM3906 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1062310.00        | $1102893.19        | Agency Mortgage-Backed Securities  |
| GNII SF DM9519 C       | 2055-09-20      | 6.5000%  | 0.0000% | $30246432.00       | $32036824.59       | Agency Mortgage-Backed Securities  |
| GNII ET DL9329 C       | 2065-09-20      | 6.5000%  | 0.0000% | $13300000.00       | $13707239.78       | Agency Mortgage-Backed Securities  |
| GNPL PN DM8150         | 2060-11-15      | 5.5000%  | 0.0000% | $1692960.00        | $1743419.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4301   | 2055-04-01      | 6.0000%  | 0.0000% | $15172352.00       | $12186165.40       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX7981   | 2055-03-01      | 7.0000%  | 0.0000% | $1426764.00        | $1515383.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY4173   | 2055-05-01      | 5.0000%  | 0.0000% | $851956.00         | $696718.65         | Agency Mortgage-Backed Securities  |
| GNII SF CX4165 C       | 2054-02-20      | 8.0000%  | 0.0000% | $1235262.00        | $1122948.45        | Agency Mortgage-Backed Securities  |
| GNII SF DM0773 C       | 2055-08-20      | 7.0000%  | 0.0000% | $3241128.00        | $3436654.84        | Agency Mortgage-Backed Securities  |
| GNII SF DL2511 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3587172.00        | $1998750.89        | Agency Mortgage-Backed Securities  |
| GNII SF DL5794 C       | 2050-08-20      | 6.5000%  | 0.0000% | $1174818.00        | $1027121.55        | Agency Mortgage-Backed Securities  |
| GNII SF DK6507 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1099297.27        | Agency Mortgage-Backed Securities  |
| GNII SF BW4890 C       | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $452939.49         | Agency Mortgage-Backed Securities  |
| GNII SF BF1665 C       | 2048-09-20      | 4.5000%  | 0.0000% | $1793280.00        | $302122.43         | Agency Mortgage-Backed Securities  |
| GNII SP 784987 C       | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $3751304.76        | Agency Mortgage-Backed Securities  |
| GNII SF BY6450 C       | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $522383.52         | Agency Mortgage-Backed Securities  |
| GNII SF BZ8510 C       | 2050-12-20      | 3.0000%  | 0.0000% | $114000.00         | $62538.52          | Agency Mortgage-Backed Securities  |
| GNII SP 785616 C       | 2051-09-20      | 2.5000%  | 0.0000% | $200732928.00      | $111918212.47      | Agency Mortgage-Backed Securities  |
| GNII SF CA2314 C       | 2051-01-20      | 2.0000%  | 0.0000% | $1556660.00        | $1110004.58        | Agency Mortgage-Backed Securities  |
| GNPL LM CC2600         | 2060-12-15      | 3.2500%  | 0.0000% | $81599.00          | $71767.49          | Agency Mortgage-Backed Securities  |
| GNII SP 785842 C       | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $51003.54          | Agency Mortgage-Backed Securities  |
| GNII SP 785532 C       | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $105324.74         | Agency Mortgage-Backed Securities  |
| GNII SP 785053 C       | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $15359124.66       | Agency Mortgage-Backed Securities  |
| GNII SF MA8431 M       | 2052-11-20      | 6.5000%  | 0.0000% | $290000.00         | $97615.07          | Agency Mortgage-Backed Securities  |
| GNMI SF 752201 X       | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1178712.70        | Agency Mortgage-Backed Securities  |
| GNII SF CB4516 C       | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $49575.49          | Agency Mortgage-Backed Securities  |
| GNII SF DI0829 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1111349.58        | Agency Mortgage-Backed Securities  |
| GNPL PN DO7373         | 2061-05-15      | 4.9500%  | 0.0000% | $10055824.00       | $10131564.47       | Agency Mortgage-Backed Securities  |
| GNII SF DI4712 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5464816.00        | $5719886.69        | Agency Mortgage-Backed Securities  |
| GNAR AS MA0552 M       | 2042-11-20      | 5.1250%  | 0.0000% | $3030532.00        | $343197.16         | Agency Mortgage-Backed Securities  |
| GNII ET DI6473 C       | 2065-05-20      | 6.0000%  | 0.0000% | $112172672.00      | $85784062.89       | Agency Mortgage-Backed Securities  |
| GNII SF DI2094 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1337818.00        | $1377743.24        | Agency Mortgage-Backed Securities  |
| GNII SF MA4102 M       | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $25549.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA5081 M       | 2048-03-20      | 5.5000%  | 0.0000% | $5729848.00        | $635325.64         | Agency Mortgage-Backed Securities  |
| GNII JM MB0733 M       | 2055-11-20      | 5.5000%  | 0.0000% | $981049.00         | $946535.45         | Agency Mortgage-Backed Securities  |
| GNAR AF MB1150 M       | 2056-05-20      | 3.5000%  | 0.0000% | $60772736.00       | $58339530.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6281   | 2056-05-01      | 5.5000%  | 0.0000% | $7972976.00        | $8088159.81        | Agency Mortgage-Backed Securities  |
| GNII SF MA8612 M       | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $182987.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA9174 M       | 2053-08-20      | 7.0000%  | 0.0000% | $988112.00         | $263625.92         | Agency Mortgage-Backed Securities  |
| GNII SF MA9877 M       | 2039-11-20      | 4.5000%  | 0.0000% | $160045.00         | $111551.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA9019 M       | 2053-07-20      | 6.5000%  | 0.0000% | $143000.00         | $52249.46          | Agency Mortgage-Backed Securities  |
| GNII SF MA9330 M       | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $28381.74          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5850   | 2055-10-01      | 4.0000%  | 0.0000% | $53665600.00       | $49178086.50       | Agency Mortgage-Backed Securities  |
| GNII SF BA9845 C       | 2047-08-20      | 3.5000%  | 0.0000% | $2295680.00        | $1020028.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6280   | 2056-05-01      | 5.5000%  | 0.0000% | $9801168.00        | $9946820.98        | Agency Mortgage-Backed Securities  |
| GNII SF AC0282 C       | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $369661.12         | Agency Mortgage-Backed Securities  |
| GNMI SF BC1138 X       | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $31762.17          | Agency Mortgage-Backed Securities  |
| GNII SF AC0186 C       | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $274501.19         | Agency Mortgage-Backed Securities  |
| GNII SF DI1642 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $749589.75         | Agency Mortgage-Backed Securities  |
| GNII SF MB0995 M       | 2056-03-20      | 4.5000%  | 0.0000% | $29678976.00       | $28528817.57       | Agency Mortgage-Backed Securities  |
| GNII SF MA4897 M       | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $135951.25         | Agency Mortgage-Backed Securities  |
| GNII JM MB0855 M       | 2053-07-20      | 2.0000%  | 0.0000% | $1143168.00        | $894193.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA4450 M       | 2047-05-20      | 3.0000%  | 0.0000% | $13294832.00       | $1786778.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ6377   | 2056-01-01      | 6.0000%  | 0.0000% | $2159992.00        | $2041313.02        | Agency Mortgage-Backed Securities  |
| GNII SF DG9173 C       | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $487948.46         | Agency Mortgage-Backed Securities  |
| GNII ET DH0123 C       | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $8157070.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6196   | 2056-03-01      | 5.5000%  | 0.0000% | $90361728.00       | $90977144.02       | Agency Mortgage-Backed Securities  |
| GNII SF DH2870 C       | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15151156.30       | Agency Mortgage-Backed Securities  |
| GNII SF DJ1306 C       | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3655037.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1418   | 2054-10-01      | 6.0000%  | 0.0000% | $429799.00         | $300025.88         | Agency Mortgage-Backed Securities  |
| GNII SF DG1077 C       | 2054-11-20      | 7.0000%  | 0.0000% | $3001300.00        | $796334.42         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0335   | 2053-11-01      | 7.0000%  | 0.0000% | $28999000.00       | $13233643.34       | Agency Mortgage-Backed Securities  |
| GNPL PN DH1758         | 2060-03-15      | 5.6000%  | 0.0000% | $388677.00         | $397933.90         | Agency Mortgage-Backed Securities  |
| GNII SF DG7449 C       | 2054-12-20      | 7.5000%  | 0.0000% | $5568968.00        | $5200591.32        | Agency Mortgage-Backed Securities  |
| GNII SF DG9247 C       | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1621586.00        | Agency Mortgage-Backed Securities  |
| GNII SF DH4942 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1648304.00        | $1470690.28        | Agency Mortgage-Backed Securities  |
| GNII SF DH6963 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2017338.72        | Agency Mortgage-Backed Securities  |
| GNII SF DG7223 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1129208.99        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0723   | 2054-01-01      | 7.0000%  | 0.0000% | $24342240.00       | $13896889.11       | Agency Mortgage-Backed Securities  |
| GNII SF DJ5199 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1792330.32        | Agency Mortgage-Backed Securities  |
| GNII SF DK3213 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1728042.00        | $1818392.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL905013   | 2037-05-01      | 6.0000%  | 0.0000% | $4212970.00        | $288183.24         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX8033   | 2055-03-01      | 4.5000%  | 0.0000% | $316806.00         | $92418.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAE0392   | 2039-12-01      | 5.5000%  | 0.0000% | $319554560.00      | $3691174.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC0884   | 2046-05-01      | 3.0000%  | 0.0000% | $48338496.00       | $14263482.47       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0131   | 2056-08-01      | 3.5000%  | 0.0000% | $52663104.00       | $14566096.73       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0632   | 2037-03-01      | 2.5000%  | 0.0000% | $3961276.00        | $2189067.13        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLZS4681   | 2046-10-01      | 2.5000%  | 0.0000% | $3000000.00        | $562420.12         | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZS1050   | 2034-07-01      | 7.5000%  | 0.0000% | $1862000.00        | $14809.84          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS1151   | 2036-09-01      | 6.5000%  | 0.0000% | $52138000.00       | $303503.54         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 3PQU8257   | 2055-01-01      | 7.0000%  | 0.0000% | $3883664.00        | $1163577.26        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN1979   | 2035-04-01      | 2.0000%  | 0.0000% | $1775818.00        | $384423.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2622   | 2052-11-01      | 5.5000%  | 0.0000% | $61460096.00       | $44282017.22       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN5031   | 2036-01-01      | 2.5000%  | 0.0000% | $4859280.00        | $2511775.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5162   | 2054-10-01      | 6.0000%  | 0.0000% | $4096968.00        | $3167169.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMB0303   | 2055-02-01      | 6.0000%  | 0.0000% | $9051056.00        | $4989462.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8776   | 2055-09-01      | 6.5000%  | 0.0000% | $18860060.00       | $17437993.10       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL633698   | 2031-02-01      | 7.5000%  | 0.0000% | $4100000.00        | $23700.93          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5140   | 2033-04-01      | 5.0000%  | 0.0000% | $208400.00         | $88426.32          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0027   | 2051-05-01      | 2.0000%  | 0.0000% | $39533000.00       | $21572441.52       | Agency Mortgage-Backed Securities  |
| GNII SF AA3027 C       | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $816630.65         | Agency Mortgage-Backed Securities  |
| GNII SF AB9531 C       | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $161383.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2647   | 2055-09-01      | 6.5000%  | 0.0000% | $28589856.00       | $24222250.80       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL3251   | 2052-05-01      | 2.5000%  | 0.0000% | $404000.00         | $332842.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF9096   | 2056-01-01      | 6.0000%  | 0.0000% | $1717260.00        | $1769483.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5286   | 2056-02-01      | 6.0000%  | 0.0000% | $47719120.00       | $48704527.11       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8375   | 2055-11-01      | 6.0000%  | 0.0000% | $2286996.00        | $2362321.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1990   | 2055-05-01      | 6.5000%  | 0.0000% | $24959776.00       | $18287750.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6385   | 2055-06-01      | 5.5000%  | 0.0000% | $2147616.00        | $2066640.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA8458 M       | 2037-10-20      | 4.0000%  | 0.0000% | $25000.00          | $13896.53          | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $8719500.00        | $7044379.14        | Agency Mortgage-Backed Securities  |
| GNII SF BM7542 C       | 2050-03-20      | 3.0000%  | 0.0000% | $61000.00          | $18117.65          | Agency Mortgage-Backed Securities  |
| GNMI SF BF1113 X       | 2048-01-15      | 5.0000%  | 0.0000% | $199721.00         | $24764.46          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDH0876   | 2056-05-01      | 6.0000%  | 0.0000% | $10311968.00       | $10679658.41       | Agency Mortgage-Backed Securities  |
| GNPL PN CP1213         | 2058-06-15      | 5.0000%  | 0.0000% | $41229.00          | $40312.93          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9930   | 2056-05-01      | 6.0000%  | 0.0000% | $25293600.00       | $25977584.40       | Agency Mortgage-Backed Securities  |
| GNII SF MA9237 M       | 2053-10-20      | 3.5000%  | 0.0000% | $20000.00          | $13615.96          | Agency Mortgage-Backed Securities  |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $4089500.00        | $301779.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7032   | 2053-09-01      | 6.0000%  | 0.0000% | $2915992.00        | $2377820.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDH1072   | 2056-05-01      | 6.0000%  | 0.0000% | $6173720.00        | $6347785.98        | Agency Mortgage-Backed Securities  |
| GNII SF MA9846 M       | 2046-10-20      | 3.0000%  | 0.0000% | $1620936.00        | $1251790.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG3699   | 2056-03-01      | 4.5000%  | 0.0000% | $2471724.00        | $2373475.77        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9639   | 2051-01-01      | 4.5000%  | 0.0000% | $85000.00          | $71252.77          | Agency Mortgage-Backed Securities  |
| GNII SF DK1836 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1335636.82        | Agency Mortgage-Backed Securities  |
| GNII SF DK0382 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $819948.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102   | 2056-03-01      | 5.0000%  | 0.0000% | $11320000.00       | $10999904.74       | Agency Mortgage-Backed Securities  |
| GNII SF DK2768 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1172821.55        | Agency Mortgage-Backed Securities  |
| GNII SF DK7936 C       | 2055-07-20      | 6.5000%  | 0.0000% | $979397.00         | $1023048.59        | Agency Mortgage-Backed Securities  |
| GNII SF DL2510 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1691462.00        | $1643179.32        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5211 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2711095.08        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9125 C       | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $8020481.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5302   | 2055-11-01      | 5.0000%  | 0.0000% | $186690048.00      | $176269796.56      | Agency Mortgage-Backed Securities  |
| GNII SF DK4804 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $2841848.75        | Agency Mortgage-Backed Securities  |
| GNII ET DJ5614 C       | 2065-04-20      | 2.0000%  | 0.0000% | $609637.00         | $454677.66         | Agency Mortgage-Backed Securities  |
| GNII SF DK4925 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1663752.00        | $1487113.01        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA4440   | 2056-01-01      | 4.5000%  | 0.0000% | $1430286.00        | $1370891.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK0042 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1047440.75        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRR0069   | 2041-01-01      | 3.0000%  | 0.0000% | $30275840.00       | $27897389.62       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0946   | 2055-12-01      | 5.5000%  | 0.0000% | $1298106.00        | $1125961.39        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6842         | 2060-07-15      | 5.9300%  | 0.0000% | $3634000.00        | $3824214.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $139691.00         | $82789.13          | Agency Mortgage-Backed Securities  |
| GNMI SF BC3009 X       | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $268831.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX2839   | 2055-01-01      | 5.0000%  | 0.0000% | $190000.00         | $162324.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA4915   | 2038-02-01      | 5.0000%  | 0.0000% | $578207.00         | $295244.87         | Agency Mortgage-Backed Securities  |
| GNII SF CP0483 C       | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $682566.28         | Agency Mortgage-Backed Securities  |
| GNII RG CO0390 C       | 2050-11-20      | 2.5000%  | 0.0000% | $3055990.00        | $1741047.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDH1821   | 2056-06-01      | 6.5000%  | 0.0000% | $9641616.00        | $10103907.92       | Agency Mortgage-Backed Securities  |
| GNII RG CN9851 C       | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $202668.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0219   | 2057-09-01      | 3.5000%  | 0.0000% | $5977792.00        | $1805786.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9218   | 2052-09-01      | 5.0000%  | 0.0000% | $3550448.00        | $1962156.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB2535   | 2056-05-01      | 5.5000%  | 0.0000% | $5860336.00        | $5939349.61        | Agency Mortgage-Backed Securities  |
| GNII ET DQ6376 C       | 2066-02-20      | 6.0000%  | 0.0000% | $141956.00         | $144480.70         | Agency Mortgage-Backed Securities  |
| GNII ET DQ5757 C       | 2066-02-20      | 5.5000%  | 0.0000% | $654925.00         | $660408.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB0399   | 2056-04-01      | 5.5000%  | 0.0000% | $1725520.00        | $1766308.40        | Agency Mortgage-Backed Securities  |
| GNII SF 004700 M       | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $49621.03          | Agency Mortgage-Backed Securities  |
| GNII SF DH6199 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1325376.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5348   | 2055-01-01      | 5.5000%  | 0.0000% | $51618112.00       | $52336934.37       | Agency Mortgage-Backed Securities  |
| GNII SF DG3904 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $506692.97         | Agency Mortgage-Backed Securities  |
| GNII SF DG5686 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1913124.00        | $1780607.57        | Agency Mortgage-Backed Securities  |
| GNII SF DH6875 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2741524.00        | $1039857.86        | Agency Mortgage-Backed Securities  |
| GNII SF DF4828 C       | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $1391972.57        | Agency Mortgage-Backed Securities  |
| GNII SF DE8867 C       | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1895848.44        | Agency Mortgage-Backed Securities  |
| GNII SF DE5800 C       | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2127581.29        | Agency Mortgage-Backed Securities  |
| GNII SF DD7537 C       | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3171105.74        | Agency Mortgage-Backed Securities  |
| GNII SF DG6115 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $673278.47         | Agency Mortgage-Backed Securities  |
| GNII SF 004747 M       | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $22316.70          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6528   | 2056-02-01      | 5.5000%  | 0.0000% | $11722608.00       | $11842089.70       | Agency Mortgage-Backed Securities  |
| GNII SF DE5707 C       | 2054-09-20      | 5.0000%  | 0.0000% | $754556.00         | $592403.86         | Agency Mortgage-Backed Securities  |
| GNII SF DG2298 C       | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4276437.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3874   | 2056-01-01      | 5.0000%  | 0.0000% | $100934144.00      | $97538368.99       | Agency Mortgage-Backed Securities  |
| GNII ET DE6706 C       | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95409.36          | Agency Mortgage-Backed Securities  |
| GNII SF DE5819 C       | 2054-12-20      | 7.5000%  | 0.0000% | $3882000.00        | $3695347.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1543   | 2054-12-01      | 5.0000%  | 0.0000% | $5884056.00        | $5353364.72        | Agency Mortgage-Backed Securities  |
| GNII SF DP4538 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1781712.00        | $1839939.81        | Agency Mortgage-Backed Securities  |
| GNII SF DF9098 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1625224.47        | Agency Mortgage-Backed Securities  |
| GNII ET DP0485 C       | 2066-01-20      | 5.5000%  | 0.0000% | $454755.00         | $458128.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4000   | 2056-02-01      | 5.5000%  | 0.0000% | $78490240.00       | $78636676.39       | Agency Mortgage-Backed Securities  |
| GNCL CL DD8086         | 2067-05-15      | 5.8400%  | 0.0000% | $31962176.00       | $32756411.21       | Agency Mortgage-Backed Securities  |
| GNII ET DP3241 C       | 2065-10-20      | 2.5000%  | 0.0000% | $208185.00         | $171396.35         | Agency Mortgage-Backed Securities  |
| GNII SF DP1602 C       | 2055-12-20      | 4.0000%  | 0.0000% | $5804664.00        | $5300473.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4052   | 2056-01-01      | 5.5000%  | 0.0000% | $49654208.00       | $48479623.57       | Agency Mortgage-Backed Securities  |
| GNII SF DN1603 C       | 2052-03-20      | 3.0000%  | 0.0000% | $1549154.00        | $1095649.05        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL0588   | 2055-03-01      | 3.5000%  | 0.0000% | $7000.00           | $5919.61           | Agency Mortgage-Backed Securities  |
| GNII ET DA6969 C       | 2063-12-20      | 7.5000%  | 0.0000% | $551083.00         | $37495.63          | Agency Mortgage-Backed Securities  |
| GNII ET DP1971 C       | 2066-01-20      | 6.5000%  | 0.0000% | $1254032.00        | $921222.49         | Agency Mortgage-Backed Securities  |
| GNPL PN DE5558         | 2059-12-15      | 5.7300%  | 0.0000% | $50452.00          | $52133.59          | Agency Mortgage-Backed Securities  |
| GNII RG CQ2915 C       | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1073781.15        | Agency Mortgage-Backed Securities  |
| GNII SF BD3893 C       | 2048-01-20      | 3.5000%  | 0.0000% | $125000.00         | $27916.60          | Agency Mortgage-Backed Securities  |
| GNII ET CV1309 C       | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $128078.97         | Agency Mortgage-Backed Securities  |
| GNCL CL CU4629         | 2066-02-15      | 6.0500%  | 0.0000% | $1024808.00        | $1084158.28        | Agency Mortgage-Backed Securities  |
| GNII SF CX3733 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $836957.03         | Agency Mortgage-Backed Securities  |
| GNII SF CT8317 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1134084.00        | $810854.77         | Agency Mortgage-Backed Securities  |
| GNMI SF AD3523 X       | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8001.36           | Agency Mortgage-Backed Securities  |
| GNII SF CQ7639 C       | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1180530.30        | Agency Mortgage-Backed Securities  |
| GNII SF DL2477 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1899470.00        | $1972149.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRR0096   | 2041-05-01      | 6.0000%  | 0.0000% | $9243392.00        | $9554234.95        | Agency Mortgage-Backed Securities  |
| GNII SF DI4713 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5959608.00        | $6260899.76        | Agency Mortgage-Backed Securities  |
| GNII SF DI1700 C       | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $3104884.64        | Agency Mortgage-Backed Securities  |
| GNII SF DI6464 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $854183.47         | Agency Mortgage-Backed Securities  |
| GNAR AF MA1775 M       | 2044-03-20      | 5.0000%  | 0.0000% | $71215616.00       | $1702696.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA5566 M       | 2033-11-20      | 4.5000%  | 0.0000% | $1527446.00        | $31165.54          | Agency Mortgage-Backed Securities  |
| GNII SF DO2326 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1319206.00        | $1381077.06        | Agency Mortgage-Backed Securities  |
| GNAR AT MB0759 M       | 2055-11-20      | 3.0000%  | 0.0000% | $359484.00         | $343707.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995048   | 2038-05-01      | 5.5000%  | 0.0000% | $61743000.00       | $447749.59         | Agency Mortgage-Backed Securities  |
| GNII ET DO3778 C       | 2064-02-20      | 6.5000%  | 0.0000% | $90806.00          | $94759.83          | Agency Mortgage-Backed Securities  |
| GNII SF DR6301 C       | 2056-04-20      | 6.0000%  | 0.0000% | $2021090.00        | $2094855.62        | Agency Mortgage-Backed Securities  |
| GNII SF MA5654 M       | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $82764.22          | Agency Mortgage-Backed Securities  |
| GNII SF MA5744 M       | 2031-10-20      | 7.0000%  | 0.0000% | $377812.00         | $36807.27          | Agency Mortgage-Backed Securities  |
| GNII SF CM6944 C       | 2053-05-20      | 6.0000%  | 0.0000% | $2598592.00        | $1968299.08        | Agency Mortgage-Backed Securities  |
| GNII SF CG9023 C       | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $179124.60         | Agency Mortgage-Backed Securities  |
| GNII SF CE9959 C       | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $325529.08         | Agency Mortgage-Backed Securities  |
| GNII SF CJ9761 C       | 2052-03-20      | 4.5000%  | 0.0000% | $1024902.00        | $882202.94         | Agency Mortgage-Backed Securities  |
| GNII SF DI0932 C       | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3403886.29        | Agency Mortgage-Backed Securities  |
| GNII SF MA9996 M       | 2039-11-20      | 3.5000%  | 0.0000% | $453187.00         | $322491.60         | Agency Mortgage-Backed Securities  |
| GNMI SF 698370 X       | 2039-07-15      | 4.5000%  | 0.0000% | $8692592.00        | $430943.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA9777 M       | 2054-06-20      | 4.5000%  | 0.0000% | $22747360.00       | $20700370.65       | Agency Mortgage-Backed Securities  |
| GNII SF AG2675 C       | 2043-10-20      | 4.0000%  | 0.0000% | $11457184.00       | $793992.08         | Agency Mortgage-Backed Securities  |
| GNII SP 788238 M       | 2052-05-20      | 3.0000%  | 0.0000% | $245387000.00      | $206785470.16      | Agency Mortgage-Backed Securities  |
| GNII SF CB4530 C       | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $57894.85          | Agency Mortgage-Backed Securities  |
| GNII SF MA9935 M       | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $188058.86         | Agency Mortgage-Backed Securities  |
| GNII SF BV8710 C       | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $389610.53         | Agency Mortgage-Backed Securities  |
| GNII SF CC6453 C       | 2051-05-20      | 2.5000%  | 0.0000% | $1897826.00        | $1207760.85        | Agency Mortgage-Backed Securities  |
| GNMI SF AF0251 X       | 2043-08-15      | 2.5000%  | 0.0000% | $503527.00         | $39007.96          | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $23156448.00       | $16403085.96       | Agency Mortgage-Backed Securities  |
| GNII SF CM2446 C       | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $938142.42         | Agency Mortgage-Backed Securities  |
| GNII SF AL4517 C       | 2045-02-20      | 3.5000%  | 0.0000% | $10000000.00       | $1439092.13        | Agency Mortgage-Backed Securities  |
| GNII SF CM4442 C       | 2052-06-20      | 2.5000%  | 0.0000% | $3140532.00        | $901972.63         | Agency Mortgage-Backed Securities  |
| GNII SF DP0179 C       | 2056-01-20      | 6.5000%  | 0.0000% | $2061148.00        | $2149633.51        | Agency Mortgage-Backed Securities  |
| GNII ET DQ6603 C       | 2066-03-20      | 6.0000%  | 0.0000% | $13529328.00       | $13900260.60       | Agency Mortgage-Backed Securities  |
| GNII SF DN7870 C       | 2055-11-20      | 6.0000%  | 0.0000% | $5230630.00        | $5471754.18        | Agency Mortgage-Backed Securities  |
| GNII SF DP2063 C       | 2056-01-20      | 5.0000%  | 0.0000% | $3376260.00        | $3345776.31        | Agency Mortgage-Backed Securities  |
| GNII ET DP6714 C       | 2066-01-20      | 5.0000%  | 0.0000% | $472454.00         | $469380.22         | Agency Mortgage-Backed Securities  |
| GNII SF DN3199 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1163676.00        | $1207367.42        | Agency Mortgage-Backed Securities  |
| GNII ET DN9882 C       | 2065-08-20      | 4.0000%  | 0.0000% | $694223.00         | $640724.52         | Agency Mortgage-Backed Securities  |
| GNII ET DN3062 C       | 2065-10-20      | 3.5000%  | 0.0000% | $611464.00         | $545419.03         | Agency Mortgage-Backed Securities  |
| GNII ET DN9253 C       | 2064-12-20      | 4.5000%  | 0.0000% | $128566.00         | $122926.57         | Agency Mortgage-Backed Securities  |
| GNII ET DN4291 C       | 2065-08-20      | 2.0000%  | 0.0000% | $2105224.00        | $1615036.46        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ4693         | 2060-06-15      | 4.8600%  | 0.0000% | $165400.00         | $161559.24         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0359         | 2060-11-15      | 5.4000%  | 0.0000% | $2332000.00        | $2374670.34        | Agency Mortgage-Backed Securities  |
| GNII ET DJ9044 C       | 2065-06-20      | 7.0000%  | 0.0000% | $4709376.00        | $4127245.59        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3204 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2340350.00        | $2335639.05        | Agency Mortgage-Backed Securities  |
| GNII SF DK3171 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1735144.00        | $1549710.96        | Agency Mortgage-Backed Securities  |
| GNII SF DH6154 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1140562.00        | $1197512.89        | Agency Mortgage-Backed Securities  |
| GNII ET DJ9043 C       | 2065-06-20      | 6.5000%  | 0.0000% | $23614720.00       | $18880847.22       | Agency Mortgage-Backed Securities  |
| GNII ET DJ7641 C       | 2062-08-20      | 3.0000%  | 0.0000% | $109835.00         | $95461.38          | Agency Mortgage-Backed Securities  |
| GNII SF DK7589 C       | 2055-06-20      | 7.0000%  | 0.0000% | $17299392.00       | $17914563.81       | Agency Mortgage-Backed Securities  |
| GNII SF DJ5314 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1209680.00        | $841782.82         | Agency Mortgage-Backed Securities  |
| GNII SF 005054 M       | 2041-05-20      | 4.0000%  | 0.0000% | $858076.00         | $34037.63          | Agency Mortgage-Backed Securities  |
| GNII SF DO9804 C       | 2040-12-20      | 4.0000%  | 0.0000% | $1407164.00        | $1338804.02        | Agency Mortgage-Backed Securities  |
| GNMI SF 736749 X       | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $222159.51         | Agency Mortgage-Backed Securities  |
| GNII SF DR9445 C       | 2056-04-20      | 6.0000%  | 0.0000% | $5174520.00        | $5355880.32        | Agency Mortgage-Backed Securities  |
| GNII SF DO9136 C       | 2055-11-20      | 7.0000%  | 0.0000% | $712469.00         | $744427.81         | Agency Mortgage-Backed Securities  |
| GNII SF DR8279 C       | 2056-05-20      | 5.5000%  | 0.0000% | $1148204.00        | $1165035.27        | Agency Mortgage-Backed Securities  |
| GNMI SF AU1453 X       | 2046-06-15      | 2.5000%  | 0.0000% | $568012.00         | $304877.37         | Agency Mortgage-Backed Securities  |
| GNII SF AZ7003 C       | 2047-03-20      | 3.5000%  | 0.0000% | $1373724.00        | $102110.15         | Agency Mortgage-Backed Securities  |
| GNMI SF AS4933 X       | 2046-05-15      | 4.5000%  | 0.0000% | $168000.00         | $31893.99          | Agency Mortgage-Backed Securities  |
| GNII ET DO1101 C       | 2066-03-20      | 6.0000%  | 0.0000% | $2703276.00        | $2778491.20        | Agency Mortgage-Backed Securities  |
| GNII SF AR4870 C       | 2046-03-20      | 4.0000%  | 0.0000% | $5796672.00        | $745063.08         | Agency Mortgage-Backed Securities  |
| GNII SF AR9014 C       | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1090247.64        | Agency Mortgage-Backed Securities  |
| GNAR AT 082997 M       | 2041-12-20      | 5.1250%  | 0.0000% | $300000.00         | $6164.77           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY0551   | 2055-03-01      | 7.0000%  | 0.0000% | $1803450.00        | $1923196.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8704   | 2055-03-01      | 5.5000%  | 0.0000% | $12526848.00       | $11835051.21       | Agency Mortgage-Backed Securities  |
| GNII SF CC9795 C       | 2051-04-20      | 3.0000%  | 0.0000% | $134977.00         | $79388.64          | Agency Mortgage-Backed Securities  |
| GNII ET DD7296 C       | 2063-11-20      | 7.5000%  | 0.0000% | $200739.00         | $207254.31         | Agency Mortgage-Backed Securities  |
| GNII SF DH6860 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2707792.00        | $897056.22         | Agency Mortgage-Backed Securities  |
| GNCL CL DF5002         | 2068-01-15      | 5.1000%  | 0.0000% | $1062118.00        | $1048515.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5575   | 2039-11-01      | 3.5000%  | 0.0000% | $496980.00         | $396882.08         | Agency Mortgage-Backed Securities  |
| GNII SF DH6974 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1056412.00        | $1016854.60        | Agency Mortgage-Backed Securities  |
| GNII SF BX7064 C       | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $805225.81         | Agency Mortgage-Backed Securities  |
| GNII SF DH4974 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1334382.00        | $1383715.67        | Agency Mortgage-Backed Securities  |
| GNII SF BY6418 C       | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $107737.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA6714 M       | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $863635.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA8015 M       | 2037-05-20      | 1.5000%  | 0.0000% | $170322.00         | $97198.69          | Agency Mortgage-Backed Securities  |
| GNII SF MA7513 M       | 2036-10-20      | 5.0000%  | 0.0000% | $1114102.00        | $445138.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA7136 M       | 2051-01-20      | 2.5000%  | 0.0000% | $625000.00         | $260847.72         | Agency Mortgage-Backed Securities  |
| GNII JM MA7869 M       | 2052-02-20      | 1.5000%  | 0.0000% | $554856.00         | $327472.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $23251008.00       | $10670393.81       | Agency Mortgage-Backed Securities  |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $601871.64         | Agency Mortgage-Backed Securities  |
| GNII SF MA8491 M       | 2052-12-20      | 5.5000%  | 0.0000% | $50046080.00       | $30389818.92       | Agency Mortgage-Backed Securities  |
| GNII SF MA8727 M       | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $757567.34         | Agency Mortgage-Backed Securities  |
| GNII JM MA8862 M       | 2051-12-20      | 3.0000%  | 0.0000% | $790763.00         | $461168.80         | Agency Mortgage-Backed Securities  |
| GNII SF MB0173 M       | 2034-01-20      | 1.5000%  | 0.0000% | $47291.00          | $35911.31          | Agency Mortgage-Backed Securities  |
| GNII SF MB0554 M       | 2055-08-20      | 4.5000%  | 0.0000% | $76000000.00       | $72067554.69       | Agency Mortgage-Backed Securities  |
| GNII SP 784474 C       | 2048-02-20      | 3.5000%  | 0.0000% | $5800000.00        | $1355279.87        | Agency Mortgage-Backed Securities  |
| GNII SP 784408 C       | 2047-10-20      | 3.5000%  | 0.0000% | $687066.00         | $304807.32         | Agency Mortgage-Backed Securities  |
| GNII SP 785612 C       | 2051-09-20      | 2.5000%  | 0.0000% | $315000.00         | $178427.21         | Agency Mortgage-Backed Securities  |
| GNII SP 785231 C       | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $10992391.01       | Agency Mortgage-Backed Securities  |
| GNMI SF 736519 X       | 2040-04-15      | 4.5000%  | 0.0000% | $1034000.00        | $24700.47          | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $11802000.00       | $7020786.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9575   | 2055-07-01      | 6.0000%  | 0.0000% | $1060418.00        | $1082905.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA5884   | 2040-11-01      | 4.0000%  | 0.0000% | $3383736.00        | $3122143.54        | Agency Mortgage-Backed Securities  |
| GNII ET DH9205 C       | 2065-02-20      | 6.5000%  | 0.0000% | $1961200.00        | $1847631.48        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1895 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $1734510.72        | Agency Mortgage-Backed Securities  |
| GNII SF CB1088 C       | 2051-03-20      | 2.0000%  | 0.0000% | $2167080.00        | $1412122.06        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0385         | 2061-01-15      | 5.0000%  | 0.0000% | $709843.00         | $713033.65         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY9250   | 2055-07-01      | 7.0000%  | 0.0000% | $1012350.00        | $1082573.68        | Agency Mortgage-Backed Securities  |
| GNII SF CE9957 C       | 2051-10-20      | 2.5000%  | 0.0000% | $612598.00         | $429754.63         | Agency Mortgage-Backed Securities  |
| GNII ET DH5131 C       | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $314540.10         | Agency Mortgage-Backed Securities  |
| GNII SF MB0685 M       | 2055-09-20      | 5.0000%  | 0.0000% | $167000000.00      | $162667288.42      | Agency Mortgage-Backed Securities  |
| GNII SF DK2770 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1280844.13        | Agency Mortgage-Backed Securities  |
| GNII SF DL8258 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1489728.00        | $1551837.98        | Agency Mortgage-Backed Securities  |
| GNII SF DI9117 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1094612.00        | $1113273.24        | Agency Mortgage-Backed Securities  |
| GNII SF DK9878 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1035602.00        | $1026180.61        | Agency Mortgage-Backed Securities  |
| GNII SF DL4851 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1000316.19        | Agency Mortgage-Backed Securities  |
| GNII SF DL4506 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3509436.00        | $2740544.32        | Agency Mortgage-Backed Securities  |
| GNII SF DI9237 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3299499.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5632   | 2055-08-01      | 6.0000%  | 0.0000% | $2787900.00        | $2242230.24        | Agency Mortgage-Backed Securities  |
| GNII SF DI3144 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2179631.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4707   | 2056-02-01      | 6.0000%  | 0.0000% | $92513024.00       | $93445088.47       | Agency Mortgage-Backed Securities  |
| GNII SF DI8931 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1524172.00        | $1597929.31        | Agency Mortgage-Backed Securities  |
| GNII ET DM1665 C       | 2065-09-20      | 4.0000%  | 0.0000% | $234507.00         | $218619.60         | Agency Mortgage-Backed Securities  |
| GNII SF DI8731 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1246878.00        | $1305085.72        | Agency Mortgage-Backed Securities  |
| GNII SF DI1118 C       | 2055-02-20      | 6.5000%  | 0.0000% | $24793760.00       | $25988776.91       | Agency Mortgage-Backed Securities  |
| GNII SF DL4887 C       | 2055-08-20      | 6.5000%  | 0.0000% | $971118.00         | $577195.02         | Agency Mortgage-Backed Securities  |
| GNII ET DI3613 C       | 2065-04-20      | 6.0000%  | 0.0000% | $2043392.00        | $1102851.19        | Agency Mortgage-Backed Securities  |
| GNII SF DL3173 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1509790.92        | Agency Mortgage-Backed Securities  |
| GNII ET DM1663 C       | 2065-08-20      | 3.0000%  | 0.0000% | $291779.00         | $257127.72         | Agency Mortgage-Backed Securities  |
| GNII ET DM3068 C       | 2065-09-20      | 4.5000%  | 0.0000% | $948325.00         | $915802.21         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0551   | 2053-12-01      | 6.5000%  | 0.0000% | $2156324.00        | $928099.52         | Agency Mortgage-Backed Securities  |
| GNII ET DL6419 C       | 2065-08-20      | 3.0000%  | 0.0000% | $856246.00         | $751698.51         | Agency Mortgage-Backed Securities  |
| GNPL LM CF7692         | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $37984.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA9362 M       | 2053-12-20      | 5.5000%  | 0.0000% | $1757128.00        | $1293577.04        | Agency Mortgage-Backed Securities  |
| GNII RG CI4389 C       | 2039-08-20      | 6.0000%  | 0.0000% | $2208372.00        | $1363469.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA9667 M       | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3476777.34        | Agency Mortgage-Backed Securities  |
| GNPL PN CP4186         | 2058-01-15      | 5.7000%  | 0.0000% | $34651.00          | $34874.75          | Agency Mortgage-Backed Securities  |
| GNII SF CM0733 C       | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $248134.91         | Agency Mortgage-Backed Securities  |
| GNII JM MA9289 M       | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1345864.08        | Agency Mortgage-Backed Securities  |
| GNII SF CK2711 C       | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $587111.22         | Agency Mortgage-Backed Securities  |
| GNMI SF BE1030 X       | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $14637.27          | Agency Mortgage-Backed Securities  |
| GNMI SF CN3291 X       | 2052-05-15      | 5.0000%  | 0.0000% | $162912.00         | $145516.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA9698 M       | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $96953.60          | Agency Mortgage-Backed Securities  |
| GNII SF MA9725 M       | 2054-06-20      | 5.5000%  | 0.0000% | $4800500.00        | $3495539.33        | Agency Mortgage-Backed Securities  |
| GNII SF BD6216 C       | 2048-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $143949.11         | Agency Mortgage-Backed Securities  |
| GNII ET DL1363 C       | 2065-08-20      | 6.5000%  | 0.0000% | $9439792.00        | $9786228.49        | Agency Mortgage-Backed Securities  |
| GNII ET DK8685 C       | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $422418.34         | Agency Mortgage-Backed Securities  |
| GNII SF DK6182 C       | 2055-07-20      | 6.5000%  | 0.0000% | $868684.00         | $905548.97         | Agency Mortgage-Backed Securities  |
| GNII SF DK7937 C       | 2055-07-20      | 6.5000%  | 0.0000% | $997304.00         | $1035231.81        | Agency Mortgage-Backed Securities  |
| GNPL PN DK6739         | 2060-09-15      | 5.5800%  | 0.0000% | $3900000.00        | $4025250.48        | Agency Mortgage-Backed Securities  |
| GNII SF CX0792 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $724348.59         | Agency Mortgage-Backed Securities  |
| GNII SF CQ6154 C       | 2052-11-20      | 5.0000%  | 0.0000% | $900000.00         | $713071.77         | Agency Mortgage-Backed Securities  |
| GNII SF DK5757 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4117172.71        | Agency Mortgage-Backed Securities  |
| GNII ET CV4370 C       | 2063-07-20      | 6.5000%  | 0.0000% | $7296216.00        | $2186942.29        | Agency Mortgage-Backed Securities  |
| GNII SF MA7232 M       | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $43252.75          | Agency Mortgage-Backed Securities  |
| GNII SF MA9717 M       | 2040-11-20      | 1.5000%  | 0.0000% | $127477.00         | $92239.13          | Agency Mortgage-Backed Securities  |
| GNII JM MA6921 M       | 2050-10-20      | 2.0000%  | 0.0000% | $1048440.00        | $480277.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA8070 M       | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $180959.33         | Agency Mortgage-Backed Securities  |
| GNII SF 003432 M       | 2033-08-20      | 6.5000%  | 0.0000% | $593862.00         | $6974.39           | Agency Mortgage-Backed Securities  |
| GNII SF MA4905 M       | 2034-01-20      | 6.0000%  | 0.0000% | $950000.00         | $116465.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $35267008.00       | $17033640.42       | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M       | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5434908.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CQMA0780   | 2041-05-01      | 5.5000%  | 0.0000% | $1164896.00        | $29453.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA5766 M       | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $658898.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995023   | 2037-08-01      | 5.5000%  | 0.0000% | $3431000.00        | $39933.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA5077 M       | 2048-03-20      | 3.5000%  | 0.0000% | $22707500.00       | $2521913.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CICC2551   | 2041-04-01      | 5.5000%  | 0.0000% | $20713664.00       | $21177386.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM3360   | 2040-05-01      | 3.0000%  | 0.0000% | $96755700.00       | $33905314.93       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1661   | 2054-03-01      | 6.0000%  | 0.0000% | $87482.00          | $55413.11          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3574   | 2055-02-01      | 6.5000%  | 0.0000% | $31098976.00       | $27648669.17       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM5789   | 2041-01-01      | 2.5000%  | 0.0000% | $1252000.00        | $598371.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2359   | 2056-04-01      | 5.0000%  | 0.0000% | $52237120.00       | $51286565.76       | Agency Mortgage-Backed Securities  |
| GNII SF DL8569 C       | 2055-07-20      | 7.5000%  | 0.0000% | $1642950.00        | $1698931.12        | Agency Mortgage-Backed Securities  |
| GNII ET DL9971 C       | 2065-08-20      | 7.0000%  | 0.0000% | $2789424.00        | $1937611.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB5017   | 2056-06-01      | 6.0000%  | 0.0000% | $12470032.00       | $12842420.41       | Agency Mortgage-Backed Securities  |
| GNCL CL DM1417         | 2068-01-15      | 5.8300%  | 0.0000% | $2364220.00        | $2450169.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6931   | 2053-01-01      | 5.5000%  | 0.0000% | $500000.00         | $390810.63         | Agency Mortgage-Backed Securities  |
| GNII SF DN2296 C       | 2055-10-20      | 7.0000%  | 0.0000% | $3917932.00        | $4160975.06        | Agency Mortgage-Backed Securities  |
| GNII SF DN8873 C       | 2056-02-20      | 6.0000%  | 0.0000% | $198717.00         | $205787.25         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSL2634   | 2052-04-01      | 1.5000%  | 0.0000% | $2070856.00        | $1526428.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0543   | 2055-04-01      | 5.5000%  | 0.0000% | $83940960.00       | $73762409.76       | Agency Mortgage-Backed Securities  |
| GNII SF CW8158 C       | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $511309.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5596   | 2056-04-01      | 5.0000%  | 0.0000% | $83047168.00       | $82110824.66       | Agency Mortgage-Backed Securities  |
| GNII SF CW4833 C       | 2053-08-20      | 6.0000%  | 0.0000% | $1224902.00        | $1234512.26        | Agency Mortgage-Backed Securities  |
| GNII SF CW4861 C       | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1631100.45        | Agency Mortgage-Backed Securities  |
| GNII SF DL5796 C       | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $905413.45         | Agency Mortgage-Backed Securities  |
| GNII ET DM1797 C       | 2065-10-20      | 3.5000%  | 0.0000% | $1582954.00        | $1418729.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA5159   | 2056-03-01      | 3.0000%  | 0.0000% | $576565.00         | $499412.89         | Agency Mortgage-Backed Securities  |
| GNII RG CL3466 C       | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1536545.35        | Agency Mortgage-Backed Securities  |
| GNMI SF AD2254 X       | 2043-03-15      | 3.5000%  | 0.0000% | $100249.00         | $11280.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA9959 M       | 2051-11-20      | 2.5000%  | 0.0000% | $9930000.00        | $7372835.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA7688   | 2050-11-01      | 4.5000%  | 0.0000% | $2279768.00        | $782151.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3722   | 2056-03-01      | 5.0000%  | 0.0000% | $11015008.00       | $10863544.77       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ7564   | 2050-11-01      | 2.5000%  | 0.0000% | $425000.00         | $178810.27         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAL0559   | 2037-03-01      | 7.0000%  | 0.0000% | $215000.00         | $8043.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0249   | 2058-01-01      | 3.5000%  | 0.0000% | $85250000.00       | $27646454.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL850034   | 2036-05-01      | 6.5000%  | 0.0000% | $4221072.00        | $351507.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 REBN8101   | 2049-03-01      | 3.0000%  | 0.0000% | $2180016.00        | $324019.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2651   | 2056-02-01      | 5.0000%  | 0.0000% | $3115320.00        | $3117846.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9687   | 2056-04-01      | 5.0000%  | 0.0000% | $1046552.00        | $1039002.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2602   | 2055-03-01      | 5.5000%  | 0.0000% | $1509248.00        | $1505830.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2316   | 2054-04-01      | 5.0000%  | 0.0000% | $1134370.00        | $736444.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4645   | 2040-12-01      | 6.0000%  | 0.0000% | $1223856.00        | $1248181.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO5331   | 2041-05-01      | 5.0000%  | 0.0000% | $2637540.00        | $2661153.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI1013   | 2054-03-01      | 5.0000%  | 0.0000% | $1732024.00        | $1058741.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2672   | 2055-11-01      | 6.0000%  | 0.0000% | $1803962.00        | $1690561.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB1220   | 2045-12-01      | 6.0000%  | 0.0000% | $2815356.00        | $2902491.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8034   | 2055-05-01      | 6.0000%  | 0.0000% | $4298192.00        | $3497139.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3949   | 2040-07-01      | 6.0000%  | 0.0000% | $1488186.00        | $813117.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB1221   | 2045-12-01      | 6.0000%  | 0.0000% | $1749088.00        | $1807413.71        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC1538   | 2035-08-01      | 2.5000%  | 0.0000% | $500000.00         | $146691.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8234   | 2038-06-01      | 5.0000%  | 0.0000% | $150000.00         | $73249.52          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $20142656.00       | $11825170.28       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL1821   | 2041-08-01      | 4.5000%  | 0.0000% | $17350000.00       | $525108.70         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8047   | 2050-02-01      | 4.5000%  | 0.0000% | $539300.00         | $72649.59          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2251   | 2052-11-01      | 4.5000%  | 0.0000% | $88000.00          | $57294.54          | Agency Mortgage-Backed Securities  |
| GNII SF DI1930 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1496714.00        | $1187403.87        | Agency Mortgage-Backed Securities  |
| GNII SF DI4714 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5276152.00        | $5398344.87        | Agency Mortgage-Backed Securities  |
| GNMI SF AS4932 X       | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $23496.88          | Agency Mortgage-Backed Securities  |
| GNII SF DR8065 C       | 2056-04-20      | 6.0000%  | 0.0000% | $10189360.00       | $10545225.28       | Agency Mortgage-Backed Securities  |
| GNII SF DF9107 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1299572.00        | $1356021.01        | Agency Mortgage-Backed Securities  |
| GNII ET DE4526 C       | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $59015.50          | Agency Mortgage-Backed Securities  |
| GNII SF DH6734 C       | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $2315035.61        | Agency Mortgage-Backed Securities  |
| GNII SF DG4625 C       | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $923894.48         | Agency Mortgage-Backed Securities  |
| GNII SF DD7535 C       | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2613928.24        | Agency Mortgage-Backed Securities  |
| GNII ET DG8296 C       | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $404775.61         | Agency Mortgage-Backed Securities  |
| GNII SF DH1568 C       | 2055-01-20      | 7.0000%  | 0.0000% | $3535528.00        | $956577.69         | Agency Mortgage-Backed Securities  |
| GNII SF AD6163 C       | 2050-06-20      | 2.5000%  | 0.0000% | $20081472.00       | $9738439.64        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1822 C       | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $1272727.20        | Agency Mortgage-Backed Securities  |
| GNPL PN DE5569         | 2060-02-15      | 5.3600%  | 0.0000% | $359305.00         | $363300.39         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1827 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $1237226.87        | Agency Mortgage-Backed Securities  |
| GNMI SF AL0786 X       | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $5997.92           | Agency Mortgage-Backed Securities  |
| GNPL PN DG8450         | 2060-01-15      | 5.3600%  | 0.0000% | $193083.00         | $195226.59         | Agency Mortgage-Backed Securities  |
| GNII ET CQ3339 C       | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2389830.84        | Agency Mortgage-Backed Securities  |
| GNII SF CL4863 C       | 2052-03-20      | 2.5000%  | 0.0000% | $4709552.00        | $1586153.64        | Agency Mortgage-Backed Securities  |
| GNPL PN DC7261         | 2060-09-15      | 5.6000%  | 0.0000% | $435204.00         | $455425.63         | Agency Mortgage-Backed Securities  |
| GNII SF DG3522 C       | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1382418.45        | Agency Mortgage-Backed Securities  |
| GNII SF DH1813 C       | 2055-02-20      | 6.5000%  | 0.0000% | $844654.00         | $196545.54         | Agency Mortgage-Backed Securities  |
| GNII SF DB8715 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1957082.00        | $1459079.40        | Agency Mortgage-Backed Securities  |
| GNII RG CI4462 C       | 2044-07-20      | 4.0000%  | 0.0000% | $1616490.00        | $841804.70         | Agency Mortgage-Backed Securities  |
| GNPL PN CQ2023         | 2065-03-15      | 5.9500%  | 0.0000% | $53340.00          | $56302.07          | Agency Mortgage-Backed Securities  |
| GNMI SF CR2381 X       | 2053-03-15      | 6.0000%  | 0.0000% | $4091192.00        | $3977484.70        | Agency Mortgage-Backed Securities  |
| GNPL PN DF8940         | 2060-01-15      | 5.0600%  | 0.0000% | $90775.00          | $90340.59          | Agency Mortgage-Backed Securities  |
| GNPL PN DH1760         | 2060-03-15      | 5.6000%  | 0.0000% | $387345.00         | $396570.18         | Agency Mortgage-Backed Securities  |
| GNII SF DH9417 C       | 2055-07-20      | 6.5000%  | 0.0000% | $985382.00         | $1023776.54        | Agency Mortgage-Backed Securities  |
| GNII SF DH3519 C       | 2040-09-20      | 5.0000%  | 0.0000% | $1551712.00        | $902958.07         | Agency Mortgage-Backed Securities  |
| GNII SF AJ2596 C       | 2045-03-20      | 2.5000%  | 0.0000% | $2661324.00        | $343186.98         | Agency Mortgage-Backed Securities  |
| GNII ET DQ5722 C       | 2066-01-20      | 5.0000%  | 0.0000% | $410018.00         | $407327.25         | Agency Mortgage-Backed Securities  |
| GNII SF DN2066 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1887528.00        | $1695652.56        | Agency Mortgage-Backed Securities  |
| GNII SF DM7353 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3825120.00        | $3977535.60        | Agency Mortgage-Backed Securities  |
| GNII SF DN6082 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1963778.00        | $2060706.53        | Agency Mortgage-Backed Securities  |
| GNII ET DP1038 C       | 2065-12-20      | 5.5000%  | 0.0000% | $765834.00         | $770697.57         | Agency Mortgage-Backed Securities  |
| GNPL PN DH1763         | 2060-04-15      | 5.8100%  | 0.0000% | $136065.00         | $141509.68         | Agency Mortgage-Backed Securities  |
| GNII ET DM7150 C       | 2065-10-20      | 6.5000%  | 0.0000% | $4400000.00        | $4509665.31        | Agency Mortgage-Backed Securities  |
| GNII SF DN0003 C       | 2055-09-20      | 7.0000%  | 0.0000% | $2825468.00        | $2032301.24        | Agency Mortgage-Backed Securities  |
| GNII SF DH6973 C       | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1128612.85        | Agency Mortgage-Backed Securities  |
| GNII SF DM8844 C       | 2056-01-20      | 4.5000%  | 0.0000% | $1146412.00        | $1092645.28        | Agency Mortgage-Backed Securities  |
| GNII SF DN0851 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4127360.00        | $4306164.15        | Agency Mortgage-Backed Securities  |
| GNII ET DM9464 C       | 2065-10-20      | 3.5000%  | 0.0000% | $80260.00          | $71622.38          | Agency Mortgage-Backed Securities  |
| GNII SF DN2297 C       | 2055-10-20      | 7.0000%  | 0.0000% | $4048384.00        | $4299154.07        | Agency Mortgage-Backed Securities  |
| GNII ET DN1719 C       | 2065-10-20      | 6.5000%  | 0.0000% | $207330.00         | $216589.42         | Agency Mortgage-Backed Securities  |
| GNII SF DM7811 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $995206.10         | Agency Mortgage-Backed Securities  |
| GNII SF DK6585 C       | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $3022617.81        | Agency Mortgage-Backed Securities  |
| GNII ET DM7831 C       | 2062-03-20      | 3.0000%  | 0.0000% | $83466.00          | $72826.51          | Agency Mortgage-Backed Securities  |
| GNPL PN DN1564         | 2060-11-15      | 5.4100%  | 0.0000% | $207507.00         | $212737.89         | Agency Mortgage-Backed Securities  |
| GNII SF DN0029 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1784806.00        | $1863547.86        | Agency Mortgage-Backed Securities  |
| GNAR AT MB0830 M       | 2055-12-20      | 4.0000%  | 0.0000% | $1798520.00        | $1769056.10        | Agency Mortgage-Backed Securities  |
| GNII SF DQ7903 C       | 2056-02-20      | 6.0000%  | 0.0000% | $163927.00         | $169761.99         | Agency Mortgage-Backed Securities  |
| GNII SF DN2922 C       | 2056-02-20      | 6.0000%  | 0.0000% | $1730496.00        | $1796240.47        | Agency Mortgage-Backed Securities  |
| GNII SF DM4663 C       | 2055-11-20      | 5.5000%  | 0.0000% | $10189120.00       | $10462770.55       | Agency Mortgage-Backed Securities  |
| GNII ET DQ5749 C       | 2066-01-20      | 5.0000%  | 0.0000% | $276601.00         | $274977.00         | Agency Mortgage-Backed Securities  |
| GNII SF MB0743 M       | 2055-11-20      | 4.0000%  | 0.0000% | $85820160.00       | $79028551.90       | Agency Mortgage-Backed Securities  |
| GNII SF DI5725 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $2485535.57        | Agency Mortgage-Backed Securities  |
| GNII SF MB0483 M       | 2055-07-20      | 4.5000%  | 0.0000% | $56833000.00       | $53572308.32       | Agency Mortgage-Backed Securities  |
| GNII SF MB0363 M       | 2055-05-20      | 4.0000%  | 0.0000% | $59514496.00       | $54371631.41       | Agency Mortgage-Backed Securities  |
| GNII SF MB0421 M       | 2055-06-20      | 4.0000%  | 0.0000% | $132400640.00      | $121209391.64      | Agency Mortgage-Backed Securities  |
| GNII ET DI7503 C       | 2065-04-20      | 7.0000%  | 0.0000% | $30987360.00       | $13232404.34       | Agency Mortgage-Backed Securities  |
| GNII SF MB0343 M       | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $159083.07         | Agency Mortgage-Backed Securities  |
| GNII SF DQ1141 C       | 2056-02-20      | 6.0000%  | 0.0000% | $4911992.00        | $5071539.06        | Agency Mortgage-Backed Securities  |
| GNII ET DI1780 C       | 2065-03-20      | 7.0000%  | 0.0000% | $15993200.00       | $9560284.13        | Agency Mortgage-Backed Securities  |
| GNII SF DI5726 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2088349.45        | Agency Mortgage-Backed Securities  |
| GNII SF DR4009 C       | 2056-05-20      | 5.0000%  | 0.0000% | $5442552.00        | $5419202.85        | Agency Mortgage-Backed Securities  |
| GNII SF DI2095 C       | 2055-03-20      | 7.5000%  | 0.0000% | $3524380.00        | $3629448.15        | Agency Mortgage-Backed Securities  |
| GNII ET DI2491 C       | 2065-05-20      | 6.0000%  | 0.0000% | $120600320.00      | $85616654.53       | Agency Mortgage-Backed Securities  |
| GNII SF DI8711 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3960540.00        | $3742424.63        | Agency Mortgage-Backed Securities  |
| GNII SF DI7137 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1009468.00        | $905038.76         | Agency Mortgage-Backed Securities  |
| GNII SF DP9762 C       | 2056-02-20      | 6.0000%  | 0.0000% | $226966.00         | $236594.47         | Agency Mortgage-Backed Securities  |
| GNII SF MB0054 M       | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $37895.27          | Agency Mortgage-Backed Securities  |
| GNII SF DI0791 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1161633.56        | Agency Mortgage-Backed Securities  |
| GNII JM MB0672 M       | 2055-09-20      | 5.0000%  | 0.0000% | $843795.00         | $824727.85         | Agency Mortgage-Backed Securities  |
| GNII SF AR8429 C       | 2037-05-20      | 5.5000%  | 0.0000% | $6180360.00        | $649237.91         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI5591   | 2036-11-01      | 6.5000%  | 0.0000% | $108000.00         | $5787.96           | Agency Mortgage-Backed Securities  |
| GNII ET DR5637 C       | 2066-03-20      | 6.0000%  | 0.0000% | $1264592.00        | $1300337.40        | Agency Mortgage-Backed Securities  |
| GNII SF MA5111 M       | 2033-04-20      | 3.5000%  | 0.0000% | $400587.00         | $34704.15          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PQU8037   | 2051-12-01      | 2.5000%  | 0.0000% | $1384000.00        | $1027023.68        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH4088   | 2053-11-01      | 7.5000%  | 0.0000% | $766728.00         | $397674.85         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4763   | 2052-12-01      | 6.0000%  | 0.0000% | $1663616.00        | $1253775.48        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6599   | 2052-01-01      | 3.5000%  | 0.0000% | $1478064.00        | $802735.89         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PQU8207   | 2054-09-01      | 6.5000%  | 0.0000% | $3594492.00        | $2190720.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2155   | 2053-05-01      | 5.0000%  | 0.0000% | $11904224.00       | $8134644.24        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA2471   | 2050-04-01      | 3.5000%  | 0.0000% | $300000.00         | $57190.86          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQN9399   | 2037-02-01      | 3.0000%  | 0.0000% | $3362712.00        | $1532610.01        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8123   | 2036-10-01      | 2.0000%  | 0.0000% | $4000000.00        | $2065654.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1746   | 2040-11-01      | 6.0000%  | 0.0000% | $38076992.00       | $35071457.02       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9629   | 2051-10-01      | 3.0000%  | 0.0000% | $1385024.00        | $1094285.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQJ7623   | 2054-11-01      | 4.0000%  | 0.0000% | $1703022.00        | $1522390.33        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8046   | 2035-05-01      | 3.0000%  | 0.0000% | $3352000.00        | $594090.14         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0294   | 2050-03-01      | 4.5000%  | 0.0000% | $1200000.00        | $225718.99         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1752   | 2038-02-01      | 2.5000%  | 0.0000% | $144035.00         | $127960.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2909   | 2037-02-01      | 3.5000%  | 0.0000% | $47000.00          | $6675.38           | Agency Mortgage-Backed Securities  |
| GNII SF MA6683 M       | 2035-07-20      | 2.5000%  | 0.0000% | $400000.00         | $91211.93          | Agency Mortgage-Backed Securities  |
| GNII SF MA5934 M       | 2049-05-20      | 5.5000%  | 0.0000% | $904000.00         | $74859.40          | Agency Mortgage-Backed Securities  |
| GNII JM MA6856 M       | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $444338.46         | Agency Mortgage-Backed Securities  |
| GNII JM MA6810 M       | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $167993.10         | Agency Mortgage-Backed Securities  |
| GNII JM MA6855 M       | 2050-09-20      | 2.5000%  | 0.0000% | $3910000.00        | $1161560.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA7969 M       | 2035-04-20      | 6.0000%  | 0.0000% | $109155.00         | $52391.97          | Agency Mortgage-Backed Securities  |
| GNII SF MA5673 M       | 2033-09-20      | 5.0000%  | 0.0000% | $68376.00          | $12189.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA5714 M       | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $111153.44         | Agency Mortgage-Backed Securities  |
| GNII JM MA6925 M       | 2050-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $116614.44         | Agency Mortgage-Backed Securities  |
| GNCL CL CN7573         | 2066-12-15      | 5.7800%  | 0.0000% | $5257848.00        | $5453795.14        | Agency Mortgage-Backed Securities  |
| GNMI SF BR6259 X       | 2050-01-15      | 3.5000%  | 0.0000% | $596987.00         | $17314.62          | Agency Mortgage-Backed Securities  |
| GNII SF CX7191 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $913560.94         | Agency Mortgage-Backed Securities  |
| GNII RG CO2147 C       | 2050-06-20      | 3.5000%  | 0.0000% | $275000.00         | $151868.24         | Agency Mortgage-Backed Securities  |
| GNCL CL CX6399         | 2066-11-15      | 5.6000%  | 0.0000% | $16412160.00       | $17085461.58       | Agency Mortgage-Backed Securities  |
| GNCL CL CN7571         | 2066-11-15      | 5.6850%  | 0.0000% | $3191504.00        | $3311873.70        | Agency Mortgage-Backed Securities  |
| GNII SF BW8883 C       | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $303754.63         | Agency Mortgage-Backed Securities  |
| GNCL CL CZ7777         | 2066-03-15      | 5.6500%  | 0.0000% | $7042056.00        | $7027869.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0940   | 2054-12-01      | 6.0000%  | 0.0000% | $9325104.00        | $7658212.10        | Agency Mortgage-Backed Securities  |
| GNII SF DD1695 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1721946.00        | $1803865.87        | Agency Mortgage-Backed Securities  |
| GNII ET CZ6969 C       | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $272713.00         | Agency Mortgage-Backed Securities  |
| GNII SF DD1696 C       | 2054-07-20      | 7.0000%  | 0.0000% | $4005384.00        | $3450217.10        | Agency Mortgage-Backed Securities  |
| GNMI SF BM0259 X       | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $17942.44          | Agency Mortgage-Backed Securities  |
| GNII SF BW4478 C       | 2035-10-20      | 5.0000%  | 0.0000% | $3450468.00        | $803685.72         | Agency Mortgage-Backed Securities  |
| GNII SF DB1161 C       | 2054-04-20      | 6.5000%  | 0.0000% | $2380092.00        | $1729434.00        | Agency Mortgage-Backed Securities  |
| GNII SF DB6700 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1616825.34        | Agency Mortgage-Backed Securities  |
| GNII SF CC9830 C       | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $48299.57          | Agency Mortgage-Backed Securities  |
| GNII SF DD4245 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1046596.00        | $1082442.78        | Agency Mortgage-Backed Securities  |
| GNII SF BW4522 C       | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $897309.52         | Agency Mortgage-Backed Securities  |
| GNMI SF BS8439 X       | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $52066.91          | Agency Mortgage-Backed Securities  |
| GNII ET DF3627 C       | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $607550.36         | Agency Mortgage-Backed Securities  |
| GNII SF CA9373 C       | 2035-09-20      | 5.0000%  | 0.0000% | $1580306.00        | $285149.93         | Agency Mortgage-Backed Securities  |
| GNII SF BY7980 C       | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $132952.22         | Agency Mortgage-Backed Securities  |
| GNII SF DE0337 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1344988.00        | $1442058.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4804   | 2052-11-01      | 4.0000%  | 0.0000% | $42000.00          | $31751.32          | Agency Mortgage-Backed Securities  |
| GNII SF BV8689 C       | 2050-07-20      | 2.5000%  | 0.0000% | $860393.00         | $513903.99         | Agency Mortgage-Backed Securities  |
| GNII SF DH6859 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $455116.55         | Agency Mortgage-Backed Securities  |
| GNII SF CA4178 C       | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $496267.24         | Agency Mortgage-Backed Securities  |
| GNII ET DF5642 C       | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $144146.01         | Agency Mortgage-Backed Securities  |
| GNII SF BY6424 C       | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $90854.88          | Agency Mortgage-Backed Securities  |
| GNII SF DG1191 C       | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $1479740.87        | Agency Mortgage-Backed Securities  |
| GNII SF CF4072 C       | 2052-10-20      | 2.5000%  | 0.0000% | $1144686.00        | $884183.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA9539 M       | 2054-03-20      | 4.5000%  | 0.0000% | $1834514.00        | $1603265.14        | Agency Mortgage-Backed Securities  |
| GNII SF MA6765 M       | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1338453.33        | Agency Mortgage-Backed Securities  |
| GNII SF MA6153 M       | 2049-08-20      | 3.0000%  | 0.0000% | $4414608.00        | $593721.96         | Agency Mortgage-Backed Securities  |
| GNII SF MA9238 M       | 2053-09-20      | 4.0000%  | 0.0000% | $1673278.00        | $1329562.71        | Agency Mortgage-Backed Securities  |
| GNII SF BW4928 C       | 2050-10-20      | 2.0000%  | 0.0000% | $255068.00         | $137092.55         | Agency Mortgage-Backed Securities  |
| GNII SF CA2414 C       | 2050-12-20      | 2.0000%  | 0.0000% | $1173738.00        | $687195.89         | Agency Mortgage-Backed Securities  |
| GNII SF BZ1783 C       | 2040-06-20      | 5.0000%  | 0.0000% | $1491558.00        | $560878.07         | Agency Mortgage-Backed Securities  |
| GNII JM MA8784 M       | 2053-04-20      | 3.0000%  | 0.0000% | $825000.00         | $668792.09         | Agency Mortgage-Backed Securities  |
| GNCL CL BV8269         | 2062-07-15      | 3.1000%  | 0.0000% | $96825.00          | $85420.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA5300 M       | 2033-07-20      | 3.5000%  | 0.0000% | $1250000.00        | $102324.42         | Agency Mortgage-Backed Securities  |
| GNII SF MA4260 M       | 2047-02-20      | 2.5000%  | 0.0000% | $355000.00         | $73013.41          | Agency Mortgage-Backed Securities  |
| GNPL PN AT8564         | 2061-03-15      | 4.9700%  | 0.0000% | $487500.00         | $479613.60         | Agency Mortgage-Backed Securities  |
| GNMI SF 597878 X       | 2033-02-15      | 5.5000%  | 0.0000% | $1155152.00        | $31836.42          | Agency Mortgage-Backed Securities  |
| GNII SF MA4961 M       | 2048-01-20      | 3.0000%  | 0.0000% | $840000.00         | $111164.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA5265 M       | 2048-05-20      | 4.5000%  | 0.0000% | $5159664.00        | $351473.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA4126 M       | 2046-11-20      | 3.0000%  | 0.0000% | $23465504.00       | $3039171.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA4962 M       | 2048-01-20      | 3.5000%  | 0.0000% | $48000.00          | $5285.32           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB2192   | 2056-04-01      | 4.5000%  | 0.0000% | $1006312.00        | $969021.47         | Agency Mortgage-Backed Securities  |
| GNII ET DQ6052 C       | 2066-03-20      | 6.5000%  | 0.0000% | $193033.00         | $201927.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA8904   | 2056-03-01      | 5.5000%  | 0.0000% | $9306672.00        | $8245051.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB0002   | 2056-03-01      | 5.0000%  | 0.0000% | $7465352.00        | $7185144.38        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9366 C       | 2055-05-20      | 7.0000%  | 0.0000% | $12088080.00       | $12784771.56       | Agency Mortgage-Backed Securities  |
| GNII SF DQ2936 C       | 2056-02-20      | 6.0000%  | 0.0000% | $13314784.00       | $13911363.20       | Agency Mortgage-Backed Securities  |
| GNII SF DK3961 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $441679.92         | Agency Mortgage-Backed Securities  |
| GNII SF DP7982 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1189018.00        | $1256741.12        | Agency Mortgage-Backed Securities  |
| GNII SF CS3934 C       | 2053-01-20      | 5.0000%  | 0.0000% | $2088192.00        | $403525.58         | Agency Mortgage-Backed Securities  |
| GNII SF DA5025 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1306371.47        | Agency Mortgage-Backed Securities  |
| GNPL PN CU1280         | 2058-06-15      | 4.9100%  | 0.0000% | $26844.00          | $26090.51          | Agency Mortgage-Backed Securities  |
| GNII SF AD6080 C       | 2050-02-20      | 3.0000%  | 0.0000% | $70065280.00       | $15314580.47       | Agency Mortgage-Backed Securities  |
| GNMI SF AF0623 X       | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $14864.94          | Agency Mortgage-Backed Securities  |
| GNMI SF 705997 X       | 2039-01-15      | 5.0000%  | 0.0000% | $3779000.00        | $30431.46          | Agency Mortgage-Backed Securities  |
| GNMI SF CO6356 X       | 2052-07-15      | 5.0000%  | 0.0000% | $14241.00          | $9392.83           | Agency Mortgage-Backed Securities  |
| GNII SF AE5433 C       | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $481904.42         | Agency Mortgage-Backed Securities  |
| GNII SF CT6718 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1014748.00        | $1046165.31        | Agency Mortgage-Backed Securities  |
| GNII ET CZ7086 C       | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $145422.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5030989.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA5194 M       | 2048-04-20      | 5.0000%  | 0.0000% | $3223060.00        | $227343.57         | Agency Mortgage-Backed Securities  |
| GNII JM MA6400 M       | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $254774.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAB0206   | 2035-04-01      | 5.5000%  | 0.0000% | $498331520.00      | $4903048.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA5817 M       | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $213383.98         | Agency Mortgage-Backed Securities  |
| GNII SF DS5879 C       | 2056-05-20      | 5.5000%  | 0.0000% | $4368288.00        | $4432321.76        | Agency Mortgage-Backed Securities  |
| GNMI SF 711455 X       | 2039-09-15      | 5.0000%  | 0.0000% | $14520688.00       | $3136180.72        | Agency Mortgage-Backed Securities  |
| GNII SF DH8886 C       | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $21104291.69       | Agency Mortgage-Backed Securities  |
| GNII SF DH6837 C       | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $1754682.20        | Agency Mortgage-Backed Securities  |
| GNII SF BM9287 C       | 2049-08-20      | 4.0000%  | 0.0000% | $1511336.00        | $752745.37         | Agency Mortgage-Backed Securities  |
| GNII SF CR2375 C       | 2053-02-20      | 6.0000%  | 0.0000% | $117392.00         | $121077.61         | Agency Mortgage-Backed Securities  |
| GNII RG CO9985 C       | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $525444.60         | Agency Mortgage-Backed Securities  |
| GNII SF CN8591 C       | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $427604.25         | Agency Mortgage-Backed Securities  |
| GNII SF DJ2119 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1820364.12        | Agency Mortgage-Backed Securities  |
| GNII SF DH3436 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1115654.00        | $416569.21         | Agency Mortgage-Backed Securities  |
| GNII ET DK3339 C       | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $562041.30         | Agency Mortgage-Backed Securities  |
| GNII SF DJ2498 C       | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $3767964.87        | Agency Mortgage-Backed Securities  |
| GNII ET DQ3979 C       | 2066-02-20      | 5.5000%  | 0.0000% | $547671.00         | $552010.75         | Agency Mortgage-Backed Securities  |
| GNII ET DN1604 C       | 2065-07-20      | 4.0000%  | 0.0000% | $140826.00         | $131414.02         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9835 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2110604.00        | $1976691.95        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3196 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4524648.00        | $4575956.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB1234   | 2056-01-01      | 5.0000%  | 0.0000% | $1927422.00        | $1906401.11        | Agency Mortgage-Backed Securities  |
| GNII SF DL0403 C       | 2055-07-20      | 5.5000%  | 0.0000% | $5713464.00        | $5104862.25        | Agency Mortgage-Backed Securities  |
| GNII SF DL3739 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3029600.00        | $3169616.53        | Agency Mortgage-Backed Securities  |
| GNII JM MA5867 M       | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $76064.79          | Agency Mortgage-Backed Securities  |
| GNII JM MA0927 M       | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $77869.51          | Agency Mortgage-Backed Securities  |
| GNAR AF MA2010 M       | 2044-06-20      | 5.6250%  | 0.0000% | $63087616.00       | $689669.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA5652 M       | 2048-12-20      | 4.5000%  | 0.0000% | $186030336.00      | $11753979.83       | Agency Mortgage-Backed Securities  |
| GNII SF MA5369 M       | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $182783.86         | Agency Mortgage-Backed Securities  |
| GNII SF DS3599 C       | 2056-05-20      | 5.5000%  | 0.0000% | $2464616.00        | $2478895.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CJMA1045   | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $9427.24           | Agency Mortgage-Backed Securities  |
| GNII SF MA5134 M       | 2047-10-20      | 2.5000%  | 0.0000% | $1267510.00        | $313178.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA4840 M       | 2047-11-20      | 5.0000%  | 0.0000% | $2380580.00        | $242199.71         | Agency Mortgage-Backed Securities  |
| GNII ET DO5982 C       | 2065-11-20      | 3.5000%  | 0.0000% | $941191.00         | $841181.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA5798 M       | 2031-05-20      | 7.0000%  | 0.0000% | $90448.00          | $18890.47          | Agency Mortgage-Backed Securities  |
| GNII RG CI7786 C       | 2049-06-20      | 5.5000%  | 0.0000% | $3186136.00        | $1149519.25        | Agency Mortgage-Backed Securities  |
| GNPL PN CG6814         | 2064-07-15      | 2.7700%  | 0.0000% | $7895030.00        | $6681308.14        | Agency Mortgage-Backed Securities  |
| GNII SF DK8398 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3144982.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA7216   | 2056-02-01      | 6.5000%  | 0.0000% | $1125004.00        | $1184757.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7893   | 2056-03-01      | 5.0000%  | 0.0000% | $3038348.00        | $2992399.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA9904   | 2056-04-01      | 6.0000%  | 0.0000% | $4606896.00        | $4717299.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $12000.00          | $7739.62           | Agency Mortgage-Backed Securities  |
| GNII SF DK8395 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2325468.00        | $2460214.70        | Agency Mortgage-Backed Securities  |
| GNII SF DK5604 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2362388.00        | $1826766.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB3682   | 2056-05-01      | 6.0000%  | 0.0000% | $13229792.00       | $13650494.98       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA8158   | 2056-03-01      | 6.5000%  | 0.0000% | $1977740.00        | $2063676.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA7666   | 2056-03-01      | 6.0000%  | 0.0000% | $22453952.00       | $22757308.84       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA3637   | 2056-01-01      | 5.5000%  | 0.0000% | $9307888.00        | $9393616.84        | Agency Mortgage-Backed Securities  |
| GNII SF DL3100 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2319384.00        | $2419137.11        | Agency Mortgage-Backed Securities  |
| GNII SF DL2575 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1424196.00        | $1483937.79        | Agency Mortgage-Backed Securities  |
| GNII SF DL3557 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2999896.00        | $1896027.09        | Agency Mortgage-Backed Securities  |
| GNMI SF AA0566 X       | 2042-05-15      | 3.0000%  | 0.0000% | $82937.00          | $50296.86          | Agency Mortgage-Backed Securities  |
| GNAR AF MA1851 M       | 2044-04-20      | 5.5000%  | 0.0000% | $75004800.00       | $1041427.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA1447 M       | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $139442.43         | Agency Mortgage-Backed Securities  |
| GNII SF MA1010 M       | 2043-04-20      | 2.5000%  | 0.0000% | $2796910.00        | $412588.32         | Agency Mortgage-Backed Securities  |
| GNII SF MA1449 M       | 2043-11-20      | 4.0000%  | 0.0000% | $3392060.00        | $178302.32         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5333   | 2054-01-01      | 6.0000%  | 0.0000% | $83774976.00       | $86153235.90       | Agency Mortgage-Backed Securities  |
| GNPL PN BW2994         | 2063-08-15      | 2.6500%  | 0.0000% | $75050.00          | $62980.38          | Agency Mortgage-Backed Securities  |
| GNPL PN BP2036         | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $333676.49         | Agency Mortgage-Backed Securities  |
| GNMI SF BI8449 X       | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $161156.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA2519 M       | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $31428.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CICC1114   | 2040-09-01      | 6.5000%  | 0.0000% | $1365450.00        | $1387578.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX3341   | 2055-01-01      | 5.0000%  | 0.0000% | $1547166.00        | $1416913.92        | Agency Mortgage-Backed Securities  |
| GNII SF BX4932 C       | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $996606.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6105   | 2055-06-01      | 5.5000%  | 0.0000% | $8630736.00        | $8206720.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0570   | 2054-12-01      | 6.0000%  | 0.0000% | $14412912.00       | $12390196.98       | Agency Mortgage-Backed Securities  |
| GNII SF CG1117 C       | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $567779.80         | Agency Mortgage-Backed Securities  |
| GNII SF BS7620 C       | 2050-06-20      | 3.0000%  | 0.0000% | $1400546.00        | $864898.90         | Agency Mortgage-Backed Securities  |
| GNII SF CC3188 C       | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $954246.04         | Agency Mortgage-Backed Securities  |
| GNII SF BT9467 C       | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $4637026.40        | Agency Mortgage-Backed Securities  |
| GNII SF BR0796 C       | 2050-01-20      | 4.0000%  | 0.0000% | $3098584.00        | $1332711.64        | Agency Mortgage-Backed Securities  |
| GNII SF BW8882 C       | 2034-01-20      | 7.0000%  | 0.0000% | $2868000.00        | $954991.95         | Agency Mortgage-Backed Securities  |
| GNII SF BY6411 C       | 2050-10-20      | 3.0000%  | 0.0000% | $283535.00         | $199004.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF9086   | 2056-01-01      | 6.0000%  | 0.0000% | $1218460.00        | $1264580.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4639   | 2050-11-01      | 2.5000%  | 0.0000% | $55000.00          | $23152.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0335   | 2055-02-01      | 5.5000%  | 0.0000% | $88682000.00       | $70812182.75       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ7054   | 2055-10-01      | 7.0000%  | 0.0000% | $1027914.00        | $1086284.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM4284   | 2050-06-01      | 4.0000%  | 0.0000% | $10000000.00       | $2409634.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM1562   | 2049-08-01      | 5.0000%  | 0.0000% | $5549000.00        | $753957.02         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF9928   | 2056-01-01      | 6.0000%  | 0.0000% | $1703170.00        | $1781768.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6001   | 2055-05-01      | 6.0000%  | 0.0000% | $1408094.00        | $1277272.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7868   | 2054-01-01      | 6.5000%  | 0.0000% | $19079712.00       | $10459539.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDG3775   | 2056-03-01      | 6.5000%  | 0.0000% | $10438704.00       | $10914377.91       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CIQO2475   | 2039-09-01      | 6.5000%  | 0.0000% | $1042156.00        | $428208.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2000   | 2054-09-01      | 6.0000%  | 0.0000% | $983449.00         | $823792.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAK0765   | 2042-03-01      | 4.0000%  | 0.0000% | $2440000.00        | $222094.53         | Agency Mortgage-Backed Securities  |
| GNII SF DO3236 C       | 2055-08-20      | 6.0000%  | 0.0000% | $19763.00          | $20457.47          | Agency Mortgage-Backed Securities  |
| GNII SF DI8727 C       | 2055-07-20      | 6.5000%  | 0.0000% | $768322.00         | $793545.43         | Agency Mortgage-Backed Securities  |
| GNII SF DO8301 C       | 2056-01-20      | 6.0000%  | 0.0000% | $2226950.00        | $2322014.62        | Agency Mortgage-Backed Securities  |
| GNII ET DO5057 C       | 2066-02-20      | 3.5000%  | 0.0000% | $280347.00         | $250976.81         | Agency Mortgage-Backed Securities  |
| GNII SF DO0213 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1033090.00        | $1084117.93        | Agency Mortgage-Backed Securities  |
| GNII SF AQ9175 C       | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2066513.72        | Agency Mortgage-Backed Securities  |
| GNII SF 003227 M       | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $5298.81           | Agency Mortgage-Backed Securities  |
| GNII SF 002615 M       | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $6871.29           | Agency Mortgage-Backed Securities  |
| GNII SF MB0626 M       | 2055-09-20      | 7.0000%  | 0.0000% | $3629336.00        | $2754518.85        | Agency Mortgage-Backed Securities  |
| GNMI SF 590432 X       | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $6555.69           | Agency Mortgage-Backed Securities  |
| GNII ET DI1788 C       | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2122944.13        | Agency Mortgage-Backed Securities  |
| GNII SF DO6998 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1576622.00        | $1652524.70        | Agency Mortgage-Backed Securities  |
| GNII SF DR4784 C       | 2056-04-20      | 6.5000%  | 0.0000% | $1805944.00        | $1852950.62        | Agency Mortgage-Backed Securities  |
| GNII SF DI1896 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1780884.00        | $1443949.16        | Agency Mortgage-Backed Securities  |
| GNPL PN DO7372         | 2059-07-15      | 4.8300%  | 0.0000% | $18055500.00       | $18386824.10       | Agency Mortgage-Backed Securities  |
| GNMI SF AX6161 X       | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $31154.35          | Agency Mortgage-Backed Securities  |
| GNII SF 003286 M       | 2032-09-20      | 6.5000%  | 0.0000% | $5847680.00        | $15557.54          | Agency Mortgage-Backed Securities  |
| GNII SF MA7142 M       | 2051-01-20      | 5.5000%  | 0.0000% | $60000.00          | $12488.95          | Agency Mortgage-Backed Securities  |
| GNII JM MA4745 M       | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $44220.69          | Agency Mortgage-Backed Securities  |
| GNII JM MA6398 M       | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $149626.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA6089 M       | 2049-07-20      | 3.0000%  | 0.0000% | $6984208.00        | $890025.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA5135 M       | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $54253.72          | Agency Mortgage-Backed Securities  |
| GNII SF MA4836 M       | 2047-11-20      | 3.0000%  | 0.0000% | $3785000.00        | $474528.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M       | 2051-02-20      | 2.0000%  | 0.0000% | $335856128.00      | $159478583.23      | Agency Mortgage-Backed Securities  |
| GNII SF MA4724 M       | 2047-09-20      | 6.0000%  | 0.0000% | $900000.00         | $99177.64          | Agency Mortgage-Backed Securities  |
| GNMI SF 486598 X       | 2028-10-15      | 6.5000%  | 0.0000% | $33042432.00       | $19663.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $24878.85          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1795   | 2054-06-01      | 6.5000%  | 0.0000% | $34525000.00       | $20897923.69       | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $10083024.00       | $7946175.45        | Agency Mortgage-Backed Securities  |
| GNII SF DK5769 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $1874329.61        | Agency Mortgage-Backed Securities  |
| GNII SF DK3176 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3804244.00        | $3670621.52        | Agency Mortgage-Backed Securities  |
| GNII SF DH6930 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $894389.92         | Agency Mortgage-Backed Securities  |
| GNII SF DK5583 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2755454.47        | Agency Mortgage-Backed Securities  |
| GNII SF DK4963 C       | 2050-07-20      | 6.5000%  | 0.0000% | $766618.00         | $455276.61         | Agency Mortgage-Backed Securities  |
| GNII SF DK8326 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2889654.59        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL4861   | 2049-06-01      | 3.5000%  | 0.0000% | $10036704.00       | $9211474.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ0638   | 2054-01-01      | 5.0000%  | 0.0000% | $524290.00         | $452016.30         | Agency Mortgage-Backed Securities  |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $329481216.00      | $183815443.52      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5330   | 2054-08-01      | 6.0000%  | 0.0000% | $56892160.00       | $58348580.35       | Agency Mortgage-Backed Securities  |
| GNII SF DK8396 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2561792.48        | Agency Mortgage-Backed Securities  |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $73164000.00       | $64917415.75       | Agency Mortgage-Backed Securities  |
| GNII SF DK0294 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $2434693.64        | Agency Mortgage-Backed Securities  |
| GNII SF DK5860 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1332823.78        | Agency Mortgage-Backed Securities  |
| GNII ET DJ7388 C       | 2063-12-20      | 7.5000%  | 0.0000% | $783320.00         | $813109.66         | Agency Mortgage-Backed Securities  |
| GNII ET DQ8608 C       | 2066-04-20      | 6.0000%  | 0.0000% | $5567920.00        | $5725341.45        | Agency Mortgage-Backed Securities  |
| GNII SF DK7028 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1107662.00        | $1147911.71        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ4052   | 2055-04-01      | 7.0000%  | 0.0000% | $8289000.00        | $6479169.95        | Agency Mortgage-Backed Securities  |
| GNII SF MB0179 M       | 2040-12-20      | 5.0000%  | 0.0000% | $638725.00         | $478936.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2667   | 2054-10-01      | 5.5000%  | 0.0000% | $1391900.00        | $1150605.14        | Agency Mortgage-Backed Securities  |
| GNII SF MB0256 M       | 2050-10-20      | 4.0000%  | 0.0000% | $104369000.00      | $93812554.35       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3495   | 2055-02-01      | 6.0000%  | 0.0000% | $31681344.00       | $24349107.64       | Agency Mortgage-Backed Securities  |
| GNII SF DK7591 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3049400.00        | $3225586.18        | Agency Mortgage-Backed Securities  |
| GNII SF MB0529 M       | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $581488.23         | Agency Mortgage-Backed Securities  |
| GNII ET DQ6909 C       | 2066-03-20      | 6.0000%  | 0.0000% | $571594.00         | $587176.79         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB3956   | 2056-05-01      | 4.5000%  | 0.0000% | $5224600.00        | $5039377.48        | Agency Mortgage-Backed Securities  |
| GNII JM MB0013 M       | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2092605.96        | Agency Mortgage-Backed Securities  |
| GNAR AT MB0829 M       | 2055-12-20      | 3.5000%  | 0.0000% | $1671364.00        | $1621405.78        | Agency Mortgage-Backed Securities  |
| GNMI SF 729032 X       | 2040-02-15      | 4.5000%  | 0.0000% | $2359760.00        | $256280.65         | Agency Mortgage-Backed Securities  |
| GNII SP 786980 C       | 2052-06-20      | 3.0000%  | 0.0000% | $25530000.00       | $17463933.98       | Agency Mortgage-Backed Securities  |
| GNII AP 784924 M       | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $268397.95         | Agency Mortgage-Backed Securities  |
| GNAR AF MB1087 M       | 2056-03-20      | 5.5000%  | 0.0000% | $928130.00         | $939574.57         | Agency Mortgage-Backed Securities  |
| GNII SP 784670 C       | 2048-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $2313370.64        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0343         | 2060-10-15      | 5.7000%  | 0.0000% | $2162760.00        | $2248414.42        | Agency Mortgage-Backed Securities  |
| GNII SF CT9104 C       | 2053-05-20      | 6.0000%  | 0.0000% | $2724464.00        | $2075613.53        | Agency Mortgage-Backed Securities  |
| GNII SF DK5670 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $660017.56         | Agency Mortgage-Backed Securities  |
| GNII SF CR2372 C       | 2053-01-20      | 7.0000%  | 0.0000% | $2023264.00        | $1708807.17        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8285 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1896988.00        | $1974865.75        | Agency Mortgage-Backed Securities  |
| GNII SF DK2909 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1023310.00        | $1078411.77        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9246 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2022784.00        | $1601735.47        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8284 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1413342.00        | $1475316.11        | Agency Mortgage-Backed Securities  |
| GNII SF DK1877 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $731963.99         | Agency Mortgage-Backed Securities  |
| GNII SF CU1564 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1708224.00        | $1542542.72        | Agency Mortgage-Backed Securities  |
| GNII SF DK3170 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1597612.00        | $1612317.84        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6831 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $991660.04         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9308 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1031316.00        | $1079401.33        | Agency Mortgage-Backed Securities  |
| GNII RG CG8656 C       | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $297211.38         | Agency Mortgage-Backed Securities  |
| GNMI SF BN0298 X       | 2049-08-15      | 2.5000%  | 0.0000% | $698478.00         | $419179.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA9309 M       | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1104505.42        | Agency Mortgage-Backed Securities  |
| GNII SF CM1520 C       | 2033-09-20      | 6.5000%  | 0.0000% | $1451068.00        | $753328.89         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3076 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1222826.96        | Agency Mortgage-Backed Securities  |
| GNII SF BT4758 C       | 2050-03-20      | 3.0000%  | 0.0000% | $15330976.00       | $1887638.08        | Agency Mortgage-Backed Securities  |
| GNII SF BY9470 C       | 2036-04-20      | 5.0000%  | 0.0000% | $2618556.00        | $970229.58         | Agency Mortgage-Backed Securities  |
| GNPL LM CD6002         | 2060-07-15      | 3.1100%  | 0.0000% | $90794.00          | $78996.90          | Agency Mortgage-Backed Securities  |
| GNII SF CG8221 C       | 2051-11-20      | 2.5000%  | 0.0000% | $2138896.00        | $512053.66         | Agency Mortgage-Backed Securities  |
| GNII JM MA8867 M       | 2053-05-20      | 5.5000%  | 0.0000% | $650000.00         | $362830.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA9172 M       | 2053-08-20      | 6.0000%  | 0.0000% | $10680000.00       | $5545016.40        | Agency Mortgage-Backed Securities  |
| GNPL PN CG6812         | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $5017912.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M       | 2054-07-20      | 5.5000%  | 0.0000% | $76988320.00       | $54853183.99       | Agency Mortgage-Backed Securities  |
| GNII ET DM3746 C       | 2065-09-20      | 4.5000%  | 0.0000% | $216768.00         | $207326.76         | Agency Mortgage-Backed Securities  |
| GNII SF DM4367 C       | 2055-09-20      | 7.0000%  | 0.0000% | $2673384.00        | $2314569.70        | Agency Mortgage-Backed Securities  |
| GNII SF MB0480 M       | 2055-07-20      | 3.0000%  | 0.0000% | $750994.00         | $653633.54         | Agency Mortgage-Backed Securities  |
| GNII SF DN5308 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1497446.00        | $1571809.23        | Agency Mortgage-Backed Securities  |
| GNII ET DQ6621 C       | 2066-02-20      | 6.0000%  | 0.0000% | $597891.00         | $614183.52         | Agency Mortgage-Backed Securities  |
| GNII SF DN2312 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1007806.00        | $996775.27         | Agency Mortgage-Backed Securities  |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $276521472.00      | $201734445.44      | Agency Mortgage-Backed Securities  |
| GNII SF DM8231 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1460826.00        | $1523463.49        | Agency Mortgage-Backed Securities  |
| GNII SF DN4726 C       | 2055-10-20      | 5.5000%  | 0.0000% | $2964264.00        | $3051710.54        | Agency Mortgage-Backed Securities  |
| GNII ET DN5341 C       | 2065-11-20      | 3.5000%  | 0.0000% | $75788.00          | $67890.55          | Agency Mortgage-Backed Securities  |
| GNII SF DM7868 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2071780.00        | $2151731.93        | Agency Mortgage-Backed Securities  |
| GNII SF DP0659 C       | 2055-12-20      | 4.5000%  | 0.0000% | $5069090.00        | $4867094.06        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0351         | 2060-10-15      | 5.4700%  | 0.0000% | $1202040.00        | $1233294.78        | Agency Mortgage-Backed Securities  |
| GNII SF DM7896 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1283116.00        | $1342632.30        | Agency Mortgage-Backed Securities  |
| GNII ET DJ2150 C       | 2065-05-20      | 6.0000%  | 0.0000% | $2773792.00        | $2362172.02        | Agency Mortgage-Backed Securities  |
| GNII SF DF9826 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1142914.00        | $339071.72         | Agency Mortgage-Backed Securities  |
| GNII SF DM7726 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1160324.00        | $1216579.61        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2484 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2407730.00        | $2529752.60        | Agency Mortgage-Backed Securities  |
| GNPL PN DN1555         | 2060-12-15      | 5.6300%  | 0.0000% | $735120.00         | $766251.22         | Agency Mortgage-Backed Securities  |
| GNII SF DG9177 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $774582.97         | Agency Mortgage-Backed Securities  |
| GNII SF DH2897 C       | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $941017.92         | Agency Mortgage-Backed Securities  |
| GNII SF DN8382 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1116674.00        | $1162721.53        | Agency Mortgage-Backed Securities  |
| GNII ET DP0145 C       | 2065-12-20      | 3.0000%  | 0.0000% | $1235836.00        | $1089627.60        | Agency Mortgage-Backed Securities  |
| GNII SF DF4970 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1673265.72        | Agency Mortgage-Backed Securities  |
| GNII SF DM3434 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2635964.00        | $2745061.52        | Agency Mortgage-Backed Securities  |
| GNII SF CH0843 C       | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $271666.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $20996237.25       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0892   | 2055-08-01      | 6.0000%  | 0.0000% | $394597.00         | $308307.32         | Agency Mortgage-Backed Securities  |
| GNII RG CH5779 C       | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $715673.93         | Agency Mortgage-Backed Securities  |
| GNII RG CI8172 C       | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2654519.62        | Agency Mortgage-Backed Securities  |
| GNII SF BV4484 C       | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $474382.49         | Agency Mortgage-Backed Securities  |
| GNPL PN CJ1929         | 2064-05-15      | 2.7000%  | 0.0000% | $1173286.00        | $988187.86         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ4960   | 2055-10-01      | 7.0000%  | 0.0000% | $1459850.00        | $1545080.20        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8372   | 2054-04-01      | 7.0000%  | 0.0000% | $8246112.00        | $6378953.02        | Agency Mortgage-Backed Securities  |
| GNII RG CI8166 C       | 2047-11-20      | 4.0000%  | 0.0000% | $524776.00         | $287897.15         | Agency Mortgage-Backed Securities  |
| GNII SF DL3636 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1121576.00        | $1171251.31        | Agency Mortgage-Backed Securities  |
| GNII SF DL3948 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2101484.00        | $2180736.61        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA5886   | 2056-01-01      | 4.5000%  | 0.0000% | $1969528.00        | $1866427.32        | Agency Mortgage-Backed Securities  |
| GNII SF DL4798 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1252015.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2387   | 2055-09-01      | 6.0000%  | 0.0000% | $3967628.00        | $3075122.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5045   | 2056-03-01      | 5.5000%  | 0.0000% | $7795704.00        | $7960041.67        | Agency Mortgage-Backed Securities  |
| GNII SF DL5886 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $659932.78         | Agency Mortgage-Backed Securities  |
| GNII SF DM3343 C       | 2055-08-20      | 6.5000%  | 0.0000% | $6077552.00        | $5337556.27        | Agency Mortgage-Backed Securities  |
| GNII SF DM0774 C       | 2055-08-20      | 7.0000%  | 0.0000% | $3565616.00        | $3780692.10        | Agency Mortgage-Backed Securities  |
| GNII SF DL5825 C       | 2050-09-20      | 6.5000%  | 0.0000% | $1011316.00        | $1056296.66        | Agency Mortgage-Backed Securities  |
| GNPL PN DL7517         | 2060-12-15      | 4.7000%  | 0.0000% | $296400.00         | $288238.16         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB4186   | 2056-06-01      | 5.5000%  | 0.0000% | $10306496.00       | $10466110.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB3788   | 2056-05-01      | 5.0000%  | 0.0000% | $8706016.00        | $8604093.70        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ7070   | 2054-10-01      | 4.5000%  | 0.0000% | $1310844.00        | $984709.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0133   | 2056-08-01      | 4.0000%  | 0.0000% | $950000.00         | $253577.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0412   | 2052-11-01      | 5.0000%  | 0.0000% | $116833.00         | $61900.05          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1556   | 2056-02-01      | 5.0000%  | 0.0000% | $1039368.00        | $1024400.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6278   | 2056-05-01      | 5.5000%  | 0.0000% | $12076640.00       | $12274440.61       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE7527   | 2055-09-01      | 7.0000%  | 0.0000% | $1007192.00        | $475913.42         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN4952   | 2036-01-01      | 2.5000%  | 0.0000% | $5999240.00        | $3316792.57        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTQK0424   | 2040-09-01      | 3.5000%  | 0.0000% | $1474892.00        | $729300.86         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP257480   | 2038-11-01      | 5.5000%  | 0.0000% | $605522.00         | $6072.03           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO1369   | 2038-05-01      | 6.0000%  | 0.0000% | $1483382.00        | $710574.95         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4422   | 2054-05-01      | 6.0000%  | 0.0000% | $577683.00         | $364854.35         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQH4902   | 2053-11-01      | 4.5000%  | 0.0000% | $294949.00         | $267609.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDF5653   | 2040-11-01      | 6.0000%  | 0.0000% | $934783.00         | $937337.58         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG7667   | 2053-07-01      | 6.0000%  | 0.0000% | $4000400.00        | $1713728.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8217   | 2052-11-01      | 6.0000%  | 0.0000% | $21264000.00       | $14677667.83       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB1314   | 2037-11-01      | 1.5000%  | 0.0000% | $24511584.00       | $18157426.98       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTSC0510   | 2044-05-01      | 6.0000%  | 0.0000% | $42891000.00       | $21929696.04       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5299   | 2054-04-01      | 6.0000%  | 0.0000% | $300000.00         | $222629.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8329   | 2039-09-01      | 6.0000%  | 0.0000% | $6448520.00        | $3493467.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2949   | 2053-06-01      | 6.0000%  | 0.0000% | $4591960.00        | $3359151.15        | Agency Mortgage-Backed Securities  |
| GNII SP 786706 C       | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $314240.69         | Agency Mortgage-Backed Securities  |
| GNII SP 786045 C       | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $4942696.34        | Agency Mortgage-Backed Securities  |
| GNII SP 785566 C       | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $69985.51          | Agency Mortgage-Backed Securities  |
| GNII SP 785657 C       | 2051-10-20      | 2.5000%  | 0.0000% | $93887.00          | $53849.32          | Agency Mortgage-Backed Securities  |
| GNII SF 003774 M       | 2035-10-20      | 5.5000%  | 0.0000% | $2090000.00        | $33325.48          | Agency Mortgage-Backed Securities  |
| GNMI SF 757400 X       | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $49749.95          | Agency Mortgage-Backed Securities  |
| GNII SP 786862 C       | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2016668.78        | Agency Mortgage-Backed Securities  |
| GNMI SF 400596 X       | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $58113.59          | Agency Mortgage-Backed Securities  |
| GNII SP 785730 C       | 2051-11-20      | 3.0000%  | 0.0000% | $3572760.00        | $2030272.19        | Agency Mortgage-Backed Securities  |
| GNMI SF AS4907 X       | 2046-04-15      | 4.0000%  | 0.0000% | $909018.00         | $83922.94          | Agency Mortgage-Backed Securities  |
| GNAR AT 080947 M       | 2034-06-20      | 5.6250%  | 0.0000% | $40044480.00       | $759874.17         | Agency Mortgage-Backed Securities  |
| GNII SP 785764 C       | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1195174.76        | Agency Mortgage-Backed Securities  |
| GNMI SF 747266 X       | 2040-09-15      | 5.0000%  | 0.0000% | $388491.00         | $24601.83          | Agency Mortgage-Backed Securities  |
| GNMI SF 743095 X       | 2040-07-15      | 5.0000%  | 0.0000% | $257275.00         | $11543.37          | Agency Mortgage-Backed Securities  |
| GNII SP 785436 C       | 2051-04-20      | 2.5000%  | 0.0000% | $4000000.00        | $1947370.27        | Agency Mortgage-Backed Securities  |
| GNII SP 785221 C       | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $94925.20          | Agency Mortgage-Backed Securities  |
| GNII SF AU6348 C       | 2046-09-20      | 3.0000%  | 0.0000% | $4884224.00        | $1001356.65        | Agency Mortgage-Backed Securities  |
| GNMI SF 582339 X       | 2032-09-15      | 6.5000%  | 0.0000% | $33202176.00       | $32489.24          | Agency Mortgage-Backed Securities  |
| GNII SF 004881 M       | 2040-12-20      | 3.5000%  | 0.0000% | $1041708.00        | $58942.59          | Agency Mortgage-Backed Securities  |
| GNAR AS 082775 M       | 2041-03-20      | 5.0000%  | 0.0000% | $1969408.00        | $100111.31         | Agency Mortgage-Backed Securities  |
| GNII SP 785619 C       | 2051-09-20      | 2.5000%  | 0.0000% | $106893440.00      | $62622311.73       | Agency Mortgage-Backed Securities  |
| GNII SF 004223 M       | 2038-08-20      | 6.5000%  | 0.0000% | $1015000.00        | $12062.31          | Agency Mortgage-Backed Securities  |
| GNCL CL DC7242         | 2067-03-15      | 5.7000%  | 0.0000% | $1419394.00        | $1475317.18        | Agency Mortgage-Backed Securities  |
| GNPL PN DC7180         | 2059-09-15      | 5.4700%  | 0.0000% | $89557.00          | $91245.98          | Agency Mortgage-Backed Securities  |
| GNII SF DL4774 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1506498.65        | Agency Mortgage-Backed Securities  |
| GNII SF DL2624 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1398396.00        | $1323892.96        | Agency Mortgage-Backed Securities  |
| GNPL PN DK6734         | 2060-06-15      | 5.8400%  | 0.0000% | $250965.00         | $262079.34         | Agency Mortgage-Backed Securities  |
| GNII SF CY5498 C       | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $731156.14         | Agency Mortgage-Backed Securities  |
| GNII ET DM1674 C       | 2065-09-20      | 4.0000%  | 0.0000% | $697804.00         | $643264.89         | Agency Mortgage-Backed Securities  |
| GNII SF DK7861 C       | 2055-07-20      | 7.0000%  | 0.0000% | $8473904.00        | $9021932.64        | Agency Mortgage-Backed Securities  |
| GNII SF DA1123 C       | 2054-07-20      | 6.5000%  | 0.0000% | $3374656.00        | $2750948.44        | Agency Mortgage-Backed Securities  |
| GNII ET DC5225 C       | 2064-04-20      | 7.5000%  | 0.0000% | $1259580.00        | $616277.57         | Agency Mortgage-Backed Securities  |
| GNII SF DL4911 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1201930.00        | $877877.71         | Agency Mortgage-Backed Securities  |
| GNII SF DL5984 C       | 2055-08-20      | 7.0000%  | 0.0000% | $6223384.00        | $4006683.39        | Agency Mortgage-Backed Securities  |
| GNII ET DM1749 C       | 2065-06-20      | 4.0000%  | 0.0000% | $720388.00         | $664958.03         | Agency Mortgage-Backed Securities  |
| GNII SF DA9894 C       | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $1890210.86        | Agency Mortgage-Backed Securities  |
| GNII ET DK8660 C       | 2065-06-20      | 4.0000%  | 0.0000% | $478467.00         | $445501.83         | Agency Mortgage-Backed Securities  |
| GNII SF DK6448 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1003672.50        | Agency Mortgage-Backed Securities  |
| GNII SF CZ0103 C       | 2054-01-20      | 7.0000%  | 0.0000% | $10445808.00       | $8665328.73        | Agency Mortgage-Backed Securities  |
| GNII SF DL0489 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1619986.00        | $1540647.52        | Agency Mortgage-Backed Securities  |
| GNII SF DK7315 C       | 2055-06-20      | 6.5000%  | 0.0000% | $766778.00         | $757285.45         | Agency Mortgage-Backed Securities  |
| GNII ET DK8068 C       | 2065-07-20      | 4.0000%  | 0.0000% | $2338596.00        | $1703962.23        | Agency Mortgage-Backed Securities  |
| GNII SF DP7806 C       | 2056-02-20      | 6.0000%  | 0.0000% | $5449152.00        | $5654483.27        | Agency Mortgage-Backed Securities  |
| GNII SF DK1491 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $3186060.23        | Agency Mortgage-Backed Securities  |
| GNII SF DP4583 C       | 2056-01-20      | 6.0000%  | 0.0000% | $188502.00         | $193579.23         | Agency Mortgage-Backed Securities  |
| GNII JM MA7638 M       | 2051-10-20      | 2.0000%  | 0.0000% | $8345000.00        | $4923079.98        | Agency Mortgage-Backed Securities  |
| GNII SF CJ1884 C       | 2052-02-20      | 2.5000%  | 0.0000% | $4500000.00        | $2747275.14        | Agency Mortgage-Backed Securities  |
| GNII ET CP6435 C       | 2062-09-20      | 5.5000%  | 0.0000% | $665000.00         | $203657.21         | Agency Mortgage-Backed Securities  |
| GNII RG CK9540 C       | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1172501.56        | Agency Mortgage-Backed Securities  |
| GNII SF CN3265 C       | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $970106.34         | Agency Mortgage-Backed Securities  |
| GNII SF BC4732 C       | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $33727.50          | Agency Mortgage-Backed Securities  |
| GNII SF MA9965 M       | 2054-10-20      | 5.5000%  | 0.0000% | $30002000.00       | $22022205.17       | Agency Mortgage-Backed Securities  |
| GNII SF CT4233 C       | 2053-03-20      | 5.0000%  | 0.0000% | $1985052.00        | $1332287.14        | Agency Mortgage-Backed Securities  |
| GNII RG CP1989 C       | 2038-12-20      | 6.0000%  | 0.0000% | $1290868.00        | $670286.96         | Agency Mortgage-Backed Securities  |
| GNII SF CP8538 C       | 2052-05-20      | 2.5000%  | 0.0000% | $1125656.00        | $874350.38         | Agency Mortgage-Backed Securities  |
| GNII RG CO2849 C       | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $192880.07         | Agency Mortgage-Backed Securities  |
| GNII ET CT6288 C       | 2063-07-20      | 6.0000%  | 0.0000% | $6365848.00        | $2471036.42        | Agency Mortgage-Backed Securities  |
| GNMI SF BN0304 X       | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $197690.82         | Agency Mortgage-Backed Securities  |
| GNII SF BP1914 C       | 2049-08-20      | 3.0000%  | 0.0000% | $1344964.00        | $251822.67         | Agency Mortgage-Backed Securities  |
| GNII SF DL3649 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1089936.00        | $889647.56         | Agency Mortgage-Backed Securities  |
| GNII ET CV5458 C       | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $2345423.47        | Agency Mortgage-Backed Securities  |
| GNII SF DK7512 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4332968.00        | $3983390.54        | Agency Mortgage-Backed Securities  |
| GNII SF DK1822 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1210388.74        | Agency Mortgage-Backed Securities  |
| GNII SF DK9229 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2803328.00        | $2199053.42        | Agency Mortgage-Backed Securities  |
| GNII JM MA5517 M       | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $125061.84         | Agency Mortgage-Backed Securities  |
| GNII SF MA5531 M       | 2048-10-20      | 5.5000%  | 0.0000% | $20640000.00       | $1520912.06        | Agency Mortgage-Backed Securities  |
| GNII SP 786701 C       | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $83443.82          | Agency Mortgage-Backed Securities  |
| GNII SP 786107 C       | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $122578.79         | Agency Mortgage-Backed Securities  |
| GNII SP 785229 C       | 2050-11-20      | 3.0000%  | 0.0000% | $425000.00         | $186448.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M       | 2051-08-20      | 2.5000%  | 0.0000% | $366237696.00      | $200599682.77      | Agency Mortgage-Backed Securities  |
| GNII SF MA7170 M       | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $217561.51         | Agency Mortgage-Backed Securities  |
| GNII SF MA7058 M       | 2050-12-20      | 5.5000%  | 0.0000% | $56699.00          | $14955.98          | Agency Mortgage-Backed Securities  |
| GNII JM MA7306 M       | 2051-03-20      | 3.5000%  | 0.0000% | $1384486.00        | $396101.34         | Agency Mortgage-Backed Securities  |
| GNII SP 785327 C       | 2049-10-20      | 3.5000%  | 0.0000% | $80984.00          | $28706.57          | Agency Mortgage-Backed Securities  |
| GNAR AS 082709 M       | 2040-12-20      | 5.6250%  | 0.0000% | $1771470.00        | $295756.96         | Agency Mortgage-Backed Securities  |
| GNMI SF 757388 X       | 2046-09-15      | 2.5000%  | 0.0000% | $5919680.00        | $2759358.85        | Agency Mortgage-Backed Securities  |
| GNII SP 786884 C       | 2052-06-20      | 2.0000%  | 0.0000% | $55687808.00       | $35236024.61       | Agency Mortgage-Backed Securities  |
| GNII AP 786793 M       | 2052-12-20      | 2.0000%  | 0.0000% | $58000000.00       | $38757803.25       | Agency Mortgage-Backed Securities  |
| GNII SF DI8913 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1691170.00        | $1767724.88        | Agency Mortgage-Backed Securities  |
| GNMI SF 622569 X       | 2033-10-15      | 5.0000%  | 0.0000% | $10019264.00       | $121806.71         | Agency Mortgage-Backed Securities  |
| GNII SF DI5722 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1991832.00        | $2101520.15        | Agency Mortgage-Backed Securities  |
| GNII SF DI1925 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2741036.00        | $2368719.86        | Agency Mortgage-Backed Securities  |
| GNAR AF MB1078 M       | 2056-03-20      | 3.5000%  | 0.0000% | $8385552.00        | $8016852.42        | Agency Mortgage-Backed Securities  |
| GNII SP 785066 C       | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1448948.20        | Agency Mortgage-Backed Securities  |
| GNII ET DO0115 C       | 2065-04-20      | 4.0000%  | 0.0000% | $753738.00         | $696831.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3RZA3096   | 2032-04-01      | 3.5000%  | 0.0000% | $1553644.00        | $354031.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8401   | 2054-02-01      | 5.5000%  | 0.0000% | $20023520.00       | $14509874.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0472   | 2030-07-01      | 5.0000%  | 0.0000% | $350000.00         | $5098.93           | Agency Mortgage-Backed Securities  |
| GNII JM MA5975 M       | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $32533.40          | Agency Mortgage-Backed Securities  |
| GNII JM MA6588 M       | 2050-04-20      | 2.5000%  | 0.0000% | $500000.00         | $62664.22          | Agency Mortgage-Backed Securities  |
| GNII RG CQ2806 C       | 2039-09-20      | 6.0000%  | 0.0000% | $2254684.00        | $1477015.08        | Agency Mortgage-Backed Securities  |
| GNII RG CS3955 C       | 2040-05-20      | 5.5000%  | 0.0000% | $4280136.00        | $2861963.10        | Agency Mortgage-Backed Securities  |
| GNII SF CT6731 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1053560.00        | $1122731.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8620   | 2055-03-01      | 6.0000%  | 0.0000% | $6000000.00        | $4325114.14        | Agency Mortgage-Backed Securities  |
| GNAR AF MA5774 M       | 2049-02-20      | 4.8750%  | 0.0000% | $8000000.00        | $531396.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA5467 M       | 2048-09-20      | 4.5000%  | 0.0000% | $5719000.00        | $411112.17         | Agency Mortgage-Backed Securities  |
| GNII SF CU4768 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1548474.00        | $1104659.13        | Agency Mortgage-Backed Securities  |
| GNII SF CV0624 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1102130.94        | Agency Mortgage-Backed Securities  |
| GNII SF CY1078 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1829110.44        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1171 C       | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $15991978.67       | Agency Mortgage-Backed Securities  |
| GNII SF CX0271 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1240589.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2860   | 2055-09-01      | 6.0000%  | 0.0000% | $117490048.00      | $110872194.31      | Agency Mortgage-Backed Securities  |
| GNII ET DM5787 C       | 2065-10-20      | 6.5000%  | 0.0000% | $7000000.00        | $7131039.22        | Agency Mortgage-Backed Securities  |
| GNII ET DN4221 C       | 2065-01-20      | 4.5000%  | 0.0000% | $95369.00          | $91068.54          | Agency Mortgage-Backed Securities  |
| GNII SF DN3238 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1730932.00        | $1784130.65        | Agency Mortgage-Backed Securities  |
| GNII SF DM6964 C       | 2055-09-20      | 6.5000%  | 0.0000% | $4894216.00        | $4666059.76        | Agency Mortgage-Backed Securities  |
| GNII SF CX0278 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1581898.00        | $1312587.04        | Agency Mortgage-Backed Securities  |
| GNII SF CX4160 C       | 2054-02-20      | 8.0000%  | 0.0000% | $1530730.00        | $1604578.25        | Agency Mortgage-Backed Securities  |
| GNII SF CW2029 C       | 2053-09-20      | 6.0000%  | 0.0000% | $1184130.00        | $1192586.60        | Agency Mortgage-Backed Securities  |
| GNII SF CV1576 C       | 2053-06-20      | 6.5000%  | 0.0000% | $3328504.00        | $2781219.17        | Agency Mortgage-Backed Securities  |
| GNII SF CX6597 C       | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $5231535.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9150   | 2055-03-01      | 6.5000%  | 0.0000% | $3770720.00        | $2275037.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3420   | 2055-10-01      | 6.0000%  | 0.0000% | $119354624.00      | $113774882.92      | Agency Mortgage-Backed Securities  |
| GNII SF CT5313 C       | 2051-12-20      | 2.5000%  | 0.0000% | $1664566.00        | $953236.01         | Agency Mortgage-Backed Securities  |
| GNCL CL CR5667         | 2064-01-15      | 6.5200%  | 0.0000% | $2742704.00        | $2897839.87        | Agency Mortgage-Backed Securities  |
| GNPL PN CY1383         | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22509.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5657   | 2056-02-01      | 5.5000%  | 0.0000% | $2837256.00        | $2879702.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8910   | 2056-03-01      | 5.0000%  | 0.0000% | $2548240.00        | $2521083.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA9327   | 2056-03-01      | 5.0000%  | 0.0000% | $25738144.00       | $25351307.34       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0755   | 2037-03-01      | 2.0000%  | 0.0000% | $1310000.00        | $676306.07         | Agency Mortgage-Backed Securities  |
| GNII SF MA5438 M       | 2033-08-20      | 4.5000%  | 0.0000% | $172802.00         | $7989.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9632   | 2056-05-01      | 5.5000%  | 0.0000% | $5076376.00        | $5140926.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT7848   | 2052-07-01      | 3.5000%  | 0.0000% | $20000.00          | $14810.96          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4040   | 2055-04-01      | 6.5000%  | 0.0000% | $23469000.00       | $19669051.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1802   | 2049-09-01      | 3.0000%  | 0.0000% | $24056416.00       | $13609792.92       | Agency Mortgage-Backed Securities  |
| GNII SF MA7963 M       | 2037-04-20      | 3.0000%  | 0.0000% | $185185.00         | $92424.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $31015808.00       | $16100535.39       | Agency Mortgage-Backed Securities  |
| GNMI SF 716857 X       | 2039-04-15      | 4.5000%  | 0.0000% | $1036560.00        | $176986.99         | Agency Mortgage-Backed Securities  |
| GNMI SF 716858 X       | 2039-04-15      | 5.0000%  | 0.0000% | $1025456.00        | $23224.24          | Agency Mortgage-Backed Securities  |
| GNII SF MA9483 M       | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $207798.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA8986 M       | 2038-07-20      | 5.0000%  | 0.0000% | $354780.00         | $193872.48         | Agency Mortgage-Backed Securities  |
| GNII SF DG9995 C       | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $1644364.91        | Agency Mortgage-Backed Securities  |
| GNII SF BX4961 C       | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $99461.16          | Agency Mortgage-Backed Securities  |
| GNII SF CI0180 C       | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $311835.39         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5425   | 2055-06-01      | 6.0000%  | 0.0000% | $1033990.00        | $976617.08         | Agency Mortgage-Backed Securities  |
| GNII SF DH8895 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2134165.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $20624.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA7417 M       | 2051-06-20      | 2.0000%  | 0.0000% | $4295152.00        | $2206448.66        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $55095616.00       | $37054775.15       | Agency Mortgage-Backed Securities  |
| GNII SF MA8102 M       | 2052-06-20      | 5.0000%  | 0.0000% | $30000.00          | $20168.46          | Agency Mortgage-Backed Securities  |
| GNII SF MA7829 M       | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2550319.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA9855 M       | 2054-08-20      | 7.5000%  | 0.0000% | $1430580.00        | $294579.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA8316 M       | 2037-09-20      | 3.0000%  | 0.0000% | $1059582.00        | $634400.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA8691 M       | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $38596.43          | Agency Mortgage-Backed Securities  |
| GNII SF MA8721 M       | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $190362.48         | Agency Mortgage-Backed Securities  |
| GNII SF MA8542 M       | 2038-10-20      | 7.0000%  | 0.0000% | $168031.00         | $122255.67         | Agency Mortgage-Backed Securities  |
| GNII SF MA8077 M       | 2028-10-20      | 5.0000%  | 0.0000% | $44214.00          | $26029.36          | Agency Mortgage-Backed Securities  |
| GNII JM MA6759 M       | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $379746.52         | Agency Mortgage-Backed Securities  |
| GNII SF 005056 M       | 2041-05-20      | 5.0000%  | 0.0000% | $307496.00         | $9894.45           | Agency Mortgage-Backed Securities  |
| GNII SF MA7054 M       | 2050-12-20      | 3.5000%  | 0.0000% | $475000.00         | $153459.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA9236 M       | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $298123.49         | Agency Mortgage-Backed Securities  |
| GNII SF 004715 M       | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $57014.56          | Agency Mortgage-Backed Securities  |
| GNII ET DM7096 C       | 2065-09-20      | 3.0000%  | 0.0000% | $202930.00         | $178519.64         | Agency Mortgage-Backed Securities  |
| GNII ET DN1751 C       | 2066-01-20      | 6.0000%  | 0.0000% | $196172.00         | $201597.55         | Agency Mortgage-Backed Securities  |
| GNII SF DP4722 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1047044.00        | $1103994.85        | Agency Mortgage-Backed Securities  |
| GNII SF DN2295 C       | 2055-10-20      | 7.0000%  | 0.0000% | $10854700.00       | $11532090.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8784   | 2054-08-01      | 6.0000%  | 0.0000% | $615484.00         | $438198.58         | Agency Mortgage-Backed Securities  |
| GNII SF DN3145 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1075570.00        | $1123844.65        | Agency Mortgage-Backed Securities  |
| GNII SF DM7809 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1004618.00        | $1050165.92        | Agency Mortgage-Backed Securities  |
| GNII SF DN0581 C       | 2055-09-20      | 6.5000%  | 0.0000% | $10599600.00       | $9293980.79        | Agency Mortgage-Backed Securities  |
| GNII SF DN5546 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1393702.00        | $1465772.96        | Agency Mortgage-Backed Securities  |
| GNII SF DM6679 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3158458.02        | Agency Mortgage-Backed Securities  |
| GNII ET DP1996 C       | 2065-11-20      | 6.5000%  | 0.0000% | $1678646.00        | $1753887.38        | Agency Mortgage-Backed Securities  |
| GNII SF DO2200 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1461994.00        | $1317103.03        | Agency Mortgage-Backed Securities  |
| GNAR AF MB1080 M       | 2056-04-20      | 4.0000%  | 0.0000% | $2456420.00        | $2398018.32        | Agency Mortgage-Backed Securities  |
| GNII SF DM3432 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2866740.00        | $2987685.03        | Agency Mortgage-Backed Securities  |
| GNII SF DI8912 C       | 2055-08-20      | 6.5000%  | 0.0000% | $844408.00         | $739886.84         | Agency Mortgage-Backed Securities  |
| GNII SF DM4377 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1872352.00        | $1956887.87        | Agency Mortgage-Backed Securities  |
| GNII ET DM6747 C       | 2065-01-20      | 3.0000%  | 0.0000% | $319716.00         | $280118.49         | Agency Mortgage-Backed Securities  |
| GNII ET DM7102 C       | 2062-08-20      | 4.0000%  | 0.0000% | $395012.00         | $364709.80         | Agency Mortgage-Backed Securities  |
| GNII SF MB0751 M       | 2054-01-20      | 8.0000%  | 0.0000% | $302848.00         | $315136.97         | Agency Mortgage-Backed Securities  |
| GNII SF DL3101 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $4708762.93        | Agency Mortgage-Backed Securities  |
| GNII SF DM2606 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3210540.00        | $2925454.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ6170   | 2055-11-01      | 6.0000%  | 0.0000% | $60225344.00       | $53407574.90       | Agency Mortgage-Backed Securities  |
| GNII ET DL9723 C       | 2065-08-20      | 3.0000%  | 0.0000% | $975788.00         | $866590.89         | Agency Mortgage-Backed Securities  |
| GNII SF DL3099 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2294856.00        | $2389048.28        | Agency Mortgage-Backed Securities  |
| GNII ET DO5903 C       | 2065-11-20      | 3.5000%  | 0.0000% | $649875.00         | $582943.51         | Agency Mortgage-Backed Securities  |
| GNPL PN CM1224         | 2064-06-15      | 2.7800%  | 0.0000% | $623597.00         | $529419.38         | Agency Mortgage-Backed Securities  |
| GNII SF AG2866 C       | 2043-10-20      | 3.5000%  | 0.0000% | $875000.00         | $89191.97          | Agency Mortgage-Backed Securities  |
| GNII ET DF4672 C       | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $2559428.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA6086   | 2041-05-01      | 4.5000%  | 0.0000% | $140378880.00      | $139335303.41      | Agency Mortgage-Backed Securities  |
| GNII SF CI6776 C       | 2048-03-20      | 3.5000%  | 0.0000% | $1146078.00        | $647868.43         | Agency Mortgage-Backed Securities  |
| GNII SF DJ2829 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3758280.00        | $3513505.45        | Agency Mortgage-Backed Securities  |
| GNII ET DK8082 C       | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $362156.22         | Agency Mortgage-Backed Securities  |
| GNII SF CV6269 C       | 2053-09-20      | 7.0000%  | 0.0000% | $32835776.00       | $26486266.33       | Agency Mortgage-Backed Securities  |
| GNII SF DJ2497 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1500272.00        | $1567500.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CKAD4764   | 2035-12-01      | 5.5000%  | 0.0000% | $203487232.00      | $1143007.91        | Agency Mortgage-Backed Securities  |
| GNII SF AD6160 C       | 2050-06-20      | 2.5000%  | 0.0000% | $10543920.00       | $4373042.69        | Agency Mortgage-Backed Securities  |
| GNII ET DJ9042 C       | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $2799660.22        | Agency Mortgage-Backed Securities  |
| GNII SF DK0415 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1281852.00        | $1000412.88        | Agency Mortgage-Backed Securities  |
| GNII SF DK0827 C       | 2055-07-20      | 6.5000%  | 0.0000% | $846769.00         | $843958.52         | Agency Mortgage-Backed Securities  |
| GNII SF AD8821 C       | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $376267.78         | Agency Mortgage-Backed Securities  |
| GNMI SF AD2411 X       | 2043-05-15      | 3.5000%  | 0.0000% | $461471.00         | $56252.59          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $31928288.00       | $23427335.10       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0160   | 2041-07-01      | 2.0000%  | 0.0000% | $4800000.00        | $2591186.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAQ7316   | 2043-01-01      | 2.5000%  | 0.0000% | $167200.00         | $28642.33          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL645360   | 2032-06-01      | 7.0000%  | 0.0000% | $5910000.00        | $9637.74           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIRC3557   | 2040-08-01      | 6.0000%  | 0.0000% | $3743076.00        | $3172778.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3055   | 2040-01-01      | 6.0000%  | 0.0000% | $1257040.00        | $991282.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT9705   | 2043-06-01      | 3.5000%  | 0.0000% | $15460000.00       | $2145529.74        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5803   | 2052-09-01      | 4.0000%  | 0.0000% | $8235056.00        | $6475751.26        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD3962   | 2046-09-01      | 3.5000%  | 0.0000% | $10449968.00       | $7483869.18        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO5247   | 2041-04-01      | 4.0000%  | 0.0000% | $1085068.00        | $1050207.91        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3099   | 2050-07-01      | 2.5000%  | 0.0000% | $2841160.00        | $1259968.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF9586   | 2053-03-01      | 6.5000%  | 0.0000% | $4000000.00        | $1921474.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBQ7774   | 2036-03-01      | 2.0000%  | 0.0000% | $425000.00         | $192680.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3753   | 2052-06-01      | 4.0000%  | 0.0000% | $1210000.00        | $781433.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTCA5599   | 2040-04-01      | 3.5000%  | 0.0000% | $500000.00         | $170181.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBM3579   | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $242717.18         | Agency Mortgage-Backed Securities  |

### Security 681: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9OH0, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1I9OH0
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| SIONNA THERAPEUTICS INC        COM          | 2500-12-31      | N/A      | 0.0000% | $42800.00          | $1831840.00        | Equities   |
| UNIQURE NV                     SHS          | 2500-12-31      | N/A      | 0.0000% | $64100.00          | $1592885.00        | Equities   |
| MICROCHIP TECHNOLOGY INC.      COM          | 2500-12-31      | N/A      | 0.0000% | $102040.00         | $9799921.60        | Equities   |
| OWENS CORNING NEW              COM          | 2500-12-31      | N/A      | 0.0000% | $100.00            | $12424.00          | Equities   |
| FLUENCE ENERGY INC             COM CL A     | 2500-12-31      | N/A      | 0.0000% | $6084.00           | $129954.24         | Equities   |
| AES CORP                       COM          | 2500-12-31      | N/A      | 0.0000% | $40981.00          | $602010.89         | Equities   |
| ALIGN TECHNOLOGY INC           COM          | 2500-12-31      | N/A      | 0.0000% | $634.00            | $109840.50         | Equities   |
| D R HORTON INC                 COM          | 2500-12-31      | N/A      | 0.0000% | $1169.00           | $171749.48         | Equities   |
| CONSOLIDATED EDISON INC        COM          | 2500-12-31      | N/A      | 0.0000% | $8203.00           | $871978.90         | Equities   |
| ELME COMMUNITIES               SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $276000.00         | $554760.00         | Equities   |
| NASDAQ INC                     COM          | 2500-12-31      | N/A      | 0.0000% | $10929.00          | $994539.00         | Equities   |
| SYSCO CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $129083.00         | $9799981.36        | Equities   |
| ROBINHOOD MKTS INC             COM CL A     | 2500-12-31      | N/A      | 0.0000% | $113303.00         | $9612626.52        | Equities   |
| MICRON TECHNOLOGY INC          COM          | 2500-12-31      | N/A      | 0.0000% | $10611.00          | $9799470.72        | Equities   |
| T-MOBILE US INC                COM          | 2500-12-31      | N/A      | 0.0000% | $7463.00           | $1410581.63        | Equities   |
| PETCO HEALTH & WELLNESS CO INC COM          | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $8758.00           | Equities   |
| AON PLC                        SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $13142.00          | $4183098.60        | Equities   |
| XBP GLOBAL HOLDINGS INC        COM NEW      | 2500-12-31      | N/A      | 0.0000% | $14883.00          | $39439.95          | Equities   |
| ADVANCED ENERGY INDS           COM          | 2500-12-31      | N/A      | 0.0000% | $1080.00           | $342446.40         | Equities   |
| APPLE INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $31358.00          | $9799688.58        | Equities   |
| STELLANTIS N.V                 SHS          | 2500-12-31      | N/A      | 0.0000% | $500000.00         | $4100000.00        | Equities   |
| KINIKSA PHARMACEUTICALS INTL P ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $51300.00          | $2608092.00        | Equities   |
| WIX COM LTD                    SHS          | 2500-12-31      | N/A      | 0.0000% | $10848.00          | $571147.20         | Equities   |
| OMNIAB INC                     COM          | 2500-12-31      | N/A      | 0.0000% | $87300.00          | $237456.00         | Equities   |
| ONE LIBERTY PPTYS INC          COM          | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $85320.00          | Equities   |
| KKR & CO INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $53866.00          | $5065019.98        | Equities   |
| PROCAP ACQUISITION CORP        SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $55373.00          | $568126.98         | Equities   |
| PHUNWARE INC                   COM NEW      | 2500-12-31      | N/A      | 0.0000% | $19200.00          | $38784.00          | Equities   |
| TALEN ENERGY CORP              COM          | 2049-01-01      | N/A      | 0.0000% | $200.00            | $76294.00          | Equities   |
| SUI GROUP HOLDINGS LIMITED     COM NEW      | 2500-12-31      | N/A      | 0.0000% | $462217.00         | $711814.18         | Equities   |
| MICROSOFT CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $22951.00          | $9799847.49        | Equities   |
| HARTFORD INSURANCE GROUP INC   COM          | 2500-12-31      | N/A      | 0.0000% | $75986.00          | $9799914.42        | Equities   |
| AURORA INNOVATION INC          CLASS A COM  | 2500-12-31      | N/A      | 0.0000% | $37100.00          | $262297.00         | Equities   |
| BLACKBERRY LTD                 COM          | 2500-12-31      | N/A      | 0.0000% | $130200.00         | $1143156.00        | Equities   |
| NORWEGIAN CRUISE LINE HLDGS LT SHS          | 2500-12-31      | N/A      | 0.0000% | $536105.00         | $9799999.40        | Equities   |
| RELIANCE INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $100.00            | $37787.00          | Equities   |
| IMMUNITYBIO INC                COM          | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $27020.00          | Equities   |
| INGERSOLL RAND INC             COM          | 2500-12-31      | N/A      | 0.0000% | $64.00             | $4543.36           | Equities   |
| PARKER-HANNIFIN CORP           COM          | 2500-12-31      | N/A      | 0.0000% | $9893.00           | $8436849.33        | Equities   |
| PILGRIMS PRIDE CORP            COM          | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $196926.00         | Equities   |
| ONEOK INC NEW                  COM          | 2500-12-31      | N/A      | 0.0000% | $2797.00           | $243394.94         | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW      | 2500-12-31      | N/A      | 0.0000% | $2165000.00        | $5910450.00        | Equities   |
| HF SINCLAIR CORP               COM          | 2500-12-31      | N/A      | 0.0000% | $15000.00          | $1023900.00        | Equities   |
| VERIZON COMMUNICATIONS INC     COM          | 2500-12-31      | N/A      | 0.0000% | $12.00             | $576.12            | Equities   |
| SBA COMMUNICATIONS CORP        CL A         | 2500-12-31      | N/A      | 0.0000% | $6643.00           | $1359290.66        | Equities   |
| PALISADE BIO INC               COM          | 2500-12-31      | N/A      | 0.0000% | $455200.00         | $937712.00         | Equities   |
| INNOVATE CORP                  COM NEW      | 2500-12-31      | N/A      | 0.0000% | $38163.00          | $549547.20         | Equities   |
| MOTOROLA SOLUTIONS INC         COM NEW      | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $1070004.00        | Equities   |
| BRIGHTHOUSE FINL INC           COM          | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $163254.00         | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $22973.00          | $9799822.34        | Equities   |
| MONSTER BEVERAGE CORP NEW      COM          | 2500-12-31      | N/A      | 0.0000% | $12783.00          | $1124776.17        | Equities   |
| TRAILBLAZER ACQUISITION CORP.  ORD SHS CL A | 2500-12-31      | N/A      | 0.0000% | $74883.00          | $757067.13         | Equities   |
| TRANE TECHNOLOGIES PLC         SHS          | 2500-12-31      | N/A      | 0.0000% | $21668.00          | $9799569.68        | Equities   |
| ONDAS INC                      COM NEW      | 2500-12-31      | N/A      | 0.0000% | $800.00            | $10600.00          | Equities   |
| NORFOLK SOUTHN CORP            COM          | 2500-12-31      | N/A      | 0.0000% | $31830.00          | $9799820.40        | Equities   |
| PRUDENTIAL FINL INC            COM          | 2500-12-31      | N/A      | 0.0000% | $80.00             | $8048.80           | Equities   |
| VERASTEM INC                   COM NEW      | 2500-12-31      | N/A      | 0.0000% | $153900.00         | $660231.00         | Equities   |
| ASANA INC                      CL A         | 2500-12-31      | N/A      | 0.0000% | $18600.00          | $123876.00         | Equities   |
| CMS ENERGY CORP                COM          | 2500-12-31      | N/A      | 0.0000% | $22243.00          | $1627520.31        | Equities   |
| NEOGEN CORP                    COM          | 2500-12-31      | N/A      | 0.0000% | $1053763.00        | $9799995.90        | Equities   |
| NUCOR CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $3330.00           | $830169.00         | Equities   |
| DIAMONDBACK ENERGY INC         COM          | 2500-12-31      | N/A      | 0.0000% | $3054.00           | $592903.56         | Equities   |
| CORNING INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $73.00             | $13356.81          | Equities   |
| ELASTIC N V                    ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $11700.00          | $674037.00         | Equities   |
| SONO GROUP N V                 SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $30313.00          | $118220.70         | Equities   |
| ADOBE INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $32226.00          | $7780645.44        | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A         | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $5925.08           | Equities   |
| FEDEX CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $23821.00          | $9799959.40        | Equities   |
| LAM RESEARCH CORP              COM NEW      | 2500-12-31      | N/A      | 0.0000% | $30817.00          | $9799806.00        | Equities   |
| LOCKHEED MARTIN CORP           COM          | 2500-12-31      | N/A      | 0.0000% | $4198.00           | $2255207.58        | Equities   |
| KEURIG DR PEPPER INC           COM          | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2253.00           | Equities   |
| JPMORGAN CHASE & CO            COM          | 2500-12-31      | N/A      | 0.0000% | $33026.00          | $9799804.98        | Equities   |

### Security 682: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9OJ6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9OJ6
- **C.18 - Value (incl. sponsor support):** $7413000000.00
- **C.18.a - Value (excl. sponsor support):** $7413000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200396800.00      | $249999544.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $180228900.00      | $249964014.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $191537600.00      | $249999094.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $250285600.00      | $249999223.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | 0.0000% | $6134400.00        | $6075943.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $164276000.00      | $153006932.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $258818000.00      | $249999555.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $284553600.00      | $249999652.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $170.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $186172700.00      | $249999874.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $248466000.00      | $249999699.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $227632000.00      | $249999347.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-15      | 1.2500%  | 0.0000% | $250896000.00      | $249998507.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $115541600.00      | $113774227.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7270%  | 0.0000% | $16392900.00       | $16445836.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $250096000.00      | $249998061.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $605100.00         | $621291.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $261446800.00      | $236440868.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $334544800.00      | $249999612.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $80529100.00       | $80435280.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $400.00            | $280.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $38130000.00       | $40710772.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $45244100.00       | $46634795.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $248667200.00      | $249999414.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $245392000.00      | $249997293.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $35727000.00       | $36265767.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $317977600.00      | $249999895.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $249411200.00      | $249997162.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $248076800.00      | $249999286.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $249939200.00      | $249998627.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $1100.00           | $808.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $103.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7361%  | 0.0000% | $249228800.00      | $249999594.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $249043200.00      | $249998449.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $236022400.00      | $249998020.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $50057200.00       | $52369250.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $206278400.00      | $249999649.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $252704800.00      | $249999360.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $200.00            | $193.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $189175200.00      | $249999176.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $260601600.00      | $249997154.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $50515100.00       | $50803875.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $225529600.00      | $249998793.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $225594800.00      | $227735380.78      | U.S. Treasuries (including strips) |

### Security 683: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9OK3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1I9OK3
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2029-05-15      | 2.3750%  | 0.0000% | $192300.00         | $183413.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $14708500.00       | $15688740.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $22489500.00       | $22482588.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $19318900.00       | $10518799.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $4711200.00        | $4665369.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $35732300.00       | $36556777.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $5846300.00        | $5287133.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $140.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $1400.00           | $1197.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $40500.00          | $41563.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $1204400.00        | $1286465.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $8119900.00        | $8216680.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $100000000.00      | $101173121.55      | U.S. Treasuries (including strips) |

### Security 684: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9OL1, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1I9OL1
- **C.18 - Value (incl. sponsor support):** $352000000.00
- **C.18.a - Value (excl. sponsor support):** $352000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2026-06-16      | 0.0000%  | 0.0000% | $1869500.00        | $1866114.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $56000.00          | $54970.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $7000000.00        | $8311877.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | 0.0000% | $2613000.00        | $2536543.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $69346263.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $133123900.00      | $133797663.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $23078000.00       | $20275589.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $200.00            | $198.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $1743300.00        | $1733659.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $1754000.00        | $1738231.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $43000000.00       | $48375837.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $8004600.00        | $9701196.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $5840400.00        | $5650978.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-22      | 0.0000%  | 0.0000% | $165000.00         | $162566.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $5245800.00        | $5235245.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $25200.00          | $25167.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | 0.0000% | $50000000.00       | $50335947.59       | U.S. Treasuries (including strips) |

### Security 685: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.620000%
- **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: ARP1I9OM9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9OM9
- **C.18 - Value (incl. sponsor support):** $8100000000.00
- **C.18.a - Value (excl. sponsor support):** $8100000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $21000.00          | $15041.97          | Agency Mortgage-Backed Securities  |
| GNII ET DN9905 C       | 2065-08-20      | 4.5000%  | 0.0000% | $319352.00         | $305474.69         | Agency Mortgage-Backed Securities  |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $1015380.00        | $932438.71         | Agency Mortgage-Backed Securities  |
| GNII ET DN9366 C       | 2065-11-20      | 2.0000%  | 0.0000% | $464071.00         | $356901.98         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3199 C       | 2055-08-20      | 6.5000%  | 0.0000% | $6927768.00        | $5992224.24        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5973         | 2060-08-15      | 6.4900%  | 0.0000% | $601400.00         | $634235.61         | Agency Mortgage-Backed Securities  |
| GNII SF DK0291 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1863130.00        | $1632661.95        | Agency Mortgage-Backed Securities  |
| GNII ET DP6638 C       | 2066-01-20      | 3.5000%  | 0.0000% | $325520.00         | $291458.30         | Agency Mortgage-Backed Securities  |
| GNII SF DK9874 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1151076.00        | $1205962.78        | Agency Mortgage-Backed Securities  |
| GNII SF DK4923 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2049316.00        | $1490920.66        | Agency Mortgage-Backed Securities  |
| GNII SF CZ9190 C       | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $1429299.73        | Agency Mortgage-Backed Securities  |
| GNII ET CZ7108 C       | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $77155.81          | Agency Mortgage-Backed Securities  |
| GNII SF DL5983 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1202216.00        | $1050442.34        | Agency Mortgage-Backed Securities  |
| GNII SF DL3992 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1564276.00        | $1630751.12        | Agency Mortgage-Backed Securities  |
| GNII ET CZ8013 C       | 2063-12-20      | 7.5000%  | 0.0000% | $891229.00         | $240432.63         | Agency Mortgage-Backed Securities  |
| GNII ET DL7149 C       | 2065-05-20      | 3.5000%  | 0.0000% | $1043364.00        | $931254.44         | Agency Mortgage-Backed Securities  |
| GNII ET DL8805 C       | 2065-07-20      | 4.0000%  | 0.0000% | $247516.00         | $228294.94         | Agency Mortgage-Backed Securities  |
| GNII SF DL7799 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1108380.00        | $770770.73         | Agency Mortgage-Backed Securities  |
| GNII SF DL3167 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2216192.00        | $2310972.94        | Agency Mortgage-Backed Securities  |
| GNII SF DK6011 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1232084.00        | $1243283.36        | Agency Mortgage-Backed Securities  |
| GNII ET DK8104 C       | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $314158.73         | Agency Mortgage-Backed Securities  |
| GNII SF DK8399 C       | 2055-07-20      | 7.0000%  | 0.0000% | $4313336.00        | $4320183.05        | Agency Mortgage-Backed Securities  |
| GNII ET DK6047 C       | 2065-08-20      | 6.5000%  | 0.0000% | $1566946.00        | $1633520.85        | Agency Mortgage-Backed Securities  |
| GNMI SF CR3819 X       | 2053-04-15      | 7.0000%  | 0.0000% | $8622528.00        | $8704477.42        | Agency Mortgage-Backed Securities  |
| GNII ET DB6839 C       | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $153846.56         | Agency Mortgage-Backed Securities  |
| GNPL PN CY8224         | 2059-02-15      | 5.7200%  | 0.0000% | $60545.00          | $62088.75          | Agency Mortgage-Backed Securities  |
| GNII SF DK6522 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2377240.00        | $1965442.30        | Agency Mortgage-Backed Securities  |
| GNII SF CZ0473 C       | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $319283.41         | Agency Mortgage-Backed Securities  |
| GNII SF DL3542 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1575619.60        | Agency Mortgage-Backed Securities  |
| GNII SF DK6038 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1410652.00        | $975284.10         | Agency Mortgage-Backed Securities  |
| GNII SF DK5758 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2760044.00        | $2874009.40        | Agency Mortgage-Backed Securities  |
| GNII SF DL4034 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1521060.00        | $1395005.69        | Agency Mortgage-Backed Securities  |
| GNII ET DL0349 C       | 2065-08-20      | 3.5000%  | 0.0000% | $118038.00         | $105221.78         | Agency Mortgage-Backed Securities  |
| GNII SF DB4811 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1054838.00        | $464329.48         | Agency Mortgage-Backed Securities  |
| GNII SF DL9980 C       | 2055-10-20      | 6.0000%  | 0.0000% | $175207.00         | $180273.89         | Agency Mortgage-Backed Securities  |
| GNII SF CW9249 C       | 2055-05-20      | 6.5000%  | 0.0000% | $795104.00         | $660789.93         | Agency Mortgage-Backed Securities  |
| GNCL CL DD2255         | 2067-01-15      | 5.2400%  | 0.0000% | $1590006.00        | $1601057.43        | Agency Mortgage-Backed Securities  |
| GNII ET DK3110 C       | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1136912.60        | Agency Mortgage-Backed Securities  |
| GNII SF MB0811 M       | 2055-12-20      | 4.0000%  | 0.0000% | $117307776.00      | $108286688.71      | Agency Mortgage-Backed Securities  |
| GNII SF AX4344 C       | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $65211.32          | Agency Mortgage-Backed Securities  |
| GNMI SF 590440 X       | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $21949.75          | Agency Mortgage-Backed Securities  |
| GNII SF AS9196 C       | 2046-04-20      | 3.5000%  | 0.0000% | $200000.00         | $56804.31          | Agency Mortgage-Backed Securities  |
| GNII SF AV9455 C       | 2046-12-20      | 3.0000%  | 0.0000% | $2909752.00        | $378450.22         | Agency Mortgage-Backed Securities  |
| GNII SP 784519 C       | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $1897078.20        | Agency Mortgage-Backed Securities  |
| GNII SP 785787 C       | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $965531.46         | Agency Mortgage-Backed Securities  |
| GNII SP 785660 C       | 2051-10-20      | 2.5000%  | 0.0000% | $237000.00         | $132551.09         | Agency Mortgage-Backed Securities  |
| GNMI SF 570019 X       | 2032-07-15      | 6.5000%  | 0.0000% | $17186624.00       | $21831.28          | Agency Mortgage-Backed Securities  |
| GNMI SP 781216 X       | 2030-12-15      | 6.5000%  | 0.0000% | $15468752.00       | $25959.69          | Agency Mortgage-Backed Securities  |
| GNAR AS 082678 M       | 2040-11-20      | 5.6250%  | 0.0000% | $8000000.00        | $174016.25         | Agency Mortgage-Backed Securities  |
| GNII SP 785663 C       | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $1958760.37        | Agency Mortgage-Backed Securities  |
| GNII SP 785713 C       | 2051-10-20      | 2.5000%  | 0.0000% | $12286400.00       | $6930895.15        | Agency Mortgage-Backed Securities  |
| GNII SP 786474 C       | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $574286.02         | Agency Mortgage-Backed Securities  |
| GNII SF 004656 M       | 2040-03-20      | 4.0000%  | 0.0000% | $1125000.00        | $46553.34          | Agency Mortgage-Backed Securities  |
| GNII JM MA7362 M       | 2049-06-20      | 4.0000%  | 0.0000% | $1780000.00        | $895973.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA7289 M       | 2034-10-20      | 5.0000%  | 0.0000% | $661753.00         | $299999.13         | Agency Mortgage-Backed Securities  |
| GNII RG CN9974 C       | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1182486.25        | Agency Mortgage-Backed Securities  |
| GNMI SF AE3296 X       | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $401586.24         | Agency Mortgage-Backed Securities  |
| GNMI SF BG9698 X       | 2048-06-15      | 4.0000%  | 0.0000% | $700000.00         | $392716.87         | Agency Mortgage-Backed Securities  |
| GNII RG CL6778 C       | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $902072.95         | Agency Mortgage-Backed Securities  |
| GNII RG CO9031 C       | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $382642.83         | Agency Mortgage-Backed Securities  |
| GNII RG CM4717 C       | 2049-10-20      | 4.5000%  | 0.0000% | $1200000.00        | $713705.71         | Agency Mortgage-Backed Securities  |
| GNMI SF BA2521 X       | 2047-04-15      | 5.0000%  | 0.0000% | $222711.00         | $13990.19          | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M       | 2054-05-20      | 5.5000%  | 0.0000% | $21875488.00       | $16121914.56       | Agency Mortgage-Backed Securities  |
| GNII RG CN6338 C       | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $153422.78         | Agency Mortgage-Backed Securities  |
| GNPL PN CP1101         | 2058-02-15      | 5.5500%  | 0.0000% | $26127.00          | $26212.29          | Agency Mortgage-Backed Securities  |
| GNCL CL CS8941         | 2066-12-15      | 5.6400%  | 0.0000% | $39723440.00       | $40094840.94       | Agency Mortgage-Backed Securities  |
| GNII RG CL7221 C       | 2046-04-20      | 4.5000%  | 0.0000% | $4928632.00        | $2865789.25        | Agency Mortgage-Backed Securities  |
| GNMI SF AA5391 X       | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1137523.00        | Agency Mortgage-Backed Securities  |
| GNII SF 626951 C       | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2281500.96        | Agency Mortgage-Backed Securities  |
| GNMI SF AB2892 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $95942.88          | Agency Mortgage-Backed Securities  |
| GNII ET DO0105 C       | 2065-10-20      | 4.5000%  | 0.0000% | $200673.00         | $192038.52         | Agency Mortgage-Backed Securities  |
| GNMI SF 779084 X       | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2476423.09        | Agency Mortgage-Backed Securities  |
| GNII ET DO9803 C       | 2065-12-20      | 2.0000%  | 0.0000% | $1549184.00        | $1191408.56        | Agency Mortgage-Backed Securities  |
| GNII ET DO6377 C       | 2059-11-20      | 3.0000%  | 0.0000% | $166256.00         | $145306.50         | Agency Mortgage-Backed Securities  |
| GNII SF 683316 C       | 2050-01-20      | 3.0000%  | 0.0000% | $28500000.00       | $4701914.15        | Agency Mortgage-Backed Securities  |
| GNII SF DO2206 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1476148.00        | $1517514.56        | Agency Mortgage-Backed Securities  |
| GNII SF DI5724 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2020172.75        | Agency Mortgage-Backed Securities  |
| GNII SP 786202 C       | 2052-03-20      | 3.5000%  | 0.0000% | $1000000.00        | $615673.27         | Agency Mortgage-Backed Securities  |
| GNII SF DI1762 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1137346.00        | $678626.26         | Agency Mortgage-Backed Securities  |
| GNII SF DI8419 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2137521.65        | Agency Mortgage-Backed Securities  |
| GNII SF DI8815 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1165196.00        | $1215113.36        | Agency Mortgage-Backed Securities  |
| GNII SF 766706 C       | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $90374.99          | Agency Mortgage-Backed Securities  |
| GNII SF DO2348 C       | 2055-12-20      | 6.5000%  | 0.0000% | $2156120.00        | $2243502.56        | Agency Mortgage-Backed Securities  |
| GNMI SF 462838 X       | 2028-07-15      | 6.5000%  | 0.0000% | $26443775.00       | $8147.73           | Agency Mortgage-Backed Securities  |
| GNMI SF 723225 X       | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $9806.79           | Agency Mortgage-Backed Securities  |
| GNII SF 005211 M       | 2041-10-20      | 3.0000%  | 0.0000% | $238000.00         | $16375.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA7052 M       | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2515744.57        | Agency Mortgage-Backed Securities  |
| GNII SP 785388 C       | 2051-02-20      | 2.5000%  | 0.0000% | $150000000.00      | $75522066.26       | Agency Mortgage-Backed Securities  |
| GNII SP 784207 C       | 2040-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $106102.35         | Agency Mortgage-Backed Securities  |
| GNII SP 785791 C       | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $533222.94         | Agency Mortgage-Backed Securities  |
| GNII SP 784479 C       | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $353250.25         | Agency Mortgage-Backed Securities  |
| GNII SF MA7366 M       | 2051-05-20      | 2.0000%  | 0.0000% | $22990144.00       | $11656219.49       | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $100154496.00      | $42443559.89       | Agency Mortgage-Backed Securities  |
| GNII SF MA7292 M       | 2032-09-20      | 6.5000%  | 0.0000% | $530024.00         | $281783.29         | Agency Mortgage-Backed Securities  |
| GNII SF 497778 C       | 2029-01-20      | 3.5000%  | 0.0000% | $1010746.00        | $13455.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA6955 M       | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $125231.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2074409.53        | Agency Mortgage-Backed Securities  |
| GNII SP 785944 C       | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1168147.71        | Agency Mortgage-Backed Securities  |
| GNII SF MA5597 M       | 2048-11-20      | 5.0000%  | 0.0000% | $1813322.00        | $103147.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $12568848.00       | $6316320.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA7396 M       | 2034-09-20      | 4.5000%  | 0.0000% | $114394.00         | $28707.22          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3813   | 2056-03-01      | 5.5000%  | 0.0000% | $10407060.00       | $10196649.95       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5059   | 2056-03-01      | 5.0000%  | 0.0000% | $6454224.00        | $6384109.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH0962   | 2056-05-01      | 5.0000%  | 0.0000% | $15379136.00       | $15224804.66       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2192   | 2055-07-01      | 6.0000%  | 0.0000% | $14558672.00       | $11500406.79       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9175   | 2046-02-01      | 2.0000%  | 0.0000% | $25000000.00       | $14093648.80       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZN0138   | 2043-07-01      | 3.0000%  | 0.0000% | $3230000.00        | $372502.38         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5950   | 2048-11-01      | 4.5000%  | 0.0000% | $4317504.00        | $258214.26         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1121   | 2052-06-01      | 3.5000%  | 0.0000% | $1049310.00        | $759933.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4207   | 2040-09-01      | 5.0000%  | 0.0000% | $1641356.00        | $1489599.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7230   | 2053-12-01      | 6.0000%  | 0.0000% | $1751718.00        | $1352413.34        | Agency Mortgage-Backed Securities  |
| GNII SF DK4802 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2487152.00        | $2013790.93        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9881 C       | 2055-07-20      | 6.5000%  | 0.0000% | $837405.00         | $771240.61         | Agency Mortgage-Backed Securities  |
| GNII SF DH9287 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1172336.53        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9321 C       | 2055-07-20      | 6.5000%  | 0.0000% | $744674.00         | $560384.26         | Agency Mortgage-Backed Securities  |
| GNII ET DJ4293 C       | 2063-12-20      | 4.5000%  | 0.0000% | $792486.00         | $749811.42         | Agency Mortgage-Backed Securities  |
| GNMI SF CL6201 X       | 2052-03-15      | 4.0000%  | 0.0000% | $31678.00          | $22503.77          | Agency Mortgage-Backed Securities  |
| GNMI SF CJ8220 X       | 2052-04-15      | 5.0000%  | 0.0000% | $1311846.00        | $841279.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6474   | 2055-06-01      | 5.5000%  | 0.0000% | $6071000.00        | $5967902.03        | Agency Mortgage-Backed Securities  |
| GNII RG CM2670 C       | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $407162.29         | Agency Mortgage-Backed Securities  |
| GNII SF AD1755 C       | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $929772.05         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5977         | 2060-09-15      | 5.3100%  | 0.0000% | $2385000.00        | $2423828.40        | Agency Mortgage-Backed Securities  |
| GNMI SF AD6012 X       | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $6299.88           | Agency Mortgage-Backed Securities  |
| GNCL CL CQ7052         | 2065-07-15      | 5.3500%  | 0.0000% | $1501458.00        | $1506723.78        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6839         | 2060-07-15      | 5.8500%  | 0.0000% | $1378850.00        | $1443121.18        | Agency Mortgage-Backed Securities  |
| GNII SF DK1977 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1020432.33        | Agency Mortgage-Backed Securities  |
| GNII RG CQ2914 C       | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $922902.17         | Agency Mortgage-Backed Securities  |
| GNII SF DK4932 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2096632.00        | $1822202.75        | Agency Mortgage-Backed Securities  |
| GNII SF DK7027 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1118112.59        | Agency Mortgage-Backed Securities  |
| GNII SF CQ9881 C       | 2052-10-20      | 4.5000%  | 0.0000% | $289782.00         | $253354.51         | Agency Mortgage-Backed Securities  |
| GNII SF DK6523 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1128058.00        | $1013030.99        | Agency Mortgage-Backed Securities  |
| GNII SF DG9261 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $333723.57         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3087 C       | 2055-08-20      | 6.5000%  | 0.0000% | $8081280.00        | $6638589.64        | Agency Mortgage-Backed Securities  |
| GNII ET DG3723 C       | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2443598.82        | Agency Mortgage-Backed Securities  |
| GNII SF DH7395 C       | 2055-05-20      | 6.5000%  | 0.0000% | $795907.00         | $695115.85         | Agency Mortgage-Backed Securities  |
| GNCL CL DJ5809         | 2067-09-15      | 5.6000%  | 0.0000% | $1085176.00        | $1114261.49        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3197 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4940048.00        | $4850023.93        | Agency Mortgage-Backed Securities  |
| GNII SF DO7935 C       | 2055-12-20      | 4.5000%  | 0.0000% | $3210740.00        | $3082997.38        | Agency Mortgage-Backed Securities  |
| GNII SF DM3253 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1166952.00        | $918543.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5756   | 2056-01-01      | 6.5000%  | 0.0000% | $11284464.00       | $11616511.84       | Agency Mortgage-Backed Securities  |
| GNII SF DO3418 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1632284.00        | $1707869.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK8613 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1781026.00        | $1518795.03        | Agency Mortgage-Backed Securities  |
| GNII ET DM6160 C       | 2065-08-20      | 4.0000%  | 0.0000% | $289827.00         | $267755.71         | Agency Mortgage-Backed Securities  |
| GNII SF DM3341 C       | 2055-08-20      | 6.5000%  | 0.0000% | $5721888.00        | $5686510.88        | Agency Mortgage-Backed Securities  |
| GNII SF DO3647 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1515996.00        | $1611348.99        | Agency Mortgage-Backed Securities  |
| GNII SF DL5795 C       | 2052-08-20      | 6.5000%  | 0.0000% | $1300766.00        | $1355894.01        | Agency Mortgage-Backed Securities  |
| GNII SF DO1917 C       | 2055-11-20      | 6.5000%  | 0.0000% | $4986560.00        | $5208361.95        | Agency Mortgage-Backed Securities  |
| GNII SF DM7897 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1652514.00        | $1723798.76        | Agency Mortgage-Backed Securities  |
| GNII ET DN8828 C       | 2065-11-20      | 3.5000%  | 0.0000% | $115244.00         | $102751.74         | Agency Mortgage-Backed Securities  |
| GNII ET DM3950 C       | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $620117.69         | Agency Mortgage-Backed Securities  |
| GNII ET DP3225 C       | 2065-12-20      | 6.5000%  | 0.0000% | $1975210.00        | $2064525.65        | Agency Mortgage-Backed Securities  |
| GNII SF MA7255 M       | 2051-03-20      | 2.5000%  | 0.0000% | $1290016.00        | $588156.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA8323 M       | 2037-10-20      | 6.5000%  | 0.0000% | $189355.00         | $150743.81         | Agency Mortgage-Backed Securities  |
| GNII JM MA8479 M       | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4300148.02        | Agency Mortgage-Backed Securities  |
| GNII SF MA7420 M       | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $3725450.06        | Agency Mortgage-Backed Securities  |
| GNAR AF MA7068 M       | 2050-10-20      | 5.0000%  | 0.0000% | $113583.00         | $101557.20         | Agency Mortgage-Backed Securities  |
| GNII SF DP0295 C       | 2056-01-20      | 6.5000%  | 0.0000% | $2055936.00        | $2226785.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS8408   | 2054-04-01      | 4.5000%  | 0.0000% | $9027664.00        | $7214376.48        | Agency Mortgage-Backed Securities  |
| GNII SF DP4455 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1305742.00        | $1347885.33        | Agency Mortgage-Backed Securities  |
| GNII SF DN6550 C       | 2056-03-20      | 6.5000%  | 0.0000% | $1816826.00        | $1902505.23        | Agency Mortgage-Backed Securities  |
| GNII SF DP2927 C       | 2056-01-20      | 4.5000%  | 0.0000% | $1535370.00        | $1378240.97        | Agency Mortgage-Backed Securities  |
| GNII ET DP1028 C       | 2065-12-20      | 5.5000%  | 0.0000% | $4599440.00        | $4628458.84        | Agency Mortgage-Backed Securities  |
| GNII JM MA7697 M       | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1573209.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3143   | 2047-09-01      | 3.0000%  | 0.0000% | $1104264.00        | $178739.56         | Agency Mortgage-Backed Securities  |
| GNII SF MA9102 M       | 2053-04-20      | 3.5000%  | 0.0000% | $2982500.00        | $1949509.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA7972 M       | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $13112.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M       | 2052-08-20      | 4.0000%  | 0.0000% | $57371760.00       | $39853757.18       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRQ0089   | 2055-11-01      | 7.5000%  | 0.0000% | $1159066.00        | $1239390.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH0001   | 2056-05-01      | 5.0000%  | 0.0000% | $1210774.00        | $1204717.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDH0283   | 2056-04-01      | 6.0000%  | 0.0000% | $1532072.00        | $1570903.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4788   | 2056-02-01      | 5.5000%  | 0.0000% | $2759304.00        | $2780372.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA9997   | 2056-03-01      | 5.5000%  | 0.0000% | $4345584.00        | $4402630.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0064   | 2056-01-01      | 6.0000%  | 0.0000% | $9173776.00        | $9358230.24        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIRR0095   | 2041-05-01      | 3.0000%  | 0.0000% | $15723328.00       | $14974226.72       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA6935   | 2056-01-01      | 6.5000%  | 0.0000% | $2305816.00        | $2423875.81        | Agency Mortgage-Backed Securities  |
| GNII SF CS7222 C       | 2053-03-20      | 6.5000%  | 0.0000% | $1492006.00        | $968763.68         | Agency Mortgage-Backed Securities  |
| GNII SF AM1139 C       | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1790966.54        | Agency Mortgage-Backed Securities  |
| GNMI SF AN7592 X       | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17095.08          | Agency Mortgage-Backed Securities  |
| GNII SF CT3714 C       | 2053-04-20      | 5.0000%  | 0.0000% | $1108380.00        | $766314.50         | Agency Mortgage-Backed Securities  |
| GNMI SF AE6978 X       | 2043-08-15      | 3.0000%  | 0.0000% | $1453700.00        | $407064.09         | Agency Mortgage-Backed Securities  |
| GNPL PN CV6100         | 2059-02-15      | 6.7000%  | 0.0000% | $195195.00         | $210411.67         | Agency Mortgage-Backed Securities  |
| GNII SF CZ1219 C       | 2054-02-20      | 8.0000%  | 0.0000% | $1078286.00        | $1132972.37        | Agency Mortgage-Backed Securities  |
| GNII SF CZ7451 C       | 2054-01-20      | 8.0000%  | 0.0000% | $3948552.00        | $3607306.93        | Agency Mortgage-Backed Securities  |
| GNII SF DM4590 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1283142.00        | $669910.56         | Agency Mortgage-Backed Securities  |
| GNII SF DN0010 C       | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3858088.43        | Agency Mortgage-Backed Securities  |
| GNII ET DM6729 C       | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $663394.67         | Agency Mortgage-Backed Securities  |
| GNII SF CQ6104 C       | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3067873.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA5820 M       | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $520091.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG0826   | 2056-02-01      | 5.5000%  | 0.0000% | $5474944.00        | $5545603.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995049   | 2038-02-01      | 5.5000%  | 0.0000% | $9470000.00        | $111989.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M       | 2051-01-20      | 3.0000%  | 0.0000% | $20053888.00       | $6955832.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG0112   | 2056-01-01      | 6.0000%  | 0.0000% | $1281158.00        | $1282811.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF9371   | 2056-01-01      | 6.0000%  | 0.0000% | $9902800.00        | $10131818.37       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223   | 2042-01-01      | 3.5000%  | 0.0000% | $12000000.00       | $1400045.26        | Agency Mortgage-Backed Securities  |
| GNII SF MA5712 M       | 2049-01-20      | 5.0000%  | 0.0000% | $7267150.00        | $402629.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA5631 M       | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $8878.47           | Agency Mortgage-Backed Securities  |
| GNII SF MA6318 M       | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $6882.49           | Agency Mortgage-Backed Securities  |
| GNII SF DI8276 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $481513.55         | Agency Mortgage-Backed Securities  |
| GNII SF DO6107 C       | 2056-02-20      | 6.5000%  | 0.0000% | $1087762.00        | $1145776.04        | Agency Mortgage-Backed Securities  |
| GNII SF DI1585 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $731674.65         | Agency Mortgage-Backed Securities  |
| GNII SF DR1195 C       | 2056-04-20      | 5.0000%  | 0.0000% | $1171444.00        | $1172345.48        | Agency Mortgage-Backed Securities  |
| GNII SF MB0425 M       | 2055-06-20      | 6.0000%  | 0.0000% | $10587360.00       | $7239028.93        | Agency Mortgage-Backed Securities  |
| GNII SF DI1641 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $976872.90         | Agency Mortgage-Backed Securities  |
| GNMI SF 605301 X       | 2034-07-15      | 5.5000%  | 0.0000% | $2178748.00        | $28654.00          | Agency Mortgage-Backed Securities  |
| GNMI SF AX8707 X       | 2047-01-15      | 3.0000%  | 0.0000% | $400000.00         | $113390.34         | Agency Mortgage-Backed Securities  |
| GNII JM MB1057 M       | 2056-04-20      | 4.5000%  | 0.0000% | $12190624.00       | $11626253.51       | Agency Mortgage-Backed Securities  |
| GNMI SF 592312 X       | 2032-08-15      | 6.5000%  | 0.0000% | $1057272.00        | $19906.40          | Agency Mortgage-Backed Securities  |
| GNII SF DI5723 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $1926966.01        | Agency Mortgage-Backed Securities  |
| GNII SF DO6114 C       | 2056-02-20      | 6.0000%  | 0.0000% | $128118.00         | $133586.63         | Agency Mortgage-Backed Securities  |
| GNII SF DN0011 C       | 2055-09-20      | 6.5000%  | 0.0000% | $922730.00         | $851602.42         | Agency Mortgage-Backed Securities  |
| GNII SF DM7932 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1419550.00        | $1484152.54        | Agency Mortgage-Backed Securities  |
| GNII SF DM7305 C       | 2055-08-20      | 6.5000%  | 0.0000% | $745699.00         | $784763.07         | Agency Mortgage-Backed Securities  |
| GNII SF DM3838 C       | 2055-08-20      | 6.5000%  | 0.0000% | $871697.00         | $735987.95         | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M       | 2055-04-20      | 5.0000%  | 0.0000% | $40000000.00       | $35961000.89       | Agency Mortgage-Backed Securities  |
| GNII SF MB0816 M       | 2055-12-20      | 6.5000%  | 0.0000% | $4934440.00        | $5010424.00        | Agency Mortgage-Backed Securities  |
| GNII SF DN3228 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1826000.00        | $1841916.48        | Agency Mortgage-Backed Securities  |
| GNII SF DG7337 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2601711.60        | Agency Mortgage-Backed Securities  |
| GNII SF DG7451 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1720606.00        | $1807177.04        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2120 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1175590.00        | $915714.01         | Agency Mortgage-Backed Securities  |
| GNPL PN DM6438         | 2060-11-15      | 5.0300%  | 0.0000% | $304331.00         | $303352.33         | Agency Mortgage-Backed Securities  |
| GNII SF DM7880 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1175462.00        | $1231654.97        | Agency Mortgage-Backed Securities  |
| GNII SF DG9410 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1296510.00        | $961356.39         | Agency Mortgage-Backed Securities  |
| GNII SF DN0028 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1479268.00        | $1297302.07        | Agency Mortgage-Backed Securities  |
| GNII RG CH5857 C       | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $801042.93         | Agency Mortgage-Backed Securities  |
| GNMI SF BU8320 X       | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1447589.38        | Agency Mortgage-Backed Securities  |
| GNPL PN CD0901         | 2063-08-15      | 3.0000%  | 0.0000% | $7962912.00        | $6843159.34        | Agency Mortgage-Backed Securities  |
| GNII SF MA9361 M       | 2053-12-20      | 5.0000%  | 0.0000% | $231917.00         | $201029.14         | Agency Mortgage-Backed Securities  |
| GNMI SF CR2378 X       | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2437553.41        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2707 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1016183.84        | Agency Mortgage-Backed Securities  |
| GNII SF DJ7441 C       | 2055-06-20      | 6.5000%  | 0.0000% | $927263.00         | $929775.29         | Agency Mortgage-Backed Securities  |
| GNII SF DJ4714 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $2999627.60        | Agency Mortgage-Backed Securities  |
| GNII SF DH4937 C       | 2055-07-20      | 6.5000%  | 0.0000% | $842712.00         | $768815.74         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9879 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1695330.00        | $1626258.02        | Agency Mortgage-Backed Securities  |
| GNMI SF AD6371 X       | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1310605.42        | Agency Mortgage-Backed Securities  |
| GNII SF DN2461 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4054888.00        | $4242961.53        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6838         | 2060-07-15      | 5.8500%  | 0.0000% | $505582.00         | $529148.27         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1929 C       | 2055-05-20      | 6.5000%  | 0.0000% | $806216.00         | $840650.54         | Agency Mortgage-Backed Securities  |
| GNII SF MB0422 M       | 2055-05-20      | 4.5000%  | 0.0000% | $20646944.00       | $19428415.12       | Agency Mortgage-Backed Securities  |
| GNAR AT MB0637 M       | 2055-08-20      | 3.5000%  | 0.0000% | $1546930.00        | $1494445.21        | Agency Mortgage-Backed Securities  |
| GNII SF MB0461 M       | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $271635.81         | Agency Mortgage-Backed Securities  |
| GNII SF DQ8258 C       | 2056-04-20      | 6.0000%  | 0.0000% | $2911148.00        | $3009009.82        | Agency Mortgage-Backed Securities  |
| GNII SP 784189 C       | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9209450.09        | Agency Mortgage-Backed Securities  |
| GNII SF MB0182 M       | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $138088.06         | Agency Mortgage-Backed Securities  |
| GNMI SF 726384 X       | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7293.04           | Agency Mortgage-Backed Securities  |
| GNII ET DQ7471 C       | 2066-03-20      | 5.0000%  | 0.0000% | $400202.00         | $397856.01         | Agency Mortgage-Backed Securities  |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $10142048.00       | $6087530.00        | Agency Mortgage-Backed Securities  |
| GNAR AR 080318 M       | 2029-09-20      | 5.3750%  | 0.0000% | $5000000.00        | $5426.77           | Agency Mortgage-Backed Securities  |
| GNMI SF 487694 X       | 2039-02-15      | 5.0000%  | 0.0000% | $1350914.00        | $76422.34          | Agency Mortgage-Backed Securities  |
| GNII SF 545608 C       | 2030-10-20      | 3.5000%  | 0.0000% | $363214.00         | $24970.99          | Agency Mortgage-Backed Securities  |
| GNII SF MB0364 M       | 2055-05-20      | 4.5000%  | 0.0000% | $11122976.00       | $10386002.53       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4810   | 2056-04-01      | 5.0000%  | 0.0000% | $108503552.00      | $106363147.19      | Agency Mortgage-Backed Securities  |
| GNII SF MB0622 M       | 2055-09-20      | 5.0000%  | 0.0000% | $34000000.00       | $33007779.79       | Agency Mortgage-Backed Securities  |
| GNII SF DK4891 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1136160.00        | $1048408.39        | Agency Mortgage-Backed Securities  |
| GNPL PN DK6735         | 2060-06-15      | 5.8400%  | 0.0000% | $915090.00         | $955616.05         | Agency Mortgage-Backed Securities  |
| GNII SF DK8397 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1670482.00        | $1769489.54        | Agency Mortgage-Backed Securities  |
| GNPL PN DC4433         | 2059-10-15      | 4.2000%  | 0.0000% | $105750.00         | $99243.16          | Agency Mortgage-Backed Securities  |
| GNII SF BX4959 C       | 2050-09-20      | 2.5000%  | 0.0000% | $66560.00          | $38912.79          | Agency Mortgage-Backed Securities  |
| GNII SF DK5354 C       | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $4039164.35        | Agency Mortgage-Backed Securities  |
| GNII SF MB0870 M       | 2056-01-20      | 4.5000%  | 0.0000% | $242167296.00      | $231375708.23      | Agency Mortgage-Backed Securities  |
| GNII SF DH1043 C       | 2054-12-20      | 7.0000%  | 0.0000% | $8823488.00        | $1958276.10        | Agency Mortgage-Backed Securities  |
| GNII JM MB0014 M       | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $686660.05         | Agency Mortgage-Backed Securities  |
| GNII ET DK5230 C       | 2065-11-20      | 6.5000%  | 0.0000% | $336196.00         | $351243.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA6409 M       | 2050-01-20      | 3.0000%  | 0.0000% | $44096256.00       | $7370287.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA6158 M       | 2049-09-20      | 5.5000%  | 0.0000% | $6385960.00        | $838075.29         | Agency Mortgage-Backed Securities  |
| GNII SF MA5370 M       | 2033-08-20      | 5.0000%  | 0.0000% | $53927.00          | $10622.25          | Agency Mortgage-Backed Securities  |
| GNII SF MA6540 M       | 2050-02-20      | 2.5000%  | 0.0000% | $68000.00          | $13258.27          | Agency Mortgage-Backed Securities  |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $13481792.00       | $3184538.11        | Agency Mortgage-Backed Securities  |
| GNII JM MA6330 M       | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1492012.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB1178   | 2045-06-01      | 6.5000%  | 0.0000% | $3108744.00        | $2590057.50        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8212   | 2038-02-01      | 4.5000%  | 0.0000% | $82596.00          | $43370.96          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4734   | 2048-03-01      | 3.5000%  | 0.0000% | $6000000.00        | $4384537.61        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1458   | 2052-05-01      | 3.0000%  | 0.0000% | $10939968.00       | $7056411.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8307   | 2053-03-01      | 5.0000%  | 0.0000% | $70000000.00       | $53801756.67       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8114   | 2050-12-01      | 2.5000%  | 0.0000% | $22000.00          | $9518.95           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3LQU5004   | 2049-11-01      | 2.5000%  | 0.0000% | $1570000.00        | $365815.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL725542   | 2034-04-01      | 5.5000%  | 0.0000% | $557413376.00      | $3294936.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BM7754   | 2055-09-01      | 3.5000%  | 0.0000% | $28413088.00       | $24014117.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDG2614   | 2041-03-01      | 5.5000%  | 0.0000% | $1077734.00        | $1083784.24        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4797   | 2051-03-01      | 2.0000%  | 0.0000% | $730000.00         | $393285.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7046   | 2054-12-01      | 4.5000%  | 0.0000% | $863700.00         | $817900.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIDG0751   | 2041-01-01      | 4.0000%  | 0.0000% | $774957.00         | $741207.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3824   | 2056-03-01      | 5.0000%  | 0.0000% | $5412392.00        | $5346009.05        | Agency Mortgage-Backed Securities  |
| GNII SF DL6991 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1772562.00        | $1476443.28        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB3623   | 2056-05-01      | 4.5000%  | 0.0000% | $2984556.00        | $2875601.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4629   | 2056-01-01      | 5.5000%  | 0.0000% | $1081742.00        | $1096945.06        | Agency Mortgage-Backed Securities  |
| GNII ET DM0220 C       | 2065-04-20      | 4.0000%  | 0.0000% | $223361.00         | $207789.77         | Agency Mortgage-Backed Securities  |
| GNII SF DL6673 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1184062.00        | $1229850.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7404   | 2056-03-01      | 5.5000%  | 0.0000% | $20119296.00       | $20492195.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5624   | 2056-02-01      | 5.5000%  | 0.0000% | $5002112.00        | $5066201.77        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2814   | 2056-05-01      | 5.0000%  | 0.0000% | $4737992.00        | $4703522.58        | Agency Mortgage-Backed Securities  |
| GNII SF DL8119 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1433132.00        | $1494847.19        | Agency Mortgage-Backed Securities  |
| GNII SF DL7676 C       | 2055-09-20      | 6.5000%  | 0.0000% | $4248544.00        | $3941474.55        | Agency Mortgage-Backed Securities  |
| GNII ET DM3988 C       | 2065-09-20      | 3.0000%  | 0.0000% | $383025.00         | $334169.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB3941   | 2056-06-01      | 5.5000%  | 0.0000% | $6215920.00        | $6310009.00        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBP7591   | 2035-11-01      | 1.5000%  | 0.0000% | $29565536.00       | $11518115.10       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5387   | 2056-05-01      | 4.5000%  | 0.0000% | $105184512.00      | $101281956.24      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG1579   | 2041-02-01      | 6.0000%  | 0.0000% | $1549530.00        | $1580251.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0012   | 2054-11-01      | 6.0000%  | 0.0000% | $10974592.00       | $7802553.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA3378 M       | 2045-12-20      | 4.5000%  | 0.0000% | $190894.00         | $13471.62          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5393   | 2056-05-01      | 4.5000%  | 0.0000% | $47680256.00       | $45887716.78       | Agency Mortgage-Backed Securities  |
| GNII ET DL2555 C       | 2066-02-20      | 5.5000%  | 0.0000% | $705416.00         | $711048.02         | Agency Mortgage-Backed Securities  |
| GNII SF DL2561 C       | 2056-04-20      | 4.5000%  | 0.0000% | $2198272.00        | $2095031.29        | Agency Mortgage-Backed Securities  |
| GNII SF DL4507 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2640528.00        | $2509101.50        | Agency Mortgage-Backed Securities  |
| GNII SF DL5190 C       | 2055-10-20      | 5.5000%  | 0.0000% | $1013806.00        | $1037349.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB3703   | 2056-05-01      | 6.0000%  | 0.0000% | $1880994.00        | $1930091.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA6291   | 2056-02-01      | 5.0000%  | 0.0000% | $3258350.00        | $3209970.14        | Agency Mortgage-Backed Securities  |
| GNPL PN CH2695         | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $66410.65          | Agency Mortgage-Backed Securities  |
| GNII SF CJ2817 C       | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1144928.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5792   | 2055-08-01      | 5.5000%  | 0.0000% | $275000.00         | $236528.97         | Agency Mortgage-Backed Securities  |
| GNII SF CK9592 C       | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $523145.95         | Agency Mortgage-Backed Securities  |
| GNII RG CL7639 C       | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1312508.59        | Agency Mortgage-Backed Securities  |
| GNPL PN CA0648         | 2063-05-15      | 2.8300%  | 0.0000% | $71337.00          | $60794.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1646   | 2049-12-01      | 3.5000%  | 0.0000% | $11000000.00       | $9188108.44        | Agency Mortgage-Backed Securities  |
| GNII SF MA9902 M       | 2054-08-20      | 3.5000%  | 0.0000% | $166874.00         | $132537.09         | Agency Mortgage-Backed Securities  |
| GNII RG CH5613 C       | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $559865.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFA1524   | 2037-07-01      | 3.0000%  | 0.0000% | $591300.00         | $439257.98         | Agency Mortgage-Backed Securities  |
| GNII SF CI1248 C       | 2051-12-20      | 2.5000%  | 0.0000% | $7555304.00        | $4717607.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1000   | 2047-04-01      | 3.0000%  | 0.0000% | $268165000.00      | $57474806.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA2797 M       | 2030-05-20      | 3.0000%  | 0.0000% | $1491780.00        | $59237.74          | Agency Mortgage-Backed Securities  |
| GNII SF MA4691 M       | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $57949.63          | Agency Mortgage-Backed Securities  |
| GNII SF DM4318 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1942008.00        | $1796313.28        | Agency Mortgage-Backed Securities  |
| GNII SF DM3846 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3175462.87        | Agency Mortgage-Backed Securities  |
| GNII SF DM3839 C       | 2055-08-20      | 6.5000%  | 0.0000% | $886266.00         | $928108.84         | Agency Mortgage-Backed Securities  |
| GNII SF DM6550 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1421708.00        | $1495131.95        | Agency Mortgage-Backed Securities  |
| GNII SF DM4204 C       | 2055-10-20      | 7.0000%  | 0.0000% | $2217616.00        | $2305772.53        | Agency Mortgage-Backed Securities  |
| GNPL PN BP9045         | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $40048.98          | Agency Mortgage-Backed Securities  |
| GNII SF BZ4588 C       | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $328168.23         | Agency Mortgage-Backed Securities  |
| GNPL PN DF8938         | 2059-12-15      | 5.4800%  | 0.0000% | $52051.00          | $53040.31          | Agency Mortgage-Backed Securities  |
| GNII SF DG9937 C       | 2054-12-20      | 7.0000%  | 0.0000% | $2395476.00        | $1935338.89        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0342         | 2060-10-15      | 5.7000%  | 0.0000% | $850824.00         | $884520.22         | Agency Mortgage-Backed Securities  |
| GNII SF MA9941 M       | 2039-10-20      | 6.5000%  | 0.0000% | $151542.00         | $92650.82          | Agency Mortgage-Backed Securities  |
| GNII ET DM6731 C       | 2065-07-20      | 4.0000%  | 0.0000% | $78951.00          | $73556.03          | Agency Mortgage-Backed Securities  |
| GNAR AF MB0881 M       | 2056-01-20      | 4.5000%  | 0.0000% | $3084732.00        | $3042462.86        | Agency Mortgage-Backed Securities  |
| GNII SF DM2590 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1975952.00        | $2008426.04        | Agency Mortgage-Backed Securities  |
| GNII ET DM1651 C       | 2065-07-20      | 3.5000%  | 0.0000% | $426121.00         | $379324.18         | Agency Mortgage-Backed Securities  |
| GNII SF DM7814 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1048844.00        | $715805.99         | Agency Mortgage-Backed Securities  |
| GNII SF DQ3303 C       | 2056-02-20      | 4.5000%  | 0.0000% | $2090464.00        | $2015254.37        | Agency Mortgage-Backed Securities  |
| GNII ET DO5983 C       | 2065-12-20      | 4.0000%  | 0.0000% | $320682.00         | $299554.76         | Agency Mortgage-Backed Securities  |
| GNII SF MB0459 M       | 2040-07-20      | 5.5000%  | 0.0000% | $429787.00         | $365624.20         | Agency Mortgage-Backed Securities  |
| GNII ET DI6068 C       | 2065-04-20      | 2.0000%  | 0.0000% | $311138.00         | $236911.92         | Agency Mortgage-Backed Securities  |
| GNII SF MB0202 M       | 2055-02-20      | 4.0000%  | 0.0000% | $44245440.00       | $39738320.78       | Agency Mortgage-Backed Securities  |
| GNII SF DO1080 C       | 2056-02-20      | 6.0000%  | 0.0000% | $204521.00         | $211940.12         | Agency Mortgage-Backed Securities  |
| GNII SF MB0060 M       | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $32377.37          | Agency Mortgage-Backed Securities  |
| GNII SF DR9537 C       | 2056-04-20      | 6.0000%  | 0.0000% | $1265680.00        | $1311940.35        | Agency Mortgage-Backed Securities  |
| GNII SF DL8571 C       | 2055-07-20      | 7.5000%  | 0.0000% | $448301.00         | $327300.45         | Agency Mortgage-Backed Securities  |
| GNII SF DL7675 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $2658170.59        | Agency Mortgage-Backed Securities  |
| GNII SF DM4289 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1489714.00        | $1557863.40        | Agency Mortgage-Backed Securities  |
| GNII ET DM7156 C       | 2065-08-20      | 4.5000%  | 0.0000% | $93646.00          | $89579.58          | Agency Mortgage-Backed Securities  |
| GNII SF DN5755 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1665378.00        | $1743633.77        | Agency Mortgage-Backed Securities  |
| GNPL PN DF5001         | 2060-11-15      | 5.2900%  | 0.0000% | $753660.00         | $763492.39         | Agency Mortgage-Backed Securities  |
| GNII ET DN5074 C       | 2065-10-20      | 4.0000%  | 0.0000% | $685533.00         | $633572.65         | Agency Mortgage-Backed Securities  |
| GNPL PN DM6443         | 2060-12-15      | 5.4000%  | 0.0000% | $352462.00         | $361682.05         | Agency Mortgage-Backed Securities  |
| GNII SF DM7863 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1310592.00        | $1214304.80        | Agency Mortgage-Backed Securities  |
| GNII SF DM6672 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1353122.00        | $1436845.42        | Agency Mortgage-Backed Securities  |
| GNII SF DM4786 C       | 2055-12-20      | 6.0000%  | 0.0000% | $220868.00         | $229523.20         | Agency Mortgage-Backed Securities  |
| GNII SF DM3433 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2453876.00        | $2555044.92        | Agency Mortgage-Backed Securities  |
| GNII SF DI0929 C       | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $9190578.09        | Agency Mortgage-Backed Securities  |
| GNII SF DS5833 C       | 2056-05-20      | 5.0000%  | 0.0000% | $1816930.00        | $1820291.12        | Agency Mortgage-Backed Securities  |
| GNII ET DE2217 C       | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $363287.64         | Agency Mortgage-Backed Securities  |
| GNII SF BS6433 C       | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $393390.29         | Agency Mortgage-Backed Securities  |
| GNII SF BY0776 C       | 2050-09-20      | 2.5000%  | 0.0000% | $327000.00         | $142609.68         | Agency Mortgage-Backed Securities  |
| GNMI SF BP7268 X       | 2049-09-15      | 2.5000%  | 0.0000% | $650221.00         | $284508.87         | Agency Mortgage-Backed Securities  |
| GNMI SF BQ0724 X       | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $74187.34          | Agency Mortgage-Backed Securities  |
| GNII SF BH6397 C       | 2036-02-20      | 3.0000%  | 0.0000% | $1241700.00        | $263346.38         | Agency Mortgage-Backed Securities  |
| GNII RG CO7989 C       | 2045-09-20      | 4.5000%  | 0.0000% | $3716184.00        | $2674362.39        | Agency Mortgage-Backed Securities  |
| GNII SF BP1928 C       | 2049-08-20      | 3.5000%  | 0.0000% | $230000.00         | $42414.42          | Agency Mortgage-Backed Securities  |
| GNMI SF BX6816 X       | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $241675.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA6688 M       | 2034-11-20      | 5.0000%  | 0.0000% | $634921.00         | $116760.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA6476 M       | 2050-02-20      | 4.0000%  | 0.0000% | $640087.00         | $84556.96          | Agency Mortgage-Backed Securities  |
| GNII SF MA5818 M       | 2049-03-20      | 4.5000%  | 0.0000% | $800000.00         | $55993.09          | Agency Mortgage-Backed Securities  |
| GNII ET DR7908 C       | 2066-04-20      | 5.5000%  | 0.0000% | $1815526.00        | $1835141.40        | Agency Mortgage-Backed Securities  |
| GNII SF MA2601 M       | 2045-02-20      | 3.5000%  | 0.0000% | $670000.00         | $44498.50          | Agency Mortgage-Backed Securities  |
| GNII SF MA6542 M       | 2050-02-20      | 3.5000%  | 0.0000% | $64732000.00       | $9007529.71        | Agency Mortgage-Backed Securities  |
| GNII JM MA6985 M       | 2050-11-20      | 2.0000%  | 0.0000% | $1225000.00        | $594375.34         | Agency Mortgage-Backed Securities  |
| GNII SF MA6598 M       | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3356646.64        | Agency Mortgage-Backed Securities  |
| GNII JM MA7188 M       | 2051-01-20      | 4.0000%  | 0.0000% | $3887000.00        | $1132845.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA7455 M       | 2031-12-20      | 6.5000%  | 0.0000% | $43047.00          | $14797.72          | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M       | 2049-12-20      | 3.0000%  | 0.0000% | $1331000.00        | $215133.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M       | 2051-09-20      | 2.0000%  | 0.0000% | $12805264.00       | $7017961.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA7710 M       | 2051-11-20      | 5.0000%  | 0.0000% | $25000.00          | $10201.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWMA3166   | 2032-09-01      | 3.5000%  | 0.0000% | $497759.00         | $99544.24          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0863   | 2051-12-01      | 3.0000%  | 0.0000% | $278000.00         | $186588.89         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7930   | 2052-09-01      | 4.5000%  | 0.0000% | $1141360.00        | $854230.42         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN6394   | 2036-05-01      | 1.5000%  | 0.0000% | $1000000.00        | $503184.22         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6614   | 2052-01-02      | 2.5000%  | 0.0000% | $367351.00         | $236527.07         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA1855   | 2049-12-01      | 3.0000%  | 0.0000% | $249999000.00      | $63969995.42       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA3005   | 2049-09-01      | 4.0000%  | 0.0000% | $1415800.00        | $263800.19         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC5576   | 2051-08-01      | 2.5000%  | 0.0000% | $35881728.00       | $17590497.89       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4971   | 2054-06-01      | 6.0000%  | 0.0000% | $1978470.00        | $1172299.37        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG1532   | 2056-02-01      | 4.5000%  | 0.0000% | $2555060.00        | $2449813.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICB9896   | 2040-01-01      | 6.0000%  | 0.0000% | $3317584.00        | $2555588.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM1155   | 2032-06-01      | 2.5000%  | 0.0000% | $7314000.00        | $1143304.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8388   | 2055-05-01      | 6.0000%  | 0.0000% | $19411488.00       | $18105640.24       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5790   | 2056-05-01      | 4.5000%  | 0.0000% | $84959744.00       | $81883266.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8481   | 2055-11-01      | 6.0000%  | 0.0000% | $9738384.00        | $9925206.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3659   | 2056-03-01      | 5.0000%  | 0.0000% | $3592880.00        | $3541691.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG2996   | 2056-02-01      | 6.0000%  | 0.0000% | $4830560.00        | $4936988.77        | Agency Mortgage-Backed Securities  |
| GNII SF BH8543 C       | 2048-07-20      | 4.5000%  | 0.0000% | $106585.00         | $37795.56          | Agency Mortgage-Backed Securities  |
| GNII SF BT3115 C       | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $88299.93          | Agency Mortgage-Backed Securities  |
| GNII RG CN5904 C       | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $939738.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA3525 M       | 2046-03-20      | 5.5000%  | 0.0000% | $74936.00          | $5433.82           | Agency Mortgage-Backed Securities  |
| GNPL PN BT3353         | 2062-03-15      | 3.1000%  | 0.0000% | $76954.00          | $66631.92          | Agency Mortgage-Backed Securities  |
| GNPL PN CB6590         | 2063-02-15      | 2.8500%  | 0.0000% | $98914.00          | $84500.46          | Agency Mortgage-Backed Securities  |
| GNII SF BT8614 C       | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $817677.10         | Agency Mortgage-Backed Securities  |
| GNII SF CC9794 C       | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $89438.01          | Agency Mortgage-Backed Securities  |
| GNPL PN CC5104         | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $48965.10          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDH1004   | 2056-05-01      | 4.5000%  | 0.0000% | $4954328.00        | $4768070.04        | Agency Mortgage-Backed Securities  |
| GNII SF AB7500 C       | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $6207.26           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA7964   | 2056-03-01      | 4.5000%  | 0.0000% | $4097384.00        | $3938162.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1460   | 2055-12-01      | 6.0000%  | 0.0000% | $6114224.00        | $6148932.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA1461   | 2055-12-01      | 6.0000%  | 0.0000% | $7675856.00        | $7622862.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5798   | 2056-02-01      | 5.0000%  | 0.0000% | $13251392.00       | $13011520.65       | Agency Mortgage-Backed Securities  |
| GNII SF DK5755 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2474772.00        | $2567577.08        | Agency Mortgage-Backed Securities  |
| GNII SF DK5706 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1069858.00        | $883384.24         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA5075   | 2056-02-01      | 4.5000%  | 0.0000% | $1338500.00        | $1285698.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7719   | 2056-03-01      | 5.0000%  | 0.0000% | $6116520.00        | $6017345.70        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA7029   | 2056-01-01      | 4.5000%  | 0.0000% | $1036254.00        | $999185.93         | Agency Mortgage-Backed Securities  |
| GNII SF DK8325 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2533533.89        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $516000.00         | $403737.91         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6404   | 2055-10-01      | 5.5000%  | 0.0000% | $3863000.00        | $3867201.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2802   | 2056-05-01      | 5.0000%  | 0.0000% | $14956064.00       | $14748383.61       | Agency Mortgage-Backed Securities  |
| GNII SF DK7136 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2657530.00        | $2520654.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6872   | 2056-03-01      | 5.5000%  | 0.0000% | $4489256.00        | $4546542.55        | Agency Mortgage-Backed Securities  |
| GNPL PN BX7719         | 2041-09-15      | 1.9700%  | 0.0000% | $1500000.00        | $956045.09         | Agency Mortgage-Backed Securities  |
| GNPL PN CF6704         | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $384042.52         | Agency Mortgage-Backed Securities  |
| GNII SF CF1107 C       | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2621001.40        | Agency Mortgage-Backed Securities  |
| GNII SF BH5743 C       | 2048-10-20      | 4.5000%  | 0.0000% | $2005024.00        | $144990.94         | Agency Mortgage-Backed Securities  |
| GNII SF BV0540 C       | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $125817.30         | Agency Mortgage-Backed Securities  |
| GNII SF BY6430 C       | 2050-10-20      | 3.0000%  | 0.0000% | $452449.00         | $308618.92         | Agency Mortgage-Backed Securities  |
| GNII SF BZ8531 C       | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $55111.68          | Agency Mortgage-Backed Securities  |
| GNII SF BS7618 C       | 2050-06-20      | 3.0000%  | 0.0000% | $546000.00         | $165393.05         | Agency Mortgage-Backed Securities  |
| GNII SF BY0832 C       | 2050-09-20      | 2.0000%  | 0.0000% | $1078442.00        | $489300.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA5764 M       | 2049-02-20      | 4.5000%  | 0.0000% | $20000000.00       | $1368002.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA5685 M       | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $61770.22          | Agency Mortgage-Backed Securities  |
| GNII SF DR7342 C       | 2056-05-20      | 6.5000%  | 0.0000% | $1334134.00        | $1450241.76        | Agency Mortgage-Backed Securities  |
| GNII SF AX5500 C       | 2046-12-20      | 3.0000%  | 0.0000% | $3280792.00        | $593334.71         | Agency Mortgage-Backed Securities  |
| GNII SF AX4342 C       | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $36030.42          | Agency Mortgage-Backed Securities  |
| GNII SF MA5306 M       | 2028-10-20      | 6.5000%  | 0.0000% | $534789.00         | $51394.72          | Agency Mortgage-Backed Securities  |
| GNII SF DO3774 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1437116.00        | $1521674.15        | Agency Mortgage-Backed Securities  |
| GNII SF BD3899 C       | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $432278.52         | Agency Mortgage-Backed Securities  |
| GNII SF BP5506 C       | 2049-09-20      | 5.5000%  | 0.0000% | $2153700.00        | $717280.55         | Agency Mortgage-Backed Securities  |
| GNII SF DB7835 C       | 2054-06-20      | 5.5000%  | 0.0000% | $1725028.00        | $1436564.09        | Agency Mortgage-Backed Securities  |
| GNCL CL CY8222         | 2065-11-15      | 5.6500%  | 0.0000% | $3432884.00        | $3466493.46        | Agency Mortgage-Backed Securities  |
| GNII SF BP7953 C       | 2050-01-20      | 3.5000%  | 0.0000% | $1892070.00        | $707006.00         | Agency Mortgage-Backed Securities  |
| GNMI SF BU8321 X       | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $6570331.23        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1218 C       | 2054-03-20      | 8.0000%  | 0.0000% | $2443820.00        | $2599838.23        | Agency Mortgage-Backed Securities  |
| GNII SF CT5318 C       | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1036063.30        | Agency Mortgage-Backed Securities  |
| GNII SF DH6854 C       | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $881852.15         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9132 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1365933.18        | Agency Mortgage-Backed Securities  |
| GNII ET DP7192 C       | 2065-11-20      | 2.0000%  | 0.0000% | $132715.00         | $102309.67         | Agency Mortgage-Backed Securities  |
| GNII SF DJ2849 C       | 2055-07-20      | 6.5000%  | 0.0000% | $10136432.00       | $7711999.36        | Agency Mortgage-Backed Securities  |
| GNII SF DP8767 C       | 2056-01-20      | 4.5000%  | 0.0000% | $3772712.00        | $3588997.52        | Agency Mortgage-Backed Securities  |
| GNII SF DK1608 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $2962805.38        | Agency Mortgage-Backed Securities  |
| GNII SF DK4800 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1768932.00        | $1479685.94        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5395   | 2056-05-01      | 4.5000%  | 0.0000% | $20506368.00       | $19817866.69       | Agency Mortgage-Backed Securities  |
| GNII SF DJ3776 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1453450.00        | $972599.15         | Agency Mortgage-Backed Securities  |
| GNII RG CM5273 C       | 2048-03-20      | 3.5000%  | 0.0000% | $2475000.00        | $1577930.26        | Agency Mortgage-Backed Securities  |
| GNMI SF BC7378 X       | 2047-11-15      | 3.5000%  | 0.0000% | $1383986.00        | $98693.49          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5740   | 2045-06-01      | 5.0000%  | 0.0000% | $106249.00         | $83829.26          | Agency Mortgage-Backed Securities  |
| GNII SF CV6328 C       | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2146330.65        | Agency Mortgage-Backed Securities  |
| GNII ET CY3135 C       | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $118638.13         | Agency Mortgage-Backed Securities  |
| GNII SF CV0623 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $948816.64         | Agency Mortgage-Backed Securities  |
| GNII SF CN2825 C       | 2052-10-20      | 6.0000%  | 0.0000% | $4056504.00        | $3380083.78        | Agency Mortgage-Backed Securities  |
| GNII SF CV5745 C       | 2053-12-20      | 8.0000%  | 0.0000% | $33076416.00       | $29506138.84       | Agency Mortgage-Backed Securities  |
| GNII SF CM4447 C       | 2052-05-20      | 2.5000%  | 0.0000% | $3796464.00        | $2318371.53        | Agency Mortgage-Backed Securities  |
| GNII SF CX2662 C       | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $5843550.39        | Agency Mortgage-Backed Securities  |
| GNMI SF 697181 X       | 2038-09-15      | 6.5000%  | 0.0000% | $1723576.00        | $25746.03          | Agency Mortgage-Backed Securities  |
| GNMI SF AW2784 X       | 2046-10-15      | 2.5000%  | 0.0000% | $476604.00         | $239562.73         | Agency Mortgage-Backed Securities  |
| GNII SF AZ1974 C       | 2047-04-20      | 3.5000%  | 0.0000% | $162352.00         | $33301.31          | Agency Mortgage-Backed Securities  |
| GNII SF DR1421 C       | 2041-04-20      | 4.0000%  | 0.0000% | $1453238.00        | $1405596.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA5651 M       | 2048-12-20      | 4.0000%  | 0.0000% | $5000000.00        | $432482.19         | Agency Mortgage-Backed Securities  |
| GNMI SF 575018 X       | 2032-07-15      | 6.5000%  | 0.0000% | $709477.00         | $6602.92           | Agency Mortgage-Backed Securities  |
| GNII SF AV5013 C       | 2046-10-20      | 3.0000%  | 0.0000% | $2138012.00        | $313253.57         | Agency Mortgage-Backed Securities  |
| GNII SF MA5498 M       | 2033-09-20      | 4.0000%  | 0.0000% | $2250000.00        | $227494.03         | Agency Mortgage-Backed Securities  |
| GNII SF AV2218 C       | 2046-10-20      | 3.0000%  | 0.0000% | $4142408.00        | $862518.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA5397 M       | 2048-08-20      | 3.5000%  | 0.0000% | $6190000.00        | $657294.02         | Agency Mortgage-Backed Securities  |
| GNPL PN CN2883         | 2059-04-15      | 6.0200%  | 0.0000% | $28429.00          | $29634.78          | Agency Mortgage-Backed Securities  |
| GNII SF CX2369 C       | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $1242771.52        | Agency Mortgage-Backed Securities  |
| GNPL PN CU6227         | 2058-11-15      | 6.4400%  | 0.0000% | $48265.00          | $51687.30          | Agency Mortgage-Backed Securities  |
| GNPL PN CW0764         | 2058-12-15      | 6.0300%  | 0.0000% | $44127.00          | $45832.02          | Agency Mortgage-Backed Securities  |
| GNII SF CZ1215 C       | 2054-03-20      | 7.5000%  | 0.0000% | $1082736.00        | $935482.63         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA6082   | 2056-05-01      | 6.5000%  | 0.0000% | $16619040.00       | $17329347.01       | Agency Mortgage-Backed Securities  |
| GNII SF CZ1221 C       | 2054-03-20      | 7.5000%  | 0.0000% | $2761908.00        | $2876632.59        | Agency Mortgage-Backed Securities  |
| GNII SF CX4168 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1341061.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB4476   | 2056-05-01      | 5.0000%  | 0.0000% | $4705056.00        | $4660089.26        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9840 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $128802.18         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3037 C       | 2055-08-20      | 6.5000%  | 0.0000% | $13131056.00       | $11394607.35       | Agency Mortgage-Backed Securities  |
| GNPL PN DJ4706         | 2060-08-15      | 5.0500%  | 0.0000% | $362505.00         | $359835.14         | Agency Mortgage-Backed Securities  |
| GNII SF DK4173 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $731891.42         | Agency Mortgage-Backed Securities  |
| GNII SF DH9291 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $1847589.66        | Agency Mortgage-Backed Securities  |
| GNII ET DJ6081 C       | 2065-07-20      | 3.5000%  | 0.0000% | $499759.00         | $445208.46         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSL2297   | 2055-05-01      | 7.0000%  | 0.0000% | $16600352.00       | $14972493.43       | Agency Mortgage-Backed Securities  |
| GNII SF DP4457 C       | 2056-01-20      | 5.5000%  | 0.0000% | $1252624.00        | $1293230.36        | Agency Mortgage-Backed Securities  |
| GNII SF DK3329 C       | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $339681.47         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ4707         | 2060-08-15      | 6.1200%  | 0.0000% | $1050000.00        | $1116602.19        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9122 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4088880.00        | $3248029.35        | Agency Mortgage-Backed Securities  |
| GNII SF DK1492 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3112496.00        | $2585237.99        | Agency Mortgage-Backed Securities  |
| GNII SF DN5547 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1282526.00        | $1343169.41        | Agency Mortgage-Backed Securities  |
| GNII SF DQ6793 C       | 2056-03-20      | 4.5000%  | 0.0000% | $1790898.00        | $1722804.56        | Agency Mortgage-Backed Securities  |
| GNII ET DQ7894 C       | 2066-01-20      | 6.5000%  | 0.0000% | $1219352.00        | $1275000.54        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB4486   | 2056-06-01      | 4.5000%  | 0.0000% | $5077408.00        | $4889843.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7691   | 2056-03-01      | 5.5000%  | 0.0000% | $5487464.00        | $5545552.95        | Agency Mortgage-Backed Securities  |
| GNMI SF 479607 X       | 2041-10-15      | 4.0000%  | 0.0000% | $750000.00         | $54379.97          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB5071   | 2056-05-01      | 5.0000%  | 0.0000% | $36971456.00       | $36702484.55       | Agency Mortgage-Backed Securities  |
| GNII SF DQ7961 C       | 2056-03-20      | 4.5000%  | 0.0000% | $1127972.00        | $1085598.11        | Agency Mortgage-Backed Securities  |
| GNII SF MB0785 M       | 2040-11-20      | 5.0000%  | 0.0000% | $486555.00         | $472040.40         | Agency Mortgage-Backed Securities  |
| GNII JM MB0079 M       | 2054-12-20      | 5.5000%  | 0.0000% | $1978332.00        | $995022.21         | Agency Mortgage-Backed Securities  |
| GNII JM MB0839 M       | 2040-10-20      | 5.5000%  | 0.0000% | $431664.00         | $353786.14         | Agency Mortgage-Backed Securities  |
| GNAR AF MA4664 M       | 2047-08-20      | 5.3750%  | 0.0000% | $25000000.00       | $1589515.15        | Agency Mortgage-Backed Securities  |
| GNII SF AU1995 C       | 2046-08-20      | 3.0000%  | 0.0000% | $2172648.00        | $303710.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA5192 M       | 2048-05-20      | 4.0000%  | 0.0000% | $800000.00         | $64789.55          | Agency Mortgage-Backed Securities  |
| GNII JM MA4501 M       | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $57288.05          | Agency Mortgage-Backed Securities  |
| GNMI SF BU8662 X       | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $3860180.85        | Agency Mortgage-Backed Securities  |
| GNII RG CN2044 C       | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $679926.97         | Agency Mortgage-Backed Securities  |
| GNII SF BD0384 C       | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $35316.99          | Agency Mortgage-Backed Securities  |
| GNII JM MA8785 M       | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $640592.52         | Agency Mortgage-Backed Securities  |
| GNPL PN BV7052         | 2062-05-15      | 3.1700%  | 0.0000% | $93098.00          | $81451.90          | Agency Mortgage-Backed Securities  |
| GNII SF MA9073 M       | 2038-07-20      | 6.5000%  | 0.0000% | $220594.00         | $131568.99         | Agency Mortgage-Backed Securities  |
| GNII SF CC9828 C       | 2051-06-20      | 3.0000%  | 0.0000% | $120434.00         | $66714.84          | Agency Mortgage-Backed Securities  |
| GNII SF BZ4587 C       | 2033-05-20      | 6.0000%  | 0.0000% | $1514488.00        | $439334.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA9850 M       | 2054-08-20      | 5.0000%  | 0.0000% | $5329648.00        | $4533664.93        | Agency Mortgage-Backed Securities  |
| GNII SF MA8642 M       | 2051-01-20      | 2.5000%  | 0.0000% | $11975088.00       | $7384479.58        | Agency Mortgage-Backed Securities  |
| GNII SF BM7486 C       | 2049-07-20      | 3.5000%  | 0.0000% | $800000.00         | $145997.07         | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $6451400.00        | $5887579.75        | Agency Mortgage-Backed Securities  |
| GNII SF BJ5420 C       | 2048-11-20      | 4.5000%  | 0.0000% | $1368232.00        | $138808.57         | Agency Mortgage-Backed Securities  |
| GNII SF CC0829 C       | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $797632.46         | Agency Mortgage-Backed Securities  |
| GNII SF BX4933 C       | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $618349.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $200000.00         | $76509.95          | Agency Mortgage-Backed Securities  |
| GNII SF BV7358 C       | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $226876.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA8773 M       | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $402468.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA8774 M       | 2029-07-20      | 7.0000%  | 0.0000% | $255367.00         | $111441.82         | Agency Mortgage-Backed Securities  |
| GNII SF CN8576 C       | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3042210.03        | Agency Mortgage-Backed Securities  |
| GNPL PN CA4910         | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $41786.82          | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C       | 2050-12-20      | 2.5000%  | 0.0000% | $100000.00         | $48401.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA8767 M       | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $291181.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA8722 M       | 2044-11-20      | 3.5000%  | 0.0000% | $3577500.00        | $2412878.98        | Agency Mortgage-Backed Securities  |
| GNII SF MA9167 M       | 2053-08-20      | 3.5000%  | 0.0000% | $1045000.00        | $666404.48         | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $8139344.00        | $3581868.17        | Agency Mortgage-Backed Securities  |
| GNII SF MA6845 M       | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $54455.17          | Agency Mortgage-Backed Securities  |
| GNII JM MA9713 M       | 2054-06-20      | 6.0000%  | 0.0000% | $928725.00         | $304767.28         | Agency Mortgage-Backed Securities  |
| GNII SF DP1882 C       | 2056-05-20      | 5.0000%  | 0.0000% | $1320120.00        | $1322562.08        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6265 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $943132.21         | Agency Mortgage-Backed Securities  |
| GNII SF DH4973 C       | 2055-07-20      | 6.5000%  | 0.0000% | $820793.00         | $860060.53         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1821 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3467476.00        | $2593334.83        | Agency Mortgage-Backed Securities  |
| GNII SF DG9942 C       | 2054-12-20      | 5.5000%  | 0.0000% | $1092800.00        | $1090551.88        | Agency Mortgage-Backed Securities  |
| GNII SF DH3001 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $747265.73         | Agency Mortgage-Backed Securities  |
| GNII SF DG4538 C       | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1761482.83        | Agency Mortgage-Backed Securities  |
| GNII ET DP1565 C       | 2062-06-20      | 3.5000%  | 0.0000% | $79472.00          | $70643.32          | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5815         | 2060-12-15      | 5.5400%  | 0.0000% | $7050000.00        | $7286416.56        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2840 C       | 2055-07-20      | 6.5000%  | 0.0000% | $8101520.00        | $7297376.50        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4813 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1696166.46        | Agency Mortgage-Backed Securities  |
| GNII SF DM8570 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1797096.00        | $1883339.85        | Agency Mortgage-Backed Securities  |
| GNII ET DG6618 C       | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90753.04          | Agency Mortgage-Backed Securities  |
| GNII SF DN0864 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2314896.00        | $2184282.06        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1934 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1324691.79        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5311 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1207198.00        | $1127814.69        | Agency Mortgage-Backed Securities  |
| GNII ET DL1237 C       | 2065-05-20      | 3.0000%  | 0.0000% | $326648.00         | $285725.86         | Agency Mortgage-Backed Securities  |
| GNII SF DK6525 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2142132.96        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8368 C       | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $1967160.80        | Agency Mortgage-Backed Securities  |
| GNII ET DN4317 C       | 2065-08-20      | 2.0000%  | 0.0000% | $83529.00          | $63665.78          | Agency Mortgage-Backed Securities  |
| GNII SF MB0306 M       | 2055-04-20      | 4.5000%  | 0.0000% | $49238848.00       | $45975688.39       | Agency Mortgage-Backed Securities  |
| GNII ET DN7932 C       | 2065-11-20      | 3.5000%  | 0.0000% | $496141.00         | $442213.42         | Agency Mortgage-Backed Securities  |
| GNII ET DN9380 C       | 2065-10-20      | 4.5000%  | 0.0000% | $676032.00         | $646367.38         | Agency Mortgage-Backed Securities  |
| GNII ET DN6796 C       | 2065-12-20      | 6.5000%  | 0.0000% | $250225.00         | $261369.96         | Agency Mortgage-Backed Securities  |
| GNII ET DN4520 C       | 2065-12-20      | 3.0000%  | 0.0000% | $85041.00          | $74990.90          | Agency Mortgage-Backed Securities  |
| GNII ET DN9365 C       | 2065-09-20      | 3.0000%  | 0.0000% | $413625.00         | $364489.14         | Agency Mortgage-Backed Securities  |
| GNII SF AV7468 C       | 2046-09-20      | 3.5000%  | 0.0000% | $5000000.00        | $561730.81         | Agency Mortgage-Backed Securities  |
| GNII SF DR8127 C       | 2056-01-20      | 4.5000%  | 0.0000% | $9498336.00        | $9075706.15        | Agency Mortgage-Backed Securities  |
| GNII SF AU6346 C       | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1388688.45        | Agency Mortgage-Backed Securities  |
| GNII SF DI6415 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3741020.00        | $2599197.78        | Agency Mortgage-Backed Securities  |
| GNII SF 004696 M       | 2040-05-20      | 4.5000%  | 0.0000% | $669328.00         | $21635.08          | Agency Mortgage-Backed Securities  |
| GNMI SF 586602 X       | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $9388.32           | Agency Mortgage-Backed Securities  |
| GNII SF 004678 M       | 2040-04-20      | 4.5000%  | 0.0000% | $322996.00         | $10462.87          | Agency Mortgage-Backed Securities  |
| GNII SF DR8886 C       | 2056-05-20      | 5.0000%  | 0.0000% | $1457456.00        | $1457467.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PSE9120   | 2055-10-01      | 6.5000%  | 0.0000% | $62360384.00       | $57982004.99       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS1361   | 2028-12-01      | 3.5000%  | 0.0000% | $1745240.00        | $43605.47          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8323   | 2053-05-01      | 5.0000%  | 0.0000% | $7343648.00        | $5686101.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAS2187   | 2044-04-01      | 5.5000%  | 0.0000% | $2106904.00        | $245072.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA9244 M       | 2053-09-20      | 7.0000%  | 0.0000% | $10349760.00       | $2833622.90        | Agency Mortgage-Backed Securities  |
| GNII JM MA9351 M       | 2053-11-20      | 6.5000%  | 0.0000% | $1477412.00        | $244027.11         | Agency Mortgage-Backed Securities  |
| GNII SF MA9542 M       | 2054-03-20      | 6.0000%  | 0.0000% | $40269760.00       | $19552741.35       | Agency Mortgage-Backed Securities  |
| GNII SF CJ2963 C       | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1044384.72        | Agency Mortgage-Backed Securities  |
| GNII SF BC5293 C       | 2047-08-20      | 3.5000%  | 0.0000% | $5100000.00        | $818404.92         | Agency Mortgage-Backed Securities  |
| GNMI SF BC8602 X       | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $284522.98         | Agency Mortgage-Backed Securities  |
| GNII SF BB3762 C       | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $41705.25          | Agency Mortgage-Backed Securities  |
| GNMI SF CJ2152 X       | 2052-02-15      | 3.0000%  | 0.0000% | $2071224.00        | $1638019.06        | Agency Mortgage-Backed Securities  |
| GNII SF CN2826 C       | 2052-10-20      | 6.0000%  | 0.0000% | $2054704.00        | $1813143.85        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8280 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1236558.00        | $1302337.88        | Agency Mortgage-Backed Securities  |
| GNCL CL DJ5989         | 2067-04-15      | 5.7500%  | 0.0000% | $928048.00         | $969016.88         | Agency Mortgage-Backed Securities  |
| GNII SF CV0430 C       | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1385836.96        | Agency Mortgage-Backed Securities  |
| GNII SF DK0799 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1773452.00        | $1850100.80        | Agency Mortgage-Backed Securities  |
| GNII SF DK4964 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1008554.28        | Agency Mortgage-Backed Securities  |
| GNPL PN DK6736         | 2060-06-15      | 5.8400%  | 0.0000% | $902000.00         | $941946.34         | Agency Mortgage-Backed Securities  |
| GNII SF DK3964 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $1432594.50        | Agency Mortgage-Backed Securities  |
| GNII SF DK5098 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2363192.00        | $2326604.45        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9762 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1087223.52        | Agency Mortgage-Backed Securities  |
| GNII ET DK8066 C       | 2065-07-20      | 3.0000%  | 0.0000% | $1617908.00        | $1447299.85        | Agency Mortgage-Backed Securities  |
| GNCL CS CV1941         | 2065-10-15      | 5.2500%  | 0.0000% | $8837184.00        | $8928183.43        | Agency Mortgage-Backed Securities  |
| GNII SF DK4962 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1449338.00        | $1464632.96        | Agency Mortgage-Backed Securities  |
| GNPL PN DK1404         | 2060-10-15      | 5.5300%  | 0.0000% | $2831040.00        | $2907534.59        | Agency Mortgage-Backed Securities  |
| GNMI SF 402101 X       | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $6030.06           | Agency Mortgage-Backed Securities  |
| GNII SF 005055 M       | 2041-05-20      | 4.5000%  | 0.0000% | $11275000.00       | $407413.46         | Agency Mortgage-Backed Securities  |
| GNII SF 004984 M       | 2041-03-20      | 5.5000%  | 0.0000% | $506790.00         | $19963.11          | Agency Mortgage-Backed Securities  |
| GNII SF MA4808 M       | 2032-10-20      | 3.0000%  | 0.0000% | $355977.00         | $34359.90          | Agency Mortgage-Backed Securities  |
| GNII JM MA6648 M       | 2050-05-20      | 4.0000%  | 0.0000% | $3224950.00        | $362299.73         | Agency Mortgage-Backed Securities  |
| GNII SF MA4900 M       | 2047-12-20      | 3.5000%  | 0.0000% | $110554000.00      | $12787575.00       | Agency Mortgage-Backed Securities  |
| GNII SF MA6341 M       | 2049-11-20      | 4.5000%  | 0.0000% | $4500000.00        | $552924.88         | Agency Mortgage-Backed Securities  |
| GNII SF MB0340 M       | 2040-05-20      | 5.0000%  | 0.0000% | $103870.00         | $87590.05          | Agency Mortgage-Backed Securities  |
| GNII SF DK9546 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1449264.00        | $1509438.67        | Agency Mortgage-Backed Securities  |
| GNII SF MB1143 M       | 2056-04-20      | 5.5000%  | 0.0000% | $104772608.00      | $105827959.22      | Agency Mortgage-Backed Securities  |
| GNII SF DO2401 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1875796.00        | $1949765.50        | Agency Mortgage-Backed Securities  |
| GNII ET DO4470 C       | 2065-10-20      | 3.5000%  | 0.0000% | $345098.00         | $309389.70         | Agency Mortgage-Backed Securities  |
| GNII SF DI0930 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2074430.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4422   | 2055-04-01      | 6.0000%  | 0.0000% | $35635328.00       | $28281268.22       | Agency Mortgage-Backed Securities  |
| GNII SF DL5031 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2873612.00        | $2614388.32        | Agency Mortgage-Backed Securities  |
| GNII SF MB0527 M       | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $811972.81         | Agency Mortgage-Backed Securities  |
| GNII ET DL1240 C       | 2064-11-20      | 4.0000%  | 0.0000% | $141063.00         | $131208.60         | Agency Mortgage-Backed Securities  |
| GNII ET DO2118 C       | 2062-04-20      | 3.0000%  | 0.0000% | $133342.00         | $116597.30         | Agency Mortgage-Backed Securities  |
| GNII SF DL2220 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1014720.00        | $1056551.25        | Agency Mortgage-Backed Securities  |
| GNII SF MB1140 M       | 2047-08-20      | 4.0000%  | 0.0000% | $59699776.00       | $55692196.36       | Agency Mortgage-Backed Securities  |
| GNII SF DK8402 C       | 2055-07-20      | 7.0000%  | 0.0000% | $29581376.00       | $30954877.36       | Agency Mortgage-Backed Securities  |
| GNII SF DO6089 C       | 2055-12-20      | 6.0000%  | 0.0000% | $124340.00         | $129199.95         | Agency Mortgage-Backed Securities  |
| GNII ET DI6826 C       | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $178216.09         | Agency Mortgage-Backed Securities  |
| GNII SF MB0531 M       | 2040-08-20      | 6.5000%  | 0.0000% | $765111.00         | $355215.04         | Agency Mortgage-Backed Securities  |
| GNII JM MB0354 M       | 2055-04-20      | 6.0000%  | 0.0000% | $4899376.00        | $2421934.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1508   | 2055-12-01      | 5.5000%  | 0.0000% | $3046800.00        | $2770912.65        | Agency Mortgage-Backed Securities  |
| GNII SF DM2602 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1433448.00        | $1497689.29        | Agency Mortgage-Backed Securities  |
| GNII SF MB0994 M       | 2055-11-20      | 4.0000%  | 0.0000% | $22345568.00       | $20772367.44       | Agency Mortgage-Backed Securities  |
| GNII SF DM1112 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2379820.00        | $2481200.02        | Agency Mortgage-Backed Securities  |
| GNII SF DL5860 C       | 2055-08-20      | 6.5000%  | 0.0000% | $831887.00         | $880819.73         | Agency Mortgage-Backed Securities  |
| GNII SF MB0203 M       | 2055-02-20      | 4.5000%  | 0.0000% | $23006000.00       | $21280304.33       | Agency Mortgage-Backed Securities  |
| GNII SF MB0553 M       | 2055-07-20      | 4.0000%  | 0.0000% | $1015716.00        | $930722.55         | Agency Mortgage-Backed Securities  |
| GNII SP 786662 C       | 2053-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $2081096.02        | Agency Mortgage-Backed Securities  |
| GNII SP 788195 C       | 2055-09-20      | 5.5000%  | 0.0000% | $45195008.00       | $41820304.28       | Agency Mortgage-Backed Securities  |
| GNII SF DI0788 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $765566.62         | Agency Mortgage-Backed Securities  |
| GNII SF DI2007 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1473387.11        | Agency Mortgage-Backed Securities  |
| GNII SF MA8021 M       | 2037-05-20      | 4.5000%  | 0.0000% | $141434.00         | $102981.64         | Agency Mortgage-Backed Securities  |
| GNII JM MA8931 M       | 2052-03-20      | 3.0000%  | 0.0000% | $844832.00         | $689441.33         | Agency Mortgage-Backed Securities  |
| GNII SF MA8019 M       | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $171222.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA2485   | 2045-12-01      | 3.0000%  | 0.0000% | $10534064.00       | $741934.77         | Agency Mortgage-Backed Securities  |
| GNII SF 004772 M       | 2040-08-20      | 5.0000%  | 0.0000% | $1739000.00        | $63219.45          | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M       | 2050-01-20      | 3.5000%  | 0.0000% | $1801058.00        | $218841.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA6074 M       | 2029-11-20      | 8.0000%  | 0.0000% | $44961.00          | $19969.23          | Agency Mortgage-Backed Securities  |
| GNII SF MA7971 M       | 2028-06-20      | 7.0000%  | 0.0000% | $99214.00          | $35924.44          | Agency Mortgage-Backed Securities  |
| GNII SF MA6095 M       | 2049-08-20      | 6.0000%  | 0.0000% | $53000.00          | $7232.23           | Agency Mortgage-Backed Securities  |
| GNII SF MA6658 M       | 2050-05-20      | 4.0000%  | 0.0000% | $10030880.00       | $1921416.59        | Agency Mortgage-Backed Securities  |
| GNII SF MA5195 M       | 2048-05-20      | 5.5000%  | 0.0000% | $33336440.00       | $2321378.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA6656 M       | 2050-05-20      | 3.0000%  | 0.0000% | $66420992.00       | $15148098.20       | Agency Mortgage-Backed Securities  |
| GNII SF 004469 M       | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $700313.23         | Agency Mortgage-Backed Securities  |
| GNII SF MA8940 M       | 2051-04-20      | 1.5000%  | 0.0000% | $129146.00         | $92743.01          | Agency Mortgage-Backed Securities  |
| GNII SF MA8265 M       | 2052-08-20      | 3.0000%  | 0.0000% | $3830412.00        | $2310800.44        | Agency Mortgage-Backed Securities  |
| GNII SF 003053 M       | 2031-03-20      | 6.5000%  | 0.0000% | $24547320.00       | $19619.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA6818 M       | 2050-08-20      | 2.0000%  | 0.0000% | $6657024.00        | $2733452.31        | Agency Mortgage-Backed Securities  |
| GNII SF DH3521 C       | 2040-09-20      | 4.5000%  | 0.0000% | $1529602.00        | $1425389.67        | Agency Mortgage-Backed Securities  |
| GNPL PN DF4296         | 2060-05-15      | 5.3900%  | 0.0000% | $572400.00         | $580247.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9546   | 2055-04-01      | 5.5000%  | 0.0000% | $3364992.00        | $2374359.05        | Agency Mortgage-Backed Securities  |
| GNII ET DG3123 C       | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $872017.35         | Agency Mortgage-Backed Securities  |
| GNII SF DH3331 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1283264.00        | $63416.22          | Agency Mortgage-Backed Securities  |
| GNII ET DD6091 C       | 2064-09-20      | 6.5000%  | 0.0000% | $28940256.00       | $11824893.84       | Agency Mortgage-Backed Securities  |
| GNII SF DH1814 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1360004.00        | $600626.33         | Agency Mortgage-Backed Securities  |
| GNII SF DF1200 C       | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1167204.82        | Agency Mortgage-Backed Securities  |
| GNPL PN DC7222         | 2060-02-15      | 5.2800%  | 0.0000% | $61392.00          | $61759.83          | Agency Mortgage-Backed Securities  |
| GNII SF BX4958 C       | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $56842.42          | Agency Mortgage-Backed Securities  |
| GNPL PN CC7502         | 2048-03-15      | 3.0900%  | 0.0000% | $52175.00          | $42965.25          | Agency Mortgage-Backed Securities  |
| GNCL CL DF6555         | 2067-09-15      | 5.8300%  | 0.0000% | $1896506.00        | $1979640.18        | Agency Mortgage-Backed Securities  |
| GNMI SF BY2848 X       | 2051-02-15      | 2.5000%  | 0.0000% | $4802472.00        | $3389916.11        | Agency Mortgage-Backed Securities  |
| GNII SF CB6524 C       | 2051-05-20      | 3.0000%  | 0.0000% | $6312976.00        | $3786579.80        | Agency Mortgage-Backed Securities  |
| GNPL PN BX1617         | 2062-06-15      | 2.7200%  | 0.0000% | $50000.00          | $42311.36          | Agency Mortgage-Backed Securities  |
| GNII SF DH6330 C       | 2055-03-20      | 7.0000%  | 0.0000% | $20246112.00       | $20633420.56       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIQO5278   | 2041-02-01      | 3.5000%  | 0.0000% | $1441654.00        | $1376134.68        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTQK1815   | 2045-12-01      | 3.5000%  | 0.0000% | $2642448.00        | $2383876.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0185   | 2056-11-01      | 4.5000%  | 0.0000% | $2458936.00        | $817675.88         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8731   | 2053-04-01      | 5.0000%  | 0.0000% | $612000.00         | $477725.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9800   | 2054-06-01      | 5.5000%  | 0.0000% | $46023.00          | $40052.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL190379   | 2037-05-01      | 5.5000%  | 0.0000% | $6500000.00        | $34131.02          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4761   | 2041-01-01      | 6.0000%  | 0.0000% | $2226768.00        | $2154258.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PRE6172   | 2056-03-01      | 6.0000%  | 0.0000% | $1007000.00        | $1019924.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF1742   | 2052-09-01      | 4.5000%  | 0.0000% | $298918.00         | $227664.26         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4137   | 2054-08-01      | 6.0000%  | 0.0000% | $516753.00         | $526277.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8024   | 2055-09-01      | 5.5000%  | 0.0000% | $3749124.00        | $3461373.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104   | 2056-02-01      | 4.0000%  | 0.0000% | $200000.00         | $56034.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDG8261   | 2041-04-01      | 5.5000%  | 0.0000% | $6728632.00        | $6744266.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9292   | 2056-04-01      | 6.0000%  | 0.0000% | $3474952.00        | $3594381.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG3767   | 2056-03-01      | 5.0000%  | 0.0000% | $8378304.00        | $8282008.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4703   | 2053-05-01      | 4.5000%  | 0.0000% | $494399.00         | $353853.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5606   | 2056-05-01      | 5.0000%  | 0.0000% | $75810304.00       | $74713671.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0426   | 2038-02-01      | 5.5000%  | 0.0000% | $148000000.00      | $2682240.10        | Agency Mortgage-Backed Securities  |
| GNII RG CM0722 C       | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $512462.44         | Agency Mortgage-Backed Securities  |
| GNII RG CM2645 C       | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $391224.70         | Agency Mortgage-Backed Securities  |
| GNII SF CL0623 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $753842.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA6013   | 2041-02-01      | 3.0000%  | 0.0000% | $33236280.00       | $30819852.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CKAD3452   | 2037-02-01      | 5.5000%  | 0.0000% | $229197568.00      | $788358.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0298   | 2054-11-01      | 4.5000%  | 0.0000% | $1008346.00        | $725093.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8319   | 2055-11-01      | 6.0000%  | 0.0000% | $1932428.00        | $1992712.43        | Agency Mortgage-Backed Securities  |
| GNMI SF AE0391 X       | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $5887.32           | Agency Mortgage-Backed Securities  |
| GNII SF AD1812 C       | 2043-03-20      | 3.0000%  | 0.0000% | $8251952.00        | $1441575.46        | Agency Mortgage-Backed Securities  |
| GNMI SF AN7282 X       | 2045-08-15      | 5.0000%  | 0.0000% | $962144.00         | $20306.09          | Agency Mortgage-Backed Securities  |
| GNII RG CQ5549 C       | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $905448.70         | Agency Mortgage-Backed Securities  |
| GNII SF CX4164 C       | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2618036.17        | Agency Mortgage-Backed Securities  |
| GNII SF DL8958 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1927434.00        | $1358012.72        | Agency Mortgage-Backed Securities  |
| GNII SF DL8002 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1144762.00        | $795410.93         | Agency Mortgage-Backed Securities  |
| GNII SF DM4283 C       | 2055-09-20      | 7.0000%  | 0.0000% | $2401584.00        | $2374387.67        | Agency Mortgage-Backed Securities  |
| GNII ET DM9219 C       | 2066-03-20      | 6.0000%  | 0.0000% | $162200.00         | $166540.67         | Agency Mortgage-Backed Securities  |
| GNII SF DM4586 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1259790.00        | $1180995.86        | Agency Mortgage-Backed Securities  |
| GNII ET DN7511 C       | 2065-09-20      | 6.5000%  | 0.0000% | $537819.00         | $558594.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5803   | 2056-06-01      | 4.5000%  | 0.0000% | $64137088.00       | $61846303.63       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0010   | 2053-10-01      | 6.5000%  | 0.0000% | $15957000.00       | $7756265.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8358   | 2054-04-01      | 6.5000%  | 0.0000% | $68300000.00       | $39990192.72       | Agency Mortgage-Backed Securities  |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $20255200.00       | $2259531.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA5528 M       | 2048-10-20      | 4.0000%  | 0.0000% | $400000.00         | $34484.71          | Agency Mortgage-Backed Securities  |
| GNII SF MA6217 M       | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $286909.44         | Agency Mortgage-Backed Securities  |
| GNII SF MA5650 M       | 2048-12-20      | 3.5000%  | 0.0000% | $128000.00         | $13989.40          | Agency Mortgage-Backed Securities  |
| GNII SF MA4781 M       | 2047-10-20      | 5.0000%  | 0.0000% | $2235000.00        | $185508.02         | Agency Mortgage-Backed Securities  |
| GNII SF DL4891 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2014412.00        | $1404911.22        | Agency Mortgage-Backed Securities  |
| GNII SF DA2552 C       | 2054-07-20      | 7.5000%  | 0.0000% | $614752.00         | $640619.12         | Agency Mortgage-Backed Securities  |
| GNII SF CP9343 C       | 2052-11-20      | 5.0000%  | 0.0000% | $1913814.00        | $1679464.09        | Agency Mortgage-Backed Securities  |
| GNII SF BT0812 C       | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $38812.01          | Agency Mortgage-Backed Securities  |
| GNII SF CV5804 C       | 2054-01-20      | 7.5000%  | 0.0000% | $18432000.00       | $16663235.68       | Agency Mortgage-Backed Securities  |
| GNII SF BP1915 C       | 2049-08-20      | 3.5000%  | 0.0000% | $1902488.00        | $345009.36         | Agency Mortgage-Backed Securities  |
| GNII SF AM4971 C       | 2045-04-20      | 3.5000%  | 0.0000% | $7917000.00        | $754476.22         | Agency Mortgage-Backed Securities  |
| GNII SF CR6442 C       | 2052-12-20      | 5.0000%  | 0.0000% | $1212326.00        | $1068553.74        | Agency Mortgage-Backed Securities  |
| GNII SF BE9379 C       | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $253023.42         | Agency Mortgage-Backed Securities  |
| GNII RG CP0023 C       | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $257386.61         | Agency Mortgage-Backed Securities  |
| GNII SF CL6988 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $901665.41         | Agency Mortgage-Backed Securities  |
| GNII RG CO9536 C       | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $672157.17         | Agency Mortgage-Backed Securities  |
| GNII SF BH6393 C       | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $57656.17          | Agency Mortgage-Backed Securities  |
| GNPL PN CQ7047         | 2065-03-15      | 4.8900%  | 0.0000% | $166755.00         | $163157.79         | Agency Mortgage-Backed Securities  |
| GNII ET DL6746 C       | 2065-08-20      | 3.0000%  | 0.0000% | $199304.00         | $175229.79         | Agency Mortgage-Backed Securities  |
| GNII SF DL7681 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1920684.00        | $2011229.03        | Agency Mortgage-Backed Securities  |
| GNII ET DM1796 C       | 2065-10-20      | 3.0000%  | 0.0000% | $503367.00         | $445547.82         | Agency Mortgage-Backed Securities  |
| GNII SF DL5820 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1040876.00        | $1091345.55        | Agency Mortgage-Backed Securities  |
| GNII SP 788197 C       | 2055-09-20      | 5.5000%  | 0.0000% | $13293040.00       | $12563002.72       | Agency Mortgage-Backed Securities  |
| GNII SP 787108 C       | 2053-11-20      | 6.5000%  | 0.0000% | $6539544.00        | $4265443.63        | Agency Mortgage-Backed Securities  |
| GNII SP 787699 M       | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $75833590.40       | Agency Mortgage-Backed Securities  |
| GNII SF MA7911 M       | 2037-03-20      | 3.0000%  | 0.0000% | $150000.00         | $66789.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA7655 M       | 2051-10-20      | 5.5000%  | 0.0000% | $46000.00          | $13261.84          | Agency Mortgage-Backed Securities  |
| GNMI SF 672353 X       | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $21153.70          | Agency Mortgage-Backed Securities  |
| GNII SF MA8943 M       | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $735223.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA5793 M       | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $17318.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA5989 M       | 2049-06-20      | 5.5000%  | 0.0000% | $60000.00          | $6020.91           | Agency Mortgage-Backed Securities  |
| GNII JM MA7303 M       | 2051-04-20      | 2.0000%  | 0.0000% | $66230000.00       | $35466740.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA7651 M       | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $423981.95         | Agency Mortgage-Backed Securities  |
| GNII JM MA7927 M       | 2052-03-20      | 2.5000%  | 0.0000% | $5399810.00        | $3537510.15        | Agency Mortgage-Backed Securities  |
| GNII SF MA7771 M       | 2051-12-20      | 4.5000%  | 0.0000% | $25000.00          | $13597.37          | Agency Mortgage-Backed Securities  |
| GNII SF DK6540 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2751660.00        | $2737556.76        | Agency Mortgage-Backed Securities  |
| GNII SF DK6518 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1151304.00        | $963242.78         | Agency Mortgage-Backed Securities  |
| GNII SF DP8552 C       | 2056-01-20      | 6.0000%  | 0.0000% | $1748642.00        | $1840154.36        | Agency Mortgage-Backed Securities  |
| GNII SF DK7625 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1807024.07        | Agency Mortgage-Backed Securities  |
| GNII SF DK4954 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1424858.00        | $1490495.77        | Agency Mortgage-Backed Securities  |
| GNII SF DK4922 C       | 2051-06-20      | 6.5000%  | 0.0000% | $887500.00         | $925015.35         | Agency Mortgage-Backed Securities  |
| GNII SF DK6598 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $1339724.31        | Agency Mortgage-Backed Securities  |
| GNII SF MB0935 M       | 2056-02-20      | 4.5000%  | 0.0000% | $143191552.00      | $137089455.49      | Agency Mortgage-Backed Securities  |
| GNII SF DN0030 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1630492.00        | $1694638.42        | Agency Mortgage-Backed Securities  |
| GNII SF DN3061 C       | 2055-10-20      | 6.5000%  | 0.0000% | $10794288.00       | $10627618.56       | Agency Mortgage-Backed Securities  |
| GNII SF DS3402 C       | 2056-05-20      | 6.0000%  | 0.0000% | $1526586.00        | $1577813.14        | Agency Mortgage-Backed Securities  |
| GNMI SF 721979 X       | 2028-03-15      | 2.5000%  | 0.0000% | $1962682.00        | $112912.34         | Agency Mortgage-Backed Securities  |
| GNMI SF 712415 X       | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8589.93           | Agency Mortgage-Backed Securities  |
| GNII SF DS1583 C       | 2056-05-20      | 5.0000%  | 0.0000% | $2078950.00        | $2075136.97        | Agency Mortgage-Backed Securities  |
| GNII SP 787259 C       | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1051597.80        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5829   | 2052-10-01      | 4.5000%  | 0.0000% | $17893632.00       | $14400538.08       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4142   | 2052-06-01      | 5.0000%  | 0.0000% | $77412.00          | $33748.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8496   | 2054-11-01      | 5.5000%  | 0.0000% | $1288026.00        | $1282008.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4285   | 2040-10-01      | 6.0000%  | 0.0000% | $1250752.00        | $1139653.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6310   | 2055-11-01      | 6.0000%  | 0.0000% | $10184880.00       | $9818698.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1502   | 2055-04-01      | 5.5000%  | 0.0000% | $2649028.00        | $2646544.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2445   | 2055-11-01      | 5.0000%  | 0.0000% | $2241916.00        | $1977508.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW2772   | 2056-05-01      | 5.5000%  | 0.0000% | $24082816.00       | $24514486.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIDC7051   | 2039-11-01      | 4.0000%  | 0.0000% | $1374864.00        | $174489.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL5898   | 2033-11-01      | 5.0000%  | 0.0000% | $3050000.00        | $270645.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL725424   | 2034-04-01      | 5.5000%  | 0.0000% | $14719700.00       | $81803.89          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3886   | 2053-02-01      | 4.5000%  | 0.0000% | $1144000.00        | $855715.64         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4704   | 2047-02-01      | 3.5000%  | 0.0000% | $189299200.00      | $24423311.58       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7502   | 2052-06-01      | 5.0000%  | 0.0000% | $1027604.00        | $764215.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2135   | 2055-10-01      | 4.5000%  | 0.0000% | $763550.00         | $728731.96         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO4105   | 2040-09-01      | 4.5000%  | 0.0000% | $272995.00         | $245286.94         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO5206   | 2041-04-01      | 6.0000%  | 0.0000% | $1607178.00        | $1658788.97        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PSE9053   | 2052-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $739980.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1192   | 2056-04-01      | 5.5000%  | 0.0000% | $8954544.00        | $9049013.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH0870   | 2056-05-01      | 5.5000%  | 0.0000% | $18090944.00       | $18340920.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CICC0790   | 2040-07-01      | 6.5000%  | 0.0000% | $1080034.00        | $1089098.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICC2543   | 2041-02-01      | 5.0000%  | 0.0000% | $11182920.00       | $11196860.40       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF2607   | 2055-11-01      | 6.5000%  | 0.0000% | $2021504.00        | $1771296.64        | Agency Mortgage-Backed Securities  |
| GNII SF BT3114 C       | 2050-03-20      | 3.0000%  | 0.0000% | $332659.00         | $21689.45          | Agency Mortgage-Backed Securities  |
| GNII RG CO0464 C       | 2047-04-20      | 3.5000%  | 0.0000% | $350000.00         | $233244.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA8644 M       | 2052-11-20      | 3.5000%  | 0.0000% | $6720000.00        | $4584898.32        | Agency Mortgage-Backed Securities  |
| GNII SF 530000 C       | 2030-08-20      | 7.5000%  | 0.0000% | $1022582.00        | $19626.42          | Agency Mortgage-Backed Securities  |
| GNMI SF AO0535 X       | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $213485.21         | Agency Mortgage-Backed Securities  |
| GNMI SF AO9361 X       | 2045-12-15      | 4.0000%  | 0.0000% | $471754.00         | $26093.06          | Agency Mortgage-Backed Securities  |
| GNII SF MA9641 M       | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $148372.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA8488 M       | 2052-12-20      | 4.0000%  | 0.0000% | $2869132.00        | $2136433.80        | Agency Mortgage-Backed Securities  |
| GNII SF BI8200 C       | 2048-09-20      | 4.5000%  | 0.0000% | $502500.00         | $171386.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M       | 2053-10-20      | 5.5000%  | 0.0000% | $100120064.00      | $69189521.86       | Agency Mortgage-Backed Securities  |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $2984988.00        | $1864764.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA8702 M       | 2030-06-20      | 8.5000%  | 0.0000% | $37624.00          | $24252.20          | Agency Mortgage-Backed Securities  |
| GNII SF MA8621 M       | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $142759.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA8263 M       | 2052-09-20      | 2.0000%  | 0.0000% | $3591816.00        | $2091819.18        | Agency Mortgage-Backed Securities  |
| GNMI SF 737796 X       | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2081708.62        | Agency Mortgage-Backed Securities  |
| GNII SF MA9669 M       | 2054-05-20      | 6.0000%  | 0.0000% | $3015000.00        | $1820798.58        | Agency Mortgage-Backed Securities  |
| GNII SF 004977 M       | 2041-03-20      | 4.0000%  | 0.0000% | $3616004.00        | $182461.23         | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M       | 2052-11-20      | 4.5000%  | 0.0000% | $6835000.00        | $4941639.34        | Agency Mortgage-Backed Securities  |
| GNII SF MA9426 M       | 2053-12-20      | 7.0000%  | 0.0000% | $48000.00          | $13060.81          | Agency Mortgage-Backed Securities  |
| GNII SF MA9604 M       | 2054-04-20      | 5.0000%  | 0.0000% | $415000.00         | $345318.93         | Agency Mortgage-Backed Securities  |
| GNII RG CO9606 C       | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $640641.84         | Agency Mortgage-Backed Securities  |
| GNII SF DM6723 C       | 2055-09-20      | 6.5000%  | 0.0000% | $4789264.00        | $4527855.48        | Agency Mortgage-Backed Securities  |
| GNII SF DM2237 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1515610.00        | $1583998.38        | Agency Mortgage-Backed Securities  |
| GNII ET DL0896 C       | 2065-09-20      | 6.0000%  | 0.0000% | $121162880.00      | $119405956.79      | Agency Mortgage-Backed Securities  |
| GNII SF DL7073 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4455304.00        | $4417174.67        | Agency Mortgage-Backed Securities  |
| GNII SF DO6777 C       | 2056-01-20      | 6.5000%  | 0.0000% | $2242780.00        | $2428330.90        | Agency Mortgage-Backed Securities  |
| GNII ET DO0339 C       | 2065-09-20      | 2.0000%  | 0.0000% | $500473.00         | $383941.25         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9322 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1335412.77        | Agency Mortgage-Backed Securities  |
| GNII SF DL8254 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1806252.00        | $1885609.87        | Agency Mortgage-Backed Securities  |
| GNII SF DK5601 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1601618.00        | $1470504.25        | Agency Mortgage-Backed Securities  |
| GNII SF DK4324 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $890743.45         | Agency Mortgage-Backed Securities  |
| GNII SF CV6855 C       | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $519405.24         | Agency Mortgage-Backed Securities  |
| GNII SF DK1609 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3381680.00        | $2876253.78        | Agency Mortgage-Backed Securities  |
| GNMI SF AL9314 X       | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $993028.12         | Agency Mortgage-Backed Securities  |
| GNII SF CW4832 C       | 2053-08-20      | 6.0000%  | 0.0000% | $1784310.00        | $1549885.31        | Agency Mortgage-Backed Securities  |
| GNII SF AG8727 C       | 2045-07-20      | 3.0000%  | 0.0000% | $2040724.00        | $360174.50         | Agency Mortgage-Backed Securities  |
| GNII SF DK5768 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1089489.54        | Agency Mortgage-Backed Securities  |
| GNMI SF AD7472 X       | 2043-04-15      | 3.5000%  | 0.0000% | $38098.00          | $5239.97           | Agency Mortgage-Backed Securities  |
| GNPL PN CS8952         | 2065-05-15      | 6.1300%  | 0.0000% | $64601.00          | $70904.07          | Agency Mortgage-Backed Securities  |
| GNII SF DJ9120 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1501292.00        | $1411425.17        | Agency Mortgage-Backed Securities  |
| GNPL PN CL5340         | 2057-06-15      | 3.2700%  | 0.0000% | $48300.00          | $42060.00          | Agency Mortgage-Backed Securities  |
| GNII SF DJ9838 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1544990.00        | $1493173.05        | Agency Mortgage-Backed Securities  |
| GNII SF DK6380 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $4179560.53        | Agency Mortgage-Backed Securities  |
| GNII SF DR4007 C       | 2056-05-20      | 5.0000%  | 0.0000% | $3504684.00        | $3500516.54        | Agency Mortgage-Backed Securities  |
| GNII SF DN2067 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1963322.00        | $2049757.15        | Agency Mortgage-Backed Securities  |
| GNII SF DL4912 C       | 2055-08-20      | 6.5000%  | 0.0000% | $959950.00         | $711400.54         | Agency Mortgage-Backed Securities  |
| GNII SF DI8945 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1266612.00        | $1328092.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1518   | 2055-12-01      | 5.0000%  | 0.0000% | $16615968.00       | $15601522.50       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041   | 2055-08-01      | 6.0000%  | 0.0000% | $58048384.00       | $43838796.98       | Agency Mortgage-Backed Securities  |
| GNII SF DM4604 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1301948.00        | $1373428.00        | Agency Mortgage-Backed Securities  |
| GNPL PN DN1567         | 2060-11-15      | 5.3700%  | 0.0000% | $312404.00         | $319341.23         | Agency Mortgage-Backed Securities  |
| GNII ET DP1585 C       | 2062-10-20      | 3.0000%  | 0.0000% | $190453.00         | $167163.42         | Agency Mortgage-Backed Securities  |
| GNII SF DN0005 C       | 2055-09-20      | 6.5000%  | 0.0000% | $992942.00         | $1040871.35        | Agency Mortgage-Backed Securities  |
| GNII ET DP1354 C       | 2065-11-20      | 3.5000%  | 0.0000% | $458090.00         | $409365.02         | Agency Mortgage-Backed Securities  |
| GNII SF DR3231 C       | 2056-04-20      | 4.5000%  | 0.0000% | $2441348.00        | $2360591.41        | Agency Mortgage-Backed Securities  |
| GNII SF DM6644 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1128980.00        | $1183774.45        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1688 M       | 2044-01-20      | 5.0000%  | 0.0000% | $249903.00         | $26319.70          | Agency Mortgage-Backed Securities  |
| GNII JM MA0082 M       | 2042-05-20      | 3.5000%  | 0.0000% | $4250000.00        | $109132.58         | Agency Mortgage-Backed Securities  |
| GNII SF MA0933 M       | 2043-04-20      | 3.0000%  | 0.0000% | $114000.00         | $11455.18          | Agency Mortgage-Backed Securities  |
| GNII SF AA3019 C       | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $573877.59         | Agency Mortgage-Backed Securities  |
| GNII SF DO6110 C       | 2056-02-20      | 6.0000%  | 0.0000% | $193292.00         | $201323.41         | Agency Mortgage-Backed Securities  |
| GNAR AF MA1536 M       | 2043-12-20      | 5.1250%  | 0.0000% | $43964992.00       | $630300.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA5465 M       | 2048-09-20      | 3.5000%  | 0.0000% | $1800000.00        | $183677.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA6218 M       | 2049-10-20      | 3.0000%  | 0.0000% | $2574644.00        | $377896.61         | Agency Mortgage-Backed Securities  |
| GNMI SF AB3754 X       | 2027-09-15      | 3.0000%  | 0.0000% | $3000000.00        | $43012.87          | Agency Mortgage-Backed Securities  |
| GNMI SF 752199 X       | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1516571.72        | Agency Mortgage-Backed Securities  |
| GNII SF AA6243 C       | 2043-04-20      | 3.5000%  | 0.0000% | $35000000.00       | $3000893.43        | Agency Mortgage-Backed Securities  |
| GNMI SF 770132 X       | 2042-03-15      | 3.5000%  | 0.0000% | $1024340.00        | $243096.93         | Agency Mortgage-Backed Securities  |
| GNII SF DO2215 C       | 2055-11-20      | 6.5000%  | 0.0000% | $2110564.00        | $2205311.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA0781 M       | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $428588.16         | Agency Mortgage-Backed Securities  |
| GNMI SF 794520 X       | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $444234.23         | Agency Mortgage-Backed Securities  |
| GNII SF DO9048 C       | 2055-12-20      | 6.0000%  | 0.0000% | $146958.00         | $153129.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB0030   | 2056-02-01      | 5.5000%  | 0.0000% | $14630096.00       | $14783976.17       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB5070   | 2056-05-01      | 5.5000%  | 0.0000% | $1705552.00        | $1728141.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB5419   | 2056-06-01      | 6.0000%  | 0.0000% | $4372580.00        | $4525251.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB4059   | 2056-05-01      | 5.0000%  | 0.0000% | $9034528.00        | $8952086.93        | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $240107000.00      | $119110702.65      | Agency Mortgage-Backed Securities  |
| GNII JM MA7579 M       | 2051-09-20      | 2.5000%  | 0.0000% | $115000.00         | $68345.00          | Agency Mortgage-Backed Securities  |
| GNII JM MA6534 M       | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $71755.25          | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $175124480.00      | $107634762.96      | Agency Mortgage-Backed Securities  |
| GNII SF MA6599 M       | 2050-04-20      | 3.0000%  | 0.0000% | $131440000.00      | $26422542.72       | Agency Mortgage-Backed Securities  |
| GNII SF MA7451 M       | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $98798.58          | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $52552896.00       | $36518432.50       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8628   | 2055-07-01      | 5.5000%  | 0.0000% | $1236882.00        | $1242876.06        | Agency Mortgage-Backed Securities  |
| GNII SF CT3929 C       | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24653.99          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7562   | 2055-07-01      | 5.5000%  | 0.0000% | $1371726.00        | $1376700.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ9786   | 2055-10-01      | 6.5000%  | 0.0000% | $2187512.00        | $2298956.89        | Agency Mortgage-Backed Securities  |
| GNII SF DC3571 C       | 2054-06-20      | 6.0000%  | 0.0000% | $1962402.00        | $1321661.89        | Agency Mortgage-Backed Securities  |
| GNII SF DD0077 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1919514.00        | $1757367.80        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5381   | 2056-06-01      | 4.5000%  | 0.0000% | $37248128.00       | $35866185.20       | Agency Mortgage-Backed Securities  |
| GNII ET DA6457 C       | 2063-12-20      | 7.5000%  | 0.0000% | $266186.00         | $180941.23         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5377   | 2056-05-01      | 4.5000%  | 0.0000% | $58983936.00       | $56824770.04       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5391   | 2056-05-01      | 4.5000%  | 0.0000% | $72071168.00       | $69584424.42       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2657   | 2050-03-01      | 3.5000%  | 0.0000% | $2000000.00        | $532916.83         | Agency Mortgage-Backed Securities  |
| GNII ET DA9111 C       | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103376.91         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7233         | 2060-03-15      | 5.8200%  | 0.0000% | $267126.00         | $277926.47         | Agency Mortgage-Backed Securities  |
| GNII SF DP7550 C       | 2056-02-20      | 6.0000%  | 0.0000% | $191420.00         | $198269.44         | Agency Mortgage-Backed Securities  |
| GNII SF DM8506 C       | 2055-10-20      | 6.0000%  | 0.0000% | $281322.00         | $289459.37         | Agency Mortgage-Backed Securities  |
| GNII SF DQ3099 C       | 2056-04-20      | 6.5000%  | 0.0000% | $1379996.00        | $1455071.28        | Agency Mortgage-Backed Securities  |
| GNII SF DL7974 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1249328.00        | $1077450.38        | Agency Mortgage-Backed Securities  |
| GNII ET DN4219 C       | 2065-05-20      | 3.0000%  | 0.0000% | $357621.00         | $313671.18         | Agency Mortgage-Backed Securities  |
| GNII SF 779620 C       | 2041-11-20      | 4.5000%  | 0.0000% | $3499024.00        | $108631.81         | Agency Mortgage-Backed Securities  |
| GNII ET DQ3980 C       | 2066-02-20      | 6.0000%  | 0.0000% | $1149242.00        | $1180703.53        | Agency Mortgage-Backed Securities  |
| GNMI SF AA0219 X       | 2042-04-15      | 3.0000%  | 0.0000% | $862021.00         | $91573.76          | Agency Mortgage-Backed Securities  |
| GNII ET DN3442 C       | 2065-09-20      | 3.0000%  | 0.0000% | $322436.00         | $284978.83         | Agency Mortgage-Backed Securities  |
| GNII ET DP1538 C       | 2062-10-20      | 4.0000%  | 0.0000% | $154263.00         | $144016.33         | Agency Mortgage-Backed Securities  |
| GNII SF DP7758 C       | 2056-01-20      | 4.5000%  | 0.0000% | $2376644.00        | $2293482.49        | Agency Mortgage-Backed Securities  |
| GNII ET DP1564 C       | 2062-09-20      | 2.5000%  | 0.0000% | $105457.00         | $86769.99          | Agency Mortgage-Backed Securities  |
| GNMI SF AA6401 X       | 2043-05-15      | 3.0000%  | 0.0000% | $976459.00         | $149096.58         | Agency Mortgage-Backed Securities  |
| GNAR AF 082888 M       | 2041-07-20      | 5.3750%  | 0.0000% | $6705904.00        | $152817.55         | Agency Mortgage-Backed Securities  |
| GNMI SF 658218 X       | 2036-12-15      | 6.0000%  | 0.0000% | $2214964.00        | $9623.73           | Agency Mortgage-Backed Securities  |
| GNAR AF 082581 M       | 2040-07-20      | 5.3750%  | 0.0000% | $12000000.00       | $330611.39         | Agency Mortgage-Backed Securities  |
| GNII SF 673398 C       | 2046-07-20      | 3.0000%  | 0.0000% | $1750000.00        | $361929.97         | Agency Mortgage-Backed Securities  |
| GNAR AT 080913 M       | 2034-05-20      | 5.6250%  | 0.0000% | $1040000.00        | $5859.41           | Agency Mortgage-Backed Securities  |
| GNMI SF 704194 X       | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $5886.51           | Agency Mortgage-Backed Securities  |
| GNII SP 785702 C       | 2051-10-20      | 2.5000%  | 0.0000% | $2823600.00        | $1577357.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS3818   | 2043-10-01      | 4.0000%  | 0.0000% | $368000.00         | $62718.78          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4689   | 2046-11-01      | 3.5000%  | 0.0000% | $148581120.00      | $18639552.99       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1466   | 2052-08-01      | 5.0000%  | 0.0000% | $70000000.00       | $50400648.80       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0587   | 2036-12-01      | 2.5000%  | 0.0000% | $515000.00         | $247697.29         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0525   | 2036-05-01      | 2.0000%  | 0.0000% | $1625000.00        | $898140.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT2161   | 2049-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $1709938.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKBP6527   | 2050-08-01      | 4.0000%  | 0.0000% | $593062.00         | $209691.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0461   | 2055-10-01      | 6.0000%  | 0.0000% | $6362168.00        | $6265337.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9431   | 2042-03-01      | 3.5000%  | 0.0000% | $8000000.00        | $1049408.23        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1526   | 2048-11-01      | 4.0000%  | 0.0000% | $1040000.00        | $209064.46         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC5233   | 2051-08-01      | 2.0000%  | 0.0000% | $243657.00         | $159860.48         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG7315   | 2053-07-01      | 4.5000%  | 0.0000% | $749101.00         | $542408.33         | Agency Mortgage-Backed Securities  |
| GNPL PN BA0358         | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $79649.64          | Agency Mortgage-Backed Securities  |
| GNII SF MA7914 M       | 2037-09-20      | 4.5000%  | 0.0000% | $243418.00         | $120999.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA8426 M       | 2052-11-20      | 4.0000%  | 0.0000% | $3245000.00        | $2329726.36        | Agency Mortgage-Backed Securities  |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $55107456.00       | $38978732.63       | Agency Mortgage-Backed Securities  |
| GNMI SF 702983 X       | 2039-02-15      | 5.0000%  | 0.0000% | $7619120.00        | $971622.09         | Agency Mortgage-Backed Securities  |
| GNII SF MA7826 M       | 2052-01-20      | 2.0000%  | 0.0000% | $78369792.00       | $46009400.61       | Agency Mortgage-Backed Securities  |
| GNII SF MA7769 M       | 2051-12-20      | 3.5000%  | 0.0000% | $35000.00          | $21161.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA8883 M       | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $4935128.98        | Agency Mortgage-Backed Securities  |
| GNII EP 787493 C       | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3438846.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $1569114.00        | $1107977.93        | Agency Mortgage-Backed Securities  |
| GNII JM MA5584 M       | 2048-10-20      | 3.5000%  | 0.0000% | $474147.00         | $16105.80          | Agency Mortgage-Backed Securities  |
| GNII SF MA8913 M       | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $77512.73          | Agency Mortgage-Backed Securities  |
| GNII SF DR8891 C       | 2056-05-20      | 5.0000%  | 0.0000% | $3078756.00        | $3065547.80        | Agency Mortgage-Backed Securities  |
| GNII ET DR4179 C       | 2066-03-20      | 6.0000%  | 0.0000% | $35267520.00       | $36234876.98       | Agency Mortgage-Backed Securities  |
| GNII SF CY8715 C       | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $388078.97         | Agency Mortgage-Backed Securities  |
| GNII ET DN3104 C       | 2065-09-20      | 4.0000%  | 0.0000% | $196870.00         | $183574.06         | Agency Mortgage-Backed Securities  |
| GNII ET DM7095 C       | 2065-09-20      | 3.5000%  | 0.0000% | $365391.00         | $325886.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ9154   | 2055-11-01      | 6.0000%  | 0.0000% | $17412992.00       | $16996643.86       | Agency Mortgage-Backed Securities  |
| GNII SF DN0842 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3725176.00        | $3562290.31        | Agency Mortgage-Backed Securities  |
| GNII SF AY6462 C       | 2047-02-20      | 3.5000%  | 0.0000% | $1090540.00        | $317943.37         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7565   | 2056-02-01      | 5.0000%  | 0.0000% | $16021696.00       | $15512149.23       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA5594   | 2055-11-01      | 6.5000%  | 0.0000% | $2504232.00        | $2603446.28        | Agency Mortgage-Backed Securities  |
| GNII SF DP4662 C       | 2056-02-20      | 5.5000%  | 0.0000% | $1128330.00        | $1148787.44        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA6814   | 2056-02-01      | 4.5000%  | 0.0000% | $3306932.00        | $3174965.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA3662 M       | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $350660.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $11875904.00       | $1082068.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA0934 M       | 2043-04-20      | 3.5000%  | 0.0000% | $3654312.00        | $307619.46         | Agency Mortgage-Backed Securities  |
| GNMI SF AB9109 X       | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $105615.75         | Agency Mortgage-Backed Securities  |
| GNAR AT MA0243 M       | 2042-07-20      | 5.3750%  | 0.0000% | $6940000.00        | $197670.65         | Agency Mortgage-Backed Securities  |
| GNII SF MA0859 M       | 2038-11-20      | 7.0000%  | 0.0000% | $500000.00         | $19144.20          | Agency Mortgage-Backed Securities  |
| GNII SF MA0852 M       | 2043-03-20      | 3.5000%  | 0.0000% | $1000000.00        | $84350.98          | Agency Mortgage-Backed Securities  |
| GNII SF DL0675 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1113852.00        | $1130270.66        | Agency Mortgage-Backed Securities  |
| GNII ET DK9471 C       | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $249076.27         | Agency Mortgage-Backed Securities  |
| GNII SF DL2626 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1955170.00        | $2045277.23        | Agency Mortgage-Backed Securities  |
| GNII SF DL3637 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1276944.00        | $1336585.88        | Agency Mortgage-Backed Securities  |
| GNII ET DL4534 C       | 2065-07-20      | 4.5000%  | 0.0000% | $547583.00         | $522866.47         | Agency Mortgage-Backed Securities  |
| GNII SF DK5864 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1160710.77        | Agency Mortgage-Backed Securities  |
| GNII SF DK7267 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $1746264.97        | Agency Mortgage-Backed Securities  |
| GNII SF DL5817 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1339496.00        | $1215475.86        | Agency Mortgage-Backed Securities  |
| GNII ET DP1355 C       | 2065-11-20      | 4.0000%  | 0.0000% | $460746.00         | $430327.34         | Agency Mortgage-Backed Securities  |
| GNII ET DP1358 C       | 2065-11-20      | 5.5000%  | 0.0000% | $201165.00         | $202184.12         | Agency Mortgage-Backed Securities  |
| GNII SF DL5783 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1036308.00        | $1027236.89        | Agency Mortgage-Backed Securities  |
| GNII SF BV8707 C       | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $435713.47         | Agency Mortgage-Backed Securities  |
| GNII SF CX4169 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1577160.00        | $1283801.93        | Agency Mortgage-Backed Securities  |
| GNII SF BT1706 C       | 2050-06-20      | 3.0000%  | 0.0000% | $55046912.00       | $15551225.72       | Agency Mortgage-Backed Securities  |
| GNII SF BX4931 C       | 2050-08-20      | 2.5000%  | 0.0000% | $1005160.00        | $582603.99         | Agency Mortgage-Backed Securities  |
| GNII SF BV3235 C       | 2039-10-20      | 6.0000%  | 0.0000% | $5410128.00        | $1649906.79        | Agency Mortgage-Backed Securities  |
| GNII SF BZ8527 C       | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $49510.38          | Agency Mortgage-Backed Securities  |
| GNII SF MA8871 M       | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $153881.70         | Agency Mortgage-Backed Securities  |
| GNPL PN CC7501         | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $75192.42          | Agency Mortgage-Backed Securities  |
| GNPL PN BW3037         | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44292.96          | Agency Mortgage-Backed Securities  |
| GNII SF BV8709 C       | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $353170.60         | Agency Mortgage-Backed Securities  |
| GNII SF BV9803 C       | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1193711.10        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1793 C       | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $282601.43         | Agency Mortgage-Backed Securities  |
| GNII SF BL0914 C       | 2049-03-20      | 4.5000%  | 0.0000% | $1189876.00        | $209158.16         | Agency Mortgage-Backed Securities  |
| GNII SF BR8843 C       | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1091350.36        | Agency Mortgage-Backed Securities  |
| GNII RG CU1344 C       | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $527660.18         | Agency Mortgage-Backed Securities  |
| GNII SF CX2368 C       | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $2564899.89        | Agency Mortgage-Backed Securities  |
| GNII SF BV8721 C       | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $449608.58         | Agency Mortgage-Backed Securities  |
| GNII SF BY1271 C       | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $352504.66         | Agency Mortgage-Backed Securities  |
| GNMI SF BR6083 X       | 2049-12-15      | 3.5000%  | 0.0000% | $306422.00         | $30812.84          | Agency Mortgage-Backed Securities  |
| GNII SF CX4161 C       | 2054-02-20      | 8.0000%  | 0.0000% | $1863324.00        | $1773944.11        | Agency Mortgage-Backed Securities  |
| GNPL PN CY8218         | 2059-01-15      | 6.9300%  | 0.0000% | $136184.00         | $146550.40         | Agency Mortgage-Backed Securities  |
| GNII SF BH6400 C       | 2036-03-20      | 3.5000%  | 0.0000% | $3312836.00        | $956764.78         | Agency Mortgage-Backed Securities  |
| GNII SF CV9810 C       | 2053-06-20      | 5.0000%  | 0.0000% | $1415068.00        | $721277.65         | Agency Mortgage-Backed Securities  |
| GNPL PN CB0950         | 2063-04-15      | 2.8000%  | 0.0000% | $77897.00          | $66209.98          | Agency Mortgage-Backed Securities  |
| GNPL PN DK6737         | 2060-06-15      | 5.8400%  | 0.0000% | $659835.00         | $689056.72         | Agency Mortgage-Backed Securities  |
| GNII SF DL6425 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3331270.00        | $1980557.42        | Agency Mortgage-Backed Securities  |
| GNII SF DL8053 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1036888.00        | $1084986.01        | Agency Mortgage-Backed Securities  |
| GNII SF DL8788 C       | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3280653.65        | Agency Mortgage-Backed Securities  |
| GNII SF DK7301 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2080392.00        | $723961.98         | Agency Mortgage-Backed Securities  |
| GNII SF DM3109 C       | 2055-11-20      | 6.5000%  | 0.0000% | $3292932.00        | $3421675.71        | Agency Mortgage-Backed Securities  |
| GNII ET DL9178 C       | 2065-07-20      | 2.0000%  | 0.0000% | $2513744.00        | $1923110.60        | Agency Mortgage-Backed Securities  |
| GNII SF DM2712 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2578120.00        | $2690509.47        | Agency Mortgage-Backed Securities  |
| GNII SF DL5182 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4104688.00        | $4284386.22        | Agency Mortgage-Backed Securities  |
| GNII SF DL9836 C       | 2055-09-20      | 5.0000%  | 0.0000% | $4023370.00        | $3968138.29        | Agency Mortgage-Backed Securities  |
| GNMI SF BU8315 X       | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4077153.98        | Agency Mortgage-Backed Securities  |
| GNII SF DL5881 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1713318.00        | $1206198.41        | Agency Mortgage-Backed Securities  |
| GNII SF DL5078 C       | 2055-10-20      | 5.5000%  | 0.0000% | $149199.00         | $152760.66         | Agency Mortgage-Backed Securities  |
| GNII SF DK4903 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1301084.00        | $698210.22         | Agency Mortgage-Backed Securities  |
| GNII SF DK6443 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1055410.00        | $269573.20         | Agency Mortgage-Backed Securities  |
| GNII SF DM3157 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1018880.00        | $969678.99         | Agency Mortgage-Backed Securities  |
| GNII SF DM4575 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1141188.00        | $1188879.17        | Agency Mortgage-Backed Securities  |
| GNII SF CY1079 C       | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1185745.72        | Agency Mortgage-Backed Securities  |
| GNPL PN CV7749         | 2060-08-15      | 5.6800%  | 0.0000% | $1260000.00        | $1304634.33        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY1887   | 2055-04-01      | 7.0000%  | 0.0000% | $1359200.00        | $1086323.32        | Agency Mortgage-Backed Securities  |
| GNPL PN CY8217         | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $50440.16          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ5043   | 2055-09-01      | 7.0000%  | 0.0000% | $2673548.00        | $2849182.03        | Agency Mortgage-Backed Securities  |
| GNII SF DK3076 C       | 2055-07-20      | 6.5000%  | 0.0000% | $6236488.00        | $4952710.15        | Agency Mortgage-Backed Securities  |
| GNII ET DM1664 C       | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $161348.61         | Agency Mortgage-Backed Securities  |
| GNII SF DL1847 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2857500.00        | $1978623.71        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ3406   | 2055-09-01      | 7.0000%  | 0.0000% | $1384452.00        | $1207053.57        | Agency Mortgage-Backed Securities  |
| GNII SF DK8324 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1471348.00        | $1557609.43        | Agency Mortgage-Backed Securities  |
| GNII SF DM4376 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1723350.00        | $1803221.03        | Agency Mortgage-Backed Securities  |
| GNII ET DM3067 C       | 2065-09-20      | 4.0000%  | 0.0000% | $865422.00         | $608288.45         | Agency Mortgage-Backed Securities  |
| GNCL CL CX6396         | 2066-01-15      | 5.7400%  | 0.0000% | $2439996.00        | $2563917.16        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ2411   | 2055-09-01      | 7.0000%  | 0.0000% | $5915688.00        | $3780714.27        | Agency Mortgage-Backed Securities  |
| GNII SF DM6246 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1178170.00        | $1164760.39        | Agency Mortgage-Backed Securities  |
| GNPL PN CP1102         | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $36160.83          | Agency Mortgage-Backed Securities  |
| GNII SF BI3168 C       | 2048-07-20      | 5.0000%  | 0.0000% | $615000.00         | $26394.21          | Agency Mortgage-Backed Securities  |
| GNII SF BC7516 C       | 2047-10-20      | 3.5000%  | 0.0000% | $5813370.00        | $705069.68         | Agency Mortgage-Backed Securities  |
| GNMI SF BO9503 X       | 2049-10-15      | 2.5000%  | 0.0000% | $853452.00         | $598706.47         | Agency Mortgage-Backed Securities  |
| GNMI SF BJ2882 X       | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $40053.10          | Agency Mortgage-Backed Securities  |
| GNII RG CO9991 C       | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1485755.64        | Agency Mortgage-Backed Securities  |
| GNII SF BY6409 C       | 2050-10-20      | 2.5000%  | 0.0000% | $308890.00         | $184644.01         | Agency Mortgage-Backed Securities  |
| GNPL PN BK3082         | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61122.65          | Agency Mortgage-Backed Securities  |
| GNII SP 784110 C       | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $94534.07          | Agency Mortgage-Backed Securities  |
| GNII SF BW6307 C       | 2050-08-20      | 2.5000%  | 0.0000% | $1140980.00        | $613578.68         | Agency Mortgage-Backed Securities  |
| GNAR AF 082373 M       | 2039-08-20      | 5.3750%  | 0.0000% | $45000000.00       | $683665.44         | Agency Mortgage-Backed Securities  |
| GNII SF BY2936 C       | 2034-05-20      | 5.0000%  | 0.0000% | $1985746.00        | $582458.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA8615 M       | 2038-02-20      | 4.5000%  | 0.0000% | $480243.00         | $266386.81         | Agency Mortgage-Backed Securities  |
| GNII SF BZ4350 C       | 2051-03-20      | 2.5000%  | 0.0000% | $6238288.00        | $4037255.46        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL4699   | 2054-02-01      | 4.5000%  | 0.0000% | $9847024.00        | $9361332.98        | Agency Mortgage-Backed Securities  |
| GNII SF DF2412 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $619214.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA7863 M       | 2033-01-20      | 7.5000%  | 0.0000% | $93245.00          | $35372.02          | Agency Mortgage-Backed Securities  |
| GNII ET DA2481 C       | 2064-01-20      | 7.5000%  | 0.0000% | $528233.00         | $393788.57         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3430 C       | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $663194.58         | Agency Mortgage-Backed Securities  |
| GNII RG CW5913 C       | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $571334.46         | Agency Mortgage-Backed Securities  |
| GNII SF DD6930 C       | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $831163.42         | Agency Mortgage-Backed Securities  |
| GNAR AT MA0111 M       | 2042-05-20      | 5.6250%  | 0.0000% | $830000.00         | $16612.35          | Agency Mortgage-Backed Securities  |
| GNII SF MB0208 M       | 2055-02-20      | 7.0000%  | 0.0000% | $54289344.00       | $21999753.65       | Agency Mortgage-Backed Securities  |
| GNII SF MA1446 M       | 2043-10-20      | 2.5000%  | 0.0000% | $1003976.00        | $154750.14         | Agency Mortgage-Backed Securities  |
| GNII SF AA6160 C       | 2043-03-20      | 3.5000%  | 0.0000% | $13380000.00       | $1306673.45        | Agency Mortgage-Backed Securities  |
| GNII SF MB0398 M       | 2040-06-20      | 4.5000%  | 0.0000% | $197841.00         | $178056.02         | Agency Mortgage-Backed Securities  |
| GNMI SF 767215 X       | 2041-08-15      | 4.0000%  | 0.0000% | $775000.00         | $20555.28          | Agency Mortgage-Backed Securities  |
| GNII ET DG6444 C       | 2065-09-20      | 6.5000%  | 0.0000% | $505681.00         | $528055.89         | Agency Mortgage-Backed Securities  |
| GNII SF DG0944 C       | 2054-10-20      | 5.5000%  | 0.0000% | $2612456.00        | $2112871.72        | Agency Mortgage-Backed Securities  |
| GNII SF DG9298 C       | 2055-01-20      | 7.0000%  | 0.0000% | $5134936.00        | $2773533.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888477   | 2037-07-01      | 5.5000%  | 0.0000% | $380410000.00      | $2614173.61        | Agency Mortgage-Backed Securities  |
| GNII JM MB0078 M       | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $730100.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2332   | 2056-04-01      | 5.0000%  | 0.0000% | $191100160.00      | $187170211.87      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0287   | 2054-12-01      | 6.0000%  | 0.0000% | $164635392.00      | $104925444.56      | Agency Mortgage-Backed Securities  |
| GNII SF MA8423 M       | 2052-06-20      | 2.5000%  | 0.0000% | $600000.00         | $348125.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA7592 M       | 2051-09-20      | 4.0000%  | 0.0000% | $34896.00          | $17518.25          | Agency Mortgage-Backed Securities  |
| GNII SF MA8241 M       | 2037-09-20      | 3.0000%  | 0.0000% | $1194470.00        | $722391.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA8489 M       | 2052-12-20      | 4.5000%  | 0.0000% | $795000.00         | $588386.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA8914 M       | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $121245.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $29934000.00       | $20868554.65       | Agency Mortgage-Backed Securities  |
| GNII SF MA7742 M       | 2035-07-20      | 4.5000%  | 0.0000% | $56409.00          | $16811.41          | Agency Mortgage-Backed Securities  |
| GNII JM MA8194 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $942045.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2460   | 2056-05-01      | 5.0000%  | 0.0000% | $98140032.00       | $97031145.18       | Agency Mortgage-Backed Securities  |
| GNII SF MA6408 M       | 2049-12-20      | 2.5000%  | 0.0000% | $2100000.00        | $392588.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA9514 M       | 2031-06-20      | 7.0000%  | 0.0000% | $90881.00          | $52746.78          | Agency Mortgage-Backed Securities  |
| GNII JM MA7083 M       | 2050-11-20      | 1.5000%  | 0.0000% | $730448.00         | $491396.72         | Agency Mortgage-Backed Securities  |
| GNII JM MA7084 M       | 2050-12-20      | 1.5000%  | 0.0000% | $777733.00         | $517762.63         | Agency Mortgage-Backed Securities  |
| GNII SF MA9106 M       | 2053-06-20      | 5.5000%  | 0.0000% | $54168448.00       | $36954994.01       | Agency Mortgage-Backed Securities  |
| GNII SF MA9491 M       | 2053-12-20      | 7.0000%  | 0.0000% | $14886560.00       | $4687292.96        | Agency Mortgage-Backed Securities  |
| GNII SF MA6708 M       | 2050-05-20      | 2.0000%  | 0.0000% | $350000.00         | $123618.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA8793 M       | 2045-02-20      | 1.5000%  | 0.0000% | $211698.00         | $42457.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA9899 M       | 2052-07-20      | 2.0000%  | 0.0000% | $189320.00         | $139311.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA7195 M       | 2051-02-20      | 3.5000%  | 0.0000% | $405863.00         | $145514.50         | Agency Mortgage-Backed Securities  |
| GNMI SF AV9700 X       | 2047-01-15      | 3.0000%  | 0.0000% | $602471.00         | $411024.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA3936 M       | 2046-09-20      | 3.0000%  | 0.0000% | $4873536.00        | $578735.70         | Agency Mortgage-Backed Securities  |
| GNII JM MA3097 M       | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $60107.41          | Agency Mortgage-Backed Securities  |
| GNII SF DS6476 C       | 2056-05-20      | 5.5000%  | 0.0000% | $5057800.00        | $5173374.66        | Agency Mortgage-Backed Securities  |
| GNII SF AS7206 C       | 2046-04-20      | 3.5000%  | 0.0000% | $400000.00         | $73604.36          | Agency Mortgage-Backed Securities  |
| GNII SF DL4803 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1608158.00        | $1057390.77        | Agency Mortgage-Backed Securities  |
| GNII SF DM2599 C       | 2055-09-20      | 6.5000%  | 0.0000% | $834850.00         | $821677.52         | Agency Mortgage-Backed Securities  |
| GNII SF DK9378 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $1985206.06        | Agency Mortgage-Backed Securities  |
| GNII SF DL5818 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2478184.00        | $2358064.70        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $63943200.00       | $136328815.98      | U.S. Treasuries (including strips) |
| GNII SF DL5968 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1350470.00        | $944180.42         | Agency Mortgage-Backed Securities  |
| GNII SF MB0997 M       | 2056-02-20      | 5.5000%  | 0.0000% | $3531264.00        | $3544666.23        | Agency Mortgage-Backed Securities  |
| GNII ET DM2986 C       | 2065-07-20      | 3.0000%  | 0.0000% | $168062.00         | $147185.04         | Agency Mortgage-Backed Securities  |
| GNII SF DO1081 C       | 2056-02-20      | 6.0000%  | 0.0000% | $376866.00         | $389771.43         | Agency Mortgage-Backed Securities  |
| GNII ET DO0245 C       | 2065-10-20      | 3.5000%  | 0.0000% | $408261.00         | $364822.52         | Agency Mortgage-Backed Securities  |
| GNII SF MB0257 M       | 2055-03-20      | 4.5000%  | 0.0000% | $63842240.00       | $59467138.30       | Agency Mortgage-Backed Securities  |
| GNII ET DO0014 C       | 2065-09-20      | 3.5000%  | 0.0000% | $521083.00         | $465216.87         | Agency Mortgage-Backed Securities  |
| GNII SF DI8770 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1548190.00        | $1621220.54        | Agency Mortgage-Backed Securities  |
| GNII SF DI0837 C       | 2055-04-20      | 6.5000%  | 0.0000% | $812796.00         | $674666.47         | Agency Mortgage-Backed Securities  |
| GNII SF DI1735 C       | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $1800620.13        | Agency Mortgage-Backed Securities  |
| GNMI SF 706024 X       | 2039-01-15      | 5.0000%  | 0.0000% | $1273428.00        | $7460.37           | Agency Mortgage-Backed Securities  |
| GNII SF DF6283 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $778940.57         | Agency Mortgage-Backed Securities  |
| GNII SF DF7247 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1208850.00        | $1017421.44        | Agency Mortgage-Backed Securities  |
| GNII SF DG9301 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $654064.98         | Agency Mortgage-Backed Securities  |
| GNMI SF AE3318 X       | 2046-07-15      | 2.5000%  | 0.0000% | $945058.00         | $583080.59         | Agency Mortgage-Backed Securities  |
| GNII SF DD6434 C       | 2054-07-20      | 7.0000%  | 0.0000% | $17248320.00       | $15519329.91       | Agency Mortgage-Backed Securities  |
| GNII SF DD4242 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1157097.12        | Agency Mortgage-Backed Securities  |
| GNII SF MA9966 M       | 2054-10-20      | 6.0000%  | 0.0000% | $124896256.00      | $69477609.77       | Agency Mortgage-Backed Securities  |
| GNMI SF CL6189 X       | 2052-03-15      | 4.0000%  | 0.0000% | $634827.00         | $370510.79         | Agency Mortgage-Backed Securities  |
| GNII SF AM3628 C       | 2045-05-20      | 3.0000%  | 0.0000% | $4960000.00        | $427740.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA9995 M       | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $60805.67          | Agency Mortgage-Backed Securities  |
| GNII SF CH8580 C       | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $983142.38         | Agency Mortgage-Backed Securities  |
| GNCL CL DF6557         | 2067-03-15      | 5.8600%  | 0.0000% | $22888672.00       | $23923303.56       | Agency Mortgage-Backed Securities  |
| GNII ET DM2755 C       | 2065-07-20      | 4.0000%  | 0.0000% | $361663.00         | $333843.72         | Agency Mortgage-Backed Securities  |
| GNII SF DM3342 C       | 2055-08-20      | 6.5000%  | 0.0000% | $5901712.00        | $5026649.34        | Agency Mortgage-Backed Securities  |
| GNII SF DM3840 C       | 2055-08-20      | 6.5000%  | 0.0000% | $745062.00         | $777771.86         | Agency Mortgage-Backed Securities  |
| GNII SF DL7674 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3517096.00        | $3658010.53        | Agency Mortgage-Backed Securities  |
| GNII ET DL8502 C       | 2065-03-20      | 3.0000%  | 0.0000% | $367231.00         | $322507.34         | Agency Mortgage-Backed Securities  |
| GNII ET DL8803 C       | 2065-07-20      | 3.5000%  | 0.0000% | $231013.00         | $205029.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M       | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2105711.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA9392 M       | 2039-01-20      | 7.0000%  | 0.0000% | $53054.00          | $43656.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M       | 2050-12-20      | 2.0000%  | 0.0000% | $13877344.00       | $6384552.30        | Agency Mortgage-Backed Securities  |
| GNII ET DH2659 C       | 2065-01-20      | 2.0000%  | 0.0000% | $346185.00         | $262594.40         | Agency Mortgage-Backed Securities  |
| GNII SF DD6905 C       | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1410714.76        | Agency Mortgage-Backed Securities  |
| GNII RG CI8163 C       | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $545713.17         | Agency Mortgage-Backed Securities  |
| GNII SF DG2247 C       | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $13630463.66       | Agency Mortgage-Backed Securities  |
| GNPL PN DG8448         | 2060-01-15      | 5.3600%  | 0.0000% | $140767.00         | $142329.78         | Agency Mortgage-Backed Securities  |
| GNII SF DD6095 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $625469.86         | Agency Mortgage-Backed Securities  |
| GNPL PN DG8458         | 2060-05-15      | 5.5200%  | 0.0000% | $522000.00         | $531870.70         | Agency Mortgage-Backed Securities  |
| GNII SF DD7539 C       | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $26481379.34       | Agency Mortgage-Backed Securities  |
| GNII SF MA8294 M       | 2029-09-20      | 8.5000%  | 0.0000% | $26726.00          | $13941.85          | Agency Mortgage-Backed Securities  |
| GNII SF MA8402 M       | 2032-07-20      | 7.0000%  | 0.0000% | $51069.00          | $11413.19          | Agency Mortgage-Backed Securities  |
| GNII SF BD0560 C       | 2048-09-20      | 4.5000%  | 0.0000% | $117000.00         | $21685.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA8766 M       | 2032-12-20      | 3.0000%  | 0.0000% | $205836.00         | $153741.48         | Agency Mortgage-Backed Securities  |
| GNII RG CN6848 C       | 2050-11-20      | 3.0000%  | 0.0000% | $1044122.00        | $666595.24         | Agency Mortgage-Backed Securities  |
| GNII JM MA8560 M       | 2053-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $336482.59         | Agency Mortgage-Backed Securities  |
| GNII SF BT6867 C       | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $767796.16         | Agency Mortgage-Backed Securities  |
| GNII ET CP6434 C       | 2062-09-20      | 5.5000%  | 0.0000% | $600000.00         | $237751.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA8649 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $720481.33         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7235         | 2060-03-15      | 5.8200%  | 0.0000% | $97752.00          | $101704.32         | Agency Mortgage-Backed Securities  |
| GNII SF DF1235 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1279478.96        | Agency Mortgage-Backed Securities  |
| GNII ET DC9727 C       | 2063-12-20      | 7.5000%  | 0.0000% | $275446.00         | $282132.98         | Agency Mortgage-Backed Securities  |
| GNPL PN CF5134         | 2063-05-15      | 2.7500%  | 0.0000% | $50000.00          | $42276.30          | Agency Mortgage-Backed Securities  |
| GNII SF DO8488 C       | 2055-12-20      | 5.5000%  | 0.0000% | $5606240.00        | $5462055.04        | Agency Mortgage-Backed Securities  |
| GNII ET DO2119 C       | 2062-04-20      | 3.5000%  | 0.0000% | $169592.00         | $150232.05         | Agency Mortgage-Backed Securities  |
| GNPL PN DO8312         | 2060-12-15      | 5.4000%  | 0.0000% | $233630.00         | $239741.53         | Agency Mortgage-Backed Securities  |
| GNII SF MB0998 M       | 2056-03-20      | 6.0000%  | 0.0000% | $113321344.00      | $115411021.21      | Agency Mortgage-Backed Securities  |
| GNII ET DI6474 C       | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $7419135.83        | Agency Mortgage-Backed Securities  |
| GNII SF DI8401 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1325198.79        | Agency Mortgage-Backed Securities  |
| GNII ET DR2488 C       | 2066-04-20      | 5.0000%  | 0.0000% | $863102.00         | $858551.38         | Agency Mortgage-Backed Securities  |
| GNII SF DO2347 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1265572.00        | $1326444.86        | Agency Mortgage-Backed Securities  |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $125000000.00      | $110690465.71      | Agency Mortgage-Backed Securities  |
| GNII SF DI3258 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1103231.65        | Agency Mortgage-Backed Securities  |
| GNII ET DQ4006 C       | 2066-01-20      | 5.5000%  | 0.0000% | $575260.00         | $579851.26         | Agency Mortgage-Backed Securities  |
| GNII SF MB0869 M       | 2055-12-20      | 4.0000%  | 0.0000% | $92502880.00       | $85564036.30       | Agency Mortgage-Backed Securities  |
| GNII SF DQ0730 C       | 2056-05-20      | 6.0000%  | 0.0000% | $1951444.00        | $2021656.31        | Agency Mortgage-Backed Securities  |
| GNII SP 784825 C       | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $83653.61          | Agency Mortgage-Backed Securities  |
| GNII SF DC7930 C       | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $828587.42         | Agency Mortgage-Backed Securities  |
| GNII ET DD1389 C       | 2063-12-20      | 7.5000%  | 0.0000% | $1123838.00        | $789351.70         | Agency Mortgage-Backed Securities  |
| GNII SF DE2929 C       | 2054-11-20      | 6.5000%  | 0.0000% | $208129.00         | $215127.56         | Agency Mortgage-Backed Securities  |
| GNII SF CG8222 C       | 2052-03-20      | 2.0000%  | 0.0000% | $2019012.00        | $892353.69         | Agency Mortgage-Backed Securities  |
| GNII SF DE9639 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2083772.27        | Agency Mortgage-Backed Securities  |
| GNPL LM CE7007         | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $73067.21          | Agency Mortgage-Backed Securities  |
| GNMI SF BE0143 X       | 2048-01-15      | 4.0000%  | 0.0000% | $111000.00         | $47510.60          | Agency Mortgage-Backed Securities  |
| GNII SF MA4382 M       | 2047-04-20      | 3.5000%  | 0.0000% | $25980920.00       | $2819065.29        | Agency Mortgage-Backed Securities  |
| GNII ET DR6330 C       | 2066-04-20      | 6.0000%  | 0.0000% | $648075.00         | $666414.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA9490 M       | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $127936.31         | Agency Mortgage-Backed Securities  |
| GNMI SF 711731 X       | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $445273.25         | Agency Mortgage-Backed Securities  |
| GNII ET DO0114 C       | 2065-10-20      | 3.0000%  | 0.0000% | $193812.00         | $170701.05         | Agency Mortgage-Backed Securities  |
| GNII ET DI6471 C       | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $592633.65         | Agency Mortgage-Backed Securities  |
| GNII SF DO1018 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1781550.00        | $1871718.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA5018 M       | 2048-02-20      | 3.0000%  | 0.0000% | $130000.00         | $16921.88          | Agency Mortgage-Backed Securities  |
| GNII JM MA4185 M       | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $24036.05          | Agency Mortgage-Backed Securities  |
| GNII SF MA1839 M       | 2044-04-20      | 4.0000%  | 0.0000% | $1125000.00        | $63483.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA4320 M       | 2047-01-20      | 3.0000%  | 0.0000% | $990000.00         | $135400.80         | Agency Mortgage-Backed Securities  |
| GNII SF CD0467 C       | 2051-09-20      | 3.0000%  | 0.0000% | $1100066.00        | $886050.33         | Agency Mortgage-Backed Securities  |
| GNII SP 787355 C       | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $74406.24          | Agency Mortgage-Backed Securities  |
| GNII SP 785788 C       | 2051-12-20      | 2.5000%  | 0.0000% | $604800.00         | $352586.76         | Agency Mortgage-Backed Securities  |
| GNII SP 785615 C       | 2051-08-20      | 2.5000%  | 0.0000% | $175000.00         | $90347.52          | Agency Mortgage-Backed Securities  |
| GNII SP 787236 C       | 2054-01-20      | 6.5000%  | 0.0000% | $18545000.00       | $9297915.27        | Agency Mortgage-Backed Securities  |
| GNII SF BX4935 C       | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $699729.69         | Agency Mortgage-Backed Securities  |
| GNII SP 787154 C       | 2053-11-20      | 6.5000%  | 0.0000% | $3295460.00        | $1807198.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5337   | 2039-03-01      | 3.5000%  | 0.0000% | $131764.00         | $53800.01          | Agency Mortgage-Backed Securities  |
| GNII SF BZ4615 C       | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $705813.50         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4717   | 2037-07-01      | 1.5000%  | 0.0000% | $1832870.00        | $1074346.36        | Agency Mortgage-Backed Securities  |
| GNPL LM CA7651         | 2058-12-15      | 3.1700%  | 0.0000% | $85987.00          | $74742.04          | Agency Mortgage-Backed Securities  |
| GNII ET DL1862 C       | 2065-06-20      | 4.0000%  | 0.0000% | $714470.00         | $664644.44         | Agency Mortgage-Backed Securities  |
| GNII SF CY8670 C       | 2053-12-20      | 7.0000%  | 0.0000% | $3279504.00        | $303795.35         | Agency Mortgage-Backed Securities  |
| GNII ET DN4196 C       | 2065-10-20      | 3.0000%  | 0.0000% | $300990.00         | $264791.21         | Agency Mortgage-Backed Securities  |
| GNII SF CI6311 C       | 2052-01-20      | 3.0000%  | 0.0000% | $5104768.00        | $2544269.40        | Agency Mortgage-Backed Securities  |
| GNII AP 787362 M       | 2051-05-20      | 2.5000%  | 0.0000% | $60000.00          | $43381.40          | Agency Mortgage-Backed Securities  |
| GNPL PN CJ1374         | 2065-03-15      | 5.3900%  | 0.0000% | $1484828.00        | $1514167.08        | Agency Mortgage-Backed Securities  |
| GNII SF BY6448 C       | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $569539.22         | Agency Mortgage-Backed Securities  |
| GNMI SF 752200 X       | 2046-04-15      | 3.0000%  | 0.0000% | $425000.00         | $192961.68         | Agency Mortgage-Backed Securities  |
| GNPL PN CC9269         | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $47889.21          | Agency Mortgage-Backed Securities  |
| GNII SF CA0502 C       | 2050-12-20      | 2.0000%  | 0.0000% | $1000000.00        | $539329.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $2220000.00        | $1874215.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA9423 M       | 2054-01-20      | 5.5000%  | 0.0000% | $101211648.00      | $71830750.33       | Agency Mortgage-Backed Securities  |
| GNII SP 787544 M       | 2053-09-20      | 3.5000%  | 0.0000% | $5225000.00        | $3933523.96        | Agency Mortgage-Backed Securities  |
| GNII RG CM2413 C       | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $869381.56         | Agency Mortgage-Backed Securities  |
| GNPL PN BV3342         | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $44287.37          | Agency Mortgage-Backed Securities  |
| GNII SP 786723 C       | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $5192116.02        | Agency Mortgage-Backed Securities  |
| GNMI SF 758921 X       | 2038-06-15      | 3.0000%  | 0.0000% | $70345.00          | $19413.00          | Agency Mortgage-Backed Securities  |
| GNAR AF MA9977 M       | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $709536.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA0939 M       | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $91376.17          | Agency Mortgage-Backed Securities  |
| GNII ET DN8689 C       | 2065-10-20      | 6.5000%  | 0.0000% | $304416.00         | $318221.84         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA9404   | 2056-04-01      | 4.5000%  | 0.0000% | $6844432.00        | $6577588.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA9985   | 2056-03-01      | 6.0000%  | 0.0000% | $3937628.00        | $3823278.10        | Agency Mortgage-Backed Securities  |
| GNII SF 004245 M       | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1229792.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7923   | 2056-03-01      | 5.0000%  | 0.0000% | $4115336.00        | $4065093.82        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB1339   | 2056-04-01      | 4.5000%  | 0.0000% | $2843272.00        | $2735752.20        | Agency Mortgage-Backed Securities  |
| GNII ET DP1586 C       | 2066-02-20      | 3.5000%  | 0.0000% | $333443.00         | $298465.06         | Agency Mortgage-Backed Securities  |
| GNMI SF AZ5517 X       | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $193523.17         | Agency Mortgage-Backed Securities  |
| GNII SF DM4315 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1297468.00        | $1354988.55        | Agency Mortgage-Backed Securities  |
| GNII SF DL5793 C       | 2046-02-20      | 6.5000%  | 0.0000% | $755445.00         | $637257.59         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB1174   | 2056-04-01      | 6.0000%  | 0.0000% | $2510250.00        | $2578880.55        | Agency Mortgage-Backed Securities  |
| GNMI SF AZ1638 X       | 2047-02-15      | 4.0000%  | 0.0000% | $466831.00         | $52304.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6484   | 2056-05-01      | 5.0000%  | 0.0000% | $1369974.00        | $1358845.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBD5409   | 2031-10-01      | 2.0000%  | 0.0000% | $30022.00          | $5137.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2785   | 2055-04-01      | 6.0000%  | 0.0000% | $81190272.00       | $75003062.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995113   | 2036-09-01      | 5.5000%  | 0.0000% | $114450000.00      | $1551614.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5783   | 2056-05-01      | 4.5000%  | 0.0000% | $70347776.00       | $67703051.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2512   | 2056-01-01      | 5.0000%  | 0.0000% | $23876640.00       | $22955080.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC8545   | 2054-12-01      | 5.0000%  | 0.0000% | $1393520.00        | $1143730.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4072   | 2054-07-01      | 5.5000%  | 0.0000% | $11130384.00       | $10799168.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4086   | 2055-08-01      | 6.0000%  | 0.0000% | $35070600.00       | $29957635.33       | Agency Mortgage-Backed Securities  |
| GNII SF AA6148 C       | 2043-03-20      | 3.0000%  | 0.0000% | $3185000.00        | $385279.61         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ6860         | 2060-12-15      | 5.6300%  | 0.0000% | $774000.00         | $805087.31         | Agency Mortgage-Backed Securities  |
| GNII SF MB0814 M       | 2055-10-20      | 5.5000%  | 0.0000% | $100637184.00      | $100097821.27      | Agency Mortgage-Backed Securities  |
| GNII FS MA2999 M       | 2045-05-20      | 3.5000%  | 0.0000% | $114850.00         | $35233.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA3599 M       | 2046-04-20      | 4.5000%  | 0.0000% | $115000.00         | $8020.84           | Agency Mortgage-Backed Securities  |
| GNII SF MA3937 M       | 2046-09-20      | 3.5000%  | 0.0000% | $387500.00         | $43124.46          | Agency Mortgage-Backed Securities  |
| GNMI SF AC8420 X       | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $10205.23          | Agency Mortgage-Backed Securities  |
| GNII SF AC0185 C       | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $417144.13         | Agency Mortgage-Backed Securities  |
| GNII SF MA4003 M       | 2046-10-20      | 3.0000%  | 0.0000% | $40488768.00       | $4926646.98        | Agency Mortgage-Backed Securities  |
| GNMI SF BA5780 X       | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $103825.59         | Agency Mortgage-Backed Securities  |
| GNMI SF BA2375 X       | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10382.49          | Agency Mortgage-Backed Securities  |
| GNII SF AO3450 C       | 2047-06-20      | 3.5000%  | 0.0000% | $5687410.00        | $1201732.67        | Agency Mortgage-Backed Securities  |
| GNII SF DH6882 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1076304.00        | $1114234.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5217   | 2056-05-01      | 6.0000%  | 0.0000% | $36530752.00       | $37271094.43       | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $460000.00         | $234448.85         | Agency Mortgage-Backed Securities  |
| GNII SF DG4536 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1389580.00        | $1448364.65        | Agency Mortgage-Backed Securities  |
| GNII ET DF5637 C       | 2063-11-20      | 7.5000%  | 0.0000% | $433316.00         | $446770.57         | Agency Mortgage-Backed Securities  |
| GNII SF DF9108 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1460421.55        | Agency Mortgage-Backed Securities  |
| GNII SF DK1425 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2223428.00        | $1733354.37        | Agency Mortgage-Backed Securities  |
| GNII ET DH3735 C       | 2065-03-20      | 7.0000%  | 0.0000% | $18272620.00       | $7789776.22        | Agency Mortgage-Backed Securities  |
| GNPL PN DH1759         | 2060-03-15      | 5.6000%  | 0.0000% | $332201.00         | $340112.84         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0083   | 2056-01-01      | 4.5000%  | 0.0000% | $1063000.00        | $1007830.60        | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0386         | 2061-01-15      | 5.0000%  | 0.0000% | $761206.00         | $764627.52         | Agency Mortgage-Backed Securities  |
| GNII SF DH4858 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1517142.00        | $1419866.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4001   | 2055-04-01      | 5.5000%  | 0.0000% | $6930000.00        | $6477786.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4503   | 2056-03-01      | 6.0000%  | 0.0000% | $12715472.00       | $13045342.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4713   | 2056-05-01      | 6.0000%  | 0.0000% | $1339278.00        | $1388459.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4641   | 2055-01-01      | 5.5000%  | 0.0000% | $50896512.00       | $49977698.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX5266   | 2055-02-01      | 5.0000%  | 0.0000% | $4460120.00        | $3341652.61        | Agency Mortgage-Backed Securities  |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $313459200.00      | $174573137.42      | Agency Mortgage-Backed Securities  |
| GNII SF MA8777 M       | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $26644.85          | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $48622848.00       | $23769110.71       | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $106579456.00      | $71720612.61       | Agency Mortgage-Backed Securities  |
| GNII SF MA8616 M       | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $87199.32          | Agency Mortgage-Backed Securities  |
| GNII SF MA8695 M       | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $76351.94          | Agency Mortgage-Backed Securities  |
| GNII SF MA9010 M       | 2053-07-20      | 2.0000%  | 0.0000% | $219500.00         | $119322.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5076   | 2056-03-01      | 5.0000%  | 0.0000% | $17863520.00       | $17579352.54       | Agency Mortgage-Backed Securities  |
| GNMI SF AA0268 X       | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $54147.35          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS8870   | 2053-09-01      | 5.0000%  | 0.0000% | $115219000.00      | $93736757.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $11894240.00       | $7366986.17        | Agency Mortgage-Backed Securities  |
| GNII SF MA8182 M       | 2037-11-20      | 7.0000%  | 0.0000% | $90303.00          | $33065.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA8613 M       | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $42159.37          | Agency Mortgage-Backed Securities  |
| GNII SF MA8724 M       | 2053-03-20      | 4.5000%  | 0.0000% | $8371152.00        | $6217712.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435   | 2053-06-01      | 5.0000%  | 0.0000% | $1964000.00        | $1600043.72        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8013   | 2049-09-01      | 4.5000%  | 0.0000% | $400000.00         | $44521.83          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5805   | 2050-06-01      | 4.0000%  | 0.0000% | $15730560.00       | $12286836.51       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0117   | 2034-11-01      | 2.5000%  | 0.0000% | $162000.00         | $41070.20          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2262   | 2047-02-01      | 3.0000%  | 0.0000% | $10494640.00       | $6772504.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1891   | 2055-10-01      | 5.0000%  | 0.0000% | $2194708.00        | $2159363.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8437   | 2053-04-01      | 4.5000%  | 0.0000% | $110266.00         | $92217.39          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5806   | 2056-05-01      | 4.5000%  | 0.0000% | $36986432.00       | $35595927.09       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3818   | 2050-08-01      | 2.5000%  | 0.0000% | $550000.00         | $237312.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8541   | 2047-05-01      | 4.5000%  | 0.0000% | $54169.00          | $6263.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8715   | 2054-06-01      | 6.0000%  | 0.0000% | $3780000.00        | $2500016.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7502   | 2053-11-01      | 6.0000%  | 0.0000% | $7340000.00        | $5349511.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5789   | 2056-05-01      | 4.5000%  | 0.0000% | $61532800.00       | $59483450.10       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFA5669   | 2042-01-01      | 1.5000%  | 0.0000% | $51106048.00       | $42969897.03       | Agency Mortgage-Backed Securities  |
| GNII RG CN9847 C       | 2045-03-20      | 2.5000%  | 0.0000% | $1365548.00        | $862877.23         | Agency Mortgage-Backed Securities  |
| GNII SF MA9751 M       | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $329050.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5946   | 2056-01-01      | 6.0000%  | 0.0000% | $12134320.00       | $11659967.29       | Agency Mortgage-Backed Securities  |
| GNII SF BE6832 C       | 2048-03-20      | 3.5000%  | 0.0000% | $1722442.00        | $331995.87         | Agency Mortgage-Backed Securities  |
| GNII SF DJ3205 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1396918.00        | $1407180.58        | Agency Mortgage-Backed Securities  |
| GNII SF DH4640 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1043730.00        | $555787.89         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ5992         | 2060-11-15      | 5.2700%  | 0.0000% | $660725.00         | $668288.64         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9323 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $911207.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0129   | 2056-05-01      | 6.0000%  | 0.0000% | $124475136.00      | $127604897.37      | Agency Mortgage-Backed Securities  |
| GNII SF DJ8018 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1747656.00        | $1241495.35        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2846 C       | 2055-07-20      | 6.5000%  | 0.0000% | $6830712.00        | $6243337.85        | Agency Mortgage-Backed Securities  |
| GNMI SF AB2869 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1170000.00        | $140470.34         | Agency Mortgage-Backed Securities  |
| GNII SF MA0786 M       | 2043-02-20      | 5.0000%  | 0.0000% | $2592564.00        | $125195.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6727   | 2056-04-01      | 5.0000%  | 0.0000% | $10320208.00       | $10204305.94       | Agency Mortgage-Backed Securities  |
| GNMI SF AB9108 X       | 2042-10-15      | 3.0000%  | 0.0000% | $4400000.00        | $431220.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA0623 M       | 2042-12-20      | 2.5000%  | 0.0000% | $5269072.00        | $631317.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA0624 M       | 2042-12-20      | 3.0000%  | 0.0000% | $514932.00         | $51883.05          | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $54065472.00       | $5175533.96        | Agency Mortgage-Backed Securities  |
| GNAR AF MA0637 M       | 2042-12-20      | 5.1250%  | 0.0000% | $3058524.00        | $96993.97          | Agency Mortgage-Backed Securities  |
| GNMI SF AA6411 X       | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5381.86           | Agency Mortgage-Backed Securities  |
| GNII RG CN9958 C       | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $78261.78          | Agency Mortgage-Backed Securities  |
| GNII RG CP0135 C       | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $153721.22         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ5540   | 2055-10-01      | 7.0000%  | 0.0000% | $1634606.00        | $1066356.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2520   | 2055-09-01      | 6.5000%  | 0.0000% | $1444338.00        | $1515249.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5008   | 2056-03-01      | 4.5000%  | 0.0000% | $123613696.00      | $118874644.41      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5795   | 2056-05-01      | 4.5000%  | 0.0000% | $85033088.00       | $81915179.76       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5799   | 2056-05-01      | 4.5000%  | 0.0000% | $95761280.00       | $92161134.68       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA5756   | 2053-09-01      | 4.5000%  | 0.0000% | $15940480.00       | $15640671.45       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8205   | 2053-04-01      | 4.5000%  | 0.0000% | $108626.00         | $90248.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6764   | 2056-04-01      | 5.0000%  | 0.0000% | $3929852.00        | $3888634.30        | Agency Mortgage-Backed Securities  |
| GNMI SF 757390 X       | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $725876.60         | Agency Mortgage-Backed Securities  |
| GNII SF CQ8289 C       | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $695291.09         | Agency Mortgage-Backed Securities  |
| GNII RG CK9490 C       | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $964339.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA6027   | 2056-04-01      | 4.0000%  | 0.0000% | $5679730.00        | $5300777.29        | Agency Mortgage-Backed Securities  |
| GNII SF AD2190 C       | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $240275.61         | Agency Mortgage-Backed Securities  |
| GNII SF MA9424 M       | 2053-12-20      | 6.0000%  | 0.0000% | $13912000.00       | $6480614.28        | Agency Mortgage-Backed Securities  |
| GNMI SF CD3257 X       | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6084363.99        | Agency Mortgage-Backed Securities  |
| GNMI SF 708225 X       | 2039-02-15      | 5.0000%  | 0.0000% | $1000000.00        | $11017.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $313579520.00      | $227801569.36      | Agency Mortgage-Backed Securities  |
| GNII SF AJ4255 C       | 2044-10-20      | 3.5000%  | 0.0000% | $1399322.00        | $361045.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA0087 M       | 2042-05-20      | 3.0000%  | 0.0000% | $2042252.00        | $154865.95         | Agency Mortgage-Backed Securities  |
| GNII SF DO2405 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1201290.00        | $1239389.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $15710944.00       | $10698806.02       | Agency Mortgage-Backed Securities  |
| GNII SF MA9359 M       | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $817190.93         | Agency Mortgage-Backed Securities  |
| GNII SF DI1926 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2438120.00        | $1955733.95        | Agency Mortgage-Backed Securities  |
| GNII SF MB0993 M       | 2056-03-20      | 3.5000%  | 0.0000% | $128526.00         | $115630.68         | Agency Mortgage-Backed Securities  |
| GNII SF DI1654 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $1295123.91        | Agency Mortgage-Backed Securities  |
| GNII ET DO1592 C       | 2066-01-20      | 6.0000%  | 0.0000% | $701164.00         | $720113.39         | Agency Mortgage-Backed Securities  |
| GNII ET DO0457 C       | 2065-11-20      | 6.5000%  | 0.0000% | $6487160.00        | $5960209.44        | Agency Mortgage-Backed Securities  |
| GNII SF MA6286 M       | 2049-10-20      | 4.5000%  | 0.0000% | $167819008.00      | $20382517.86       | Agency Mortgage-Backed Securities  |
| GNII SF DO7582 C       | 2055-12-20      | 4.0000%  | 0.0000% | $1603520.00        | $1471930.60        | Agency Mortgage-Backed Securities  |
| GNII SF MA1450 M       | 2043-11-20      | 4.5000%  | 0.0000% | $99247.00          | $5429.64           | Agency Mortgage-Backed Securities  |
| GNII SF MA2891 M       | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $256692.60         | Agency Mortgage-Backed Securities  |
| GNII SF DR1201 C       | 2056-04-20      | 4.5000%  | 0.0000% | $2128000.00        | $2028251.02        | Agency Mortgage-Backed Securities  |
| GNII SF MA5264 M       | 2048-06-20      | 4.0000%  | 0.0000% | $300000.00         | $24987.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA2962 M       | 2045-07-20      | 4.0000%  | 0.0000% | $2500928.00        | $191547.56         | Agency Mortgage-Backed Securities  |
| GNII SF DI7929 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $644479.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA3939 M       | 2046-09-20      | 4.5000%  | 0.0000% | $13637140.00       | $1198985.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5085   | 2050-12-01      | 2.0000%  | 0.0000% | $2575000.00        | $1324702.49        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5825   | 2056-03-01      | 4.5000%  | 0.0000% | $8137376.00        | $7854218.95        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLTA4495   | 2056-01-01      | 7.0000%  | 0.0000% | $2151716.00        | $2283381.19        | Agency Mortgage-Backed Securities  |
| GNII SF DK5074 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $3697150.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA5595   | 2055-12-01      | 6.0000%  | 0.0000% | $492304.00         | $416656.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1494   | 2055-12-01      | 5.5000%  | 0.0000% | $11694608.00       | $11887404.41       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA4937   | 2056-01-01      | 5.5000%  | 0.0000% | $2833756.00        | $2863003.00        | Agency Mortgage-Backed Securities  |
| GNII SF DK6034 C       | 2055-08-20      | 6.5000%  | 0.0000% | $763715.00         | $797043.96         | Agency Mortgage-Backed Securities  |
| GNII SF DK5116 C       | 2055-06-20      | 6.5000%  | 0.0000% | $5313824.00        | $3992715.87        | Agency Mortgage-Backed Securities  |
| GNII ET DK8105 C       | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $604157.53         | Agency Mortgage-Backed Securities  |
| GNMI SF 651901 X       | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $12802.30          | Agency Mortgage-Backed Securities  |
| GNMI SF 666025 X       | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $11615.93          | Agency Mortgage-Backed Securities  |
| GNII SF DP0658 C       | 2055-12-20      | 4.5000%  | 0.0000% | $4450640.00        | $4276061.29        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ6460   | 2055-10-01      | 7.0000%  | 0.0000% | $3075472.00        | $3250710.78        | Agency Mortgage-Backed Securities  |
| GNII ET DN6763 C       | 2065-11-20      | 3.0000%  | 0.0000% | $180444.00         | $157839.04         | Agency Mortgage-Backed Securities  |
| GNII SF DN6153 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2733220.00        | $2705795.19        | Agency Mortgage-Backed Securities  |
| GNII ET DM3951 C       | 2065-08-20      | 3.5000%  | 0.0000% | $895317.00         | $794654.92         | Agency Mortgage-Backed Securities  |
| GNII SF DB7057 C       | 2054-04-20      | 6.5000%  | 0.0000% | $5412648.00        | $380075.86         | Agency Mortgage-Backed Securities  |
| GNII ET CZ6958 C       | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $631062.97         | Agency Mortgage-Backed Securities  |
| GNII SF DD7758 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $832195.83         | Agency Mortgage-Backed Securities  |
| GNII SF DE1089 C       | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $1903591.18        | Agency Mortgage-Backed Securities  |
| GNII ET DP7341 C       | 2065-02-20      | 3.5000%  | 0.0000% | $218722.00         | $195951.77         | Agency Mortgage-Backed Securities  |
| GNPL PN DF3005         | 2060-04-15      | 5.7000%  | 0.0000% | $804000.00         | $832617.80         | Agency Mortgage-Backed Securities  |
| GNII ET DQ0864 C       | 2066-01-20      | 3.5000%  | 0.0000% | $261760.00         | $234129.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1194   | 2056-04-01      | 5.5000%  | 0.0000% | $4074712.00        | $4126562.15        | Agency Mortgage-Backed Securities  |
| GNII SF 004636 M       | 2040-02-20      | 4.5000%  | 0.0000% | $6053944.00        | $214373.91         | Agency Mortgage-Backed Securities  |
| GNII SF 003120 M       | 2031-08-20      | 6.5000%  | 0.0000% | $146915072.00      | $166157.37         | Agency Mortgage-Backed Securities  |
| GNII ET DQ0557 C       | 2065-11-20      | 5.5000%  | 0.0000% | $469477.00         | $473416.17         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLTA8964   | 2056-03-01      | 4.0000%  | 0.0000% | $2182480.00        | $2038204.34        | Agency Mortgage-Backed Securities  |
| GNII SF DP8511 C       | 2056-01-20      | 6.5000%  | 0.0000% | $1343174.00        | $1412611.40        | Agency Mortgage-Backed Securities  |
| GNII SF DD4247 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1235119.61        | Agency Mortgage-Backed Securities  |
| GNII ET DE9127 C       | 2064-08-20      | 6.5000%  | 0.0000% | $6420240.00        | $1275477.59        | Agency Mortgage-Backed Securities  |
| GNII ET DP3022 C       | 2065-12-20      | 2.0000%  | 0.0000% | $4560056.00        | $3514399.98        | Agency Mortgage-Backed Securities  |
| GNPL PN DC4402         | 2059-07-15      | 5.8900%  | 0.0000% | $41981.00          | $43677.64          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL4468   | 2054-01-01      | 2.5000%  | 0.0000% | $99636224.00       | $83187553.41       | Agency Mortgage-Backed Securities  |
| GNII SF DG9947 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1079866.67        | Agency Mortgage-Backed Securities  |
| GNII SF DH4975 C       | 2055-07-20      | 6.5000%  | 0.0000% | $841909.00         | $878574.30         | Agency Mortgage-Backed Securities  |
| GNPL PN DP6826         | 2061-05-15      | 5.0500%  | 0.0000% | $18000000.00       | $18045266.00       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB1447   | 2056-05-01      | 4.5000%  | 0.0000% | $5811552.00        | $5588893.08        | Agency Mortgage-Backed Securities  |
| GNII SF DH7868 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1879270.00        | $568674.27         | Agency Mortgage-Backed Securities  |
| GNII SF DD7724 C       | 2054-09-20      | 6.0000%  | 0.0000% | $1220762.00        | $1230777.21        | Agency Mortgage-Backed Securities  |
| GNII SF DQ0872 C       | 2056-01-20      | 5.5000%  | 0.0000% | $2031924.00        | $2098821.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB2584   | 2056-04-01      | 6.0000%  | 0.0000% | $1624654.00        | $1673674.14        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB3955   | 2056-06-01      | 4.5000%  | 0.0000% | $3880952.00        | $3745619.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8977   | 2056-03-01      | 5.0000%  | 0.0000% | $2370600.00        | $2345486.96        | Agency Mortgage-Backed Securities  |
| GNII ET DP9900 C       | 2065-08-20      | 2.0000%  | 0.0000% | $167501.00         | $128810.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB5104   | 2056-05-01      | 5.0000%  | 0.0000% | $66162944.00       | $65307648.28       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB2170   | 2056-03-01      | 6.0000%  | 0.0000% | $1745861.00        | $1798580.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB3681   | 2056-05-01      | 5.5000%  | 0.0000% | $2280580.00        | $2305654.47        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA7226   | 2056-03-01      | 4.5000%  | 0.0000% | $1802846.00        | $1731515.29        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTB3951   | 2056-06-01      | 4.5000%  | 0.0000% | $5753864.00        | $5546765.17        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA6151   | 2056-02-01      | 4.5000%  | 0.0000% | $4075928.00        | $3907337.97        | Agency Mortgage-Backed Securities  |

### Security 686: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9ON7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I9ON7
- **C.18 - Value (incl. sponsor support):** $95480000.00
- **C.18.a - Value (excl. sponsor support):** $95480000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| CARDIOL THERAPEUTICS INC       COM CL A      | 2500-12-31      | N/A      | 0.0000% | $7589.00           | $9713.92           | Equities                           |
| PYXIS ONCOLOGY INC             COMMON STOCK  | 2500-12-31      | N/A      | 0.0000% | $20899.00          | $37200.22          | Equities                           |
| UNITED STATES TREASURY                       | 2047-02-15      | 0.8750%  | 0.0000% | $1815600.00        | $1772771.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                       | 2043-02-15      | 0.6250%  | 0.0000% | $1835800.00        | $1953353.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                       | 2054-02-15      | 2.1250%  | 0.0000% | $3641200.00        | $3473793.68        | U.S. Treasuries (including strips) |
| REKOR SYSTEMS INC              COM           | 2500-12-31      | N/A      | 0.0000% | $42831.00          | $32941.32          | Equities                           |
| UNITED STATES TREASURY                       | 2053-02-15      | 1.5000%  | 0.0000% | $309900.00         | $265163.27         | U.S. Treasuries (including strips) |
| ENGENE THERAPEUTICS INC        COM           | 2500-12-31      | N/A      | 0.0000% | $25853.00          | $46018.34          | Equities                           |
| QUINCE THERAPEUTICS INC        COM           | 2500-12-31      | N/A      | 0.0000% | $89983.00          | $105280.11         | Equities                           |
| X FINL                         SPONSORED ADS | 2500-12-31      | N/A      | 0.0000% | $15689.00          | $74208.97          | Equities                           |
| UNITED STATES TREASURY                       | 2056-02-15      | 2.3750%  | 0.0000% | $55361000.00       | $52767588.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                       | 2052-02-15      | 0.1250%  | 0.0000% | $12303800.00       | $7619982.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                       | 2042-02-15      | 0.7500%  | 0.0000% | $2900.00           | $3283.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                       | 2045-02-15      | 0.7500%  | 0.0000% | $28768100.00       | $29103505.95       | U.S. Treasuries (including strips) |
| GD CULTURE GROUP LTD           COM NEW       | 2500-12-31      | N/A      | 0.0000% | $703816.00         | $83120.67          | Equities                           |
| UNITED STATES TREASURY                       | 2029-04-15      | 2.1250%  | 0.0000% | $8000.00           | $8707.18           | U.S. Treasuries (including strips) |
| IBIO INC                       COM NEW       | 2500-12-31      | N/A      | 0.0000% | $6951.00           | $13415.43          | Equities                           |
| PEPGEN INC                     COM           | 2500-12-31      | N/A      | 0.0000% | $10005.00          | $15007.50          | Equities                           |
| ROADZEN INC                    ORD SHS       | 2500-12-31      | N/A      | 0.0000% | $32690.00          | $61130.30          | Equities                           |

### Security 687: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.620000%
- **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: ARP1I9OO5, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1I9OO5
- **C.18 - Value (incl. sponsor support):** $1417000000.00
- **C.18.a - Value (excl. sponsor support):** $1417000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1591215.00        | $1164430.98        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $8200.00           | $8326.51           | U.S. Treasuries (including strips) |
| FNMS 05.500 CLFS9832   | 2053-07-01      | 5.5000%  | 0.0000% | $58848592.00       | $46939715.28       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5129   | 2055-10-01      | 6.0000%  | 0.0000% | $32087849.00       | $30729254.12       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360   | 2053-05-01      | 6.0000%  | 0.0000% | $1013.00           | $464.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9336   | 2032-01-01      | 3.0000%  | 0.0000% | $312688.00         | $24971.19          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL794022   | 2034-09-01      | 5.5000%  | 0.0000% | $2814.00           | $16.39             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9738   | 2047-06-01      | 3.0000%  | 0.0000% | $2843880.00        | $744281.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT0966   | 2043-04-01      | 3.0000%  | 0.0000% | $879120.00         | $154872.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240640.00        | $248945.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5037   | 2054-06-01      | 6.0000%  | 0.0000% | $147091.00         | $80375.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151   | 2053-12-01      | 6.0000%  | 0.0000% | $120760.00         | $90067.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3001.00           | $3108.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $14041120.00       | $11030677.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNAS8537   | 2026-12-01      | 2.0000%  | 0.0000% | $1002.00           | $8.87              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5132   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $562.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185725.00         | $34335.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0440   | 2044-08-01      | 3.5000%  | 0.0000% | $2264312.00        | $701089.49         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945246.00         | $217105.38         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1042.00           | $746.37            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5448   | 2046-06-01      | 2.0000%  | 0.0000% | $1000.00           | $594.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $61769073.00       | $48807656.23       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $14948675.00       | $10319416.27       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041   | 2033-08-01      | 4.0000%  | 0.0000% | $1002.00           | $78.26             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4848   | 2054-09-01      | 5.0000%  | 0.0000% | $545395.00         | $532110.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5154   | 2055-02-01      | 5.5000%  | 0.0000% | $1049920.00        | $912704.75         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G   | 2047-10-01      | 3.5000%  | 0.0000% | $999623.00         | $64346.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2916.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $130000.00         | $25514.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328985.00         | $21311.02          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL725162   | 2034-02-01      | 6.0000%  | 0.0000% | $1942.00           | $9.28              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047   | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $82.73             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $287.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9434   | 2053-07-01      | 5.5000%  | 0.0000% | $4997072.00        | $3727812.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4328   | 2053-11-01      | 6.5000%  | 0.0000% | $3142430.00        | $1819818.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $887.08            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3073   | 2050-07-01      | 2.0000%  | 0.0000% | $1155.00           | $509.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0837   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $842.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.025 CLAU3968   | 2043-07-01      | 3.0250%  | 0.0000% | $211850.00         | $129496.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $1360.00           | $119.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8591   | 2032-01-01      | 2.0000%  | 0.0000% | $500000.00         | $80403.93          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $668.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1723.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $34215.51          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9068   | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $591.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8482   | 2046-12-01      | 3.0000%  | 0.0000% | $3000.00           | $553.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP7493   | 2042-09-01      | 3.5000%  | 0.0000% | $34530437.00       | $4045046.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4786   | 2045-04-01      | 3.0000%  | 0.0000% | $250000.00         | $58939.52          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1927.00           | $1484.04           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $18221750.54       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $6581852.00        | $4964687.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1597.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3566   | 2053-08-01      | 5.0000%  | 0.0000% | $884736.00         | $718843.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390   | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1496.33           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $859.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $761.85            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $713.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $82286.54          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $697.30            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $309.36            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4690   | 2051-08-01      | 2.5000%  | 0.0000% | $1600000.00        | $973250.66         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6507   | 2051-12-01      | 2.0000%  | 0.0000% | $5760870.00        | $3517575.82        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382   | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $659.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $340.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7270   | 2054-12-01      | 6.0000%  | 0.0000% | $1138312.00        | $920507.74         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $4400.00           | $4362.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $12629000.00       | $12235625.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $900.00            | $890.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $124600.00         | $122921.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $7269700.00        | $7257982.43        | U.S. Treasuries (including strips) |
| 02.000 FGPC T45026 G   | 2028-03-01      | 2.0000%  | 0.0000% | $1000.00           | $37.04             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $573100.00         | $585165.90         | U.S. Treasuries (including strips) |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $657.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $14565774.00       | $13157629.14       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $527.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $916.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8764   | 2053-03-01      | 5.0000%  | 0.0000% | $2310779.00        | $1807152.32        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7554   | 2052-06-01      | 4.0000%  | 0.0000% | $175000.00         | $112488.08         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7543   | 2052-06-01      | 4.0000%  | 0.0000% | $321984.00         | $233032.60         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8797   | 2053-04-01      | 5.5000%  | 0.0000% | $23743025.00       | $20833380.86       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $9018200.00        | $6201331.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1034.00           | $864.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1045.00           | $934.60            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107   | 2050-11-01      | 2.5000%  | 0.0000% | $28000.00          | $11535.81          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2791   | 2054-09-01      | 6.0000%  | 0.0000% | $39200000.00       | $34300514.49       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB1497   | 2056-04-01      | 5.0000%  | 0.0000% | $41731565.00       | $41137792.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2333   | 2056-04-01      | 5.0000%  | 0.0000% | $52646303.00       | $51888340.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2710   | 2056-05-01      | 5.0000%  | 0.0000% | $15111687.00       | $14885999.75       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4453   | 2053-08-01      | 5.0000%  | 0.0000% | $33349000.00       | $32296585.60       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126473.00         | $24819.74          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1415   | 2054-08-01      | 6.5000%  | 0.0000% | $1127225.00        | $830031.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $814.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1694456.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2640.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4985   | 2045-05-01      | 3.5000%  | 0.0000% | $56630176.00       | $10098756.22       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518   | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2526.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7625   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $888.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0136   | 2053-08-01      | 6.0000%  | 0.0000% | $50000.00          | $29256.64          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $15815359.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2992.80           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $411600.00         | $413571.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $204900.00         | $231926.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $256000.00         | $256780.64         | U.S. Treasuries (including strips) |
| FNMS 05.500 CLMB0292   | 2054-12-01      | 5.5000%  | 0.0000% | $60309.00          | $49825.44          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $147.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $1997.00           | $258.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ3096   | 2041-12-01      | 3.5000%  | 0.0000% | $71099099.00       | $3070308.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $90614.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR4238   | 2043-02-01      | 3.0000%  | 0.0000% | $4016064.00        | $995333.09         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-05-15      | 3.8750%  | 0.0000% | $212600.00         | $211926.31         | U.S. Treasuries (including strips) |
| FEPC 05.000 CLRJ5719   | 2056-01-01      | 5.0000%  | 0.0000% | $50075530.00       | $49024582.81       | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $13557925.00       | $6548353.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2371   | 2056-04-01      | 5.0000%  | 0.0000% | $47704770.00       | $46926494.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6426   | 2056-04-01      | 5.5000%  | 0.0000% | $31862.00          | $32054.79          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2797   | 2055-08-01      | 5.5000%  | 0.0000% | $41888000.00       | $38246734.35       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $5043.00           | $39.62             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7396   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $676.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU4479   | 2043-07-01      | 3.5000%  | 0.0000% | $2014570.00        | $239044.80         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789   | 2052-10-01      | 5.0000%  | 0.0000% | $914022.00         | $636880.68         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35342642.00       | $7678657.17        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0639   | 2051-06-01      | 3.0000%  | 0.0000% | $1772276.00        | $943209.66         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1768   | 2037-07-01      | 2.0000%  | 0.0000% | $25426269.00       | $22124800.60       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT5904   | 2043-06-01      | 3.5000%  | 0.0000% | $60131328.00       | $8634637.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8486   | 2053-01-01      | 6.0000%  | 0.0000% | $1187958.00        | $771011.62         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $1006.00           | $560.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4789   | 2045-04-01      | 3.0000%  | 0.0000% | $2000.00           | $254.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $856.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955   | 2052-09-01      | 5.0000%  | 0.0000% | $3041940.00        | $1823744.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $2065.00           | $1524.10           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $24000.00          | $19318.68          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD4961   | 2052-02-01      | 2.0000%  | 0.0000% | $44609.00          | $29689.86          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708   | 2053-12-01      | 5.5000%  | 0.0000% | $16000.00          | $11969.20          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2747   | 2042-02-01      | 4.0000%  | 0.0000% | $67713888.00       | $4533997.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8298   | 2053-02-01      | 4.5000%  | 0.0000% | $13541772.00       | $10611228.88       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $161000.00         | $116990.82         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | 0.0000% | $600.00            | $572.17            | U.S. Treasuries (including strips) |
| 04.000 FGPC D98882 G   | 2032-01-01      | 4.0000%  | 0.0000% | $1000.00           | $62.01             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6726   | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $94.22             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0785   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $584.53            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $629.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $37498.60          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416   | 2043-01-01      | 3.5000%  | 0.0000% | $1030.00           | $367.92            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0547   | 2042-12-01      | 4.0000%  | 0.0000% | $1704.00           | $214.30            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G67717 G   | 2048-11-01      | 4.0000%  | 0.0000% | $409722.00         | $82466.75          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5560   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $537.82            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $350000.00         | $141770.83         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $170000.00         | $124438.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $123.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $3168483.00        | $2387898.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7072   | 2045-05-01      | 4.5000%  | 0.0000% | $245925.00         | $39875.68          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7989   | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $770.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4599   | 2053-11-01      | 6.5000%  | 0.0000% | $73877.00          | $34234.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA3519   | 2053-10-01      | 5.5000%  | 0.0000% | $1897248.00        | $916527.50         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $200.00            | $197.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1896800.00        | $1932581.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $749800.00         | $768386.57         | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL4812   | 2056-04-01      | 5.5000%  | 0.0000% | $91253582.00       | $91844140.04       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4015   | 2050-08-01      | 2.5000%  | 0.0000% | $79357312.00       | $37030875.80       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2088   | 2055-07-01      | 6.0000%  | 0.0000% | $38365184.00       | $36062697.04       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL0762   | 2053-09-01      | 4.0000%  | 0.0000% | $1925894.00        | $1633756.99        | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $85986503.00       | $51605152.83       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4260   | 2056-02-01      | 5.0000%  | 0.0000% | $35708000.00       | $34882857.31       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3315   | 2055-01-01      | 6.5000%  | 0.0000% | $1015916.00        | $683548.88         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5075   | 2055-10-01      | 5.0000%  | 0.0000% | $4443732.00        | $4091574.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2321   | 2051-12-01      | 2.5000%  | 0.0000% | $2996992.00        | $1861314.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167621224.00      | $11963842.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4076   | 2054-05-01      | 5.5000%  | 0.0000% | $7282752.00        | $6128663.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6009   | 2053-03-01      | 5.0000%  | 0.0000% | $35577000.00       | $28893873.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2358.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $2755.00           | $23.84             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 K0724886   | 2033-06-01      | 5.0000%  | 0.0000% | $3995.00           | $52.65             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $500000.00         | $70288.28          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5080   | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $860.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $26020.00          | $20461.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13172673.00       | $26003.05          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8451   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $767.46            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790   | 2049-08-01      | 3.0000%  | 0.0000% | $3000.00           | $468.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8769   | 2053-03-01      | 5.0000%  | 0.0000% | $9178899.00        | $6896429.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $832.52            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $13092560.00       | $8737466.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $683.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL4926   | 2044-02-01      | 4.0000%  | 0.0000% | $16291222.00       | $1998057.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.490 CA824391   | 2035-07-01      | 4.4900%  | 0.0000% | $341000.00         | $29807.16          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $1850.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4444   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3026.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2856   | 2055-09-01      | 6.0000%  | 0.0000% | $169363.00         | $166092.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1846285.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4705   | 2056-02-01      | 5.5000%  | 0.0000% | $60541817.00       | $58666581.48       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9344   | 2054-09-01      | 7.0000%  | 0.0000% | $1742626.00        | $1834341.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8088074.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8841   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $57.72             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $701.35            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD4392   | 2053-10-01      | 4.0000%  | 0.0000% | $14452488.00       | $10855500.89       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD6679   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $612.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992961.00        | $6144182.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448   | 2035-12-01      | 6.0000%  | 0.0000% | $1000.00           | $15.74             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $8549515.14        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380   | 2052-05-01      | 3.5000%  | 0.0000% | $1072.00           | $682.43            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $48613529.00       | $28466490.64       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $264600.00         | $247284.00         | U.S. Treasuries (including strips) |
| FEPC 02.000 CLQB9087   | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $46664.02          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1289.00           | $927.05            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $642700.00         | $657756.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $14038000.00       | $14187263.59       | U.S. Treasuries (including strips) |
| GNII JM MA7304 M       | 2051-04-20      | 2.5000%  | 0.0000% | $5340160.00        | $2508555.35        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $11205000.00       | $11201638.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $45000.00          | $44188.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $4755100.00        | $4717114.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $900.00            | $917.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $141800.00         | $141334.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $850000.00         | $834664.30         | U.S. Treasuries (including strips) |
| FEPC 05.500 CLTA2336   | 2055-12-01      | 5.5000%  | 0.0000% | $37250000.00       | $31576983.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5141   | 2056-03-01      | 5.5000%  | 0.0000% | $8999555.00        | $8873312.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3056   | 2054-12-01      | 5.0000%  | 0.0000% | $22340320.00       | $19900485.86       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856   | 2054-06-01      | 5.5000%  | 0.0000% | $50528256.00       | $45066489.63       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6424   | 2056-04-01      | 5.5000%  | 0.0000% | $24255.00          | $24634.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4381   | 2056-01-01      | 5.0000%  | 0.0000% | $30379000.00       | $29794218.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $414.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9212   | 2054-09-01      | 5.5000%  | 0.0000% | $26234762.00       | $23861391.99       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9981   | 2055-02-01      | 5.5000%  | 0.0000% | $26974760.00       | $25059155.51       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2375   | 2055-07-01      | 6.0000%  | 0.0000% | $10980206.00       | $9190413.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $76.78             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922   | 2047-03-01      | 3.5000%  | 0.0000% | $1208000.00        | $234912.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $2379.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185   | 2054-10-01      | 5.5000%  | 0.0000% | $3001.00           | $2618.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5225   | 2052-11-01      | 5.0000%  | 0.0000% | $34337901.00       | $26269471.79       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8509   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $584.83            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $842900.00         | $902444.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $696900.00         | $704373.44         | U.S. Treasuries (including strips) |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $2842.52           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352   | 2052-07-01      | 3.5000%  | 0.0000% | $1020.00           | $673.73            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $3495.00           | $2589.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2544333.46        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $3465982.00        | $131659.23         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4323   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $716.91            | Agency Mortgage-Backed Securities  |
| 05.000 FRPC G80393 G   | 2036-08-20      | 5.0000%  | 0.0000% | $107379.00         | $14253.51          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8887   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $618.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH0107   | 2053-08-01      | 5.0000%  | 0.0000% | $4473458.00        | $2634309.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8207   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $828.32            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4454   | 2051-02-01      | 2.0000%  | 0.0000% | $2334688.00        | $1179904.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $776.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $421019.00         | $180646.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $12301677.21       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $2827.00           | $1319.00           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7794   | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $824.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167   | 2041-01-01      | 4.0000%  | 0.0000% | $480402.00         | $27498.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL5883   | 2030-08-01      | 4.0000%  | 0.0000% | $1000.00           | $38.23             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5393   | 2046-04-01      | 4.5000%  | 0.0000% | $1024.00           | $985.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324   | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $46.46             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4131   | 2055-05-01      | 6.5000%  | 0.0000% | $69039120.00       | $57254745.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1510126.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $100566.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $7411963.12        | Agency Mortgage-Backed Securities  |

### Security 688: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9OR8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9OR8
- **C.18 - Value (incl. sponsor support):** $8812000000.00
- **C.18.a - Value (excl. sponsor support):** $8812000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2030-08-31      | 4.1250%  | 0.0000% | $127083600.00      | $128254207.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $5476800.00        | $5309010.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $81005900.00       | $87398781.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $265822400.00      | $249998967.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $262288800.00      | $249999527.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $253456000.00      | $249999350.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $251764000.00      | $249999676.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $253323200.00      | $249998988.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $97399600.00       | $209561264.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $3164400.00        | $2974680.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $248724800.00      | $249999683.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $248067200.00      | $249997061.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $247312000.00      | $249998778.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $252129600.00      | $249998512.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $245251200.00      | $249999764.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $154550400.00      | $158685797.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $245515200.00      | $249998452.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $61974900.00       | $64939025.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $246259200.00      | $249996483.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $249452000.00      | $249998072.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $29154700.00       | $28983085.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $89671900.00       | $89477774.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $205040000.00      | $249999836.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $190544600.00      | $180979456.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $194654400.00      | $185659134.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $261993600.00      | $249999443.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $244876800.00      | $249997504.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $229692800.00      | $249997093.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $247942400.00      | $249997815.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $141639200.00      | $139988052.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $250316800.00      | $249999793.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $227472000.00      | $215468170.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $252992000.00      | $249999489.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $255273600.00      | $249999611.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $245743200.00      | $249999985.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $249734400.00      | $249998889.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $246336000.00      | $249999760.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $23690700.00       | $24398703.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $253268000.00      | $249998329.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $250612800.00      | $249999215.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $190888600.00      | $194236734.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $23114200.00       | $21957675.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $247142400.00      | $249999882.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $249096000.00      | $249999367.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $248793600.00      | $249999126.68      | U.S. Treasuries (including strips) |

### Security 689: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.620000%
- **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: ARP1I9OS6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I9OS6
- **C.18 - Value (incl. sponsor support):** $5873000000.00
- **C.18.a - Value (excl. sponsor support):** $5873000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $1247896.00        | $598008.71         | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $21621940.00       | $12620523.79       | Agency Mortgage-Backed Securities         |
| GNII SF CM9964 C     | 2052-05-20      | 4.0000%  | 0.0000% | $1806766.00        | $1022461.82        | Agency Mortgage-Backed Securities         |
| GNII SF DO6222 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1243000.00        | $1216909.11        | Agency Mortgage-Backed Securities         |
| GNII SF DO3498 C     | 2055-11-20      | 6.0000%  | 0.0000% | $2005920.00        | $2081784.99        | Agency Mortgage-Backed Securities         |
| GNII SF DO5248 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2194203.00        | $2306272.66        | Agency Mortgage-Backed Securities         |
| GNII SF DO5738 C     | 2056-02-20      | 5.5000%  | 0.0000% | $7231443.00        | $7396169.01        | Agency Mortgage-Backed Securities         |
| GNII SF DO5152 C     | 2055-12-20      | 6.0000%  | 0.0000% | $314266.00         | $323755.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $33914519.00       | $4977846.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $14748076.00       | $7411464.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $434288.00         | $246388.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA7319 M     | 2051-04-20      | 6.0000%  | 0.0000% | $40000.00          | $12180.66          | Agency Mortgage-Backed Securities         |
| GNII SP 787131 M     | 2050-12-20      | 4.5000%  | 0.0000% | $38599702.00       | $28860636.61       | Agency Mortgage-Backed Securities         |
| GNII SF MA5531 M     | 2048-10-20      | 5.5000%  | 0.0000% | $19304.00          | $1422.47           | Agency Mortgage-Backed Securities         |
| GNII SF 004269 M     | 2038-10-20      | 6.5000%  | 0.0000% | $50000.00          | $528.01            | Agency Mortgage-Backed Securities         |
| GNII SF 003774 M     | 2035-10-20      | 5.5000%  | 0.0000% | $7564195.00        | $120612.63         | Agency Mortgage-Backed Securities         |
| GNII SF 738517 C     | 2041-07-20      | 4.5000%  | 0.0000% | $5355867.00        | $386917.69         | Agency Mortgage-Backed Securities         |
| GNII SP 788248 C     | 2055-10-20      | 5.5000%  | 0.0000% | $63187884.00       | $61191552.55       | Agency Mortgage-Backed Securities         |
| GNII SF 005304 M     | 2042-01-20      | 3.5000%  | 0.0000% | $805000000.00      | $52941009.91       | Agency Mortgage-Backed Securities         |
| GNII SF 003678 M     | 2035-02-20      | 5.5000%  | 0.0000% | $361000.00         | $5319.42           | Agency Mortgage-Backed Securities         |
| GNII SF 003096 M     | 2031-06-20      | 7.0000%  | 0.0000% | $4430075.00        | $5735.22           | Agency Mortgage-Backed Securities         |
| GNII SF 004396 M     | 2039-03-20      | 4.0000%  | 0.0000% | $64333.00          | $2480.47           | Agency Mortgage-Backed Securities         |
| GNII SF 004223 M     | 2038-08-20      | 6.5000%  | 0.0000% | $515000.00         | $6120.28           | Agency Mortgage-Backed Securities         |
| GNII SF DP3041 C     | 2056-01-20      | 6.0000%  | 0.0000% | $199546.00         | $206500.96         | Agency Mortgage-Backed Securities         |
| GNII SF DP3066 C     | 2056-01-20      | 6.0000%  | 0.0000% | $5315421.00        | $5497694.53        | Agency Mortgage-Backed Securities         |
| GNII SF DP4013 C     | 2056-05-20      | 5.5000%  | 0.0000% | $3123352.00        | $3173909.01        | Agency Mortgage-Backed Securities         |
| GNII SF DP2412 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1568137.00        | $1589557.13        | Agency Mortgage-Backed Securities         |
| GNII SF DP2941 C     | 2056-01-20      | 6.5000%  | 0.0000% | $3113649.00        | $3273211.86        | Agency Mortgage-Backed Securities         |
| GNII SF DB0492 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1017907.00        | $817493.99         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3603 C     | 2053-12-20      | 7.5000%  | 0.0000% | $1669179.00        | $189140.82         | Agency Mortgage-Backed Securities         |
| GNII SF CY0036 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1284261.00        | $685140.14         | Agency Mortgage-Backed Securities         |
| GNII SF DL5430 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2960787.00        | $2942095.43        | Agency Mortgage-Backed Securities         |
| GNII SF DL3778 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2196382.00        | $2214346.91        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1336 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1078476.00        | $864179.92         | Agency Mortgage-Backed Securities         |
| GNII SF DK8394 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10590514.00       | $10915551.61       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | 0.0000% | $21392788.00       | $19124389.30       | Agency Mortgage-Backed Securities         |
| GNII SF DO7651 C     | 2056-01-20      | 6.0000%  | 0.0000% | $7633809.00        | $7909732.07        | Agency Mortgage-Backed Securities         |
| GNII SF DL1986 C     | 2054-05-20      | 7.0000%  | 0.0000% | $2142134.00        | $2232905.64        | Agency Mortgage-Backed Securities         |
| GNII SF DR0951 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1125669.00        | $1185503.62        | Agency Mortgage-Backed Securities         |
| GNII SF DR2162 C     | 2056-04-20      | 5.5000%  | 0.0000% | $212334.00         | $216823.81         | Agency Mortgage-Backed Securities         |
| GNII SF DI9591 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1784267.00        | $1683952.08        | Agency Mortgage-Backed Securities         |
| GNII SF DR1317 C     | 2056-05-20      | 5.5000%  | 0.0000% | $12615265.00       | $12895598.62       | Agency Mortgage-Backed Securities         |
| GNII SF DO7631 C     | 2056-01-20      | 6.0000%  | 0.0000% | $20026261.00       | $20765963.14       | Agency Mortgage-Backed Securities         |
| GNII SF MB0747 M     | 2055-11-20      | 6.0000%  | 0.0000% | $251669620.00      | $250000000.05      | Agency Mortgage-Backed Securities         |
| GNII SF DK9358 C     | 2055-07-20      | 6.0000%  | 0.0000% | $7953130.00        | $7393817.02        | Agency Mortgage-Backed Securities         |
| GNII SF MB1142 M     | 2056-05-20      | 5.0000%  | 0.0000% | $252009552.00      | $249999999.86      | Agency Mortgage-Backed Securities         |
| GNII SF MB1072 M     | 2055-10-20      | 6.0000%  | 0.0000% | $244318409.00      | $249999999.48      | Agency Mortgage-Backed Securities         |
| GNII SF MB0281 M     | 2040-04-20      | 4.5000%  | 0.0000% | $1307829.00        | $1133913.51        | Agency Mortgage-Backed Securities         |
| GNII SF MB0994 M     | 2055-11-20      | 4.0000%  | 0.0000% | $134368428.00      | $124908454.25      | Agency Mortgage-Backed Securities         |
| GNII SF DL9277 C     | 2055-09-20      | 6.0000%  | 0.0000% | $451961.00         | $437477.72         | Agency Mortgage-Backed Securities         |
| GNRM 2026-060 BG     | 2053-06-20      | 5.0000%  | 0.0000% | $58400000.00       | $57500020.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-060 LT     | 2056-04-20      | 4.5000%  | 0.0000% | $100000000.00      | $96347392.78       | Agency Collateralized Mortgage Obligation |
| GNII SF CK9371 C     | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $46193.58          | Agency Mortgage-Backed Securities         |
| GNII SF DJ0712 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1351452.00        | $856295.97         | Agency Mortgage-Backed Securities         |
| GNII SF CQ3883 C     | 2052-10-20      | 6.0000%  | 0.0000% | $1500000.00        | $324955.88         | Agency Mortgage-Backed Securities         |
| GNII SF DP2466 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1267259.00        | $1263767.56        | Agency Mortgage-Backed Securities         |
| GNII SF DN8774 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1386884.00        | $1405233.70        | Agency Mortgage-Backed Securities         |
| GNII SF DP4669 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1451725.00        | $1527935.87        | Agency Mortgage-Backed Securities         |
| GNII SF 003161 M     | 2031-11-20      | 6.5000%  | 0.0000% | $500000.00         | $837.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $56942000.00       | $29559013.47       | Agency Mortgage-Backed Securities         |
| GNII SF 004291 M     | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $4767.74           | Agency Mortgage-Backed Securities         |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | 0.0000% | $1296644.00        | $800062.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $330662.00         | $263029.05         | Agency Mortgage-Backed Securities         |
| GNII SF 737971 C     | 2035-05-20      | 5.5000%  | 0.0000% | $100000.00         | $1597.19           | Agency Mortgage-Backed Securities         |
| GNII SF 738741 C     | 2041-09-20      | 4.5000%  | 0.0000% | $3804878.00        | $149471.29         | Agency Mortgage-Backed Securities         |
| GNII SF MA7886 M     | 2039-05-20      | 5.0000%  | 0.0000% | $65000.00          | $31947.63          | Agency Mortgage-Backed Securities         |
| GNII SF MA9300 M     | 2046-09-20      | 3.0000%  | 0.0000% | $1587375.00        | $990286.82         | Agency Mortgage-Backed Securities         |
| GNII SF MA9236 M     | 2050-06-20      | 3.0000%  | 0.0000% | $13394606.00       | $8819455.67        | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $95950369.00       | $44033713.45       | Agency Mortgage-Backed Securities         |
| GNII SF 004597 M     | 2039-12-20      | 4.0000%  | 0.0000% | $187000.00         | $8677.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $24689000.00       | $16604684.91       | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $169062575.00      | $94251559.44       | Agency Mortgage-Backed Securities         |
| GNII SF 005239 M     | 2041-11-20      | 3.0000%  | 0.0000% | $98000.00          | $5715.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $40000.00          | $25527.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA8154 M     | 2052-07-20      | 6.0000%  | 0.0000% | $299783.00         | $166141.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA5438 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1081155.00        | $49985.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $94000.00          | $7105.53           | Agency Mortgage-Backed Securities         |
| GNII SF MA4355 M     | 2032-04-20      | 2.5000%  | 0.0000% | $22000.00          | $2415.37           | Agency Mortgage-Backed Securities         |
| GNII SF MA5935 M     | 2049-05-20      | 6.0000%  | 0.0000% | $113723.00         | $12155.11          | Agency Mortgage-Backed Securities         |
| GNII SF CZ1889 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $445439.60         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3716 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $662359.32         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7822 | 2055-07-01      | 5.5000%  | 0.0000% | $2242372.00        | $2230232.09        | Agency Mortgage-Backed Securities         |
| GNII SF CU6444 C     | 2053-05-20      | 6.5000%  | 0.0000% | $9078974.00        | $2748033.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA7140 M     | 2051-01-20      | 4.5000%  | 0.0000% | $275000.00         | $62385.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA5984 M     | 2049-06-20      | 3.0000%  | 0.0000% | $167498681.00      | $21460298.25       | Agency Mortgage-Backed Securities         |
| GNII SF MA6063 M     | 2029-08-20      | 2.5000%  | 0.0000% | $215000.00         | $28829.31          | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $2088684.00        | $261860.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $195622953.00      | $92889987.08       | Agency Mortgage-Backed Securities         |
| GNRA 2019-006 FJ     | 2049-01-20      | 4.1171%  | 0.0000% | $36596689.00       | $4987462.21        | Agency Collateralized Mortgage Obligation |
| GNII SF DQ9728 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1682008.00        | $1788448.25        | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $20346306.00       | $19752540.82       | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $20430000.00       | $17994031.33       | Agency Mortgage-Backed Securities         |
| GNII SF DK7962 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1067170.00        | $1039407.93        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9865 C     | 2055-07-20      | 7.0000%  | 0.0000% | $23603673.00       | $25358300.47       | Agency Mortgage-Backed Securities         |
| GNII SF DJ1915 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2055002.00        | $707115.27         | Agency Mortgage-Backed Securities         |
| GNII SF DQ0755 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1654570.00        | $1704370.48        | Agency Mortgage-Backed Securities         |
| GNII SF MB0233 M     | 2040-07-20      | 5.0000%  | 0.0000% | $1801419.00        | $1473895.25        | Agency Mortgage-Backed Securities         |
| GNII SF 565331 C     | 2041-08-20      | 4.5000%  | 0.0000% | $2261145.00        | $143009.31         | Agency Mortgage-Backed Securities         |
| GNII SF MB0284 M     | 2040-04-20      | 6.0000%  | 0.0000% | $12070770.00       | $6904516.40        | Agency Mortgage-Backed Securities         |
| GNII SF MB0399 M     | 2040-06-20      | 5.0000%  | 0.0000% | $1725312.00        | $1429884.24        | Agency Mortgage-Backed Securities         |
| GNII SF MA9361 M     | 2053-12-20      | 5.0000%  | 0.0000% | $1301000.00        | $1127726.33        | Agency Mortgage-Backed Securities         |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $300000.00         | $93094.15          | Agency Mortgage-Backed Securities         |
| GNII SF CI0117 C     | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1375417.88        | Agency Mortgage-Backed Securities         |
| GNII SF DK3235 C     | 2055-07-20      | 6.0000%  | 0.0000% | $5126736.00        | $4723350.83        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9904 C     | 2055-07-20      | 7.0000%  | 0.0000% | $7127480.00        | $7731791.93        | Agency Mortgage-Backed Securities         |
| GNII SF DJ0732 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3768392.00        | $3247472.62        | Agency Mortgage-Backed Securities         |
| GNII SF DG4819 C     | 2055-03-20      | 6.5000%  | 0.0000% | $3305163.00        | $2474444.19        | Agency Mortgage-Backed Securities         |
| GNII SF DM8531 C     | 2055-12-20      | 5.5000%  | 0.0000% | $388254.00         | $392403.34         | Agency Mortgage-Backed Securities         |
| GNII SF DQ5000 C     | 2056-05-20      | 5.5000%  | 0.0000% | $35712105.00       | $36176640.13       | Agency Mortgage-Backed Securities         |
| GNII SF DQ9730 C     | 2056-04-20      | 6.5000%  | 0.0000% | $2108053.00        | $2241380.87        | Agency Mortgage-Backed Securities         |
| GNII SF DM6695 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2081655.00        | $2003639.73        | Agency Mortgage-Backed Securities         |
| GNII SF 002548 M     | 2028-02-20      | 7.0000%  | 0.0000% | $186402739.00      | $52344.45          | Agency Mortgage-Backed Securities         |
| GNII SF AT7573 C     | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $301280.83         | Agency Mortgage-Backed Securities         |
| GNII SF DR6321 C     | 2056-04-20      | 5.0000%  | 0.0000% | $2722972.00        | $2708077.30        | Agency Mortgage-Backed Securities         |
| GNII SF AI6300 C     | 2044-06-20      | 4.5000%  | 0.0000% | $220204.00         | $23221.01          | Agency Mortgage-Backed Securities         |
| GNII SF MB0342 M     | 2040-05-20      | 6.0000%  | 0.0000% | $6443176.00        | $4887300.88        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8241 C     | 2056-04-20      | 5.0000%  | 0.0000% | $3517922.00        | $3462458.28        | Agency Mortgage-Backed Securities         |
| GNII SF MB0875 M     | 2055-12-20      | 7.0000%  | 0.0000% | $20538092.00       | $21274929.01       | Agency Mortgage-Backed Securities         |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $430690.00         | $377834.86         | Agency Mortgage-Backed Securities         |
| GNII SF DM6280 C     | 2055-09-20      | 6.0000%  | 0.0000% | $274195.00         | $282097.65         | Agency Mortgage-Backed Securities         |
| GNII SF DR0540 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1325841.00        | $1355405.63        | Agency Mortgage-Backed Securities         |
| GNII SF DR8161 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1668340.00        | $1661182.64        | Agency Mortgage-Backed Securities         |
| GNII SF DS3951 C     | 2056-05-20      | 5.5000%  | 0.0000% | $21939740.00       | $22293535.38       | Agency Mortgage-Backed Securities         |
| GNII SF 003132 M     | 2031-09-20      | 6.0000%  | 0.0000% | $18150000.00       | $28692.06          | Agency Mortgage-Backed Securities         |
| GNII SF DO9818 C     | 2055-12-20      | 5.5000%  | 0.0000% | $4843992.00        | $4907353.46        | Agency Mortgage-Backed Securities         |
| GNII SF 004498 M     | 2039-07-20      | 6.0000%  | 0.0000% | $420000.00         | $11628.56          | Agency Mortgage-Backed Securities         |
| GNII SF 003296 M     | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1088.05           | Agency Mortgage-Backed Securities         |
| GNII SF DO4988 C     | 2056-01-20      | 6.0000%  | 0.0000% | $325414.00         | $337241.39         | Agency Mortgage-Backed Securities         |
| GNII SF 002895 M     | 2030-03-20      | 7.0000%  | 0.0000% | $16740381.00       | $33555.28          | Agency Mortgage-Backed Securities         |
| GNII SF DR0324 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1116375.00        | $1152462.69        | Agency Mortgage-Backed Securities         |
| GNII SF DS1588 C     | 2056-05-20      | 5.0000%  | 0.0000% | $4983864.00        | $4962482.67        | Agency Mortgage-Backed Securities         |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $202399760.00      | $138389335.70      | Agency Mortgage-Backed Securities         |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | 0.0000% | $180227798.00      | $17252694.84       | Agency Mortgage-Backed Securities         |
| GNII SF MA2370 M     | 2044-11-20      | 3.0000%  | 0.0000% | $4250000.00        | $401775.20         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4756 | 2053-10-01      | 3.0000%  | 0.0000% | $779385.00         | $675284.96         | Agency Mortgage-Backed Securities         |
| GNII SF AE2162 C     | 2035-10-20      | 5.5000%  | 0.0000% | $3114397.00        | $297761.25         | Agency Mortgage-Backed Securities         |
| GNII SF DH7156 C     | 2055-02-20      | 6.0000%  | 0.0000% | $2084403.00        | $1921786.62        | Agency Mortgage-Backed Securities         |
| GNII SF DE7488 C     | 2054-09-20      | 4.0000%  | 0.0000% | $1185950.00        | $1082317.75        | Agency Mortgage-Backed Securities         |
| GNII SF DH0219 C     | 2055-01-20      | 6.0000%  | 0.0000% | $2983156.00        | $2865352.07        | Agency Mortgage-Backed Securities         |
| GNII SF DJ0746 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1542696.00        | $1126603.64        | Agency Mortgage-Backed Securities         |
| GNII SF DH6251 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2001166.00        | $853945.67         | Agency Mortgage-Backed Securities         |
| GNII SF MA9130 M     | 2037-01-20      | 1.5000%  | 0.0000% | $287545.00         | $211177.43         | Agency Mortgage-Backed Securities         |
| GNII SF CH6427 C     | 2051-11-20      | 2.5000%  | 0.0000% | $11564528.00       | $6660978.97        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4974 C     | 2056-05-20      | 5.5000%  | 0.0000% | $12120203.00       | $12331200.92       | Agency Mortgage-Backed Securities         |
| GNII SF DR3784 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1305054.00        | $1335204.11        | Agency Mortgage-Backed Securities         |
| GNII SF MB0659 M     | 2040-09-20      | 6.0000%  | 0.0000% | $144526.00         | $133410.43         | Agency Mortgage-Backed Securities         |
| GNII SF MB0749 M     | 2055-11-20      | 7.0000%  | 0.0000% | $118473331.00      | $119853330.79      | Agency Mortgage-Backed Securities         |
| GNII SF DS4796 C     | 2056-05-20      | 6.5000%  | 0.0000% | $1158397.00        | $1222526.50        | Agency Mortgage-Backed Securities         |
| GNII SF DR8147 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1241474.00        | $1236147.94        | Agency Mortgage-Backed Securities         |
| GNII SF DR3742 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1611234.00        | $1600731.09        | Agency Mortgage-Backed Securities         |
| GNII SF DQ9666 C     | 2056-03-20      | 6.5000%  | 0.0000% | $3914657.00        | $4158882.49        | Agency Mortgage-Backed Securities         |
| GNII SF DQ9669 C     | 2056-03-20      | 6.5000%  | 0.0000% | $4737358.00        | $5030481.53        | Agency Mortgage-Backed Securities         |
| GNII SF DR4668 C     | 2056-04-20      | 5.0000%  | 0.0000% | $7100825.00        | $7062452.55        | Agency Mortgage-Backed Securities         |
| GNII SF DO0285 C     | 2055-10-20      | 5.0000%  | 0.0000% | $780253.00         | $638588.04         | Agency Mortgage-Backed Securities         |
| GNII SF DS5807 C     | 2056-05-20      | 5.0000%  | 0.0000% | $3757293.00        | $3741173.80        | Agency Mortgage-Backed Securities         |
| GNII SF MB0595 M     | 2040-08-20      | 5.5000%  | 0.0000% | $23718786.00       | $22310196.43       | Agency Mortgage-Backed Securities         |
| GNII SF DS1633 C     | 2056-05-20      | 5.5000%  | 0.0000% | $2423268.00        | $2498342.73        | Agency Mortgage-Backed Securities         |
| GNII SF DS3327 C     | 2056-05-20      | 5.5000%  | 0.0000% | $241360.00         | $245266.84         | Agency Mortgage-Backed Securities         |
| GNII SF MB1074 M     | 2056-04-20      | 7.0000%  | 0.0000% | $19139939.00       | $20054387.36       | Agency Mortgage-Backed Securities         |
| GNII SF MB0063 M     | 2039-12-20      | 3.5000%  | 0.0000% | $36301.00          | $28233.87          | Agency Mortgage-Backed Securities         |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $28705691.00       | $20290511.75       | Agency Mortgage-Backed Securities         |
| GNII SF DQ7839 C     | 2056-03-20      | 7.0000%  | 0.0000% | $3611432.00        | $3850845.66        | Agency Mortgage-Backed Securities         |
| GNII SF MB0178 M     | 2040-02-20      | 4.5000%  | 0.0000% | $1279674.00        | $1006628.56        | Agency Mortgage-Backed Securities         |
| GNII SF MB0869 M     | 2055-12-20      | 4.0000%  | 0.0000% | $95014626.00       | $87887370.73       | Agency Mortgage-Backed Securities         |
| GNII SF DR7352 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1565877.00        | $1591223.50        | Agency Mortgage-Backed Securities         |
| GNII SF DQ9665 C     | 2056-03-20      | 6.5000%  | 0.0000% | $2966471.00        | $3151269.10        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8392 C     | 2056-04-20      | 5.0000%  | 0.0000% | $2326229.00        | $2309817.00        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8194 C     | 2056-04-20      | 5.5000%  | 0.0000% | $6305114.00        | $6408277.24        | Agency Mortgage-Backed Securities         |
| GNII SF MB0339 M     | 2040-05-20      | 4.5000%  | 0.0000% | $270000.00         | $242191.03         | Agency Mortgage-Backed Securities         |
| GNRM 2026-081 DW     | 2056-05-20      | 4.7500%  | 0.0000% | $42857143.00       | $40382076.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 C      | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $54546594.72       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7765 M     | 2051-12-20      | 1.5000%  | 0.0000% | $5824148.00        | $3445698.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA6664 M     | 2039-01-20      | 7.0000%  | 0.0000% | $234644.00         | $49517.32          | Agency Mortgage-Backed Securities         |
| GNII SF DA7208 C     | 2054-05-20      | 5.5000%  | 0.0000% | $1042597.00        | $914187.35         | Agency Mortgage-Backed Securities         |
| GNII SF BR6221 C     | 2049-12-20      | 4.5000%  | 0.0000% | $2255545.00        | $311089.85         | Agency Mortgage-Backed Securities         |
| GNII SF MA6037 M     | 2049-07-20      | 2.5000%  | 0.0000% | $100000.00         | $18274.80          | Agency Mortgage-Backed Securities         |
| GNII SF AU1729 C     | 2046-06-20      | 3.5000%  | 0.0000% | $1557920.00        | $63210.30          | Agency Mortgage-Backed Securities         |
| GNII SF MA6770 M     | 2050-07-20      | 5.0000%  | 0.0000% | $10518743.00       | $2154904.40        | Agency Mortgage-Backed Securities         |
| GNII SF MA6937 M     | 2050-10-20      | 5.5000%  | 0.0000% | $100000.00         | $30052.22          | Agency Mortgage-Backed Securities         |
| GNII SF MA5138 M     | 2048-04-20      | 4.5000%  | 0.0000% | $78080000.00       | $5565846.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA4689 M     | 2032-09-20      | 2.5000%  | 0.0000% | $162650.00         | $16720.03          | Agency Mortgage-Backed Securities         |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $14459883.00       | $6520215.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA6343 M     | 2044-11-20      | 5.5000%  | 0.0000% | $400000.00         | $73754.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA6257 M     | 2034-10-20      | 4.0000%  | 0.0000% | $269250.00         | $45438.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $765000.00         | $104902.74         | Agency Mortgage-Backed Securities         |
| GNII SF DS1585 C     | 2056-05-20      | 5.0000%  | 0.0000% | $4028326.00        | $4011044.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $96081247.00       | $8181069.91        | Agency Mortgage-Backed Securities         |
| GNII SF BT8093 C     | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $112400.93         | Agency Mortgage-Backed Securities         |
| GNII SF DF0233 C     | 2054-09-20      | 6.5000%  | 0.0000% | $2437000.00        | $1694198.46        | Agency Mortgage-Backed Securities         |
| GNRM 2021-081 AD     | 2051-05-20      | 1.7500%  | 0.0000% | $20835608.00       | $6391497.34        | Agency Collateralized Mortgage Obligation |
| GNII SF DE4877 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1160926.00        | $1216302.05        | Agency Mortgage-Backed Securities         |
| GNII SF DF5616 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1847167.00        | $1610895.42        | Agency Mortgage-Backed Securities         |
| GNII SF DC7429 C     | 2054-08-20      | 6.5000%  | 0.0000% | $2260813.00        | $2265737.61        | Agency Mortgage-Backed Securities         |
| GNII SF DC2169 C     | 2054-08-20      | 6.5000%  | 0.0000% | $1051833.00        | $1089287.13        | Agency Mortgage-Backed Securities         |
| GNII SF DE5266 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1603493.00        | $1627750.27        | Agency Mortgage-Backed Securities         |
| GNRA 2019-125 FB     | 2049-10-20      | 4.1671%  | 0.0000% | $30907073.00       | $8778109.46        | Agency Collateralized Mortgage Obligation |
| GNII SF MA3035 M     | 2045-08-20      | 4.0000%  | 0.0000% | $24715476.00       | $1626280.40        | Agency Mortgage-Backed Securities         |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $927145.00         | $80153.86          | Agency Mortgage-Backed Securities         |
| GNII SF MA0941 M     | 2036-08-20      | 7.0000%  | 0.0000% | $250000.00         | $14399.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA0392 M     | 2042-09-20      | 3.5000%  | 0.0000% | $700000.00         | $56580.98          | Agency Mortgage-Backed Securities         |
| GNII SF CI3873 C     | 2051-11-20      | 2.5000%  | 0.0000% | $4350208.00        | $3178185.15        | Agency Mortgage-Backed Securities         |
| GNII SF DR0996 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1191589.00        | $1239792.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA4319 M     | 2047-02-20      | 2.5000%  | 0.0000% | $25000.00          | $5261.74           | Agency Mortgage-Backed Securities         |
| GNII SF DR2005 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1271418.00        | $1295688.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA4263 M     | 2047-01-20      | 4.0000%  | 0.0000% | $52460000.00       | $4532386.57        | Agency Mortgage-Backed Securities         |
| GNII SF MA6445 M     | 2035-02-20      | 2.5000%  | 0.0000% | $681536.00         | $106511.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $6200000.00        | $391735.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M     | 2049-04-20      | 4.5000%  | 0.0000% | $24321116.00       | $1936525.56        | Agency Mortgage-Backed Securities         |
| GNII SF DS1123 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1489327.00        | $1520718.70        | Agency Mortgage-Backed Securities         |
| GNII SF DS1750 C     | 2056-05-20      | 5.0000%  | 0.0000% | $3170644.00        | $3157041.59        | Agency Mortgage-Backed Securities         |
| GNII SF DS1091 C     | 2056-05-20      | 5.5000%  | 0.0000% | $3218188.00        | $3270273.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA6602 M     | 2050-04-20      | 4.5000%  | 0.0000% | $5790687.00        | $986311.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA9602 M     | 2054-01-20      | 4.0000%  | 0.0000% | $300000.00         | $259283.58         | Agency Mortgage-Backed Securities         |
| GNII SF CZ1878 C     | 2054-01-20      | 6.5000%  | 0.0000% | $2073961.00        | $526283.67         | Agency Mortgage-Backed Securities         |
| GNII SF BG8687 C     | 2049-04-20      | 3.5000%  | 0.0000% | $2030000.00        | $116861.82         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3601 C     | 2053-12-20      | 7.5000%  | 0.0000% | $1409415.00        | $490296.27         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3712 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1034461.00        | $863489.10         | Agency Mortgage-Backed Securities         |
| GNII SF CD1323 C     | 2051-06-20      | 2.5000%  | 0.0000% | $400000.00         | $266149.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $20429337.69       | Agency Mortgage-Backed Securities         |
| GNII SF MA4966 M     | 2048-01-20      | 5.5000%  | 0.0000% | $12594175.00       | $1865752.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA4965 M     | 2048-01-20      | 5.0000%  | 0.0000% | $15121669.00       | $1394742.21        | Agency Mortgage-Backed Securities         |
| GNII SF CZ5256 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1126122.00        | $757439.65         | Agency Mortgage-Backed Securities         |
| GNII SF DJ0733 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1383622.00        | $1319545.55        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8378 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1542052.00        | $1535134.33        | Agency Mortgage-Backed Securities         |
| GNII SF DP9413 C     | 2056-04-20      | 5.0000%  | 0.0000% | $6493591.00        | $6477551.01        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4964 C     | 2056-04-20      | 5.5000%  | 0.0000% | $4326503.00        | $4386051.05        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4644 C     | 2055-04-20      | 6.5000%  | 0.0000% | $9927481.00        | $6682432.30        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4932 C     | 2056-04-20      | 5.0000%  | 0.0000% | $34686657.00       | $34608041.89       | Agency Mortgage-Backed Securities         |
| GNII SF DJ1865 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1630320.00        | $630692.93         | Agency Mortgage-Backed Securities         |
| GNII SF DH3630 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4440928.00        | $2861393.48        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8581 C     | 2056-03-20      | 5.5000%  | 0.0000% | $285478.00         | $290860.43         | Agency Mortgage-Backed Securities         |
| GNII SF DP8183 C     | 2056-03-20      | 5.5000%  | 0.0000% | $7828571.00        | $8013159.48        | Agency Mortgage-Backed Securities         |
| GNII SF DE0617 C     | 2054-06-20      | 6.5000%  | 0.0000% | $15495144.00       | $11941908.64       | Agency Mortgage-Backed Securities         |
| GNII SF DQ4956 C     | 2056-04-20      | 5.0000%  | 0.0000% | $7153925.00        | $7136185.67        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4958 C     | 2056-04-20      | 5.0000%  | 0.0000% | $4813729.00        | $4802308.27        | Agency Mortgage-Backed Securities         |
| GNII SF DN7027 C     | 2055-11-20      | 4.5000%  | 0.0000% | $2105437.00        | $2016492.30        | Agency Mortgage-Backed Securities         |
| GNII SF DP2239 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1177562.00        | $1240482.00        | Agency Mortgage-Backed Securities         |
| GNII SF DP6136 C     | 2056-03-20      | 5.5000%  | 0.0000% | $2944071.00        | $2943003.68        | Agency Mortgage-Backed Securities         |
| GNII SF DP4260 C     | 2056-01-20      | 6.0000%  | 0.0000% | $6169460.00        | $6409731.61        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5074 C     | 2056-05-20      | 5.0000%  | 0.0000% | $3160745.00        | $3143787.25        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8189 C     | 2056-04-20      | 5.0000%  | 0.0000% | $5483421.00        | $5459302.70        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2306 C     | 2056-04-20      | 5.5000%  | 0.0000% | $229276.00         | $232752.17         | Agency Mortgage-Backed Securities         |
| GNII SF DQ5080 C     | 2056-05-20      | 5.0000%  | 0.0000% | $3032035.00        | $3047419.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA4381 M     | 2047-04-20      | 3.0000%  | 0.0000% | $20999676.00       | $2955157.10        | Agency Mortgage-Backed Securities         |
| GNII SF 002658 M     | 2028-10-20      | 6.5000%  | 0.0000% | $1084461.00        | $606.43            | Agency Mortgage-Backed Securities         |
| GNII SF 003624 M     | 2034-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1229.37           | Agency Mortgage-Backed Securities         |
| GNII SF MA6216 M     | 2049-06-20      | 2.0000%  | 0.0000% | $413423.00         | $194012.72         | Agency Mortgage-Backed Securities         |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $6031688.00        | $874166.31         | Agency Mortgage-Backed Securities         |
| GNII SF AV9440 C     | 2046-11-20      | 3.0000%  | 0.0000% | $750000.00         | $172067.00         | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M     | 2048-02-20      | 4.0000%  | 0.0000% | $5293287.00        | $491427.79         | Agency Mortgage-Backed Securities         |
| GNII SF MB0118 M     | 2040-01-20      | 3.5000%  | 0.0000% | $875079.00         | $769077.06         | Agency Mortgage-Backed Securities         |
| GNII SF DQ5049 C     | 2056-05-20      | 5.0000%  | 0.0000% | $22314329.00       | $22195569.66       | Agency Mortgage-Backed Securities         |
| GNII SF DQ7338 C     | 2056-05-20      | 5.5000%  | 0.0000% | $278636.00         | $283146.22         | Agency Mortgage-Backed Securities         |
| GNII SF 737986 C     | 2035-08-20      | 5.5000%  | 0.0000% | $75000.00          | $3607.80           | Agency Mortgage-Backed Securities         |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $79957.00          | $5811.19           | Agency Mortgage-Backed Securities         |
| GNII SF MA5624 M     | 2033-12-20      | 4.0000%  | 0.0000% | $1528813.00        | $125207.39         | Agency Mortgage-Backed Securities         |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $1180027429.00     | $158702244.22      | Agency Mortgage-Backed Securities         |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $148681759.00      | $12118000.10       | Agency Mortgage-Backed Securities         |
| GNII SF MA9134 M     | 2036-04-20      | 3.5000%  | 0.0000% | $156384.00         | $68205.97          | Agency Mortgage-Backed Securities         |
| GNII SF BZ4054 C     | 2050-12-20      | 2.0000%  | 0.0000% | $2974000.00        | $1376862.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $25731.00          | $18965.31          | Agency Mortgage-Backed Securities         |
| GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $2469981.00        | $2101089.27        | Agency Mortgage-Backed Securities         |
| GNII SF BT1865 C     | 2050-11-20      | 3.0000%  | 0.0000% | $4480013.00        | $2021311.83        | Agency Mortgage-Backed Securities         |
| GNRM 2026-060 QD     | 2056-04-20      | 4.7500%  | 0.0000% | $1040961.00        | $921324.86         | Agency Collateralized Mortgage Obligation |
| GNII SF DP0187 C     | 2056-01-20      | 6.0000%  | 0.0000% | $343228.00         | $355284.67         | Agency Mortgage-Backed Securities         |
| GNII SF DP2552 C     | 2056-05-20      | 5.5000%  | 0.0000% | $2885697.00        | $2934877.29        | Agency Mortgage-Backed Securities         |
| GNII SF DN9032 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1356711.00        | $1429034.44        | Agency Mortgage-Backed Securities         |
| GNII SF DP2238 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1157072.00        | $1218267.99        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2988 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1416651.00        | $1496096.60        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4924 C     | 2055-04-20      | 5.0000%  | 0.0000% | $729721.00         | $478568.88         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3106 C     | 2055-08-20      | 5.5000%  | 0.0000% | $3040123.00        | $3086420.69        | Agency Mortgage-Backed Securities         |
| GNII SF DP1272 C     | 2056-01-20      | 7.0000%  | 0.0000% | $2345631.00        | $2498966.62        | Agency Mortgage-Backed Securities         |
| GNII SF 003891 M     | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $4782.04           | Agency Mortgage-Backed Securities         |
| GNII SF DS3328 C     | 2056-05-20      | 5.5000%  | 0.0000% | $2127076.00        | $2161506.51        | Agency Mortgage-Backed Securities         |
| GNII SF DR4198 C     | 2056-03-20      | 5.5000%  | 0.0000% | $381648.00         | $389170.78         | Agency Mortgage-Backed Securities         |
| GNII SF 003711 M     | 2035-05-20      | 5.5000%  | 0.0000% | $702000.00         | $8947.09           | Agency Mortgage-Backed Securities         |
| GNII SF DR3932 C     | 2056-04-20      | 5.0000%  | 0.0000% | $9502923.00        | $9451478.07        | Agency Mortgage-Backed Securities         |
| GNII SF DS1617 C     | 2056-05-20      | 5.5000%  | 0.0000% | $3400725.00        | $3455771.78        | Agency Mortgage-Backed Securities         |
| GNII SF DS1601 C     | 2056-05-20      | 5.0000%  | 0.0000% | $5036952.00        | $5015342.92        | Agency Mortgage-Backed Securities         |
| GNII SF 003545 M     | 2034-04-20      | 6.0000%  | 0.0000% | $1050000.00        | $11077.56          | Agency Mortgage-Backed Securities         |
| GNII SF DS5823 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1402930.00        | $1396911.27        | Agency Mortgage-Backed Securities         |
| GNII SF DR9366 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1547288.00        | $1538944.20        | Agency Mortgage-Backed Securities         |
| GNII SF DS2099 C     | 2056-05-20      | 5.0000%  | 0.0000% | $13161035.00       | $12959103.78       | Agency Mortgage-Backed Securities         |
| GNII SF DR4657 C     | 2056-04-20      | 5.0000%  | 0.0000% | $2792191.00        | $2789200.68        | Agency Mortgage-Backed Securities         |
| GNII SF DS1559 C     | 2056-05-20      | 5.0000%  | 0.0000% | $4367103.00        | $4348367.64        | Agency Mortgage-Backed Securities         |
| GNII SF 004028 M     | 2037-09-20      | 6.0000%  | 0.0000% | $210000.00         | $1784.31           | Agency Mortgage-Backed Securities         |
| GNII SF DR0556 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1097679.00        | $1116788.25        | Agency Mortgage-Backed Securities         |
| GNII SF DR1310 C     | 2056-05-20      | 6.0000%  | 0.0000% | $12876439.00       | $13310048.80       | Agency Mortgage-Backed Securities         |
| GNII SF 003852 M     | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1413.07           | Agency Mortgage-Backed Securities         |
| GNII SF 003637 M     | 2034-11-20      | 5.5000%  | 0.0000% | $139245.00         | $1748.55           | Agency Mortgage-Backed Securities         |
| GNII SF MA4782 M     | 2047-10-20      | 5.5000%  | 0.0000% | $4389019.00        | $397006.37         | Agency Mortgage-Backed Securities         |
| GNII SF 004873 M     | 2040-10-20      | 3.0000%  | 0.0000% | $75837.00          | $7171.95           | Agency Mortgage-Backed Securities         |
| GNII SF MA4779 M     | 2047-10-20      | 4.0000%  | 0.0000% | $7600972.00        | $777322.69         | Agency Mortgage-Backed Securities         |
| GNII SF 734480 C     | 2041-07-20      | 4.5000%  | 0.0000% | $1451435.00        | $147262.04         | Agency Mortgage-Backed Securities         |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $15000000.00       | $14119554.91       | Agency Mortgage-Backed Securities         |
| GNII SF DK5857 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3820539.00        | $3905175.43        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9908 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2524933.00        | $2743253.72        | Agency Mortgage-Backed Securities         |
| GNII SF MA9544 M     | 2054-02-20      | 7.0000%  | 0.0000% | $3978452.00        | $1190066.80        | Agency Mortgage-Backed Securities         |
| GNII SF CJ9731 C     | 2052-01-20      | 2.5000%  | 0.0000% | $851731.00         | $611628.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA9577 M     | 2039-07-20      | 6.5000%  | 0.0000% | $38076.00          | $26372.55          | Agency Mortgage-Backed Securities         |
| GNII SF BA0861 C     | 2047-06-20      | 3.5000%  | 0.0000% | $2001774.00        | $258941.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA9391 M     | 2039-01-20      | 6.5000%  | 0.0000% | $2836827.00        | $1154181.27        | Agency Mortgage-Backed Securities         |
| GNII SF AK8796 C     | 2045-12-20      | 3.7500%  | 0.0000% | $1000000.00        | $456678.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA9962 M     | 2054-10-20      | 4.0000%  | 0.0000% | $120463.00         | $105579.74         | Agency Mortgage-Backed Securities         |
| GNII SF DL3852 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1061199.00        | $381225.52         | Agency Mortgage-Backed Securities         |
| GNII SF MB0528 M     | 2040-08-20      | 5.0000%  | 0.0000% | $1629807.00        | $1436255.00        | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $220000000.00      | $167425658.26      | Agency Mortgage-Backed Securities         |
| GNII SP 788666 C     | 2056-05-20      | 5.0000%  | 0.0000% | $102362845.00      | $100210757.17      | Agency Mortgage-Backed Securities         |
| GNII SF DI1017 C     | 2055-07-20      | 6.0000%  | 0.0000% | $932585.00         | $965366.07         | Agency Mortgage-Backed Securities         |
| GNII SF MB0717 M     | 2040-11-20      | 5.0000%  | 0.0000% | $430850.00         | $405024.14         | Agency Mortgage-Backed Securities         |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $10000000.00       | $9482572.99        | Agency Mortgage-Backed Securities         |
| GNII SF MB1140 M     | 2047-08-20      | 4.0000%  | 0.0000% | $10201546.00       | $9516727.55        | Agency Mortgage-Backed Securities         |
| GNII SF MB0937 M     | 2056-01-20      | 5.5000%  | 0.0000% | $16039085.00       | $16076974.56       | Agency Mortgage-Backed Securities         |
| GNII SF MB0940 M     | 2055-10-20      | 7.0000%  | 0.0000% | $48097929.00       | $49162556.71       | Agency Mortgage-Backed Securities         |
| GNII SF MB0207 M     | 2055-02-20      | 6.5000%  | 0.0000% | $10789076.00       | $5522448.17        | Agency Mortgage-Backed Securities         |
| GNII SF BZ9216 C     | 2050-11-20      | 2.5000%  | 0.0000% | $1034463.00        | $764443.27         | Agency Mortgage-Backed Securities         |
| GNII SF BX9609 C     | 2051-03-20      | 2.0000%  | 0.0000% | $6039769.00        | $3212138.04        | Agency Mortgage-Backed Securities         |
| GNII SF DJ0734 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1855801.00        | $1642519.72        | Agency Mortgage-Backed Securities         |
| GNII SF MA7422 M     | 2051-06-20      | 4.5000%  | 0.0000% | $581645.00         | $206113.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA6545 M     | 2050-03-20      | 5.0000%  | 0.0000% | $85000.00          | $10803.98          | Agency Mortgage-Backed Securities         |
| GNII SF MA8049 M     | 2052-05-20      | 6.0000%  | 0.0000% | $50000.00          | $23132.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA7393 M     | 2036-06-20      | 3.0000%  | 0.0000% | $1270110.00        | $473822.11         | Agency Mortgage-Backed Securities         |
| GNII SF 003919 M     | 2036-11-20      | 5.5000%  | 0.0000% | $95069.00          | $930.95            | Agency Mortgage-Backed Securities         |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $2597634.00        | $1665417.77        | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $9619954.00        | $4386019.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA8430 M     | 2052-11-20      | 6.0000%  | 0.0000% | $292745.00         | $136026.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA6337 M     | 2049-12-20      | 2.5000%  | 0.0000% | $51487674.00       | $9090630.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA8918 M     | 2038-12-20      | 5.5000%  | 0.0000% | $1609088.00        | $960230.70         | Agency Mortgage-Backed Securities         |
| GNII SF 003611 M     | 2034-09-20      | 6.0000%  | 0.0000% | $989000.00         | $9992.35           | Agency Mortgage-Backed Securities         |
| GNII SF 003171 M     | 2031-12-20      | 5.5000%  | 0.0000% | $248000.00         | $985.47            | Agency Mortgage-Backed Securities         |
| GNII SF 004005 M     | 2037-07-20      | 5.5000%  | 0.0000% | $65000.00          | $584.24            | Agency Mortgage-Backed Securities         |
| GNII SF 005331 M     | 2042-03-20      | 3.5000%  | 0.0000% | $1307000.00        | $83605.14          | Agency Mortgage-Backed Securities         |
| GNII SF AE7828 C     | 2043-08-20      | 3.0000%  | 0.0000% | $1264505.00        | $72195.59          | Agency Mortgage-Backed Securities         |
| GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $580000.00         | $379280.81         | Agency Mortgage-Backed Securities         |
| GNII SF DM9119 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1185860.00        | $1177811.26        | Agency Mortgage-Backed Securities         |
| GNII SF DN3260 C     | 2055-11-20      | 5.0000%  | 0.0000% | $586195.00         | $573392.75         | Agency Mortgage-Backed Securities         |
| GNII SF DN6563 C     | 2056-03-20      | 5.5000%  | 0.0000% | $14330296.00       | $14244862.53       | Agency Mortgage-Backed Securities         |
| GNII SF MA5880 M     | 2049-04-20      | 6.0000%  | 0.0000% | $92336.00          | $10774.91          | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $413502557.00      | $29724765.68       | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | 0.0000% | $3805882.00        | $328111.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M     | 2047-12-20      | 4.0000%  | 0.0000% | $136627658.00      | $13853284.13       | Agency Mortgage-Backed Securities         |
| GNII SF MA5023 M     | 2048-02-20      | 5.5000%  | 0.0000% | $6300039.00        | $734332.05         | Agency Mortgage-Backed Securities         |
| GNII SF MA4657 M     | 2047-08-20      | 6.0000%  | 0.0000% | $100000.00         | $9506.95           | Agency Mortgage-Backed Securities         |
| GNII SF MA1224 M     | 2043-08-20      | 3.5000%  | 0.0000% | $128274560.00      | $10958327.52       | Agency Mortgage-Backed Securities         |
| GNRM 2013-071 GA     | 2041-07-20      | 2.5000%  | 0.0000% | $1375000.00        | $58989.77          | Agency Collateralized Mortgage Obligation |
| GNII SP 786579 C     | 2053-03-20      | 5.5000%  | 0.0000% | $100000.00         | $65617.92          | Agency Mortgage-Backed Securities         |
| GNII SF 618391 C     | 2041-09-20      | 4.5000%  | 0.0000% | $3407385.00        | $72861.73          | Agency Mortgage-Backed Securities         |
| GNII SF DP8184 C     | 2056-03-20      | 5.5000%  | 0.0000% | $16123572.00       | $16490236.17       | Agency Mortgage-Backed Securities         |
| GNII SF MB0998 M     | 2056-03-20      | 6.0000%  | 0.0000% | $19919267.00       | $20286583.84       | Agency Mortgage-Backed Securities         |
| GNII SF DP8090 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1471303.00        | $1496757.66        | Agency Mortgage-Backed Securities         |
| GNII SF DQ1189 C     | 2056-03-20      | 5.5000%  | 0.0000% | $3822523.00        | $3895367.91        | Agency Mortgage-Backed Securities         |
| GNII SF DQ2405 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1665245.00        | $1652806.91        | Agency Mortgage-Backed Securities         |
| GNII SF DQ1314 C     | 2056-05-20      | 5.0000%  | 0.0000% | $12119972.00       | $12067975.97       | Agency Mortgage-Backed Securities         |
| GNII SF DL4134 C     | 2055-08-20      | 6.0000%  | 0.0000% | $4018656.00        | $3585621.75        | Agency Mortgage-Backed Securities         |
| GNII SF DK9447 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2687913.00        | $2244793.46        | Agency Mortgage-Backed Securities         |
| GNII SF DP2877 C     | 2056-01-20      | 6.5000%  | 0.0000% | $1004671.00        | $1052510.91        | Agency Mortgage-Backed Securities         |
| GNII SF DP8559 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1047538.00        | $1103986.40        | Agency Mortgage-Backed Securities         |
| GNII SF BU4790 C     | 2050-09-20      | 4.0000%  | 0.0000% | $1009940.00        | $379835.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $299127000.00      | $175611720.07      | Agency Mortgage-Backed Securities         |
| GNII SF MA7365 M     | 2051-05-20      | 1.5000%  | 0.0000% | $724554.00         | $375926.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA7165 M     | 2036-06-20      | 2.5000%  | 0.0000% | $2075000.00        | $748481.01         | Agency Mortgage-Backed Securities         |
| GNII SF MA5793 M     | 2034-03-20      | 4.5000%  | 0.0000% | $346149.00         | $44470.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $456428558.00      | $249999999.84      | Agency Mortgage-Backed Securities         |
| GNII SF DR0980 C     | 2056-05-20      | 6.5000%  | 0.0000% | $2316114.00        | $2444337.67        | Agency Mortgage-Backed Securities         |
| GNII SF DR2175 C     | 2056-03-20      | 5.5000%  | 0.0000% | $138388.00         | $140781.19         | Agency Mortgage-Backed Securities         |
| GNII SF DR2332 C     | 2056-04-20      | 5.5000%  | 0.0000% | $546482.00         | $557109.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA1201 M     | 2028-08-20      | 2.0000%  | 0.0000% | $812282.00         | $26368.34          | Agency Mortgage-Backed Securities         |
| GNII SF MA3496 M     | 2031-03-20      | 3.0000%  | 0.0000% | $55000.00          | $3297.55           | Agency Mortgage-Backed Securities         |
| GNII SF MA2682 M     | 2038-11-20      | 5.5000%  | 0.0000% | $95526.00          | $6066.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA0515 M     | 2027-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $26281.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $3000000.00        | $275969.98         | Agency Mortgage-Backed Securities         |
| GNII SF DP4838 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1246323.00        | $1238095.68        | Agency Mortgage-Backed Securities         |
| GNII SF DR9694 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1578409.00        | $1571637.45        | Agency Mortgage-Backed Securities         |
| GNII SF DS8697 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1287391.00        | $1281867.95        | Agency Mortgage-Backed Securities         |
| GNII SF DS1678 C     | 2056-05-20      | 5.0000%  | 0.0000% | $2805156.00        | $2800011.03        | Agency Mortgage-Backed Securities         |
| GNII SF DS5503 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1159920.00        | $1178695.37        | Agency Mortgage-Backed Securities         |
| GNII SF DS0988 C     | 2056-04-20      | 5.5000%  | 0.0000% | $822555.00         | $834957.04         | Agency Mortgage-Backed Securities         |
| GNII SF DR5649 C     | 2056-05-20      | 3.5000%  | 0.0000% | $10473949.00       | $9453966.75        | Agency Mortgage-Backed Securities         |
| GNII SF DP0200 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1288690.00        | $1277563.48        | Agency Mortgage-Backed Securities         |
| GNII SF DP2463 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1247557.00        | $1242204.84        | Agency Mortgage-Backed Securities         |
| GNII SF DM5754 C     | 2055-10-20      | 6.0000%  | 0.0000% | $12583703.00       | $12512578.73       | Agency Mortgage-Backed Securities         |
| GNII SF DR6693 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1073169.00        | $1068564.99        | Agency Mortgage-Backed Securities         |
| GNII SF DE0349 C     | 2054-07-20      | 6.5000%  | 0.0000% | $1306235.00        | $1178351.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA9066 M     | 2031-10-20      | 3.0000%  | 0.0000% | $1531362.00        | $927735.12         | Agency Mortgage-Backed Securities         |
| GNII SF DD4797 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1049210.00        | $597063.82         | Agency Mortgage-Backed Securities         |
| GNII SF DQ5038 C     | 2056-05-20      | 5.0000%  | 0.0000% | $29479053.00       | $29232398.49       | Agency Mortgage-Backed Securities         |
| GNII SF DQ5082 C     | 2056-05-20      | 5.0000%  | 0.0000% | $4140720.00        | $4135796.22        | Agency Mortgage-Backed Securities         |
| GNII SF DQ8218 C     | 2056-04-20      | 5.0000%  | 0.0000% | $6064928.00        | $5970606.85        | Agency Mortgage-Backed Securities         |
| GNII SF DQ4602 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1396559.00        | $1471272.23        | Agency Mortgage-Backed Securities         |
| GNII SF DQ9727 C     | 2056-04-20      | 6.5000%  | 0.0000% | $2062620.00        | $2193494.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $3114160.00        | $195933.52         | Agency Mortgage-Backed Securities         |
| GNII SF DQ4971 C     | 2056-05-20      | 5.0000%  | 0.0000% | $30451268.00       | $30214414.66       | Agency Mortgage-Backed Securities         |
| GNII SF BT5311 C     | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $1919394.62        | Agency Mortgage-Backed Securities         |
| GNII SP 785087 M     | 2048-02-20      | 3.5000%  | 0.0000% | $33407553.00       | $7944410.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $630000.00         | $380465.37         | Agency Mortgage-Backed Securities         |
| GNII SF BI3168 C     | 2048-07-20      | 5.0000%  | 0.0000% | $465000.00         | $19956.59          | Agency Mortgage-Backed Securities         |
| GNII SF DQ8379 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1932055.00        | $1922641.62        | Agency Mortgage-Backed Securities         |
| GNII SF MB0812 M     | 2055-12-20      | 4.5000%  | 0.0000% | $53600000.00       | $51163623.50       | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $176378717.00      | $14765214.59       | Agency Mortgage-Backed Securities         |
| GNII SF CY2872 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1664448.00        | $1002799.72        | Agency Mortgage-Backed Securities         |
| GNII SF BI3255 C     | 2048-08-20      | 4.5000%  | 0.0000% | $6592884.00        | $1085734.95        | Agency Mortgage-Backed Securities         |
| GNII SF BY4482 C     | 2050-09-20      | 3.5000%  | 0.0000% | $1050093.00        | $649573.17         | Agency Mortgage-Backed Securities         |
| GNII SF CT6549 C     | 2054-01-20      | 7.5000%  | 0.0000% | $23096824.00       | $16455683.18       | Agency Mortgage-Backed Securities         |
| GNII SF MA7569 M     | 2033-05-20      | 6.0000%  | 0.0000% | $65000.00          | $23297.90          | Agency Mortgage-Backed Securities         |
| GNII SF MA7736 M     | 2036-12-20      | 1.5000%  | 0.0000% | $112198.00         | $53105.01          | Agency Mortgage-Backed Securities         |
| GNII SF MA8802 M     | 2053-04-20      | 6.0000%  | 0.0000% | $10001000.00       | $4895043.95        | Agency Mortgage-Backed Securities         |
| GNII SF DP4723 C     | 2056-02-20      | 6.0000%  | 0.0000% | $303349.00         | $310122.78         | Agency Mortgage-Backed Securities         |
| GNII SF DK3352 C     | 2055-05-20      | 6.0000%  | 0.0000% | $10238343.00       | $8881049.19        | Agency Mortgage-Backed Securities         |
| GNII SF DK6210 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1326212.00        | $1075589.89        | Agency Mortgage-Backed Securities         |
| GNII SF DQ0777 C     | 2056-02-20      | 5.0000%  | 0.0000% | $1063095.00        | $1043005.88        | Agency Mortgage-Backed Securities         |
| GNII SF DN7487 C     | 2055-12-20      | 5.5000%  | 0.0000% | $54157577.00       | $54736102.49       | Agency Mortgage-Backed Securities         |
| GNII SF MB0624 M     | 2055-08-20      | 6.0000%  | 0.0000% | $390186.00         | $358313.67         | Agency Mortgage-Backed Securities         |
| GNII SF 003820 M     | 2036-02-20      | 6.0000%  | 0.0000% | $580000.00         | $7244.81           | Agency Mortgage-Backed Securities         |
| GNII SF 626972 C     | 2045-08-20      | 3.5000%  | 0.0000% | $953799.00         | $399290.66         | Agency Mortgage-Backed Securities         |
| GNII SF 005232 M     | 2041-11-20      | 3.5000%  | 0.0000% | $629160.00         | $40135.74          | Agency Mortgage-Backed Securities         |
| GNII SF 002824 M     | 2029-10-20      | 7.0000%  | 0.0000% | $27855582.00       | $14482.78          | Agency Mortgage-Backed Securities         |
| GNII SF 003830 M     | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $569.20            | Agency Mortgage-Backed Securities         |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $1630000.00        | $965802.34         | Agency Mortgage-Backed Securities         |
| GNII SF BI3300 C     | 2048-09-20      | 4.5000%  | 0.0000% | $9304057.00        | $1247275.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $453074.00         | $54382.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA5874 M     | 2049-04-20      | 3.0000%  | 0.0000% | $82645003.00       | $10440490.94       | Agency Mortgage-Backed Securities         |
| GNII SP 782950 C     | 2038-10-20      | 6.0000%  | 0.0000% | $556709.00         | $4334.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA7508 M     | 2036-08-20      | 2.5000%  | 0.0000% | $382817.00         | $163938.80         | Agency Mortgage-Backed Securities         |
| GNII SF MA5906 M     | 2034-05-20      | 4.0000%  | 0.0000% | $268874.00         | $29892.69          | Agency Mortgage-Backed Securities         |
| GNII SP 788112 M     | 2051-05-20      | 4.5000%  | 0.0000% | $125729505.00      | $114370366.66      | Agency Mortgage-Backed Securities         |
| GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $63871635.00       | $4473030.65        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3604 C     | 2053-12-20      | 7.5000%  | 0.0000% | $1881624.00        | $498037.20         | Agency Mortgage-Backed Securities         |
| GNII SF DC2932 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $487619.74         | Agency Mortgage-Backed Securities         |
| GNII SF DJ9477 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1461801.00        | $1513931.42        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3944 C     | 2054-02-20      | 6.0000%  | 0.0000% | $8985682.00        | $5574585.96        | Agency Mortgage-Backed Securities         |
| GNII SF CX6931 C     | 2053-10-20      | 6.0000%  | 0.0000% | $1498957.00        | $432677.52         | Agency Mortgage-Backed Securities         |
| GNII SF CX6929 C     | 2053-10-20      | 6.0000%  | 0.0000% | $1903299.00        | $596915.50         | Agency Mortgage-Backed Securities         |
| GNII SF CY2876 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1331298.00        | $961657.22         | Agency Mortgage-Backed Securities         |
| GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $133458.36         | Agency Mortgage-Backed Securities         |
| GNII SF CZ3954 C     | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $2746298.13        | Agency Mortgage-Backed Securities         |
| GNII SF CX6881 C     | 2053-12-20      | 6.0000%  | 0.0000% | $4141514.00        | $2703694.77        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1867 C     | 2054-01-20      | 7.0000%  | 0.0000% | $2182093.00        | $638529.37         | Agency Mortgage-Backed Securities         |
| GNII SF CV9682 C     | 2053-07-20      | 7.5000%  | 0.0000% | $3171508.00        | $1586767.02        | Agency Mortgage-Backed Securities         |
| GNII SF CY5634 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1205924.00        | $457103.98         | Agency Mortgage-Backed Securities         |
| GNII SF CZ2849 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1711513.00        | $761224.03         | Agency Mortgage-Backed Securities         |
| GNII SF DR1321 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1171059.00        | $1200574.11        | Agency Mortgage-Backed Securities         |
| GNII SF DN6067 C     | 2055-11-20      | 7.5000%  | 0.0000% | $3529275.00        | $3790186.35        | Agency Mortgage-Backed Securities         |
| GNII SF DN0356 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1668718.00        | $1650838.36        | Agency Mortgage-Backed Securities         |
| GNII SF DS1620 C     | 2056-05-20      | 5.0000%  | 0.0000% | $7359022.00        | $7327450.98        | Agency Mortgage-Backed Securities         |
| GNII SF DR7172 C     | 2056-04-20      | 5.5000%  | 0.0000% | $2181239.00        | $2217098.28        | Agency Mortgage-Backed Securities         |
| GNII SF DR0322 C     | 2056-05-20      | 5.5000%  | 0.0000% | $5930782.00        | $6110174.98        | Agency Mortgage-Backed Securities         |
| GNII SF MA0825 M     | 2028-03-20      | 2.5000%  | 0.0000% | $205000.00         | $3938.96           | Agency Mortgage-Backed Securities         |
| GNII SF AA5878 C     | 2042-12-20      | 3.0000%  | 0.0000% | $3705000.00        | $514250.42         | Agency Mortgage-Backed Securities         |
| GNII SF DO6270 C     | 2055-11-20      | 7.0000%  | 0.0000% | $1223183.00        | $1275283.38        | Agency Mortgage-Backed Securities         |
| GNII SF AA1000 C     | 2027-05-20      | 3.0000%  | 0.0000% | $575000.00         | $3025.97           | Agency Mortgage-Backed Securities         |
| GNII SF AB9822 C     | 2043-03-20      | 3.5000%  | 0.0000% | $1500000.00        | $209466.23         | Agency Mortgage-Backed Securities         |
| GNII SF DK7841 C     | 2055-06-20      | 7.5000%  | 0.0000% | $5572550.00        | $6002028.41        | Agency Mortgage-Backed Securities         |
| GNII SF DL4093 C     | 2055-08-20      | 6.0000%  | 0.0000% | $18403011.00       | $16424213.02       | Agency Mortgage-Backed Securities         |
| GNII SF DK4482 C     | 2055-06-20      | 6.5000%  | 0.0000% | $7784867.00        | $7810264.77        | Agency Mortgage-Backed Securities         |
| GNII SF DL0845 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1046030.00        | $980754.14         | Agency Mortgage-Backed Securities         |
| GNII SF DK3295 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1733899.00        | $1178541.56        | Agency Mortgage-Backed Securities         |
| GNII SF MA9720 M     | 2051-08-20      | 3.0000%  | 0.0000% | $606705.00         | $435606.98         | Agency Mortgage-Backed Securities         |
| GNII SF DK5940 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2779811.00        | $2924875.65        | Agency Mortgage-Backed Securities         |
| GNII SF DQ1310 C     | 2056-05-20      | 5.0000%  | 0.0000% | $4310766.00        | $4310800.01        | Agency Mortgage-Backed Securities         |
| GNII SF DP4698 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1249006.00        | $1314698.00        | Agency Mortgage-Backed Securities         |
| GNII SF DP6142 C     | 2056-03-20      | 5.5000%  | 0.0000% | $4158833.00        | $4219916.06        | Agency Mortgage-Backed Securities         |
| GNII SF DQ1956 C     | 2056-02-20      | 5.0000%  | 0.0000% | $3633844.00        | $3605517.43        | Agency Mortgage-Backed Securities         |
| GNII SF DP8617 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1577270.00        | $1600871.92        | Agency Mortgage-Backed Securities         |
| GNII SF DQ5081 C     | 2056-05-20      | 5.0000%  | 0.0000% | $3432571.00        | $3444612.08        | Agency Mortgage-Backed Securities         |
| GNII SF DQ7729 C     | 2056-03-20      | 5.5000%  | 0.0000% | $310586.00         | $314214.35         | Agency Mortgage-Backed Securities         |
| GNII SF DP3166 C     | 2056-01-20      | 6.0000%  | 0.0000% | $3870688.00        | $3971933.03        | Agency Mortgage-Backed Securities         |
| GNII SF DP8898 C     | 2056-01-20      | 5.5000%  | 0.0000% | $14794177.00       | $14967833.54       | Agency Mortgage-Backed Securities         |
| GNII SF CT8347 C     | 2053-04-20      | 6.5000%  | 0.0000% | $1760593.00        | $1202462.34        | Agency Mortgage-Backed Securities         |
| GNII SF MA6866 M     | 2050-07-20      | 3.0000%  | 0.0000% | $3845000.00        | $1124162.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $3950000.00        | $471032.66         | Agency Mortgage-Backed Securities         |
| GNRM 2026-060 BH     | 2056-04-20      | 5.0000%  | 0.0000% | $23600000.00       | $21581937.78       | Agency Collateralized Mortgage Obligation |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $5625325.00        | $728572.82         | Agency Mortgage-Backed Securities         |
| GNII SF DS2439 C     | 2056-05-20      | 5.5000%  | 0.0000% | $8489607.00        | $8627017.89        | Agency Mortgage-Backed Securities         |
| GNII SF MA3527 M     | 2038-12-20      | 6.5000%  | 0.0000% | $100000.00         | $10897.32          | Agency Mortgage-Backed Securities         |
| GNII SF DS1565 C     | 2056-05-20      | 5.5000%  | 0.0000% | $24533431.00       | $25023529.90       | Agency Mortgage-Backed Securities         |
| GNRM 2026-069 AC     | 2066-09-16      | 4.7500%  | 0.0000% | $19739866.00       | $19517907.60       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-100 AB     | 2052-04-16      | 2.3000%  | 0.0000% | $4200000.00        | $223048.05         | Agency Collateralized Mortgage Obligation |
| GNII SF MA8494 M     | 2052-12-20      | 7.0000%  | 0.0000% | $143000.00         | $32447.79          | Agency Mortgage-Backed Securities         |
| GNII SF MA4453 M     | 2047-04-20      | 4.5000%  | 0.0000% | $628512.00         | $48267.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA4455 M     | 2047-05-20      | 5.5000%  | 0.0000% | $13495528.00       | $1222886.87        | Agency Mortgage-Backed Securities         |
| GNII SF MA6936 M     | 2050-10-20      | 5.0000%  | 0.0000% | $130113.00         | $33258.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $1109000.00        | $91703.09          | Agency Mortgage-Backed Securities         |
| GNII SF MA6661 M     | 2050-05-20      | 5.5000%  | 0.0000% | $50000.00          | $12503.35          | Agency Mortgage-Backed Securities         |
| GNII SF DK7424 C     | 2055-07-20      | 6.0000%  | 0.0000% | $119344.00         | $104802.24         | Agency Mortgage-Backed Securities         |
| GNII SF DP8469 C     | 2056-01-20      | 5.5000%  | 0.0000% | $125555.00         | $127088.86         | Agency Mortgage-Backed Securities         |
| GNII SF 668606 C     | 2037-11-20      | 5.6000%  | 0.0000% | $56811.00          | $31276.41          | Agency Mortgage-Backed Securities         |
| GNII SF DO0938 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1456322.00        | $1443939.74        | Agency Mortgage-Backed Securities         |
| GNII SF DO4944 C     | 2056-01-20      | 6.0000%  | 0.0000% | $6574842.00        | $6777239.35        | Agency Mortgage-Backed Securities         |
| GNII SF MB1144 M     | 2056-04-20      | 6.0000%  | 0.0000% | $243920128.00      | $249999999.89      | Agency Mortgage-Backed Securities         |
| GNII SF DR0276 C     | 2056-05-20      | 6.5000%  | 0.0000% | $11284401.00       | $11909044.01       | Agency Mortgage-Backed Securities         |
| GNRM 2026-060 QC     | 2056-02-20      | 4.7500%  | 0.0000% | $18987039.00       | $18711990.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 PM     | 2055-11-20      | 4.5000%  | 0.0000% | $6805914.00        | $6536569.48        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-036 AD     | 2067-02-16      | 4.7500%  | 0.0000% | $34495000.00       | $33786860.76       | Agency Collateralized Mortgage Obligation |
| GNII SF DM0382 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1198568.00        | $1170904.22        | Agency Mortgage-Backed Securities         |
| GNRA 2012-149 MF     | 2042-12-20      | 3.9671%  | 0.0000% | $49543433.00       | $2303436.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-30 FA      | 2049-03-20      | 4.1671%  | 0.0000% | $18258000.00       | $2936206.61        | Agency Collateralized Mortgage Obligation |
| GNII SF DR1986 C     | 2056-05-20      | 5.0000%  | 0.0000% | $2011456.00        | $2002826.63        | Agency Mortgage-Backed Securities         |
| GNII SF MB0999 M     | 2055-08-20      | 6.5000%  | 0.0000% | $77345554.00       | $80547615.62       | Agency Mortgage-Backed Securities         |
| GNII SF MB1071 M     | 2056-04-20      | 5.5000%  | 0.0000% | $34464.00          | $34730.96          | Agency Mortgage-Backed Securities         |
| GNII SF DO7683 C     | 2056-01-20      | 5.5000%  | 0.0000% | $11148682.00       | $11279169.06       | Agency Mortgage-Backed Securities         |
| GNII SF DQ4968 C     | 2056-05-20      | 5.0000%  | 0.0000% | $30674438.00       | $30462965.02       | Agency Mortgage-Backed Securities         |
| GNII SF DQ5075 C     | 2056-05-20      | 5.0000%  | 0.0000% | $4495903.00        | $4471647.10        | Agency Mortgage-Backed Securities         |
| GNII SF DR0553 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1668632.00        | $1661473.38        | Agency Mortgage-Backed Securities         |
| GNII SF DR3286 C     | 2056-03-20      | 5.5000%  | 0.0000% | $344693.00         | $349470.39         | Agency Mortgage-Backed Securities         |
| GNII SF DR4483 C     | 2056-03-20      | 5.5000%  | 0.0000% | $4230344.00        | $4310338.56        | Agency Mortgage-Backed Securities         |
| GNII SF MA9746 M     | 2039-06-20      | 4.0000%  | 0.0000% | $207790.00         | $177362.31         | Agency Mortgage-Backed Securities         |
| GNII SF BM9734 C     | 2049-10-20      | 4.0000%  | 0.0000% | $400000.00         | $78025.01          | Agency Mortgage-Backed Securities         |
| GNII SF BL9351 C     | 2049-07-20      | 5.0000%  | 0.0000% | $155278.00         | $43700.41          | Agency Mortgage-Backed Securities         |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $425000.00         | $205708.12         | Agency Mortgage-Backed Securities         |
| GNII SF BS7589 C     | 2050-03-20      | 4.0000%  | 0.0000% | $225000.00         | $92964.62          | Agency Mortgage-Backed Securities         |
| GNII SF BT6791 C     | 2050-05-20      | 3.0000%  | 0.0000% | $6341929.00        | $932835.55         | Agency Mortgage-Backed Securities         |
| GNII SF BM7486 C     | 2049-07-20      | 3.5000%  | 0.0000% | $500000.00         | $91248.17          | Agency Mortgage-Backed Securities         |
| GNII SF BT8990 C     | 2050-03-20      | 4.0000%  | 0.0000% | $11367046.00       | $399409.43         | Agency Mortgage-Backed Securities         |
| GNII SF DD3214 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1460314.00        | $385210.75         | Agency Mortgage-Backed Securities         |
| GNII SF CF1666 C     | 2051-07-20      | 2.0000%  | 0.0000% | $1104108.00        | $793475.44         | Agency Mortgage-Backed Securities         |
| GNII SF DC6802 C     | 2054-08-20      | 6.5000%  | 0.0000% | $11882808.00       | $5191948.96        | Agency Mortgage-Backed Securities         |
| GNII SF DF0570 C     | 2054-10-20      | 6.0000%  | 0.0000% | $2258285.00        | $1946295.91        | Agency Mortgage-Backed Securities         |
| GNII SF CD7215 C     | 2051-05-20      | 2.5000%  | 0.0000% | $5100000.00        | $2702853.09        | Agency Mortgage-Backed Securities         |
| GNII SF DD4723 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1186364.00        | $886590.03         | Agency Mortgage-Backed Securities         |
| GNII SF DD8208 C     | 2054-08-20      | 7.0000%  | 0.0000% | $3080705.00        | $1389055.01        | Agency Mortgage-Backed Securities         |
| GNII SF DH8874 C     | 2055-01-20      | 5.5000%  | 0.0000% | $2001260.00        | $2000833.65        | Agency Mortgage-Backed Securities         |
| GNII SF DD8716 C     | 2054-09-20      | 6.5000%  | 0.0000% | $12702455.00       | $10468060.84       | Agency Mortgage-Backed Securities         |
| GNII SF DM3907 C     | 2055-09-20      | 5.0000%  | 0.0000% | $514749.00         | $349365.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1631053.00        | $907326.35         | Agency Mortgage-Backed Securities         |
| GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $608396.75         | Agency Mortgage-Backed Securities         |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $19000000.00       | $16914806.53       | Agency Mortgage-Backed Securities         |
| GNII SF MA3803 M     | 2046-07-20      | 3.5000%  | 0.0000% | $425000.00         | $42932.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA2149 M     | 2044-08-20      | 4.0000%  | 0.0000% | $610000.00         | $36938.99          | Agency Mortgage-Backed Securities         |
| GNII SF DF6468 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1711688.00        | $1739051.07        | Agency Mortgage-Backed Securities         |
| GNII SF DF6497 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1530233.00        | $1605411.01        | Agency Mortgage-Backed Securities         |
| GNII SF DH6284 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1618180.00        | $1718054.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA9778 M     | 2054-07-20      | 5.0000%  | 0.0000% | $370000.00         | $326247.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA9012 M     | 2053-05-20      | 3.0000%  | 0.0000% | $3509804.00        | $2286008.23        | Agency Mortgage-Backed Securities         |
| GNII SF MA0138 M     | 2027-06-20      | 2.5000%  | 0.0000% | $4000000.00        | $35580.85          | Agency Mortgage-Backed Securities         |
| GNRM 2013-170 BC     | 2028-11-16      | 2.5000%  | 0.0000% | $3551288.00        | $800522.49         | Agency Collateralized Mortgage Obligation |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $16276378.00       | $1706377.87        | Agency Mortgage-Backed Securities         |
| GNII SF DR4654 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1256386.00        | $1255014.86        | Agency Mortgage-Backed Securities         |
| GNII SF DR4658 C     | 2056-04-20      | 5.0000%  | 0.0000% | $2627375.00        | $2619708.50        | Agency Mortgage-Backed Securities         |
| GNII SF DR0932 C     | 2056-03-20      | 5.5000%  | 0.0000% | $125729.00         | $127934.97         | Agency Mortgage-Backed Securities         |
| GNRM 2015-095 KA     | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $437093.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-01 LF      | 2049-01-20      | 4.1671%  | 0.0000% | $50000000.00       | $10673927.40       | Agency Collateralized Mortgage Obligation |
| GNII SF DR3951 C     | 2056-04-20      | 5.5000%  | 0.0000% | $1091818.00        | $1106675.25        | Agency Mortgage-Backed Securities         |
| GNII SF MA4262 M     | 2047-02-20      | 3.5000%  | 0.0000% | $506469050.00      | $57961552.96       | Agency Mortgage-Backed Securities         |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $6797498.00        | $780342.29         | Agency Mortgage-Backed Securities         |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $54013891.00       | $5324317.22        | Agency Mortgage-Backed Securities         |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $1729811.00        | $200106.70         | Agency Mortgage-Backed Securities         |
| GNII SF DR6334 C     | 2056-05-20      | 5.5000%  | 0.0000% | $13543677.00       | $13764571.37       | Agency Mortgage-Backed Securities         |
| GNII SF DR7208 C     | 2056-04-20      | 5.5000%  | 0.0000% | $482323.00         | $489631.33         | Agency Mortgage-Backed Securities         |
| GNII SF DS1110 C     | 2056-05-20      | 5.5000%  | 0.0000% | $1005493.00        | $1022998.41        | Agency Mortgage-Backed Securities         |
| GNRM 2022-162 BA     | 2054-04-16      | 2.5000%  | 0.0000% | $315000.00         | $251374.65         | Agency Collateralized Mortgage Obligation |
| GNII SF MA4002 M     | 2046-10-20      | 2.5000%  | 0.0000% | $800000.00         | $115745.84         | Agency Mortgage-Backed Securities         |
| GNII SF 002988 M     | 2030-10-20      | 8.0000%  | 0.0000% | $2948504.00        | $1167.38           | Agency Mortgage-Backed Securities         |
| GNII SF DP8901 C     | 2056-01-20      | 6.0000%  | 0.0000% | $384531.00         | $397899.06         | Agency Mortgage-Backed Securities         |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $231000.00         | $538.26            | Agency Mortgage-Backed Securities         |
| GNII SF CZ1465 C     | 2054-08-20      | 7.5000%  | 0.0000% | $5487784.00        | $5191737.32        | Agency Mortgage-Backed Securities         |
| GNII SF DD3913 C     | 2054-09-20      | 6.5000%  | 0.0000% | $1682640.00        | $1563219.25        | Agency Mortgage-Backed Securities         |
| GNII SF DP0229 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1104972.00        | $1102915.80        | Agency Mortgage-Backed Securities         |
| GNII SF DP4257 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1096917.00        | $1137410.90        | Agency Mortgage-Backed Securities         |
| GNII SF DP2380 C     | 2056-04-20      | 5.0000%  | 0.0000% | $1559741.00        | $1551018.20        | Agency Mortgage-Backed Securities         |
| GNII SF DP7789 C     | 2056-01-20      | 6.0000%  | 0.0000% | $23817401.00       | $24810774.98       | Agency Mortgage-Backed Securities         |
| GNII SF 003001 M     | 2030-11-20      | 8.5000%  | 0.0000% | $3467287.00        | $1400.88           | Agency Mortgage-Backed Securities         |
| GNII SF DQ1169 C     | 2056-02-20      | 5.5000%  | 0.0000% | $2525494.00        | $2605689.36        | Agency Mortgage-Backed Securities         |
| GNII SF DQ0751 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1403384.00        | $1453188.04        | Agency Mortgage-Backed Securities         |
| GNII SF DN6549 C     | 2056-03-20      | 5.5000%  | 0.0000% | $1471025.00        | $1490715.15        | Agency Mortgage-Backed Securities         |
| GNII SF DM6689 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1170172.00        | $1238499.14        | Agency Mortgage-Backed Securities         |
| GNII SF DC2912 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1706163.00        | $1753127.15        | Agency Mortgage-Backed Securities         |
| GNII SF CC0878 C     | 2051-01-20      | 2.0000%  | 0.0000% | $1262876.00        | $880838.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $366775345.00      | $249999999.46      | Agency Mortgage-Backed Securities         |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $9677460.00        | $6886769.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $1280000.00        | $689830.11         | Agency Mortgage-Backed Securities         |
| GNII SP 783582 M     | 2042-05-20      | 3.5000%  | 0.0000% | $499998.00         | $33650.36          | Agency Mortgage-Backed Securities         |
| GNII SF DR9383 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1441958.00        | $1441969.38        | Agency Mortgage-Backed Securities         |
| GNRM 2025-047 BW     | 2055-03-20      | 5.0000%  | 0.0000% | $3881128.00        | $3677317.89        | Agency Collateralized Mortgage Obligation |
| GNII SF MA2724 M     | 2030-04-20      | 3.0000%  | 0.0000% | $10500000.00       | $394702.52         | Agency Mortgage-Backed Securities         |
| GNRM 2023-134 DB     | 2053-09-20      | 6.0000%  | 0.0000% | $9109935.00        | $9358806.28        | Agency Collateralized Mortgage Obligation |
| GNII SF DS1739 C     | 2056-05-20      | 5.5000%  | 0.0000% | $10057947.00       | $10220742.70       | Agency Mortgage-Backed Securities         |
| GNII SF DR4664 C     | 2056-04-20      | 5.0000%  | 0.0000% | $7096935.00        | $7058781.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA2798 M     | 2030-05-20      | 3.5000%  | 0.0000% | $1025000.00        | $56876.79          | Agency Mortgage-Backed Securities         |
| GNII SF MA5301 M     | 2033-07-20      | 4.0000%  | 0.0000% | $154800.00         | $13388.90          | Agency Mortgage-Backed Securities         |
| GNII SF MA6869 M     | 2050-09-20      | 4.5000%  | 0.0000% | $14162997.00       | $3224485.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA9384 M     | 2032-11-20      | 3.0000%  | 0.0000% | $215749.00         | $80237.94          | Agency Mortgage-Backed Securities         |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $4000.00           | $1840.28           | Agency Mortgage-Backed Securities         |
| GNII SF MA6840 M     | 2035-09-20      | 2.5000%  | 0.0000% | $1528212.00        | $414333.67         | Agency Mortgage-Backed Securities         |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $41330940.00       | $18188441.02       | Agency Mortgage-Backed Securities         |
| GNII SF BS7590 C     | 2050-03-20      | 4.0000%  | 0.0000% | $250000.00         | $163131.48         | Agency Mortgage-Backed Securities         |
| GNII SF DJ5906 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3411060.00        | $3000994.89        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9916 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1082667.00        | $1138637.16        | Agency Mortgage-Backed Securities         |
| GNII SF DH3851 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1128487.00        | $1175705.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $211617.00         | $166887.14         | Agency Mortgage-Backed Securities         |
| GNII SF MA9166 M     | 2052-02-20      | 3.0000%  | 0.0000% | $6580092.00        | $4375398.45        | Agency Mortgage-Backed Securities         |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $430000.00         | $109559.72         | Agency Mortgage-Backed Securities         |
| GNII SF BB8795 C     | 2048-01-20      | 4.0000%  | 0.0000% | $200000.00         | $47229.95          | Agency Mortgage-Backed Securities         |
| GNII SF BD6940 C     | 2047-12-20      | 3.5000%  | 0.0000% | $40828.00          | $3523.24           | Agency Mortgage-Backed Securities         |
| GNII SF MA0938 M     | 2043-04-20      | 5.5000%  | 0.0000% | $280000.00         | $11297.68          | Agency Mortgage-Backed Securities         |
| GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $1540000.00        | $115847.74         | Agency Mortgage-Backed Securities         |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $197957.23         | Agency Mortgage-Backed Securities         |
| GNII SF 003069 M     | 2031-04-20      | 7.0000%  | 0.0000% | $7674738.00        | $6908.87           | Agency Mortgage-Backed Securities         |
| GNII SF 004244 M     | 2038-09-20      | 5.5000%  | 0.0000% | $243808.00         | $2884.19           | Agency Mortgage-Backed Securities         |
| GNII SF 002673 M     | 2028-11-20      | 6.5000%  | 0.0000% | $5500000.00        | $3214.41           | Agency Mortgage-Backed Securities         |
| GNII SF DQ4615 C     | 2056-04-20      | 5.0000%  | 0.0000% | $3042935.00        | $3026184.87        | Agency Mortgage-Backed Securities         |
| GNII SF BC7052 C     | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9472.06           | Agency Mortgage-Backed Securities         |
| GNII SF MA9724 M     | 2054-06-20      | 5.0000%  | 0.0000% | $739792.00         | $651455.59         | Agency Mortgage-Backed Securities         |
| GNII SF CU7777 C     | 2053-10-20      | 7.0000%  | 0.0000% | $40600240.00       | $28889461.01       | Agency Mortgage-Backed Securities         |
| GNII SF MA9170 M     | 2053-08-20      | 5.0000%  | 0.0000% | $2150000.00        | $1713368.71        | Agency Mortgage-Backed Securities         |
| GNII SF MB1141 M     | 2056-05-20      | 4.5000%  | 0.0000% | $12300822.00       | $11866356.97       | Agency Mortgage-Backed Securities         |
| GNII SF MA0935 M     | 2043-04-20      | 4.0000%  | 0.0000% | $580000.00         | $44034.70          | Agency Mortgage-Backed Securities         |
| GNII SF MB0621 M     | 2055-09-20      | 4.5000%  | 0.0000% | $17000000.00       | $16145945.84       | Agency Mortgage-Backed Securities         |
| GNII SF MB1145 M     | 2056-05-20      | 6.5000%  | 0.0000% | $87666651.00       | $91713830.69       | Agency Mortgage-Backed Securities         |
| GNII SF MB1068 M     | 2056-04-20      | 4.0000%  | 0.0000% | $268430899.00      | $249999999.99      | Agency Mortgage-Backed Securities         |
| GNII SF DJ9785 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3863489.00        | $4092530.12        | Agency Mortgage-Backed Securities         |
| GNII SF MA1267 M     | 2028-09-20      | 4.0000%  | 0.0000% | $1835000.00        | $48157.09          | Agency Mortgage-Backed Securities         |
| GNII SF DO3357 C     | 2055-11-20      | 6.0000%  | 0.0000% | $319751.00         | $329388.35         | Agency Mortgage-Backed Securities         |
| GNII SF MA4387 M     | 2038-09-20      | 6.0000%  | 0.0000% | $290000.00         | $35094.11          | Agency Mortgage-Backed Securities         |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | 0.0000% | $92091.00          | $10211.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA4721 M     | 2047-09-20      | 4.5000%  | 0.0000% | $7825827.00        | $666994.33         | Agency Mortgage-Backed Securities         |
| GNII SF MA5167 M     | 2033-05-20      | 4.0000%  | 0.0000% | $113898.00         | $7380.77           | Agency Mortgage-Backed Securities         |
| GNII SF MA0221 M     | 2042-07-20      | 4.0000%  | 0.0000% | $10521031.00       | $583082.98         | Agency Mortgage-Backed Securities         |
| GNII SF DI9402 C     | 2055-04-20      | 6.5000%  | 0.0000% | $9240224.00        | $7514691.40        | Agency Mortgage-Backed Securities         |
| GNII SF DR0790 C     | 2056-03-20      | 5.5000%  | 0.0000% | $5945781.00        | $6105182.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA5464 M     | 2048-09-20      | 3.0000%  | 0.0000% | $799952.00         | $146720.02         | Agency Mortgage-Backed Securities         |
| GNII SF DI1035 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1520337.00        | $1618367.19        | Agency Mortgage-Backed Securities         |
| GNII SF DR0530 C     | 2056-05-20      | 5.0000%  | 0.0000% | $1125659.00        | $1120829.80        | Agency Mortgage-Backed Securities         |
| GNII SF DO4937 C     | 2056-01-20      | 6.0000%  | 0.0000% | $8197338.00        | $8532730.68        | Agency Mortgage-Backed Securities         |
| GNII SF DR2451 C     | 2056-04-20      | 5.5000%  | 0.0000% | $923269.00         | $937265.85         | Agency Mortgage-Backed Securities         |
| GNII SF DR4471 C     | 2056-03-20      | 5.0000%  | 0.0000% | $1511595.00        | $1516889.36        | Agency Mortgage-Backed Securities         |
| GNII SF DR5607 C     | 2056-04-20      | 5.0000%  | 0.0000% | $8191772.00        | $8146928.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA3244 M     | 2045-11-20      | 3.5000%  | 0.0000% | $1858525.00        | $171297.09         | Agency Mortgage-Backed Securities         |
| GNII SP 786082 C     | 2051-11-20      | 3.0000%  | 0.0000% | $300000.00         | $173050.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA9854 M     | 2054-08-20      | 7.0000%  | 0.0000% | $250000000.00      | $89498961.83       | Agency Mortgage-Backed Securities         |
| GNII SF MA9776 M     | 2054-07-20      | 4.0000%  | 0.0000% | $4181014.00        | $3599578.57        | Agency Mortgage-Backed Securities         |
| GNII SF MA9723 M     | 2054-05-20      | 4.5000%  | 0.0000% | $49180642.00       | $44701531.15       | Agency Mortgage-Backed Securities         |
| GNII SF AL5503 C     | 2045-03-20      | 3.5000%  | 0.0000% | $525000.00         | $35152.68          | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $25000.00          | $17708.98          | Agency Mortgage-Backed Securities         |

### Security 690: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9OU1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1I9OU1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **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? 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 RESIDENTIAL MTG LN TR 2023 B-7    20630125 FLT | 2063-01-25      | 3.4812%  | 0.0000% | $6812000.00        | $2531922.14        | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1003138.56        | Asset-Backed Securities                           |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 6.8915%  | 0.0000% | $7372000.00        | $7321504.82        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 9.8250%  | 0.0000% | $7305000.00        | $1641403.06        | Private Label Collateralized Mortgage Obligations |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $247500.00         | Asset-Backed Securities                           |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $5285316.12        | Asset-Backed Securities                           |
| COREVEST AMER FIN TR 2019-2    X-B    20520617 FLT | 2052-06-17      | 1.3484%  | 0.0000% | $4100000.00        | $93526.20          | Asset-Backed Securities                           |
| CLARUS CAP FDG 2026-1          D      20341120 5.9 | 2034-11-20      | 5.9100%  | 0.0000% | $7000000.00        | $6971695.50        | Asset-Backed Securities                           |
| DAVIS PK CLO LTD 2022-1R       E-R    20380720 FLT | 2038-07-20      | 9.6752%  | 0.0000% | $2500000.00        | $2441441.25        | Asset-Backed Securities                           |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $141983.56         | Asset-Backed Securities                           |
| NYC COML  MTG TR 2026-1325     A      20410509 FLT | 2041-05-09      | 5.3314%  | 0.0000% | $12255000.00       | $12245926.94       | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $21035000.00       | $16909668.75       | Asset-Backed Securities                           |
| RCKT MTG TR 2026-CES4          XS     20560425 FLT | 2056-04-25      | 3.0044%  | 0.0000% | $551569726.00      | $38860465.39       | Asset-Backed Securities                           |
| JP MRGN CHASE COM TR 2022-NLP  E      20370415 FLT | 2037-04-15      | 6.4849%  | 0.0000% | $1000000.00        | $918161.84         | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESI TRUST 2026-SFR1  E      20430220 4.1 | 2043-02-20      | 4.1000%  | 0.0000% | $5000000.00        | $4603714.45        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3396%  | 0.0000% | $9500000.00        | $9535468.83        | Asset-Backed Securities                           |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.1368% | 0.0000% | $1000000.00        | $918271.58         | Asset-Backed Securities                           |
| VEROS AUTO RECEIVABLES 2026-1  E      20310715 7.7 | 2031-07-15      | 7.7400%  | 0.0000% | $1000000.00        | $1011240.00        | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $641250.00         | Asset-Backed Securities                           |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 6.9673%  | 0.0000% | $500000.00         | $496198.76         | Private Label Collateralized Mortgage Obligations |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $750000.00         | $285559.31         | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $333679.50         | Asset-Backed Securities                           |
| NYC COML MTG TR 2026-7W34      A      20410207 FLT | 2041-02-07      | 5.0378%  | 0.0000% | $4500000.00        | $4486897.30        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FDG LTD 2024-60R  E-R    20371026 FLT | 2037-10-26      | 10.1666% | 0.0000% | $1500000.00        | $1382155.45        | Asset-Backed Securities                           |
| PALMER SQUARE LN FDG LT 2025-1 D      20330215 FLT | 2033-02-15      | 7.7511%  | 0.0000% | $250000.00         | $237928.58         | Asset-Backed Securities                           |
| REPUBLIC FINANCE ISS TR 2026-A E      20390621 7.8 | 2039-06-21      | 7.8300%  | 0.0000% | $4470000.00        | $4498878.43        | Asset-Backed Securities                           |
| SILVER PT CL 11.18779 31MAR38 144A                 | 2038-03-31      | 10.5731% | 0.0000% | $5000000.00        | $4988613.39        | Asset-Backed Securities                           |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $5272000.00        | $1144176.54        | Asset-Backed Securities                           |
| ICAP 2025-RTL1 TRUST           A2     20300725 8.1 | 2030-07-25      | 8.1630%  | 0.0000% | $4500000.00        | $4528764.00        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 5.6840%  | 0.0000% | $10000000.00       | $1646141.67        | Private Label Collateralized Mortgage Obligations |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $58000000.00       | $50944203.07       | Private Label Collateralized Mortgage Obligations |
| ROCKFORD TOWER LTD 2019-2      E      20320820 FLT | 2032-08-20      | 9.9535%  | 0.0000% | $3000000.00        | $2817655.15        | Asset-Backed Securities                           |
| HOME RE 2026-1 LTD             B-1    20360125 FLT | 2036-01-25      | 7.8121%  | 0.0000% | $560000.00         | $568846.32         | Asset-Backed Securities                           |
| OCTAGON LTD 2021-52R           E-R    20370723 FLT | 2037-07-23      | 10.9961% | 0.0000% | $3750000.00        | $3636847.73        | Asset-Backed Securities                           |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 6.5240%  | 0.0000% | $995000.00         | $3236.24           | Private Label Collateralized Mortgage Obligations |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.1988%  | 0.0000% | $3000000.00        | $481912.31         | Asset-Backed Securities                           |
| RCKT MTG TR 2026-CES4          B-3    20560425 FLT | 2056-04-25      | 8.2919%  | 0.0000% | $6867916.00        | $6826882.37        | Asset-Backed Securities                           |
| REDWOOD FDG TR 2 5.934 27SEP56 144A                | 2056-09-27      | 5.9340%  | 0.0000% | $80000000.00       | $76946090.02       | Asset-Backed Securities                           |
| JPMCC COML MTG SEC TR 2018-AON A      20310708 4.1 | 2031-07-08      | 4.1283%  | 0.0000% | $3160000.00        | $2648746.44        | Private Label Collateralized Mortgage Obligations |
| FLAGSHIP CR AUTO TR 2023-3     D      20290815 6.5 | 2029-08-15      | 6.5800%  | 0.0000% | $10220000.00       | $9700444.73        | Asset-Backed Securities                           |
| FORTRESS CREDIT BSL VIII LTD   E      20321020 FLT | 2032-10-20      | 10.9468% | 0.0000% | $1890000.00        | $1793929.56        | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $905851.95         | Asset-Backed Securities                           |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $4647112.00        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1504485.15        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2022-2R     E-R2   20380322 FLT | 2038-03-22      | 10.5152% | 0.0000% | $3500000.00        | $3471760.25        | Asset-Backed Securities                           |
| SYCA COMMERCIALTR 2025-WAG     F      20421113 FLT | 2042-11-13      | 9.5417%  | 0.0000% | $8700000.00        | $8789969.43        | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $1662003.31        | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $1844420.00        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $1067498.12        | Asset-Backed Securities                           |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 6.4230%  | 0.0000% | $9747000.00        | $1091691.99        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1069415.28        | Private Label Collateralized Mortgage Obligations |
| BLACKROCK MT HOOD CLO X 2023-1 E-R    20371020 FLT | 2037-10-20      | 11.1752% | 0.0000% | $2050000.00        | $2015909.52        | Asset-Backed Securities                           |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.0971%  | 0.0000% | $2000000.00        | $21675.10          | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $194572.50         | Asset-Backed Securities                           |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.2085%  | 0.0000% | $15830000.00       | $9662382.48        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   A-S    20481113 FLT | 2048-11-13      | 4.0720%  | 0.0000% | $2550000.00        | $2423609.53        | Private Label Collateralized Mortgage Obligations |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $8106.01           | Asset-Backed Securities                           |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $4300000.00        | $4365419.25        | Asset-Backed Securities                           |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.2975%  | 0.0000% | $2412000.00        | $2400537.71        | Private Label Collateralized Mortgage Obligations |
| EQUIFIRST MTG LN TR 2004-2     M-8    20341025 FLT | 2034-10-25      | 7.0738%  | 0.0000% | $4732000.00        | $1027174.45        | Asset-Backed Securities                           |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $5500000.00        | $4631543.51        | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $730472.00         | Asset-Backed Securities                           |
| BARINGS CLO LTD 2020-4R        E-R    20371020 FLT | 2037-10-20      | 10.7752% | 0.0000% | $3500000.00        | $3489371.08        | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $1971207.69        | Asset-Backed Securities                           |
| WELLS FG COM MTG TR 2026-1250B D      20410312 FLT | 2041-03-12      | 6.3787%  | 0.0000% | $3300000.00        | $3275857.92        | Private Label Collateralized Mortgage Obligations |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.7431% | 0.0000% | $3500000.00        | $3340059.37        | Asset-Backed Securities                           |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $7280000.00        | $7547888.63        | Asset-Backed Securities                           |
| EATON VANCE CLO LTD 2013-1RRR  SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $7000000.00        | $2153466.00        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF2             M-2    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $2140000.00        | $2028717.15        | Asset-Backed Securities                           |
| PRET TR 2025-RPL3              B      20650425 0.0 | 2065-04-25      | 4.6476%  | 0.0000% | $17083848.00       | $4280624.48        | Asset-Backed Securities                           |
| PMT LOAN TRUST 2026-INV4       B-5    20570325 FLT | 2057-03-25      | 6.2108%  | 0.0000% | $1650000.00        | $1467755.81        | Private Label Collateralized Mortgage Obligations |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $4194.01           | Asset-Backed Securities                           |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1000000.00        | $716100.27         | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FUNDING 2025-69   E      20370727 FLT | 2037-07-27      | 9.9166%  | 0.0000% | $2500000.00        | $2471736.87        | Asset-Backed Securities                           |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 6.7416%  | 0.0000% | $4554000.00        | $12394.72          | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2374500.00        | Asset-Backed Securities                           |
| GOLDENTREE LOAN MANAGEMENT 202 E-R    20390720 FLT | 2039-07-20      | 7.9252%  | 0.0000% | $6000000.00        | $6008673.99        | Asset-Backed Securities                           |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2621144.00        | Asset-Backed Securities                           |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $262931.12         | Private Label Collateralized Mortgage Obligations |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6408001.56        | Asset-Backed Securities                           |
| DEUTSCHE MTG SECS 2004-2       M-2    20340125 5.5 | 2034-01-25      | 6.0400%  | 0.0000% | $4766000.00        | $928838.59         | Private Label Collateralized Mortgage Obligations |
| CIP COMMERCIAL MORTGAGE 2025-S E      20371015 FLT | 2037-10-15      | 7.3771%  | 0.0000% | $8500000.00        | $8554772.89        | Private Label Collateralized Mortgage Obligations |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $384490.00         | Asset-Backed Securities                           |
| BX TR 2022-AHP                 D      20390118 FLT | 2039-01-18      | 6.0671%  | 0.0000% | $14442000.00       | $14238809.13       | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.4425%  | 0.0000% | $6800000.00        | $660255.06         | Private Label Collateralized Mortgage Obligations |
| AMSR TR 2025-SFR1              F-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2986000.00        | $2613000.16        | Asset-Backed Securities                           |
| AGL CLO 2021-12 LTD            SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $2820230.00        | $1029383.95        | Asset-Backed Securities                           |
| AGL CLO LTD 2022-22R           E-R    20370121 FLT | 2037-01-21      | 8.9252%  | 0.0000% | $1000000.00        | $918419.00         | Asset-Backed Securities                           |
| AIG CLO 2020-1 LLC                                 | 2034-04-15      | 0.0000%  | 0.0000% | $17400000.00       | $5916000.00        | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1377115.00        | Asset-Backed Securities                           |
| AGL CLO 24 LTD 2023-24R        E-R    20380331 FLT | 2038-03-31      | 10.5061% | 0.0000% | $3350000.00        | $3284661.80        | Asset-Backed Securities                           |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2197%  | 0.0000% | $10207000.00       | $3432429.69        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      XS     20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $54781932.00       | $133217.58         | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8254%  | 0.0000% | $2942300.00        | $2263924.16        | Asset-Backed Securities                           |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $4000000.00        | $3815262.65        | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2500000.00        | $443190.00         | Asset-Backed Securities                           |
| PRET TR 2025-RPL1              B-2    20690725 FLT | 2069-07-25      | 4.5243%  | 0.0000% | $7467000.00        | $4537838.39        | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 7.4282%  | 0.0000% | $4000000.00        | $62501.42          | Asset-Backed Securities                           |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $7697500.00        | $3327475.30        | Asset-Backed Securities                           |
| EFMT 2025-NQM4                 B-2    20700925 FLT | 2070-09-25      | 7.4652%  | 0.0000% | $920000.00         | $904742.97         | Private Label Collateralized Mortgage Obligations |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $10500000.00       | $5202603.00        | Asset-Backed Securities                           |
| AMERICAN CRE ACC REC TR 2026-1 E      20340208 6.9 | 2034-02-08      | 6.9000%  | 0.0000% | $20000000.00       | $20231520.00       | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $544404.76         | Asset-Backed Securities                           |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $2631300.00        | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 5.8895%  | 0.0000% | $2500000.00        | $2493248.95        | Asset-Backed Securities                           |
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 10.6936% | 0.0000% | $1250000.00        | $1244550.86        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $458823.56         | Asset-Backed Securities                           |
| BAMLL COMM  MORT 2025-1105W    C      20401217 7.1 | 2040-12-17      | 6.9780%  | 0.0000% | $2500000.00        | $2500156.67        | Private Label Collateralized Mortgage Obligations |
| BAIN CAPTL CR CLO 2023-2R LTD  E-R    20380718 FLT | 2038-07-18      | 8.9252%  | 0.0000% | $4000000.00        | $3772412.00        | Asset-Backed Securities                           |
| AVIS BUGT RENT CAR FDG 2024-2  D      20281020 7.4 | 2028-10-20      | 7.4300%  | 0.0000% | $160000.00         | $162348.56         | Asset-Backed Securities                           |
| BWAY MTG TR 2013-1515          B      20330310 3.4 | 2033-03-10      | 3.4729%  | 0.0000% | $7860000.00        | $7271750.87        | Private Label Collateralized Mortgage Obligations |
| B2R MTG TRUST 2015-2           G      20481118 FLT | 2048-11-18      | 5.9844%  | 0.0000% | $562000.00         | $81697.87          | Asset-Backed Securities                           |
| NEUBERGER BERMAN CLO 2025-32R  E      20390720 FLT | 2039-07-20      | 8.8252%  | 0.0000% | $1000000.00        | $1011830.67        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8254%  | 0.0000% | $2199350.00        | $1787003.30        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3403%  | 0.0000% | $9626000.00        | $9647322.67        | Asset-Backed Securities                           |
| OBX TR 2026-INV3               B-4    20560425 FLT | 2056-04-25      | 6.3428%  | 0.0000% | $2112000.00        | $1856913.78        | Private Label Collateralized Mortgage Obligations |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $5092658.12        | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $539000.00         | $552226.52         | Asset-Backed Securities                           |
| FLATIRON CLO LTD 2023-24       SUB    20370115 FLT | 2037-01-15      | 0.0000%  | 0.0000% | $4500000.00        | $3146814.00        | Asset-Backed Securities                           |
| AMSR TR 2026-SFR1              F1     20430417 3.7 | 2043-04-17      | 3.7750%  | 0.0000% | $356000.00         | $307071.40         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2650245.00        | Asset-Backed Securities                           |
| FREDDIE MAC SEASONED 2025-2    SUB    20351025 3.6 | 2035-10-25      | 3.6274%  | 0.0000% | $34316066.00       | $19309974.01       | Private Label Collateralized Mortgage Obligations |
| PRET TR 2025-RPL3              B-2    20650425 FLT | 2065-04-25      | 4.6476%  | 0.0000% | $8638350.00        | $5433566.23        | Asset-Backed Securities                           |
| JP MORGAN MTG TRUST 2026-ACES1 B-1    20651025 FLT | 2065-10-25      | 6.5030%  | 0.0000% | $250000.00         | $247845.47         | Asset-Backed Securities                           |
| PRPM LLC 2024-8                A-1    20291225 FLT | 2029-12-25      | 5.8970%  | 0.0000% | $350000.00         | $197364.20         | Asset-Backed Securities                           |
| PAGAYA AI DEBT GR TR 2025-7    E1     20330516 8.8 | 2033-05-16      | 8.8900%  | 0.0000% | $5000000.00        | $5025369.84        | Asset-Backed Securities                           |
| PAGAYA AI DEBT G 5.617 15APR32 144A                | 2032-04-15      | 5.6170%  | 0.0000% | $780000.00         | $89207.54          | 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                           |
| FRESB MORTGAGE 2023-SB109      A-10H  20430725 FLT | 2043-07-25      | 3.8200%  | 0.0000% | $10000000.00       | $7358667.11        | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2025417.00        | Asset-Backed Securities                           |
| BLUE STREAM ISSUER LLC 2024-1  C      20541120 8.7 | 2054-11-20      | 8.7100%  | 0.0000% | $1250000.00        | $1292943.12        | Asset-Backed Securities                           |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 6.4882%  | 0.0000% | $1500000.00        | $1502960.28        | Asset-Backed Securities                           |
| ARES LOAN FDG LTD 2024-7       E      20371022 FLT | 2037-10-22      | 9.9136%  | 0.0000% | $3409000.00        | $3351861.82        | Asset-Backed Securities                           |

### Security 691: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.640000%
- **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: ARP1I9OX5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9OX5
- **C.18 - Value (incl. sponsor support):** $3889000000.00
- **C.18.a - Value (excl. sponsor support):** $3889000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLFA4913 | 2048-06-01      | 3.5000%  | 0.0000% | $45420720.00       | $41292608.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5935 | 2049-06-01      | 4.5000%  | 0.0000% | $28531758.00       | $27974475.70       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5005 | 2052-09-01      | 3.5000%  | 0.0000% | $93123968.00       | $83784253.92       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $39545000.00       | $24996010.96       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $463738091.00      | $366876778.80      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5966 | 2053-10-01      | 6.5000%  | 0.0000% | $99044000.00       | $67035349.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0128 | 2056-05-01      | 5.5000%  | 0.0000% | $116946035.00      | $117938179.20      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4085 | 2055-12-01      | 6.0000%  | 0.0000% | $28288128.00       | $26583304.54       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2039 | 2056-02-01      | 5.5000%  | 0.0000% | $65225377.00       | $61348852.02       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4327 | 2056-01-01      | 5.5000%  | 0.0000% | $34540289.00       | $32830578.31       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2350 | 2056-04-01      | 5.5000%  | 0.0000% | $70000000.00       | $70199126.86       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $45835752.00       | $36129056.24       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $55421087.00       | $25402260.39       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0981 | 2052-04-01      | 2.5000%  | 0.0000% | $135909400.00      | $83850082.19       | Agency Mortgage-Backed Securities |
| FEPC 02.000 ZLSI2059 | 2050-09-01      | 2.0000%  | 0.0000% | $75875000.00       | $48758611.50       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $32080192.00       | $26570114.64       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | 0.0000% | $480000000.00      | $290580232.38      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1380 | 2037-06-01      | 2.5000%  | 0.0000% | $39974418.00       | $30095472.94       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA6080 | 2056-05-01      | 5.5000%  | 0.0000% | $18944788.00       | $19105511.38       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5002 | 2056-02-01      | 5.0000%  | 0.0000% | $37061307.00       | $36084215.54       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3307 | 2055-01-01      | 6.5000%  | 0.0000% | $41899000.00       | $36195310.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1695 | 2055-12-01      | 5.5000%  | 0.0000% | $113165550.00      | $111464368.63      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5004 | 2052-07-01      | 3.5000%  | 0.0000% | $31086290.00       | $28039313.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0707 | 2055-07-01      | 5.5000%  | 0.0000% | $124072978.00      | $118090098.52      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5455 | 2055-09-01      | 6.0000%  | 0.0000% | $35345280.00       | $27311737.70       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA5529 | 2056-06-01      | 2.5000%  | 0.0000% | $33869686.00       | $30058582.36       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA6058 | 2041-05-01      | 3.5000%  | 0.0000% | $33642051.00       | $32097357.80       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0120 | 2056-05-01      | 6.0000%  | 0.0000% | $70601400.00       | $70825555.26       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6431 | 2056-04-01      | 5.0000%  | 0.0000% | $229610000.00      | $227071026.73      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2684 | 2056-05-01      | 5.5000%  | 0.0000% | $33638217.00       | $33397461.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2000 | 2056-02-01      | 5.0000%  | 0.0000% | $36298180.00       | $35544707.43       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9494 | 2051-11-01      | 2.5000%  | 0.0000% | $48097200.00       | $29932932.50       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL5040 | 2056-04-01      | 5.0000%  | 0.0000% | $65161472.00       | $64139936.91       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $590634642.00      | $376423329.33      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5949 | 2041-01-01      | 4.0000%  | 0.0000% | $28882453.00       | $26998067.19       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1991 | 2056-02-01      | 5.0000%  | 0.0000% | $137712594.00      | $135394604.97      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4301 | 2052-08-01      | 4.5000%  | 0.0000% | $43172000.00       | $31371386.99       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA0588 | 2052-04-01      | 2.0000%  | 0.0000% | $94055894.00       | $69529989.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4087 | 2055-12-01      | 5.5000%  | 0.0000% | $26230912.00       | $26191958.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC2026 | 2056-02-01      | 5.5000%  | 0.0000% | $75226800.00       | $74179519.89       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1805 | 2055-09-01      | 6.0000%  | 0.0000% | $65764072.00       | $58517947.05       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  | 0.0000% | $60401600.00       | $26577707.82       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4817 | 2055-09-01      | 5.5000%  | 0.0000% | $26370583.00       | $24953232.68       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6884 | 2055-11-01      | 5.5000%  | 0.0000% | $37830528.00       | $34415957.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0884 | 2055-08-01      | 6.0000%  | 0.0000% | $137905777.00      | $111029230.50      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4371 | 2055-06-01      | 5.5000%  | 0.0000% | $72357344.00       | $64121383.90       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $64625419.00       | $47190719.62       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4902 | 2050-06-01      | 3.5000%  | 0.0000% | $62982800.00       | $56515833.46       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6489 | 2053-06-01      | 6.0000%  | 0.0000% | $45000000.00       | $30264322.96       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC2336 | 2056-04-01      | 5.0000%  | 0.0000% | $31532244.00       | $31379409.27       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5517 | 2052-08-01      | 4.0000%  | 0.0000% | $51157573.00       | $40612060.06       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3617 | 2053-12-01      | 3.5000%  | 0.0000% | $85251035.00       | $74360645.37       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $37791000.00       | $32219338.19       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4895 | 2051-10-01      | 3.5000%  | 0.0000% | $112236637.00      | $101898935.04      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | 0.0000% | $48992257.00       | $47077060.27       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4824 | 2055-09-01      | 6.0000%  | 0.0000% | $53018019.00       | $49283159.58       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | 0.0000% | $36508000.00       | $26246858.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ6665 | 2056-05-01      | 5.0000%  | 0.0000% | $47939591.00       | $47313878.14       | Agency Mortgage-Backed Securities |

### Security 692: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA 3.620000%
- **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: ARP1I9P63, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1I9P63
- **C.18 - Value (incl. sponsor support):** $405000000.00
- **C.18.a - Value (excl. sponsor support):** $405000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $192622592.00      | $129621700.27      | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $28754526.00       | $25111938.17       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  | 0.0000% | $72566.00          | $50767.30          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4277 | 2056-02-01      | 5.5000%  | 0.0000% | $22644400.00       | $22391744.67       | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $273838509.00      | $123478605.43      | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $194295000.00      | $116621084.95      | Agency Mortgage-Backed Securities |

### Security 693: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9PD8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I9PD8
- **C.18 - Value (incl. sponsor support):** $4433000000.00
- **C.18.a - Value (excl. sponsor support):** $4433000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2039-08-15      | 4.5000%  | 0.0000% | $133362000.00      | $132763186.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $245994400.00      | $249999948.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-04-30      | 4.1250%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-05-15      | 4.3750%  | 0.0000% | $3662900.00        | $3650674.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $53889800.00       | $44091102.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $239354000.00      | $241953191.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $88374400.00       | $71948502.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $65563800.00       | $98683343.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $15861100.00       | $15312233.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $4419600.00        | $4419803.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $5812000.00        | $5506665.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $234379800.00      | $249937955.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $246144300.00      | $249999936.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $800.00            | $757.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $382457200.00      | $240500556.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $115399700.00      | $103420852.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $445700.00         | $432106.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $5883400.00        | $5826526.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $151074900.00      | $149985860.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $236046400.00      | $249941848.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $88948400.00       | $88955386.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $3831600.00        | $3839390.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $220768800.00      | $249888493.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $18113700.00       | $18838849.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $103976100.00      | $102534740.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $39785400.00       | $41001979.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $158239000.00      | $114930722.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $17995600.00       | $12080703.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $243551300.00      | $200071648.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $139651100.00      | $87287518.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $20378000.00       | $17138751.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $33600.00          | $35728.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $43012900.00       | $38944807.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $170137400.00      | $249999984.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $25010400.00       | $26272003.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $10961400.00       | $10083803.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $21374500.00       | $21110180.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $119565400.00      | $123638407.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $246052700.00      | $249999931.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $1248800.00        | $1278338.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $37630600.00       | $37790060.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $180582100.00      | $176638467.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $92430400.00       | $64256592.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $142697800.00      | $145702124.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $263769100.00      | $228011531.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $86821400.00       | $92954708.28       | U.S. Treasuries (including strips) |

### Security 694: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9PK2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9PK2
- **C.18 - Value (incl. sponsor support):** $5709000000.00
- **C.18.a - Value (excl. sponsor support):** $5709000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $5000.00           | $5053.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $34440600.00       | $34455504.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $2872800.00        | $2812363.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $4961700.00        | $4914593.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $52093900.00       | $53519949.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $1889000.00        | $1911300.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $1265500.00        | $1289712.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $91177200.00       | $87220522.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $508800.00         | $500064.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7880%  | 0.0000% | $14336600.00       | $14395041.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $598900.00         | $606194.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $36415000.00       | $35619752.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8330%  | 0.0000% | $4989800.00        | $5008464.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $200.00            | $171.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $649693700.00      | $629540031.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $104952700.00      | $100867245.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $1106900.00        | $967819.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2570000.00        | $2419160.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $707600.00         | $712362.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $372800.00         | $366928.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $6587900.00        | $6645739.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $214900.00         | $204474.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $25949500.00       | $23043829.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $800.00            | $716.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $597800.00         | $568286.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $43772300.00       | $41742592.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $164600.00         | $163291.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $329910000.00      | $327274577.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $90590800.00       | $72876817.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $153.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-28      | 0.0000%  | 0.0000% | $600.00            | $596.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7260%  | 0.0000% | $1100.00           | $1103.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $49167000.00       | $49689784.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $499400.00         | $506514.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $189.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $5991000.00        | $6180888.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $202900.00         | $206909.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $164999000.00      | $94051510.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $295462000.00      | $234739558.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $26038000.00       | $23276424.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $1016200.00        | $635165.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $6433900.00        | $3032532.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $48727600.00       | $23841162.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $182125800.00      | $106230083.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $94500.00          | $77629.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $658081000.00      | $482119088.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $124747200.00      | $87780894.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $67766500.00       | $65280083.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $176062000.00      | $160620813.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $7949000.00        | $7929053.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $60776400.00       | $40800065.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4577600.00        | $2761024.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $4715900.00        | $2984162.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $223352200.00      | $227762969.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $10296000.00       | $10492711.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $10292000.00       | $10212820.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $21168200.00       | $20808058.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $6574100.00        | $6724592.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $1000.00           | $793.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $38004800.00       | $38033557.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $94391200.00       | $95687104.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $2002700.00        | $1576800.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $810000.00         | $821065.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $21454300.00       | $22180586.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $120000.00         | $122759.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $223800.00         | $227252.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $11620000.00       | $11877860.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $2900.00           | $2913.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $24911800.00       | $23781814.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $2590100.00        | $2513192.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $45200.00          | $43814.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1816600.00        | $1806403.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $58037200.00       | $55701714.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $205500.00         | $195348.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1954500.00        | $1847007.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $295235000.00      | $265192046.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $1000.00           | $620.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $216200.00         | $186435.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $1875000.00        | $1397786.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $194200.00         | $198072.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $2490000.00        | $2494773.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $200056000.00      | $198518604.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $3684800.00        | $3647157.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $800.00            | $792.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $4706600.00        | $4804118.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $2625300.00        | $2640056.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $103049600.00      | $57277229.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $418474400.00      | $287672589.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $82366500.00       | $44899652.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $354400.00         | $336200.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $158700.00         | $157086.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $9616400.00        | $9117245.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $4838000.00        | $4503572.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $153900.00         | $152386.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $42899900.00       | $42765936.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $7563800.00        | $7117485.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $60530500.00       | $58447679.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $7569300.00        | $7671464.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $9999900.00        | $9470224.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $906200.00         | $912162.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $2324100.00        | $2366065.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $4042600.00        | $4082539.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $84649900.00       | $84955895.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $40263600.00       | $37337466.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $11749900.00       | $11669648.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $1400.00           | $1382.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $35360200.00       | $34657896.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $300.00            | $298.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $38000.00          | $37489.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $24000.00          | $22814.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $648700.00         | $643948.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $82901100.00       | $80962207.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $103923500.00      | $103928275.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $87383900.00       | $57148715.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $2021500.00        | $1519548.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $10600.00          | $11114.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $197000000.00      | $190687726.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $52277700.00       | $37139520.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $78196100.00       | $57866045.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $300.00            | $219.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $740300.00         | $553907.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $20739900.00       | $14546161.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $954500.00         | $969369.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1794300.00        | $1802434.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $206090800.00      | $203988301.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $8095700.00        | $8059346.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $1650800.00        | $1656798.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $81.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $12100.00          | $12123.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $13736000.00       | $13765750.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $400.00            | $385.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $299699900.00      | $288211057.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $60881200.00       | $42140703.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $208669000.00      | $158033629.96      | U.S. Treasuries (including strips) |

### Security 695: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9PN6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9PN6
- **C.18 - Value (incl. sponsor support):** $5571000000.00
- **C.18.a - Value (excl. sponsor support):** $5571000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $53822100.00       | $55938930.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $109966400.00      | $111679471.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $333838000.00      | $339675310.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $17821800.00       | $17715956.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $935947200.00      | $924477167.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $502334400.00      | $486238601.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-02      | 0.0000%  | 0.0000% | $681600.00         | $681533.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-22      | 0.0000%  | 0.0000% | $25529700.00       | $25239606.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $371432000.00      | $371902425.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $515900.00         | $514295.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $23602200.00       | $23414527.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $201168000.00      | $189167234.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $77611700.00       | $77081616.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $847051200.00      | $803553086.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-24      | 0.0000%  | 0.0000% | $25781600.00       | $25252174.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $58559000.00       | $59499377.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $350987600.00      | $357986325.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $16297600.00       | $16371096.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $8301400.00        | $8265044.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $63642700.00       | $65106337.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $14943800.00       | $15174353.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $312529200.00      | $316276951.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $435152800.00      | $433111469.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $91860400.00       | $91629896.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-04      | 0.0000%  | 0.0000% | $24823000.00       | $24664256.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $6148400.00        | $6132308.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $128585400.00      | $127736993.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-19      | 0.0000%  | 0.0000% | $17701500.00       | $17396184.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-13      | 0.0000%  | 0.0000% | $8700.00           | $8396.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $187870000.00      | $190083850.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7880%  | 0.0000% | $498413600.00      | $500445308.47      | U.S. Treasuries (including strips) |

### Security 696: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.620000%
- **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: ARP1I9PQ9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I9PQ9
- **C.18 - Value (incl. sponsor support):** $567000000.00
- **C.18.a - Value (excl. sponsor support):** $567000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 ET DP5167 C     | 2065-12-20      | 7.0000%  | 0.0000% | $32076191.00       | $33512756.47       | Agency Mortgage-Backed Securities |
| GNMI SF 582021 X     | 2032-08-15      | 6.5000%  | 0.0000% | $3969577.00        | $12336.29          | Agency Mortgage-Backed Securities |
| GNII ET DQ1792 C     | 2065-12-20      | 7.0000%  | 0.0000% | $5347157.00        | $5214244.44        | Agency Mortgage-Backed Securities |
| GNII ET DQ3557 C     | 2066-03-20      | 6.0000%  | 0.0000% | $31963613.00       | $32815565.16       | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $2703.00           | $1586.74           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  | 0.0000% | $44032419.00       | $25122515.72       | Agency Mortgage-Backed Securities |
| GNII SF 004922 M     | 2041-01-20      | 4.0000%  | 0.0000% | $17649.00          | $828.89            | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $203822585.00      | $125273152.11      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $249217.00         | $138281.76         | Agency Mortgage-Backed Securities |
| GNII SF DP4142 C     | 2056-01-20      | 6.5000%  | 0.0000% | $7285463.00        | $7462701.86        | Agency Mortgage-Backed Securities |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $75337917.00       | $7702604.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  | 0.0000% | $324402.00         | $34045.51          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2591 | 2048-12-01      | 4.0000%  | 0.0000% | $1744539.00        | $569278.46         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4508 | 2043-01-01      | 3.0000%  | 0.0000% | $2402400.00        | $324403.13         | Agency Mortgage-Backed Securities |
| GNII SF DK9221 C     | 2055-12-20      | 6.5000%  | 0.0000% | $13394584.00       | $13723347.64       | Agency Mortgage-Backed Securities |
| GNII SF MA9903 M     | 2054-08-20      | 4.0000%  | 0.0000% | $33057947.00       | $29165265.75       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  | 0.0000% | $57412480.00       | $9267279.31        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8526 | 2051-01-01      | 2.5000%  | 0.0000% | $59994000.00       | $26226743.36       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL9935 | 2045-08-01      | 3.0000%  | 0.0000% | $46393792.00       | $6504769.57        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2844 | 2049-01-01      | 4.0000%  | 0.0000% | $9565481.00        | $436966.58         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8152 | 2037-05-01      | 1.5000%  | 0.0000% | $2698190.00        | $1563163.25        | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $42712056.00       | $27837302.87       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  | 0.0000% | $321122.00         | $27480.25          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2351 | 2053-02-01      | 5.0000%  | 0.0000% | $17070848.00       | $11732266.49       | Agency Mortgage-Backed Securities |
| GNII SF MB0815 M     | 2054-12-20      | 6.0000%  | 0.0000% | $112282999.00      | $112880082.04      | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $53193534.00       | $5933905.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  | 0.0000% | $79039744.00       | $11818885.03       | Agency Mortgage-Backed Securities |
| GNII EP 788330 C     | 2065-03-20      | 7.0000%  | 0.0000% | $25895942.00       | $23808456.20       | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M     | 2054-09-20      | 6.0000%  | 0.0000% | $72750.00          | $41686.06          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS3604 | 2042-10-01      | 3.0000%  | 0.0000% | $21996959.00       | $2067405.87        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0539 | 2048-03-01      | 4.0000%  | 0.0000% | $3459243.00        | $752065.49         | Agency Mortgage-Backed Securities |
| GNMI SF AD6340 X     | 2047-08-15      | 2.5000%  | 0.0000% | $99392.00          | $49324.50          | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $20888627.00       | $17970860.87       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS3421 | 2042-01-01      | 4.0000%  | 0.0000% | $16625472.00       | $1462956.99        | Agency Mortgage-Backed Securities |
| GNII SF DS1576 C     | 2056-05-20      | 5.5000%  | 0.0000% | $34699273.00       | $35260907.73       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $32390120.00       | $3279811.76        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL4883 | 2043-02-01      | 3.0000%  | 0.0000% | $4092107.00        | $571773.35         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  | 0.0000% | $396000.00         | $59639.45          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1515 | 2046-01-01      | 4.0000%  | 0.0000% | $13498016.00       | $3525212.99        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $46551.00          | $34316.68          | Agency Mortgage-Backed Securities |

### Security 697: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.620000%
- **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: ARP1I9PR7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1I9PR7
- **C.18 - Value (incl. sponsor support):** $810000000.00
- **C.18.a - Value (excl. sponsor support):** $810000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 CTRB5384   | 2046-01-01      | 5.0000%  | 0.0000% | $1024.00           | $981.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1593   | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $702.30            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC1549   | 2035-09-01      | 2.0000%  | 0.0000% | $1024.00           | $389.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8063   | 2035-09-01      | 3.0000%  | 0.0000% | $1000.00           | $235.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6751   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $794.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9992   | 2053-10-01      | 6.0000%  | 0.0000% | $7239.00           | $5270.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HT471415   | 2032-05-01      | 3.4000%  | 0.0000% | $480586.00         | $199054.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $861.88            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK7819   | 2030-11-01      | 3.0000%  | 0.0000% | $2000.00           | $173.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK8958   | 2032-09-01      | 3.0000%  | 0.0000% | $1800.00           | $186.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB1170   | 2033-01-01      | 3.0000%  | 0.0000% | $1000.00           | $597.54            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $7416.00           | $4137.83           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8149   | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $551.61            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0913   | 2037-08-01      | 2.5000%  | 0.0000% | $1000.00           | $651.39            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $528.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8289   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $691.69            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNRD5057   | 2031-05-01      | 1.5000%  | 0.0000% | $1003.00           | $322.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0152   | 2054-07-01      | 6.5000%  | 0.0000% | $369000.00         | $252081.42         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC2053   | 2036-05-01      | 2.5000%  | 0.0000% | $1000.00           | $513.44            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9385   | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $752.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4165   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4673   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $991.03            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8729   | 2030-06-01      | 4.3800%  | 0.0000% | $4584920.00        | $4540537.64        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0968   | 2031-02-01      | 1.3400%  | 0.0000% | $3389000.00        | $2835087.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6664   | 2056-04-01      | 5.5000%  | 0.0000% | $1018.00           | $1030.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1014   | 2051-05-01      | 2.0000%  | 0.0000% | $1008.00           | $560.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICA2897   | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $179.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2026   | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $656.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880   | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $675.76            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5425   | 2030-11-01      | 3.9800%  | 0.0000% | $7829855.00        | $7726654.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807   | 2052-09-01      | 5.0000%  | 0.0000% | $1040.00           | $762.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $736.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3411   | 2053-01-01      | 6.0000%  | 0.0000% | $7791080.00        | $4913801.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3977   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $741.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4794   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $254.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7007   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $782.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022   | 2054-08-01      | 6.5000%  | 0.0000% | $2048.00           | $1584.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3377   | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $154.66            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM4370   | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $405.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $604.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9784   | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $161.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS5165   | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $217.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT9223   | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $190.27            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7671   | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $705.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAS6709   | 2036-02-01      | 3.5000%  | 0.0000% | $1000.00           | $94.51             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9645   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $869.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9715   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $807.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4152   | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3179.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5661   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $810.21            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBX3788   | 2053-01-01      | 7.0000%  | 0.0000% | $1002.00           | $883.91            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9115   | 2030-11-01      | 1.2200%  | 0.0000% | $10200000.00       | $8667497.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9922   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $668.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4309   | 2049-01-01      | 4.5000%  | 0.0000% | $2048.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBM3158   | 2032-10-01      | 2.5000%  | 0.0000% | $1000.00           | $104.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4424   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4336   | 2056-04-01      | 5.0000%  | 0.0000% | $1001.00           | $993.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ0789   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $968.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5742   | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $749.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA5403   | 2053-07-01      | 2.5000%  | 0.0000% | $1024.00           | $855.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA4733   | 2037-05-01      | 2.5000%  | 0.0000% | $1008.00           | $909.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1489   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY3640   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $911.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9907   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $995.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7358   | 2055-11-01      | 5.5000%  | 0.0000% | $4030.00           | $3742.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4114   | 2052-06-01      | 3.5000%  | 0.0000% | $1040.00           | $920.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1646   | 2049-12-01      | 3.5000%  | 0.0000% | $13200.00          | $11025.73          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0508   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB3907   | 2056-05-01      | 5.5000%  | 0.0000% | $3000.00           | $3053.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB4149   | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.96           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB2622   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.44           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2822   | 2034-11-01      | 4.0000%  | 0.0000% | $1000.00           | $484.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2674   | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $208.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6053   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $983.40            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ0346   | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $726.35            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQZ5654   | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1087.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ6879   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $963.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2279   | 2055-07-01      | 6.0000%  | 0.0000% | $1179.00           | $1117.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5497   | 2055-04-01      | 6.5000%  | 0.0000% | $2016.00           | $2084.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5645   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $887.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4796   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $869.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5501   | 2055-12-01      | 6.5000%  | 0.0000% | $1009.00           | $1080.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1644   | 2055-12-01      | 5.0000%  | 0.0000% | $2048.00           | $2003.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1506   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC2419   | 2056-04-01      | 6.5000%  | 0.0000% | $1033.00           | $1024.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH1559   | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.29           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5024   | 2056-04-01      | 4.5000%  | 0.0000% | $2048.00           | $1971.01           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5239   | 2053-07-01      | 4.5000%  | 0.0000% | $1008.00           | $979.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBM6968   | 2051-10-01      | 2.5000%  | 0.0000% | $6916541.00        | $4481825.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $462.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG4435   | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $963.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5351   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8485   | 2054-05-01      | 5.5000%  | 0.0000% | $263999.00         | $227707.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4705   | 2056-05-01      | 6.0000%  | 0.0000% | $4000.00           | $4206.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0699   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $965.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1686   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $979.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC2447   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1020.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC2686   | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDH0041   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0604   | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $856.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $871.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM1986   | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $171.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3571   | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $212.29            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5536   | 2030-11-01      | 4.0800%  | 0.0000% | $4219.00           | $4180.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1070   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $790.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5168   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1021.67           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3071   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $909.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM7144   | 2034-01-01      | 4.0000%  | 0.0000% | $1000.00           | $337.95            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL5006   | 2052-05-01      | 2.5000%  | 0.0000% | $2008.00           | $1700.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ0918   | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $716.51            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7635   | 2053-12-01      | 7.0000%  | 0.0000% | $24790715.00       | $18648617.12       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6086   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $770.75            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3511   | 2055-02-01      | 6.0000%  | 0.0000% | $2024.00           | $1712.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5007   | 2055-11-01      | 5.0000%  | 0.0000% | $4894372.00        | $4845234.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2127   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $939.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5018   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $482.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5100   | 2055-12-01      | 6.0000%  | 0.0000% | $1018.00           | $1047.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4299   | 2053-04-01      | 5.5000%  | 0.0000% | $1120.00           | $759.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5280   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $878.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB1497   | 2056-04-01      | 5.0000%  | 0.0000% | $1012.00           | $997.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4824   | 2053-06-01      | 5.0000%  | 0.0000% | $16746560.00       | $12846650.13       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3KZA2903   | 2032-08-01      | 2.5000%  | 0.0000% | $1000.00           | $317.57            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2424   | 2036-09-01      | 3.0000%  | 0.0000% | $1000.00           | $143.69            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZA2511   | 2038-06-01      | 4.0000%  | 0.0000% | $1000.00           | $129.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZA3765   | 2030-02-01      | 3.0000%  | 0.0000% | $1000.00           | $54.03             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-21      | 0.0000%  | 0.0000% | $1511800.00        | $1504225.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $1200.00           | $1187.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $700.00            | $710.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $2300.00           | $2308.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL4463   | 2056-03-01      | 5.5000%  | 0.0000% | $1040.00           | $1042.79           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3267   | 2055-02-01      | 6.0000%  | 0.0000% | $2280.00           | $1912.21           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5192   | 2056-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2511   | 2055-09-01      | 5.5000%  | 0.0000% | $4205141.00        | $4113869.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4271   | 2056-03-01      | 5.5000%  | 0.0000% | $1166.00           | $1149.32           | Agency Mortgage-Backed Securities  |
| GNII SF DG1232 C       | 2055-01-20      | 6.5000%  | 0.0000% | $8968.00           | $9361.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5240   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL5091   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.74           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $13197500.00       | $12731048.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1500.00           | $1470.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $3500.00           | $2577.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $3000.00           | $2860.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $400.00            | $379.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $49227800.00       | $52680224.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $1400.00           | $1424.74           | U.S. Treasuries (including strips) |
| GNII SF MA9172 M       | 2053-08-20      | 6.0000%  | 0.0000% | $11922884.00       | $6190317.17        | Agency Mortgage-Backed Securities  |
| GNII RG CH7265 C       | 2044-11-20      | 4.0000%  | 0.0000% | $917685.00         | $399256.79         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS7928   | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $107.50            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7077   | 2029-12-01      | 3.0000%  | 0.0000% | $1000.00           | $58.79             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $788.34            | Agency Mortgage-Backed Securities  |
| FKAR 04.650 WNWN2530   | 2028-12-01      | 4.6500%  | 0.0000% | $5005.00           | $5033.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0922   | 2053-04-01      | 5.0000%  | 0.0000% | $446400.00         | $333434.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4404   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $516.80            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5275   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $576.30            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3XSF7004   | 2029-06-01      | 4.0000%  | 0.0000% | $2001.00           | $342.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $184.87            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3540   | 2029-08-01      | 2.7900%  | 0.0000% | $1007.00           | $963.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8421   | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $264.60            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4424   | 2029-10-01      | 2.1400%  | 0.0000% | $546881.00         | $496293.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDD9090   | 2055-05-01      | 4.0000%  | 0.0000% | $3150888.00        | $2815458.39        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN5620   | 2032-06-01      | 3.2600%  | 0.0000% | $1000.00           | $780.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1782   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $700.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 ZC310241   | 2044-09-25      | 4.0000%  | 0.0000% | $4000.00           | $3551.64           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1026   | 2031-02-01      | 1.4100%  | 0.0000% | $1850000.00        | $1621019.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9011   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.35           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8659   | 2033-06-01      | 4.4400%  | 0.0000% | $10000.00          | $9933.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9433   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY6103   | 2045-06-01      | 3.0000%  | 0.0000% | $17474408.00       | $2331670.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8460   | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $839.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7972   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $354.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7369   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $386.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0319   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $595.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7833   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $518.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8777   | 2053-11-01      | 6.0000%  | 0.0000% | $4146.00           | $3201.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1630   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $575.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3629   | 2055-11-01      | 6.5000%  | 0.0000% | $4019.00           | $3786.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9294   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $833.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF2379   | 2055-11-01      | 5.5000%  | 0.0000% | $4003.00           | $3206.08           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0858   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $668.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $831.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7487   | 2053-11-01      | 6.5000%  | 0.0000% | $1040.00           | $614.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3610   | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $677.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4627   | 2052-09-01      | 5.0000%  | 0.0000% | $1016.00           | $659.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8868   | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $536.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA2252   | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $39.78             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG1147   | 2056-02-01      | 6.0000%  | 0.0000% | $1002.00           | $1039.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA2508   | 2036-01-01      | 4.0000%  | 0.0000% | $1000.00           | $114.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA1371   | 2043-03-01      | 3.0000%  | 0.0000% | $4003.00           | $355.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4692   | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $904.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX8571   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $970.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4144   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $954.96            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX5041   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $777.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1414   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $796.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5062   | 2053-04-01      | 4.0000%  | 0.0000% | $1008.00           | $935.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4169   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $858.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5410   | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1841.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5985   | 2047-02-01      | 3.5000%  | 0.0000% | $3040.00           | $2152.45           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4056   | 2036-07-01      | 2.5000%  | 0.0000% | $1008.00           | $641.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5743   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $629.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5027   | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $780.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5279   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1017.02           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4385   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $877.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6055   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $839.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2045   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $955.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG8941   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421   | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $584.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5469   | 2054-09-01      | 5.0000%  | 0.0000% | $2024.00           | $1768.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $594.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG9780   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4597   | 2052-05-01      | 2.0000%  | 0.0000% | $2008.00           | $1290.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0109   | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $957.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $475.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5613   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $871.24            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3538   | 2031-10-01      | 1.7900%  | 0.0000% | $7415025.00        | $6458473.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG8944   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG7968   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.28            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS1474   | 2028-03-01      | 1.2700%  | 0.0000% | $107546.00         | $91955.85          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4655   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $714.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $2084855.00        | $924306.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1340   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5974   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1172   | 2051-11-01      | 3.0000%  | 0.0000% | $2024.00           | $1245.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3048   | 2052-10-01      | 5.0000%  | 0.0000% | $33000000.00       | $25231855.97       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1448   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $581.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $2070.00           | $1890.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF9336   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $961.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA2611   | 2031-05-01      | 2.5000%  | 0.0000% | $1000.00           | $89.39             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB6513   | 2042-10-01      | 3.5000%  | 0.0000% | $2008.00           | $314.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5073   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $969.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5998   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2863   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $889.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5719   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $979.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0063   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $952.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5252   | 2056-02-01      | 5.0000%  | 0.0000% | $1040.00           | $1025.27           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0087   | 2056-01-01      | 6.5000%  | 0.0000% | $1024.00           | $959.16            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5129   | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $980.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7372   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $965.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0218   | 2036-09-01      | 6.0000%  | 0.0000% | $1004.00           | $18.97             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4381   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $981.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ0014   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $808.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5615   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $639.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5996   | 2056-03-01      | 4.5000%  | 0.0000% | $1007.00           | $959.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5849   | 2055-10-01      | 3.5000%  | 0.0000% | $1000.00           | $877.88            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0546   | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $769.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5088   | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $735.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0216   | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $836.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0832   | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $984.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3334   | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $103.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8608   | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $631.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1717   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3869   | 2039-12-01      | 3.5000%  | 0.0000% | $1000.00           | $146.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3835   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $116.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3870   | 2049-12-01      | 2.5000%  | 0.0000% | $1000.00           | $223.13            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8701   | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $77.95             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8698   | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $82.37             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8501   | 2028-09-01      | 2.5000%  | 0.0000% | $1000.00           | $35.50             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7899   | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $172.57            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3WZN0342   | 2033-01-01      | 3.5000%  | 0.0000% | $1000.00           | $80.01             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7504   | 2031-08-01      | 3.0000%  | 0.0000% | $1000.00           | $101.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8602   | 2031-03-01      | 3.0000%  | 0.0000% | $1000.00           | $80.98             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0297   | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $268.21            | Agency Mortgage-Backed Securities  |
| FKAR 04.900 WNWN2569   | 2028-12-01      | 4.9000%  | 0.0000% | $574774.00         | $578341.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562   | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $753.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8515   | 2055-03-01      | 5.5000%  | 0.0000% | $1261.00           | $1010.72           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8140   | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $551.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8026   | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $118.80            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7210   | 2030-07-01      | 3.0000%  | 0.0000% | $1000.00           | $71.71             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8694   | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $87.57             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8047   | 2033-05-01      | 3.5000%  | 0.0000% | $1005.00           | $143.45            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK9054   | 2032-11-01      | 3.0000%  | 0.0000% | $2000.00           | $335.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIZS7735   | 2032-01-01      | 2.0000%  | 0.0000% | $1000.00           | $138.27            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $400.00            | $284.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1900.00           | $1349.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $3300.00           | $3233.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $4232300.00        | $3979820.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $300.00            | $310.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $200.00            | $200.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.79            | U.S. Treasuries (including strips) |
| FNMS 05.000 CLCB9470   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $862.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0908   | 2031-11-01      | 4.0000%  | 0.0000% | $1000.00           | $40.01             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $126.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4273   | 2056-04-01      | 5.0000%  | 0.0000% | $1003.00           | $995.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG5311   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF9903   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $976.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9969   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $889.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM4151   | 2032-06-01      | 2.5000%  | 0.0000% | $1001.00           | $155.24            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7529   | 2053-11-01      | 7.0000%  | 0.0000% | $41242245.00       | $23549784.66       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3929   | 2029-10-01      | 2.7100%  | 0.0000% | $8799300.00        | $8137390.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4462   | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4883   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1032.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0614   | 2055-03-01      | 6.5000%  | 0.0000% | $2032.00           | $1739.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4740   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $977.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0263   | 2055-02-01      | 5.0000%  | 0.0000% | $1040.00           | $899.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8964   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1445   | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $372.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5478   | 2053-07-01      | 4.0000%  | 0.0000% | $1008.00           | $942.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2308   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $966.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0736   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $942.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5536   | 2055-10-01      | 5.5000%  | 0.0000% | $3024.00           | $3026.67           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3391   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $881.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1484   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $830.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5495   | 2056-01-01      | 5.5000%  | 0.0000% | $2048.00           | $2064.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5492   | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1072.06           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5681   | 2056-05-01      | 5.5000%  | 0.0000% | $1778.00           | $1808.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA5188   | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $927.61            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7176   | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1008.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ6914   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $976.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7995   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $982.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA4752   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $967.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5428   | 2056-03-01      | 5.0000%  | 0.0000% | $2078.00           | $2062.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5254   | 2056-04-01      | 5.0000%  | 0.0000% | $1040.00           | $1017.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1880   | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $729.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5427   | 2056-03-01      | 5.0000%  | 0.0000% | $2061.00           | $2047.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3483   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $979.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1631   | 2049-09-01      | 3.0000%  | 0.0000% | $1023.00           | $404.00            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3685   | 2030-04-01      | 4.2750%  | 0.0000% | $145741.00         | $145700.63         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3916   | 2056-01-01      | 5.5000%  | 0.0000% | $1120.00           | $1117.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL3067   | 2050-02-01      | 3.0000%  | 0.0000% | $2048.00           | $1748.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $746.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1696   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2626   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166   | 2053-10-01      | 6.0000%  | 0.0000% | $2939.00           | $1708.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3602   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $968.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4980   | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1195.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4120   | 2050-02-01      | 3.0000%  | 0.0000% | $1008.00           | $874.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5503   | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $635.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6287   | 2055-06-01      | 5.5000%  | 0.0000% | $3072.00           | $2695.64           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9580   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $897.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8777   | 2055-03-01      | 6.5000%  | 0.0000% | $1045122.00        | $624254.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5520   | 2054-09-01      | 3.5000%  | 0.0000% | $1008.00           | $823.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5219   | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $452.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9384   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $893.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8441   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.90           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM1750   | 2030-12-01      | 3.0400%  | 0.0000% | $1920.00           | $1289.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW2411   | 2055-12-01      | 4.0000%  | 0.0000% | $1000.00           | $932.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4163   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $622.65            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3900   | 2029-10-01      | 2.4500%  | 0.0000% | $3727752.00        | $3270043.28        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3076   | 2029-09-01      | 2.1500%  | 0.0000% | $1000.00           | $869.13            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8612   | 2028-03-01      | 3.2900%  | 0.0000% | $875547.00         | $864098.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF3576   | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1914.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7868   | 2054-01-01      | 6.5000%  | 0.0000% | $44184259.00       | $24221905.69       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3435   | 2029-09-01      | 2.9000%  | 0.0000% | $1000.00           | $930.59            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL6290   | 2030-05-01      | 2.0800%  | 0.0000% | $1500000.00        | $1375132.17        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9752   | 2036-02-01      | 1.6900%  | 0.0000% | $1375.00           | $1074.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5148   | 2054-10-01      | 6.5000%  | 0.0000% | $2571310.00        | $2035483.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6710   | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $254.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB2258   | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2626   | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.71            | Agency Mortgage-Backed Securities  |
| GNII SF MA7704 M       | 2051-11-20      | 2.0000%  | 0.0000% | $7643100.00        | $4336233.76        | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $21445080.00       | $9437302.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3806   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1003.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0102   | 2056-03-01      | 5.0000%  | 0.0000% | $1142.00           | $1109.71           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2959   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.86            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLTA4840   | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $958.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA7403   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $990.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5399   | 2056-02-01      | 5.0000%  | 0.0000% | $41156.00          | $40295.47          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0101   | 2056-03-01      | 4.5000%  | 0.0000% | $1024.00           | $975.24            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA9736   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA1150   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1694   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $984.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB2351   | 2056-04-01      | 5.5000%  | 0.0000% | $2016.00           | $2035.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $1040.00           | $767.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL906131   | 2037-01-01      | 6.0000%  | 0.0000% | $1002.00           | $6.19              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA9737   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.86           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3821   | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $686.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $1024.00           | $607.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2461   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $618.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA1708   | 2055-12-01      | 5.0000%  | 0.0000% | $1007.00           | $991.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5270   | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1526.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2338   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $906.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4294   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $980.96            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1115   | 2055-05-01      | 6.0000%  | 0.0000% | $1040.00           | $829.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5102   | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.12           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL3217   | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $877.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA6050   | 2056-05-01      | 3.5000%  | 0.0000% | $1000.00           | $907.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA6082   | 2056-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.74           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1970   | 2033-04-01      | 3.5000%  | 0.0000% | $1000.00           | $178.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0028   | 2047-01-01      | 3.0000%  | 0.0000% | $19992958.00       | $5719943.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2384   | 2053-02-01      | 6.5000%  | 0.0000% | $84935.00          | $48051.69          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0328   | 2034-06-01      | 3.0000%  | 0.0000% | $1000.00           | $163.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZT1324   | 2031-02-01      | 3.0000%  | 0.0000% | $1000.00           | $95.45             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5148   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $750.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7563   | 2031-12-01      | 3.0000%  | 0.0000% | $1027.00           | $52.64             | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1772   | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $861.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1774   | 2037-03-01      | 2.0000%  | 0.0000% | $1885.00           | $1630.96           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7570   | 2054-05-01      | 6.0000%  | 0.0000% | $2024.00           | $1618.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH9541   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $742.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9263   | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $778.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB1211   | 2045-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.06           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2595   | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $351.70            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $1936.00           | $1330.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995487   | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $15.54             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA2161   | 2029-12-01      | 3.5000%  | 0.0000% | $1000.00           | $65.37             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1237   | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $80.44             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3466   | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $88.76             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA2828   | 2046-11-01      | 2.5000%  | 0.0000% | $1000.00           | $340.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3685   | 2049-06-01      | 3.0000%  | 0.0000% | $1001.00           | $92.89             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKMA3400   | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $70.64             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $4048.00           | $2669.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE7720   | 2040-11-01      | 4.0000%  | 0.0000% | $1024.00           | $71.20             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5163   | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $820.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $741.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5087   | 2038-07-01      | 5.5000%  | 0.0000% | $1000.00           | $535.87            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4942   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $468.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7544   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $609.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $44908288.00       | $27381324.60       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4677   | 2055-06-01      | 6.5000%  | 0.0000% | $3024.00           | $2326.95           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX7590   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $927.15            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5043   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $717.91            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $338.24            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0229   | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $228.45            | Agency Mortgage-Backed Securities  |
| FMAR 841660 G          | 2050-05-01      | 3.1950%  | 0.0000% | $439771.00         | $350248.86         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK9056   | 2032-11-01      | 3.0000%  | 0.0000% | $2000.00           | $328.20            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $300.00            | $301.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $200.00            | $202.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $75000.00          | $76434.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-13      | 0.0000%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $172.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| GNHA AL CL8179 H       | 2072-05-20      | 6.1610%  | 0.0000% | $3620.00           | $2333.27           | Agency Mortgage-Backed Securities  |
| GNMI SF CL4384 X       | 2052-02-15      | 4.0000%  | 0.0000% | $1325179.00        | $480950.56         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8290   | 2053-01-01      | 6.0000%  | 0.0000% | $2103.00           | $1210.36           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZL0168   | 2036-04-01      | 3.0000%  | 0.0000% | $1000.00           | $185.29            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4583   | 2053-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3263.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8410   | 2054-03-01      | 6.5000%  | 0.0000% | $31811.00          | $14081.45          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $31228178.00       | $22402107.97       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212   | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1329.48           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4518   | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $769.45            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZL0207   | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.19            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ9274   | 2054-10-01      | 7.0000%  | 0.0000% | $1001.00           | $842.31            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNSA0088   | 2032-01-01      | 1.5000%  | 0.0000% | $1000.00           | $667.61            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA7337   | 2050-02-01      | 4.0000%  | 0.0000% | $4000.00           | $794.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5282   | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $917.41            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8092   | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $460.53            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $1012.00           | $710.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK9341   | 2033-03-01      | 3.0000%  | 0.0000% | $2000.00           | $287.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2336   | 2034-02-01      | 3.0000%  | 0.0000% | $1000.00           | $59.49             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBE1534   | 2047-02-01      | 3.5000%  | 0.0000% | $2000.00           | $767.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6535   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $277.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3885   | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1400.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7752   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $495.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7752   | 2050-11-01      | 3.0000%  | 0.0000% | $19123537.00       | $9471410.30        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7559   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $514.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $628.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3937   | 2050-02-01      | 3.0000%  | 0.0000% | $1019.00           | $167.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5729   | 2056-03-01      | 5.5000%  | 0.0000% | $1008.00           | $1014.49           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5109   | 2050-11-01      | 2.0000%  | 0.0000% | $76727591.00       | $40339735.39       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3338   | 2031-10-01      | 1.8500%  | 0.0000% | $8996000.00        | $7920023.43        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540   | 2042-02-01      | 2.0000%  | 0.0000% | $4999000.00        | $2991453.98        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $656.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5297   | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $417.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4236   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4540   | 2042-02-01      | 2.0000%  | 0.0000% | $1024.00           | $612.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8326   | 2054-04-01      | 5.5000%  | 0.0000% | $3219967.00        | $2704360.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG4732   | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1052.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $726.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6718   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG4903   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $985.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4602   | 2037-05-01      | 2.0000%  | 0.0000% | $1009.00           | $583.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120   | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $770.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5341   | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $837.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733   | 2052-09-01      | 4.5000%  | 0.0000% | $1280.00           | $927.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6868   | 2055-03-01      | 6.5000%  | 0.0000% | $1267630.00        | $1317532.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1004   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $846.85            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5561   | 2032-11-01      | 4.2700%  | 0.0000% | $1080.00           | $1066.43           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5559   | 2030-11-01      | 3.8500%  | 0.0000% | $270000.00         | $264986.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3203   | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $193.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2855   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0713   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.01           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XXBM7152   | 2030-03-01      | 4.3733%  | 0.0000% | $8411.00           | $8399.00           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBR1092   | 2041-06-01      | 2.0000%  | 0.0000% | $2608496.00        | $1517259.46        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1693   | 2031-04-01      | 1.9800%  | 0.0000% | $1000.00           | $897.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1342   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $955.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6029   | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA5111   | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $971.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA5159   | 2056-03-01      | 3.0000%  | 0.0000% | $1024.00           | $886.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1389   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $883.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5362   | 2055-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3750.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5973   | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $972.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4124   | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $909.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA6058   | 2041-05-01      | 3.5000%  | 0.0000% | $1000.00           | $954.08            | Agency Mortgage-Backed Securities  |
| GNII RG CJ9398 C       | 2046-07-20      | 4.0000%  | 0.0000% | $788133.00         | $431231.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA5563   | 2053-07-01      | 4.0000%  | 0.0000% | $1008.00           | $942.52            | Agency Mortgage-Backed Securities  |
| GNMI SF CL5027 X       | 2052-03-15      | 4.0000%  | 0.0000% | $191068.00         | $165650.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4940   | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5509   | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $1063.19           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6259   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $776.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB4165   | 2056-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5827   | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $883.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB3260   | 2056-05-01      | 5.0000%  | 0.0000% | $2163.00           | $2153.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2775   | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $602.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA6285   | 2056-02-01      | 5.5000%  | 0.0000% | $1002.00           | $948.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2220   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $968.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CI890698   | 2030-10-01      | 2.0000%  | 0.0000% | $1000.00           | $72.41             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP952263   | 2037-09-01      | 6.0000%  | 0.0000% | $2000.00           | $158.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0545   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $784.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2132   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $929.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1743   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $823.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9795   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1837.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAB4986   | 2032-04-01      | 3.5000%  | 0.0000% | $1000.00           | $56.55             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CKMA0185   | 2039-08-01      | 5.5000%  | 0.0000% | $1001.00           | $36.25             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9326   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $888.12            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFA1268   | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $777.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9731   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $810.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068   | 2054-03-01      | 5.5000%  | 0.0000% | $3088.00           | $2644.34           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0042   | 2055-08-01      | 6.5000%  | 0.0000% | $198799862.00      | $134858991.51      | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5798   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $957.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5002   | 2055-10-01      | 6.0000%  | 0.0000% | $1023.00           | $953.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8576   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $475.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2220   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $771.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2310   | 2048-09-01      | 4.5000%  | 0.0000% | $1024.00           | $284.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2419   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $463.96            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRJ4655   | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $895.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3447   | 2049-11-01      | 4.0000%  | 0.0000% | $2000.00           | $489.23            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3048   | 2054-12-01      | 6.0000%  | 0.0000% | $2048.00           | $1747.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2280   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $205.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8613   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $378.32            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ6587   | 2056-05-01      | 4.5000%  | 0.0000% | $1024.00           | $986.62            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2459   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $783.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9482   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $619.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9107   | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $572.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM9185   | 2041-10-01      | 2.0000%  | 0.0000% | $1000.00           | $589.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6503   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.07           | Agency Mortgage-Backed Securities  |
| GNII RG CJ3389 C       | 2050-02-20      | 5.0000%  | 0.0000% | $42831.00          | $19979.56          | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C       | 2053-09-20      | 7.0000%  | 0.0000% | $775279.00         | $605592.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $937.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA6041   | 2046-04-01      | 4.5000%  | 0.0000% | $1040.00           | $1003.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4458   | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL4852   | 2055-11-01      | 6.5000%  | 0.0000% | $4492.00           | $4683.50           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL4182   | 2054-05-01      | 2.5000%  | 0.0000% | $1000.00           | $827.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL3366   | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $841.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1960   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $835.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4708   | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $892.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4291   | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $951.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5136   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $970.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL5291   | 2056-05-01      | 6.0000%  | 0.0000% | $1030.00           | $1060.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9743   | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $162.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX0557   | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $469.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $858.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1328   | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $136.38            | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M       | 2050-01-20      | 3.5000%  | 0.0000% | $31359.00          | $3810.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKMA5898   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $815.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5706   | 2045-05-01      | 5.5000%  | 0.0000% | $1000.00           | $689.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5885   | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $916.14            | Agency Mortgage-Backed Securities  |
| GNMI SF CK0445 X       | 2052-02-15      | 4.0000%  | 0.0000% | $323067.00         | $189824.03         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX6978   | 2055-02-01      | 7.0000%  | 0.0000% | $3000.00           | $2881.47           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1556   | 2055-04-01      | 6.5000%  | 0.0000% | $2630985.00        | $2731672.57        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9824   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $811.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1656   | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $723.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5956   | 2046-01-01      | 5.5000%  | 0.0000% | $1000.00           | $952.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0146   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $740.29            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $480.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $425700.00         | $406390.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $3100.00           | $2959.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $300.00            | $304.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $285.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $600.00            | $603.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1200.00           | $1191.35           | U.S. Treasuries (including strips) |
| FNMS 03.500 CLAS4794   | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $150.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $740.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $2024.00           | $1593.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL3828   | 2043-07-01      | 3.5000%  | 0.0000% | $2021.00           | $236.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8358   | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $157.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5281   | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $855.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $464.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2278   | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $63.48             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB1546   | 2037-02-01      | 3.5000%  | 0.0000% | $1008.00           | $822.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0222   | 2034-11-01      | 3.0000%  | 0.0000% | $1000.00           | $237.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2383   | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $103.57            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205   | 2052-04-01      | 2.5000%  | 0.0000% | $1023.00           | $659.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4259   | 2053-11-01      | 6.5000%  | 0.0000% | $12096875.00       | $8152722.09        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS6993   | 2029-07-01      | 2.5000%  | 0.0000% | $1000.00           | $34.13             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS8676   | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $114.21            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0634   | 2042-08-01      | 2.0000%  | 0.0000% | $6297000.00        | $4816993.29        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8242   | 2038-07-01      | 4.5000%  | 0.0000% | $1000.00           | $569.42            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0593   | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $503.57            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2427   | 2036-09-01      | 3.0000%  | 0.0000% | $1000.00           | $167.60            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1780   | 2040-08-01      | 6.0000%  | 0.0000% | $1000.00           | $862.79            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8089   | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $422.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZA3803   | 2030-06-01      | 3.0000%  | 0.0000% | $1000.00           | $65.20             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK9066   | 2032-11-01      | 3.0000%  | 0.0000% | $2000.00           | $392.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0030   | 2055-09-01      | 5.5000%  | 0.0000% | $4000.00           | $4078.77           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS2653   | 2028-08-01      | 1.3900%  | 0.0000% | $1945000.00        | $1662384.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZC310239   | 2044-10-25      | 3.5000%  | 0.0000% | $1000.00           | $835.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4408   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $511.50            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8717   | 2028-03-01      | 3.0200%  | 0.0000% | $1100.00           | $1080.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT256628   | 2027-01-01      | 6.5000%  | 0.0000% | $1820.00           | $1.34              | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9611   | 2053-08-01      | 5.0000%  | 0.0000% | $1073.00           | $847.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ6197   | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $71.31             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $844.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7470   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $912.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $1040.00           | $660.92            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0207   | 2052-09-01      | 4.5000%  | 0.0000% | $4000.00           | $2782.24           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZT1873   | 2034-04-01      | 4.0000%  | 0.0000% | $1000.00           | $115.98            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2302   | 2033-06-01      | 3.0000%  | 0.0000% | $1000.00           | $104.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1989   | 2033-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.79            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZT1336   | 2032-02-01      | 3.0000%  | 0.0000% | $1000.00           | $25.42             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZT2437   | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $659.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CNSA0045   | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $488.98            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1472   | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $630.45            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $175.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $4000.00           | $3946.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $114.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $500.00            | $397.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.27             | U.S. Treasuries (including strips) |
| FNMS 05.000 CLCC2327   | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $996.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1219   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $995.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9974   | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $897.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC2476   | 2056-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1051.91           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1231   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $913.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2445   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $215.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4466   | 2055-08-01      | 6.0000%  | 0.0000% | $2048.00           | $2099.85           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1711.00           | $1096.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4139   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $994.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0199   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $902.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $904.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4701   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.27           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL2800   | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $921.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1598   | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $989.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8448   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $557.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4272   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $850.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL3595   | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $885.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2240   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $958.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4088   | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $223.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDG9916   | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.08           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3939   | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $129.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038   | 2053-06-01      | 5.0000%  | 0.0000% | $2933.00           | $2251.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3303   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $955.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4815   | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.61           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $681.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4317   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $229.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2296   | 2054-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1022.43           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0202   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $517.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4143   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1018.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542   | 2055-03-01      | 5.5000%  | 0.0000% | $1120.00           | $1020.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3241   | 2050-03-01      | 3.0000%  | 0.0000% | $1018924.00        | $301695.84         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2682   | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $727.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL5236   | 2053-12-01      | 4.5000%  | 0.0000% | $1008.00           | $981.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4788   | 2055-08-01      | 6.0000%  | 0.0000% | $1120.00           | $1124.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1432   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $686.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3801   | 2055-12-01      | 5.0000%  | 0.0000% | $3502577.00        | $3395521.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL4467   | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $995.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978   | 2053-04-01      | 5.0000%  | 0.0000% | $1003.00           | $754.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5009   | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $792.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7575   | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1010.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ0904   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $876.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7616   | 2055-03-01      | 6.5000%  | 0.0000% | $2100.00           | $1760.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4775   | 2055-06-01      | 5.5000%  | 0.0000% | $7129851.00        | $6742637.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1545   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0231   | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $987.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3988   | 2040-04-01      | 3.0000%  | 0.0000% | $1000.00           | $203.06            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4260   | 2036-02-01      | 1.5000%  | 0.0000% | $1000.00           | $444.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4031   | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $167.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5386   | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $878.57            | Agency Mortgage-Backed Securities  |
| GNII SF BT5292 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1161.00           | $229.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5328   | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $604.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $731.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4307   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $437.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4256   | 2050-01-01      | 2.5000%  | 0.0000% | $1000.00           | $449.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4622   | 2052-06-01      | 2.0000%  | 0.0000% | $1008.00           | $663.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3612   | 2052-05-01      | 4.0000%  | 0.0000% | $1120.00           | $753.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7782   | 2054-01-01      | 6.0000%  | 0.0000% | $15798431.00       | $12388702.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5574   | 2053-01-01      | 5.0000%  | 0.0000% | $9219.00           | $7740.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA6037   | 2041-04-01      | 4.5000%  | 0.0000% | $4096.00           | $3991.58           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFA1447   | 2036-10-01      | 1.5000%  | 0.0000% | $1024.00           | $800.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0028   | 2039-10-01      | 6.0000%  | 0.0000% | $1000.00           | $13.74             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA6036   | 2041-04-01      | 4.0000%  | 0.0000% | $2008.00           | $1929.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5386   | 2052-04-01      | 3.0000%  | 0.0000% | $1024.00           | $681.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA6042   | 2046-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1156   | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $812.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5943   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $946.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1945   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $850.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0163   | 2034-11-01      | 6.0000%  | 0.0000% | $1999.00           | $39.02             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX0341   | 2054-10-01      | 6.5000%  | 0.0000% | $4000.00           | $2425.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1454   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $865.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5890   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $929.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9502   | 2054-11-01      | 6.0000%  | 0.0000% | $8000.00           | $6871.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB0203   | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1965.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5329   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $726.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS4692   | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $481.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3673   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $665.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2051   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $705.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $6515900.00        | $4092862.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4515   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $680.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2167   | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $686.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $619.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624   | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1389.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG4357   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3415   | 2048-07-01      | 4.0000%  | 0.0000% | $1001.00           | $77.15             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA3560   | 2034-01-01      | 4.0000%  | 0.0000% | $1000.00           | $51.98             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG6024   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.16           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIRR0022   | 2040-09-01      | 3.5000%  | 0.0000% | $1000.00           | $900.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6502   | 2056-05-01      | 5.0000%  | 0.0000% | $2142.00           | $2123.97           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5841   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.27           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6787   | 2056-05-01      | 5.5000%  | 0.0000% | $1010.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0120   | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.17           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6159   | 2056-02-01      | 5.0000%  | 0.0000% | $4031840.00        | $3946561.71        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $109.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $3000.00           | $3292.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $8000.00           | $8183.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| GNII SF MA7826 M       | 2052-01-20      | 2.0000%  | 0.0000% | $13710107.00       | $8048940.66        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $3400.00           | $3423.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1900.00           | $1420.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $3400.00           | $2050.74           | U.S. Treasuries (including strips) |
| FNMS 02.500 CLCB0988   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $583.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8955   | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $463.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1920   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $642.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0249   | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $884.57            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0307   | 2055-04-01      | 7.0000%  | 0.0000% | $1024.00           | $694.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0399   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $945.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1007   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $984.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0095   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $601.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1223   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $970.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0866   | 2055-02-01      | 5.5000%  | 0.0000% | $7986.00           | $7608.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $21192766.00       | $14329616.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2570   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $621.46            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLBU7270   | 2052-02-01      | 1.5000%  | 0.0000% | $1000.00           | $676.02            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB0713   | 2054-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1062.61           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0898   | 2031-02-01      | 1.4900%  | 0.0000% | $1000000.00        | $877563.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5861   | 2053-03-01      | 6.5000%  | 0.0000% | $1008.00           | $711.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1795   | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $949.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5167   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $438.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0864   | 2055-03-01      | 6.5000%  | 0.0000% | $4119.00           | $3586.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $637.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1718   | 2055-12-01      | 6.0000%  | 0.0000% | $2064.00           | $2012.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9715   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $901.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3877   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $667.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9577   | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9932   | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6621   | 2056-05-01      | 5.0000%  | 0.0000% | $1120.00           | $1113.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9674   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $509.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $569.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB1499   | 2056-04-01      | 5.0000%  | 0.0000% | $1035.00           | $1020.02           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5650   | 2040-03-01      | 4.5000%  | 0.0000% | $1000.00           | $840.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3569   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $702.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $581.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA0943   | 2055-12-01      | 5.5000%  | 0.0000% | $1003.00           | $843.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA5804   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $998.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5731   | 2055-06-01      | 3.5000%  | 0.0000% | $4041.00           | $3558.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5799   | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $891.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAJ6317   | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $84.33             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC7671   | 2054-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAU4986   | 2028-09-01      | 2.5000%  | 0.0000% | $1000.00           | $46.35             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5309   | 2054-04-01      | 5.5000%  | 0.0000% | $1189.00           | $930.49            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1549   | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $778.46            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8387   | 2054-11-01      | 4.5000%  | 0.0000% | $3010.00           | $2813.66           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8147   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $521.31            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7863   | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $113.84            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8672   | 2032-10-01      | 2.5000%  | 0.0000% | $1000.00           | $108.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2640   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $661.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2331   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2290   | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $956.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG1888   | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3264   | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1990   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $902.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3517   | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $62.64             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDG4268   | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $963.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $2021.00           | $244.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3332   | 2048-04-01      | 3.5000%  | 0.0000% | $1005.00           | $121.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4020   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $234.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3986   | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $123.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4471   | 2036-11-01      | 2.5000%  | 0.0000% | $1000.00           | $463.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5429   | 2056-05-01      | 5.5000%  | 0.0000% | $1040.00           | $1053.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5145   | 2056-03-01      | 5.5000%  | 0.0000% | $1040.00           | $1043.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8981   | 2055-07-01      | 5.0000%  | 0.0000% | $2016.00           | $1973.35           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4397   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $867.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3945   | 2050-02-01      | 4.5000%  | 0.0000% | $1000.00           | $118.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG2918   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $986.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA2068   | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $142.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3443   | 2048-08-01      | 4.0000%  | 0.0000% | $2000.00           | $139.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG1950   | 2056-04-01      | 5.0000%  | 0.0000% | $1001.00           | $999.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA2083   | 2034-09-01      | 4.5000%  | 0.0000% | $1000.00           | $44.87             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $724.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3068   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $778.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB4109   | 2056-06-01      | 5.0000%  | 0.0000% | $2016.00           | $1996.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3925   | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1479.72           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM8851   | 2036-09-01      | 1.5000%  | 0.0000% | $1000.00           | $492.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ5512   | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1012.23           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4920   | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.38           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4671   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $999.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ4920   | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $968.02            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0243   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $823.75            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL5103   | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $991.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0436   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $957.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC2690   | 2056-05-01      | 6.0000%  | 0.0000% | $1023.00           | $1063.81           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3833   | 2049-11-01      | 2.5000%  | 0.0000% | $2000.00           | $383.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4026   | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $184.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4383   | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $485.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3747   | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5893   | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $761.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1207   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $979.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0833   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $920.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1514   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $993.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0076   | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $944.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0851   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $999.44            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRR0036   | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $923.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2906   | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1844.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3727   | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $904.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2347   | 2055-11-01      | 5.5000%  | 0.0000% | $2024.00           | $2038.31           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5075   | 2055-10-01      | 5.0000%  | 0.0000% | $4048.00           | $3727.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5611   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $984.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6555   | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1016.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA2238   | 2055-12-01      | 5.5000%  | 0.0000% | $2048.00           | $2011.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1478   | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1933.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ3472   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $969.23            | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1086411.00        | $420824.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2366   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $971.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6633   | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $788.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5328   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $827.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3215   | 2037-12-01      | 3.5000%  | 0.0000% | $2024.00           | $267.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3891   | 2040-01-01      | 3.5000%  | 0.0000% | $1000.00           | $149.16            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $500.00            | $507.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $300.00            | $285.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $300.00            | $285.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $3600.00           | $3577.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $600.00            | $564.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $2012300.00        | $2040341.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $500.00            | $496.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $700.00            | $713.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| FEPC 02.500 CLSD7340   | 2052-04-01      | 2.5000%  | 0.0000% | $1024.00           | $776.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $812.64            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0548   | 2049-06-01      | 3.5000%  | 0.0000% | $869028.00         | $341147.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $719.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0789   | 2048-10-01      | 4.0000%  | 0.0000% | $21283.00          | $2293.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3911   | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $792.15            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2192   | 2052-04-01      | 2.0000%  | 0.0000% | $4937324.00        | $3792666.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV9645   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $691.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0633   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $934.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW8765   | 2052-10-01      | 5.5000%  | 0.0000% | $630615.00         | $423140.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0821   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $743.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5706   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $886.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2865   | 2055-07-01      | 6.5000%  | 0.0000% | $1023.00           | $980.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5095   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $442.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA2158   | 2041-10-01      | 2.0000%  | 0.0000% | $7999000.00        | $6428402.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4889   | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $880.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0463   | 2047-09-01      | 4.0000%  | 0.0000% | $1006.00           | $225.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2868   | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $910.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2908   | 2054-08-01      | 6.5000%  | 0.0000% | $1706706.00        | $1324408.76        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ1612   | 2030-10-01      | 5.2000%  | 0.0000% | $1065.00           | $1083.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3615   | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $909.01            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1178   | 2031-06-01      | 5.8100%  | 0.0000% | $44917.00          | $46345.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4741   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $969.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6095   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $649.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ2350   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $405.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP0374   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $242.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6472   | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $960.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.400 MYAM1508   | 2030-12-01      | 3.4000%  | 0.0000% | $1434000.00        | $1003742.38        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7631   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $496.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8977   | 2055-10-01      | 5.5000%  | 0.0000% | $22779234.00       | $21709874.08       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTAL8223   | 2029-02-01      | 6.5000%  | 0.0000% | $1084.00           | $24.19             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN1835   | 2028-07-01      | 2.5350%  | 0.0000% | $1000.00           | $897.96            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN3609   | 2031-12-01      | 3.1400%  | 0.0000% | $1000.00           | $870.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6233   | 2055-12-01      | 5.5000%  | 0.0000% | $4001.00           | $4052.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7836   | 2055-04-01      | 6.0000%  | 0.0000% | $1003.00           | $637.07            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA2571   | 2053-09-01      | 7.0000%  | 0.0000% | $1001.00           | $1041.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2758   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $599.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6194   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.21           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8202   | 2028-04-01      | 4.1400%  | 0.0000% | $1000.00           | $989.99            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3423   | 2055-06-01      | 7.0000%  | 0.0000% | $1064234.00        | $879021.15         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS5486   | 2029-05-01      | 3.0400%  | 0.0000% | $4201000.00        | $4064734.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $1981.00           | $15.63             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB4261   | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $993.11            | Agency Mortgage-Backed Securities  |
| GNII SF 004923 M       | 2041-01-20      | 4.5000%  | 0.0000% | $9720.00           | $446.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6672   | 2056-05-01      | 5.5000%  | 0.0000% | $635722.00         | $641826.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1434   | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $681.91            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4173   | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $955.12            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0117   | 2056-05-01      | 4.5000%  | 0.0000% | $1078.00           | $1034.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5605   | 2055-12-01      | 5.0000%  | 0.0000% | $16011063.00       | $15618205.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1341   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $613.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2137   | 2056-01-01      | 5.0000%  | 0.0000% | $3001.00           | $2951.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8864   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1082.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6588   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM9977   | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $554.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL889313   | 2037-10-01      | 6.5000%  | 0.0000% | $207000.00         | $1047.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 K2963171   | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $26.91             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $728.36            | Agency Mortgage-Backed Securities  |
| GNMI SF CE4252 X       | 2051-10-15      | 4.0000%  | 0.0000% | $449978.00         | $328505.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB2491   | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1997.25           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA8895   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $989.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CNMA5748   | 2035-06-01      | 4.5000%  | 0.0000% | $1000.00           | $739.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5942   | 2056-01-01      | 4.0000%  | 0.0000% | $1000.00           | $926.87            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0795   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $737.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5951   | 2041-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1901.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5623   | 2045-02-01      | 5.5000%  | 0.0000% | $1000.00           | $662.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5670   | 2055-04-01      | 4.0000%  | 0.0000% | $1024.00           | $908.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA5889   | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $938.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0849   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $690.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1210   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $950.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1149   | 2047-11-01      | 3.5000%  | 0.0000% | $1120.00           | $186.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4714   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $903.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF8700   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $956.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0183   | 2057-01-01      | 4.0000%  | 0.0000% | $1000.00           | $312.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9733   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $989.07            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5588   | 2032-12-01      | 4.3500%  | 0.0000% | $1000.00           | $991.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4544   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $492.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6213   | 2050-12-01      | 3.5000%  | 0.0000% | $1000.00           | $340.82            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5490   | 2030-11-01      | 3.9000%  | 0.0000% | $9083.00           | $8933.16           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5131   | 2030-11-01      | 3.9300%  | 0.0000% | $18663104.00       | $18378429.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX7764   | 2053-03-01      | 5.0000%  | 0.0000% | $21967680.00       | $13334905.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6768   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $567.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $1024.00           | $721.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7303   | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $819.21            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS2685   | 2031-09-01      | 1.6500%  | 0.0000% | $12057620.00       | $10445423.76       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6266   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $696.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $858.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0078   | 2056-04-01      | 4.0000%  | 0.0000% | $1000.00           | $244.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6311   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $790.55            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS4615   | 2029-01-01      | 1.6650%  | 0.0000% | $1000.00           | $937.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ1652   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $191.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF7774   | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $958.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0044   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $317.97            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS4765   | 2032-02-01      | 2.3300%  | 0.0000% | $12790000.00       | $11452168.84       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8096   | 2033-04-01      | 4.7000%  | 0.0000% | $876400.00         | $882149.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1469   | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2050.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5994   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $840.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CJMA6049   | 2041-03-01      | 5.0000%  | 0.0000% | $1000.00           | $975.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA5981   | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $952.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4839   | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1555.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139   | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $596.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208   | 2050-12-01      | 2.0000%  | 0.0000% | $18457900.00       | $9412073.87        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9932   | 2054-10-01      | 7.0000%  | 0.0000% | $43880300.00       | $32785069.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS8505   | 2053-09-01      | 5.0000%  | 0.0000% | $1024.00           | $911.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0394   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $942.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG9092   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0213   | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $954.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0393   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $950.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5824   | 2055-09-01      | 6.5000%  | 0.0000% | $3225.00           | $2455.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA6052   | 2056-05-01      | 4.5000%  | 0.0000% | $1024.00           | $983.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $734.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5950   | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $937.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $679.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA6028   | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $958.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5911   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $911.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $581.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0307   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $936.12            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX3915   | 2055-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3647.57           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX5448   | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $919.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1511   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $882.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0699   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $903.85            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3481   | 2055-02-15      | 5.5000%  | 0.0000% | $1000.00           | $894.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4356   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $993.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1430   | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $634.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA2211   | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $990.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3176   | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3711.33           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3424   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $840.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4136   | 2048-11-01      | 3.5000%  | 0.0000% | $1040.00           | $932.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4745   | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $815.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4131   | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $917.19            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3989   | 2055-01-01      | 5.5000%  | 0.0000% | $2016.00           | $1785.06           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9132   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $995.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4322   | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $862.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7757   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $932.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA4732   | 2037-08-01      | 2.5000%  | 0.0000% | $1008.00           | $912.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2368   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $722.71            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9698   | 2055-02-01      | 7.0000%  | 0.0000% | $1657594.00        | $1592597.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9229   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $718.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFA4942   | 2040-08-01      | 6.0000%  | 0.0000% | $1000.00           | $965.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9878   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $830.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7114   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $865.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4795   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $875.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5108   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $963.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4805   | 2056-03-01      | 5.5000%  | 0.0000% | $23904078.00       | $23856227.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4200   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $993.26            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $300.00            | $286.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $1500.00           | $1332.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $96.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $400.00            | $380.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $2600.00           | $2622.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $400.00            | $403.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $400.00            | $388.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $400.00            | $403.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| FEPC 03.000 CIZS7465   | 2031-07-01      | 3.0000%  | 0.0000% | $1000.00           | $106.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3041   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $778.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTZA5796   | 2038-11-01      | 4.5000%  | 0.0000% | $1000.00           | $125.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS3238   | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $63.98             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8031   | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $168.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4669   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $654.47            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2297   | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $105.84            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZS7592   | 2031-12-01      | 3.0000%  | 0.0000% | $1000.00           | $134.29            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3QZA3107   | 2033-05-01      | 3.0000%  | 0.0000% | $1000.00           | $200.39            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1309   | 2038-07-01      | 2.0000%  | 0.0000% | $1000.00           | $746.62            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8107   | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $478.73            | Agency Mortgage-Backed Securities  |
| FKAR 05.450 WNWN2491   | 2033-08-01      | 5.4500%  | 0.0000% | $1965.00           | $2026.01           | Agency Mortgage-Backed Securities  |
| FKAR 04.950 WNWN5207   | 2030-01-01      | 4.9500%  | 0.0000% | $369300.00         | $372177.59         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1770   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $862.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9269   | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $777.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8373   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $608.94            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN5171   | 2027-04-01      | 3.2900%  | 0.0000% | $646165.00         | $642448.83         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7163   | 2027-10-01      | 2.9400%  | 0.0000% | $1102.00           | $912.63            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8293   | 2028-02-01      | 3.2500%  | 0.0000% | $2000.00           | $1684.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5147   | 2033-04-01      | 5.0000%  | 0.0000% | $1000.00           | $418.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3421   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $743.19            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE6160   | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1082.84           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $1000.00           | $994.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $200.00            | $199.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $2900.00           | $2889.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $2340400.00        | $3438984.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $190.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $2600.00           | $2409.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $600.00            | $564.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $1000.00           | $941.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $35700.00          | $36791.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $2900.00           | $2957.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $2000.00           | $1950.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $99.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $3400.00           | $3380.53           | U.S. Treasuries (including strips) |
| GNII SF MA5265 M       | 2048-05-20      | 4.5000%  | 0.0000% | $1003.00           | $68.32             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $173.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $300.00            | $260.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $1900.00           | $1876.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $5000.00           | $4921.25           | U.S. Treasuries (including strips) |
| FEPC 05.000 CLRQ0110   | 2056-04-01      | 5.0000%  | 0.0000% | $4072.00           | $3983.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA3450   | 2056-01-01      | 5.0000%  | 0.0000% | $2016.00           | $1985.76           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6501   | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTB2640   | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA8784   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $725.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2365   | 2056-04-01      | 5.0000%  | 0.0000% | $1090.00           | $1079.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2341   | 2056-04-01      | 5.0000%  | 0.0000% | $4048.00           | $3993.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2204   | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1268   | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $961.19            | Agency Mortgage-Backed Securities  |
| GNII RG CI4173 C       | 2045-10-20      | 4.5000%  | 0.0000% | $4830.00           | $536.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKMA5132   | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $815.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548   | 2052-02-01      | 2.5000%  | 0.0000% | $1024.00           | $641.17            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4581   | 2037-04-01      | 1.5000%  | 0.0000% | $1000.00           | $578.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5025   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $979.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7500   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $952.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9401   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.16           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5664   | 2055-06-01      | 5.0000%  | 0.0000% | $2032.00           | $1940.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0308   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $893.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY2715   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $698.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1941   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $853.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7062   | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1972.87           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $810.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ4636   | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $982.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6406   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $962.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782   | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $737.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA4880   | 2032-12-01      | 5.0000%  | 0.0000% | $1000.00           | $316.40            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4589   | 2032-04-01      | 2.0000%  | 0.0000% | $1000.00           | $414.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632   | 2042-06-01      | 3.0000%  | 0.0000% | $1000.00           | $674.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5453   | 2044-08-01      | 5.5000%  | 0.0000% | $1000.00           | $581.91            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $202.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8180%  | 0.0000% | $1100.00           | $1105.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $67.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $300.00            | $293.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $400.00            | $409.34            | U.S. Treasuries (including strips) |
| FNMS 06.500 CLCB7867   | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $797.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890897   | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $143.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6728   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $825.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL990834   | 2038-09-01      | 6.0000%  | 0.0000% | $1007.00           | $14.35             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $747.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9440   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $912.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5156   | 2052-11-01      | 6.5000%  | 0.0000% | $100000.00         | $63716.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358   | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $657.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $758.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5172   | 2042-05-01      | 3.5000%  | 0.0000% | $4096.00           | $587.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF8473   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1785237.00        | $1562703.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2878   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $767.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3213   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $837.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3548   | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $922.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW2434   | 2056-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3830.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5125   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX4810   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $996.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3656   | 2050-08-01      | 3.5000%  | 0.0000% | $11246500.00       | $9983165.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW3873   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $733.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2434   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $962.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2841   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $837.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715   | 2043-11-01      | 4.0000%  | 0.0000% | $1007.00           | $178.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7511   | 2053-11-01      | 6.5000%  | 0.0000% | $44811609.00       | $28197304.52       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5917   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $787.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7641   | 2053-12-01      | 6.0000%  | 0.0000% | $1040.00           | $751.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6618   | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $845.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7061   | 2053-09-01      | 6.5000%  | 0.0000% | $3722.00           | $2725.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5256   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC9872   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $824.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4751   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $990.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5705   | 2054-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3385.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9551   | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $749.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA5484   | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0167   | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $179.92            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS3713   | 2028-11-01      | 1.6600%  | 0.0000% | $6049000.00        | $5165272.82        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1396   | 2031-03-01      | 1.5400%  | 0.0000% | $2000.00           | $1758.66           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS4272   | 2029-01-01      | 1.8000%  | 0.0000% | $1010.00           | $943.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6364   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $996.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1221   | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $800.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3059   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $931.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5087   | 2055-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1960.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3690   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $881.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5140   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $966.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4163   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1002.05           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4781   | 2055-09-01      | 6.0000%  | 0.0000% | $1120.00           | $1112.57           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6441   | 2056-04-01      | 5.5000%  | 0.0000% | $1280.00           | $1302.17           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5143   | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $979.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4624   | 2055-08-01      | 5.5000%  | 0.0000% | $2280.00           | $2192.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5134   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $964.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6193   | 2056-03-01      | 5.0000%  | 0.0000% | $2024.00           | $1970.58           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3939   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $917.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0026   | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $946.53            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5787   | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $994.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5303   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $978.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ4669   | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4140   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $970.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3011   | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1787.99           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4202   | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $973.19            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ6584   | 2056-05-01      | 4.5000%  | 0.0000% | $1024.00           | $988.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ6572   | 2056-05-01      | 6.0000%  | 0.0000% | $1019.00           | $1055.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0847   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $977.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4911   | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $700.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $748.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6360   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $984.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9183   | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $759.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG8104   | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1052.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653   | 2052-07-01      | 3.0000%  | 0.0000% | $1008.00           | $708.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4781   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $712.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785   | 2052-10-01      | 5.0000%  | 0.0000% | $2027.00           | $1402.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5039   | 2053-06-01      | 5.5000%  | 0.0000% | $1023.00           | $712.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4282   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $471.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5590   | 2040-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1379.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789   | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $899.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7428   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $721.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7381   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $731.15            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5991   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $673.67            | Agency Mortgage-Backed Securities  |

### Security 698: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.610000%
- **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: ARP1I9PT3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1I9PT3
- **C.18 - Value (incl. sponsor support):** $201000000.00
- **C.18.a - Value (excl. sponsor support):** $201000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 MB0996 M | 2056-03-20      | 5.0000%  | 0.0000% | $88000000.00       | $86922838.89       | Agency Mortgage-Backed Securities |
| GNII SF DG9251 C | 2055-02-20      | 7.0000%  | 0.0000% | $1750742.00        | $671168.82         | Agency Mortgage-Backed Securities |
| GNII SF MA7165 M | 2036-06-20      | 2.5000%  | 0.0000% | $1000000.00        | $360713.74         | Agency Mortgage-Backed Securities |
| GNII SF MA9324 M | 2035-02-20      | 3.5000%  | 0.0000% | $307563.00         | $149678.68         | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M | 2050-01-20      | 4.0000%  | 0.0000% | $500000.00         | $437143.89         | Agency Mortgage-Backed Securities |
| GNII ET DP6636 C | 2066-01-20      | 4.0000%  | 0.0000% | $776677.00         | $726616.19         | Agency Mortgage-Backed Securities |
| GNII SF AX4345 C | 2046-10-20      | 3.5000%  | 0.0000% | $1259574.00        | $194742.55         | Agency Mortgage-Backed Securities |
| GNII SF AC0092 C | 2042-11-20      | 3.5000%  | 0.0000% | $3208800.00        | $388874.15         | Agency Mortgage-Backed Securities |
| GNII SF DR4064 C | 2056-05-20      | 5.0000%  | 0.0000% | $1362628.00        | $1365148.71        | Agency Mortgage-Backed Securities |
| GNII SF MA4070 M | 2046-11-20      | 4.0000%  | 0.0000% | $1778974.00        | $158397.40         | Agency Mortgage-Backed Securities |
| GNII ET DP6465 C | 2065-11-20      | 4.5000%  | 0.0000% | $141715.00         | $135797.09         | Agency Mortgage-Backed Securities |
| GNII ET DQ0237 C | 2066-03-20      | 6.5000%  | 0.0000% | $5622144.00        | $5875088.71        | Agency Mortgage-Backed Securities |
| GNMI SF BP5564 X | 2049-09-15      | 3.0000%  | 0.0000% | $1393254.00        | $826820.92         | Agency Mortgage-Backed Securities |
| GNII SF CH0582 C | 2051-08-20      | 2.5000%  | 0.0000% | $2187892.00        | $1475131.49        | Agency Mortgage-Backed Securities |
| GNII SF CI6843 C | 2051-11-20      | 2.5000%  | 0.0000% | $800000.00         | $515221.83         | Agency Mortgage-Backed Securities |
| GNII SF 796727 C | 2038-12-20      | 6.5000%  | 0.0000% | $1752860.00        | $59008.75          | Agency Mortgage-Backed Securities |
| GNII BD DJ1394 C | 2055-10-20      | 5.5000%  | 0.0000% | $1079226.00        | $1073517.51        | Agency Mortgage-Backed Securities |
| GNII ET DK3347 C | 2065-04-20      | 6.5000%  | 0.0000% | $134385.00         | $140046.61         | Agency Mortgage-Backed Securities |
| GNMI SF BA0244 X | 2047-04-15      | 4.0000%  | 0.0000% | $456615.00         | $77814.28          | Agency Mortgage-Backed Securities |
| GNII ET DP1584 C | 2057-01-20      | 2.5000%  | 0.0000% | $135748.00         | $111334.82         | Agency Mortgage-Backed Securities |
| GNII ET DI7468 C | 2065-03-20      | 7.0000%  | 0.0000% | $1036952.00        | $660782.57         | Agency Mortgage-Backed Securities |
| GNII ET DR1784 C | 2066-04-20      | 6.0000%  | 0.0000% | $748116.00         | $769260.74         | Agency Mortgage-Backed Securities |
| GNAR AT 081843 M | 2037-02-20      | 5.0000%  | 0.0000% | $1575000.00        | $11620.74          | Agency Mortgage-Backed Securities |
| GNII SP 785433 C | 2051-04-20      | 2.5000%  | 0.0000% | $275000.00         | $144488.61         | Agency Mortgage-Backed Securities |
| GNII SP 785349 C | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $605595.49         | Agency Mortgage-Backed Securities |
| GNII SF MA9391 M | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $134646.28         | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5640103.93        | Agency Mortgage-Backed Securities |
| GNII SF AJ4250 C | 2044-09-20      | 3.5000%  | 0.0000% | $1623108.00        | $323672.34         | Agency Mortgage-Backed Securities |
| GNII ET DI7445 C | 2065-03-20      | 7.0000%  | 0.0000% | $13417696.00       | $8975210.94        | Agency Mortgage-Backed Securities |
| GNPL PN DM8137   | 2061-04-15      | 4.9500%  | 0.0000% | $14763300.00       | $14790020.92       | Agency Mortgage-Backed Securities |
| GNII SP 786822 C | 2053-07-20      | 5.5000%  | 0.0000% | $1000000.00        | $755704.33         | Agency Mortgage-Backed Securities |
| GNMI SF AB2742 X | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $56054.29          | Agency Mortgage-Backed Securities |
| GNII SP 785565 C | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $963420.24         | Agency Mortgage-Backed Securities |
| GNMI SP 784154 X | 2044-03-15      | 5.0000%  | 0.0000% | $186508.00         | $24024.20          | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C | 2054-08-20      | 7.5000%  | 0.0000% | $1140766.00        | $1002442.99        | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M | 2050-09-20      | 2.0000%  | 0.0000% | $542000.00         | $232870.20         | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $133855.15         | Agency Mortgage-Backed Securities |
| GNII SF DL2707 C | 2055-07-20      | 6.5000%  | 0.0000% | $2512748.00        | $1624724.87        | Agency Mortgage-Backed Securities |
| GNMI SF BD4016 X | 2049-10-15      | 3.0000%  | 0.0000% | $31242840.00       | $5135167.49        | Agency Mortgage-Backed Securities |
| GNMI SP 786767 X | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $5903380.04        | Agency Mortgage-Backed Securities |
| GNII ET DR7907 C | 2066-04-20      | 5.0000%  | 0.0000% | $461232.00         | $458111.69         | Agency Mortgage-Backed Securities |
| GNII SF DS5907 C | 2056-05-20      | 5.5000%  | 0.0000% | $1858098.00        | $1897260.72        | Agency Mortgage-Backed Securities |
| GNII SF AQ9610 C | 2046-03-20      | 3.5000%  | 0.0000% | $2370172.00        | $158320.48         | Agency Mortgage-Backed Securities |
| GNII SF DP1270 C | 2056-02-20      | 7.0000%  | 0.0000% | $2338496.00        | $2491751.41        | Agency Mortgage-Backed Securities |
| GNII ET DR8550 C | 2066-04-20      | 6.0000%  | 0.0000% | $14811712.00       | $15210070.81       | Agency Mortgage-Backed Securities |
| GNMI SF AO9363 X | 2045-11-15      | 3.5000%  | 0.0000% | $676082.00         | $56526.45          | Agency Mortgage-Backed Securities |
| GNMI SF BE0144 X | 2048-01-15      | 4.0000%  | 0.0000% | $28000.00          | $9565.81           | Agency Mortgage-Backed Securities |
| GNII SP 784122 M | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $4722436.65        | Agency Mortgage-Backed Securities |
| GNII SP 786335 C | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $535802.20         | Agency Mortgage-Backed Securities |
| GNMI SP 783280 X | 2039-07-15      | 6.0000%  | 0.0000% | $28828384.00       | $2603108.40        | Agency Mortgage-Backed Securities |
| GNII SP 784346 C | 2047-07-20      | 3.5000%  | 0.0000% | $1610138.00        | $437752.66         | Agency Mortgage-Backed Securities |
| GNII SF DR6403 C | 2056-05-20      | 5.0000%  | 0.0000% | $4083040.00        | $4090593.17        | Agency Mortgage-Backed Securities |
| GNMI SF 720161 X | 2039-07-15      | 4.5000%  | 0.0000% | $3033000.00        | $58533.06          | Agency Mortgage-Backed Securities |
| GNII SF DN8895 C | 2056-02-20      | 4.0000%  | 0.0000% | $1070012.00        | $992199.50         | Agency Mortgage-Backed Securities |
| GNII JM MB0445 M | 2055-04-20      | 2.0000%  | 0.0000% | $834048.00         | $640772.92         | Agency Mortgage-Backed Securities |
| GNAR AT 081039 M | 2034-08-20      | 5.3750%  | 0.0000% | $15999392.00       | $192061.00         | Agency Mortgage-Backed Securities |
| GNII SP 785667 C | 2051-10-20      | 2.5000%  | 0.0000% | $93887.00          | $53633.69          | Agency Mortgage-Backed Securities |
| GNII SF MB0931 M | 2051-11-20      | 2.5000%  | 0.0000% | $1914896.00        | $1631411.49        | Agency Mortgage-Backed Securities |
| GNII SF CX9988 C | 2054-04-20      | 6.5000%  | 0.0000% | $1115130.00        | $650013.62         | Agency Mortgage-Backed Securities |
| GNII SF 004398 M | 2039-03-20      | 5.0000%  | 0.0000% | $695531.00         | $13228.21          | Agency Mortgage-Backed Securities |
| GNII ET DQ9380 C | 2066-03-20      | 6.0000%  | 0.0000% | $1274831.00        | $1310886.94        | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $112562.24         | Agency Mortgage-Backed Securities |
| GNMI SF BC3027 X | 2048-03-15      | 3.0000%  | 0.0000% | $25000.00          | $15483.19          | Agency Mortgage-Backed Securities |
| GNII SF BW7216 C | 2050-08-20      | 4.5000%  | 0.0000% | $1686548.00        | $604409.45         | Agency Mortgage-Backed Securities |
| GNII ET DR4511 C | 2066-04-20      | 6.0000%  | 0.0000% | $1836964.00        | $1888751.93        | Agency Mortgage-Backed Securities |
| GNPL PN DK6761   | 2061-01-15      | 5.0000%  | 0.0000% | $1265274.00        | $1259236.14        | Agency Mortgage-Backed Securities |
| GNII SF MA8486 M | 2052-11-20      | 3.0000%  | 0.0000% | $10000.00          | $6145.71           | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M | 2048-08-20      | 4.5000%  | 0.0000% | $339492.00         | $25364.34          | Agency Mortgage-Backed Securities |
| GNII SF DK3078 C | 2055-07-20      | 6.5000%  | 0.0000% | $5096000.00        | $4330114.94        | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2242910.33        | Agency Mortgage-Backed Securities |
| GNII SP 785831 C | 2052-01-20      | 2.5000%  | 0.0000% | $378613.00         | $237179.47         | Agency Mortgage-Backed Securities |
| GNII JP 785023 M | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $106291.55         | Agency Mortgage-Backed Securities |
| GNII JM 004709 M | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $223311.26         | Agency Mortgage-Backed Securities |
| GNMI SP 784025 X | 2044-05-15      | 4.5000%  | 0.0000% | $264282.00         | $81535.78          | Agency Mortgage-Backed Securities |
| GNMI SP 784715 X | 2048-05-15      | 4.0000%  | 0.0000% | $648638.00         | $52087.03          | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18007.33          | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $83947.26          | Agency Mortgage-Backed Securities |
| GNII SF 003998 M | 2037-06-20      | 6.0000%  | 0.0000% | $617999.00         | $6250.00           | Agency Mortgage-Backed Securities |
| GNII SF CK4920 C | 2052-01-20      | 3.5000%  | 0.0000% | $146807.00         | $66978.32          | Agency Mortgage-Backed Securities |
| GNMI SF AD9005 X | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $17303.46          | Agency Mortgage-Backed Securities |
| GNII BD DG6071 C | 2055-05-20      | 5.5000%  | 0.0000% | $2209640.00        | $2149235.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ1773 C | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $4604122.36        | Agency Mortgage-Backed Securities |
| GNMI SF 507768 X | 2029-04-15      | 6.5000%  | 0.0000% | $29556704.00       | $8197.99           | Agency Mortgage-Backed Securities |
| GNII SF DR9282 C | 2056-05-20      | 6.5000%  | 0.0000% | $1026954.00        | $1083806.74        | Agency Mortgage-Backed Securities |
| GNMI SF BS5817 X | 2050-02-15      | 3.5000%  | 0.0000% | $197319.00         | $40575.43          | Agency Mortgage-Backed Securities |

### Security 699: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.620000%
- **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: ARP1I9PW6, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1I9PW6
- **C.18 - Value (incl. sponsor support):** $2433000000.00
- **C.18.a - Value (excl. sponsor support):** $2433000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 04.500 CLFA0388 | 2053-03-01      | 4.5000%  | 0.0000% | $21912760.00       | $18616080.53       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL890362 | 2041-08-01      | 4.5000%  | 0.0000% | $2000.00           | $171.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8557 | 2054-05-01      | 6.5000%  | 0.0000% | $2016.00           | $1559.78           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0303 | 2055-02-01      | 5.5000%  | 0.0000% | $42131360.00       | $37043013.14       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5017 | 2055-09-01      | 6.0000%  | 0.0000% | $24081824.00       | $20038319.96       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2583 | 2054-09-01      | 6.5000%  | 0.0000% | $860453.00         | $677390.90         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  | 0.0000% | $3048.00           | $2724.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1865 | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $920.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  | 0.0000% | $17257.00          | $14297.30          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $102100000.00      | $13816092.78       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3053 | 2049-02-01      | 4.5000%  | 0.0000% | $11478160.00       | $3040062.44        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 GLCA2172 | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $363.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M     | 2046-07-20      | 4.0000%  | 0.0000% | $1246088.00        | $116354.80         | Agency Mortgage-Backed Securities         |
| GNII SF MA2679 M     | 2045-03-20      | 4.0000%  | 0.0000% | $2358951.00        | $217463.56         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2217 | 2056-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1966.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5534 | 2056-03-01      | 6.5000%  | 0.0000% | $2145600.00        | $2244749.98        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWBM3440 | 2032-12-01      | 3.0000%  | 0.0000% | $556988.00         | $44947.61          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9085 | 2056-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2054.31           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3306 | 2049-02-01      | 4.5000%  | 0.0000% | $3860833.00        | $1029950.46        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5365 | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $694.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5607 | 2056-02-01      | 5.5000%  | 0.0000% | $7958260.00        | $8034689.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4113 | 2049-08-01      | 3.0000%  | 0.0000% | $3580100.00        | $1156836.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG4305 | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $961.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $26426688.00       | $6037076.02        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1860 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $194.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6385 | 2055-12-01      | 6.0000%  | 0.0000% | $2861240.00        | $2670163.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4458 | 2055-04-01      | 5.5000%  | 0.0000% | $4460712.00        | $3911373.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9776 | 2055-09-01      | 6.0000%  | 0.0000% | $3114450.00        | $3204237.64        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9581 | 2047-05-01      | 4.0000%  | 0.0000% | $84889300.00       | $17848417.92       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7396 | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $676.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3009 | 2055-02-01      | 6.0000%  | 0.0000% | $52000.00          | $39910.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  | 0.0000% | $72525.00          | $47807.03          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5551 | 2055-03-01      | 6.0000%  | 0.0000% | $1772566.00        | $1607532.00        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7485 | 2054-12-01      | 6.5000%  | 0.0000% | $3000.00           | $1973.71           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $580.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD6535 | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $833.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4626 | 2049-11-01      | 4.0000%  | 0.0000% | $1840000.00        | $550113.28         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0864 | 2047-12-01      | 4.0000%  | 0.0000% | $20932544.00       | $5426093.20        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $616735.00         | $454428.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8498 | 2055-08-01      | 6.0000%  | 0.0000% | $1439352.00        | $1483224.79        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0528 | 2047-10-01      | 3.5000%  | 0.0000% | $18876634.00       | $4753302.90        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  | 0.0000% | $376882.00         | $89704.10          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | 0.0000% | $1436190.00        | $537631.77         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | 0.0000% | $2690000.00        | $275962.87         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $621.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF9098 | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $982.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8248 | 2055-09-01      | 6.5000%  | 0.0000% | $2838610.00        | $2937357.63        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDE2089 | 2055-06-01      | 4.5000%  | 0.0000% | $1108531.00        | $871145.46         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $600.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV9273 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $779.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3746 | 2056-03-01      | 5.5000%  | 0.0000% | $10056614.00       | $10128009.84       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6005 | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.88           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7343 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $624.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9059 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $732.29            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2307 | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2034.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI1314 | 2054-03-01      | 5.5000%  | 0.0000% | $20815869.00       | $19563251.81       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6564 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $766.26            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $7000.00           | $5077.45           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0439 | 2050-03-01      | 3.5000%  | 0.0000% | $851712.00         | $375155.02         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3501 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $730.14            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  | 0.0000% | $25113609.00       | $19652213.71       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $868.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $717.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  | 0.0000% | $2019.00           | $1632.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8025 | 2049-11-01      | 3.5000%  | 0.0000% | $1007.00           | $121.46            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q24956 G | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $158.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV4486 | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $194.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA5903 M     | 2034-05-20      | 2.5000%  | 0.0000% | $2000.00           | $274.74            | Agency Mortgage-Backed Securities         |
| GNII SF MA7107 M     | 2036-01-20      | 2.5000%  | 0.0000% | $1029.00           | $342.34            | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $470237.00         | $59924.18          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6219 | 2056-03-01      | 5.0000%  | 0.0000% | $4112.00           | $3997.51           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6157 | 2052-09-01      | 3.0000%  | 0.0000% | $11000.00          | $7938.99           | Agency Mortgage-Backed Securities         |
| GNII SF MA7315 M     | 2051-04-20      | 4.0000%  | 0.0000% | $2048.00           | $754.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA7054 M     | 2050-12-20      | 3.5000%  | 0.0000% | $1000.00           | $323.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3280 | 2038-02-01      | 3.5000%  | 0.0000% | $1000.00           | $127.06            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7023 | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $999.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4740 | 2049-12-01      | 3.0000%  | 0.0000% | $1400.00           | $397.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | 0.0000% | $52094720.00       | $16660087.08       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4428 | 2049-10-01      | 3.0000%  | 0.0000% | $244904704.00      | $42500319.30       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6025 | 2050-06-01      | 2.0000%  | 0.0000% | $13458544.00       | $6284146.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7969 | 2056-03-01      | 5.0000%  | 0.0000% | $2101260.00        | $2088602.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $804.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO5386 | 2049-12-01      | 3.5000%  | 0.0000% | $29622412.00       | $5166424.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $47816771.00       | $43481620.23       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7551 | 2055-07-01      | 6.0000%  | 0.0000% | $4024.00           | $3668.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5067 | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3274 | 2055-08-01      | 6.5000%  | 0.0000% | $1188648.00        | $1242204.02        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4562 | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $980.40            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3694 | 2055-01-01      | 6.5000%  | 0.0000% | $17810147.00       | $15069008.55       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1046 | 2054-11-01      | 5.5000%  | 0.0000% | $36900713.00       | $32752955.77       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  | 0.0000% | $713813.00         | $640320.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1380 | 2056-03-01      | 5.5000%  | 0.0000% | $1182300.00        | $1199890.07        | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $50696.00          | $6045.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2834 | 2055-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4668.59           | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $2478999.00        | $178203.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2705 | 2052-04-01      | 2.5000%  | 0.0000% | $3008.00           | $2392.71           | Agency Mortgage-Backed Securities         |
| GNII SF MA5599 M     | 2037-09-20      | 6.0000%  | 0.0000% | $92000.00          | $14045.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $3048.00           | $2474.61           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICA7470 | 2035-10-01      | 2.0000%  | 0.0000% | $531000.00         | $192763.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $9480400.00        | $7099670.81        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2785 | 2052-01-01      | 2.5000%  | 0.0000% | $9096545.00        | $6095039.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3929 | 2052-06-01      | 5.0000%  | 0.0000% | $23847147.00       | $15446821.94       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7529 | 2050-10-01      | 2.5000%  | 0.0000% | $1192928.00        | $698426.31         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS7822 | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $679.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5568 | 2050-06-01      | 3.0000%  | 0.0000% | $2654005.00        | $919035.90         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1065 | 2051-10-01      | 3.0000%  | 0.0000% | $9241616.00        | $4389292.67        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  | 0.0000% | $1249598.00        | $566336.96         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | 0.0000% | $55098586.00       | $18479927.54       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1856 | 2055-06-01      | 5.5000%  | 0.0000% | $1499436.00        | $1510972.16        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAK7343 | 2042-02-01      | 4.5000%  | 0.0000% | $3020556.00        | $217619.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8308 | 2055-09-01      | 6.0000%  | 0.0000% | $4934184.00        | $4292008.07        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA0159 | 2053-08-01      | 6.5000%  | 0.0000% | $1310146.00        | $1337685.26        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ5332 | 2048-05-01      | 4.0000%  | 0.0000% | $5609340.00        | $2428283.52        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1557 | 2055-10-01      | 6.0000%  | 0.0000% | $1471000.00        | $920038.73         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7236 | 2055-07-01      | 6.0000%  | 0.0000% | $1321928.00        | $1352553.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  | 0.0000% | $6302632.00        | $6318746.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9155 | 2053-06-01      | 5.0000%  | 0.0000% | $10730140.00       | $8801332.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $73130184.00       | $18314695.34       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDD9850 | 2040-11-01      | 4.5000%  | 0.0000% | $882012.00         | $767364.83         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6827 | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $225.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0800 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $658.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5642 | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1893.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9953 | 2047-07-01      | 3.5000%  | 0.0000% | $1046.00           | $144.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1822 | 2043-08-01      | 3.5000%  | 0.0000% | $1008093.00        | $118137.75         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  | 0.0000% | $1091832.00        | $1131034.22        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  | 0.0000% | $6081937.00        | $1663769.05        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8945 | 2055-09-01      | 6.5000%  | 0.0000% | $5169064.00        | $4752504.22        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $149.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5422 | 2051-06-01      | 3.0000%  | 0.0000% | $3199000.00        | $1754779.80        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  | 0.0000% | $26718960.00       | $3457152.10        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  | 0.0000% | $1331330.00        | $1049081.79        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A91965 G | 2040-04-01      | 5.0000%  | 0.0000% | $2347577.00        | $59286.48          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5664 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $839.23            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $235.27            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q17095 G | 2043-04-01      | 3.0000%  | 0.0000% | $196000.00         | $33495.98          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6634 | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $785.35            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $3733981.00        | $2674591.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6033 | 2054-08-01      | 6.5000%  | 0.0000% | $10661.00          | $6077.03           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q00324 G | 2041-04-01      | 5.0000%  | 0.0000% | $1016358.00        | $120157.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $885.85            | Agency Mortgage-Backed Securities         |
| GNII JM MA7359 M     | 2051-05-20      | 2.5000%  | 0.0000% | $270000.00         | $135005.34         | Agency Mortgage-Backed Securities         |
| GNMI SF 792721 X     | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $29471.19          | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X     | 2041-03-15      | 4.0000%  | 0.0000% | $604698.00         | $21446.79          | Agency Mortgage-Backed Securities         |
| GNII SF 779602 C     | 2041-11-20      | 4.0000%  | 0.0000% | $2602760.00        | $346051.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $43565525.00       | $17044502.31       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q49500 G | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $252.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M     | 2048-02-20      | 4.0000%  | 0.0000% | $57821630.00       | $5368149.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $955374.00         | $78999.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $720997.00         | $84075.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA4588 M     | 2047-07-20      | 4.5000%  | 0.0000% | $83216836.00       | $6988885.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $46620815.00       | $42843611.51       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6894 | 2056-02-01      | 5.5000%  | 0.0000% | $7310450.00        | $6566272.87        | Agency Mortgage-Backed Securities         |
| GNII SF MA6602 M     | 2050-04-20      | 4.5000%  | 0.0000% | $2000.00           | $340.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $199496867.00      | $12604837.48       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA7213 | 2056-02-01      | 5.5000%  | 0.0000% | $3463908.00        | $3485514.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4096 | 2053-03-01      | 5.0000%  | 0.0000% | $7296.00           | $5360.78           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4200 | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1931.55           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1476 | 2055-06-01      | 5.0000%  | 0.0000% | $3008.00           | $2873.50           | Agency Mortgage-Backed Securities         |
| GNII JM MA6566 M     | 2035-04-20      | 2.5000%  | 0.0000% | $188060.00         | $15715.26          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1688 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $997.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV9960 | 2052-06-01      | 4.0000%  | 0.0000% | $139000.00         | $87641.99          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBK2444 | 2050-05-01      | 2.5000%  | 0.0000% | $21758432.00       | $9305050.23        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV5872 | 2055-07-01      | 6.5000%  | 0.0000% | $1175972.00        | $1161285.12        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW9162 | 2029-08-01      | 3.5000%  | 0.0000% | $2000.00           | $83.76             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0734 | 2063-06-01      | 3.5000%  | 0.0000% | $8409696.00        | $5788289.63        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135 | 2048-07-01      | 4.0000%  | 0.0000% | $74765741.00       | $20139772.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8482 | 2053-03-01      | 5.0000%  | 0.0000% | $4485264.00        | $3337443.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX2211 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $628.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6535 | 2052-07-01      | 5.0000%  | 0.0000% | $2593230.00        | $905031.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD3278 | 2046-09-01      | 3.0000%  | 0.0000% | $2996000.00        | $552092.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0218 | 2057-09-01      | 3.5000%  | 0.0000% | $1999608.00        | $662498.85         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0904 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.86           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-10-25      | 4.7121%  | 0.0000% | $4248702.00        | $3875499.26        | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLBJ1391 | 2053-09-01      | 7.0000%  | 0.0000% | $11833.00          | $9802.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | 0.0000% | $2133.00           | $454.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5820 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $256.71            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAQ3599 | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $88.45             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1327 | 2055-09-01      | 6.0000%  | 0.0000% | $5215550.00        | $4763464.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  | 0.0000% | $889477.00         | $721120.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1973 | 2055-10-01      | 6.5000%  | 0.0000% | $2009143.00        | $2147825.91        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $3072.00           | $2202.59           | Agency Mortgage-Backed Securities         |
| GNII SF AA6042 C     | 2043-01-20      | 3.0000%  | 0.0000% | $1245398.00        | $105260.27         | Agency Mortgage-Backed Securities         |
| GNMI SF 775089 X     | 2041-09-15      | 4.5000%  | 0.0000% | $90624.00          | $5031.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG9615 | 2056-05-01      | 6.0000%  | 0.0000% | $3522632.00        | $3661869.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | 0.0000% | $2202760.00        | $210863.95         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6069 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $701.68            | Agency Mortgage-Backed Securities         |
| GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $807500.00         | $57425.33          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1948 | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2005.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2717 | 2055-08-01      | 6.5000%  | 0.0000% | $3000.00           | $3147.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4583 | 2055-10-01      | 5.5000%  | 0.0000% | $52490290.00       | $48414759.12       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8956 | 2056-02-01      | 5.5000%  | 0.0000% | $1073000.00        | $1084231.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG3545 | 2056-02-01      | 5.5000%  | 0.0000% | $1068590.00        | $1083750.78        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4743 | 2055-02-01      | 6.0000%  | 0.0000% | $4024.00           | $3728.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0441 | 2054-11-01      | 5.5000%  | 0.0000% | $44392124.00       | $38312587.14       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3003.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $12537414.00       | $10386001.98       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6024 | 2050-06-01      | 2.0000%  | 0.0000% | $18852832.00       | $8749496.05        | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $10846976.00       | $984112.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $542000.00         | $330939.70         | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M     | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $310.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA5600 M     | 2048-11-20      | 6.5000%  | 0.0000% | $153000.00         | $23512.50          | Agency Mortgage-Backed Securities         |
| GNII JM MA6275 M     | 2049-11-20      | 3.5000%  | 0.0000% | $1001.00           | $76.68             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  | 0.0000% | $2658020.00        | $253473.03         | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $225450.00         | $152333.65         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $609.72            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA9049 | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $841.71            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA2588 | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $474.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8329 | 2052-12-01      | 5.5000%  | 0.0000% | $7964710.00        | $5761569.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7940 | 2052-09-01      | 5.0000%  | 0.0000% | $82500.00          | $56004.95          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6562 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $561.83            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ0341 | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $904.92            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5446 | 2054-10-01      | 5.5000%  | 0.0000% | $8462.00           | $7634.16           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ1785 | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $794.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $742.81            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8133 | 2051-03-01      | 1.5000%  | 0.0000% | $1000.00           | $546.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8070 | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $206.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5522 | 2054-05-01      | 6.0000%  | 0.0000% | $20496276.00       | $15972956.43       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  | 0.0000% | $1002.00           | $491.48            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $338.24            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $185.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | 0.0000% | $98000.00          | $73330.28          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1788.71           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6433 | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $808.27            | Agency Mortgage-Backed Securities         |
| FMAR 842084 G        | 2056-01-01      | 5.1320%  | 0.0000% | $6815846.00        | $6508158.23        | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $2000.00           | $847.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $3208042.00        | $2202607.18        | Agency Mortgage-Backed Securities         |
| GNII JM MB1130 M     | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $988.95            | Agency Mortgage-Backed Securities         |
| GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $391.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $4096.00           | $1104.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $458906.00         | $172628.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M     | 2051-05-20      | 3.5000%  | 0.0000% | $12508784.00       | $5468571.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA7283 M     | 2036-04-20      | 2.0000%  | 0.0000% | $546000.00         | $212569.45         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5052 | 2055-05-01      | 6.0000%  | 0.0000% | $19488960.00       | $15754682.57       | Agency Mortgage-Backed Securities         |
| GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | 0.0000% | $1000.00           | $154.08            | Agency Mortgage-Backed Securities         |
| GNII SF MA6337 M     | 2049-12-20      | 2.5000%  | 0.0000% | $360638.00         | $63674.01          | Agency Mortgage-Backed Securities         |
| GNII JM MA7043 M     | 2050-12-20      | 2.5000%  | 0.0000% | $145000.00         | $52992.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $111979873.00      | $51390001.85       | Agency Mortgage-Backed Securities         |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $705255.00         | $167143.50         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6822 | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $170.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | 0.0000% | $20029888.00       | $1624850.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8002 | 2046-09-01      | 3.0000%  | 0.0000% | $27581898.00       | $6245085.31        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7482 | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $143.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $11267780.00       | $8345111.96        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4720 | 2045-04-01      | 3.5000%  | 0.0000% | $72747622.00       | $6426815.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $103.19            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $34615540.00       | $12990515.15       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5537 | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $895.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3328 | 2049-04-01      | 4.0000%  | 0.0000% | $4480.00           | $817.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $1692024.00        | $103382.93         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL930802 | 2035-02-01      | 5.5000%  | 0.0000% | $75136497.00       | $995153.69         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB4453 | 2042-02-01      | 4.0000%  | 0.0000% | $18020399.00       | $1422056.29        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB1840 | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $52.47             | Agency Mortgage-Backed Securities         |
| GNII SF MA5470 M     | 2039-02-20      | 6.0000%  | 0.0000% | $198515.00         | $32022.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $356827230.00      | $44837930.07       | Agency Mortgage-Backed Securities         |
| GNII SF MA4691 M     | 2032-09-20      | 3.5000%  | 0.0000% | $1000.00           | $92.72             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $781.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS3325 | 2037-04-01      | 2.0000%  | 0.0000% | $1000.00           | $565.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4125 | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $888.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM2379 | 2035-01-01      | 3.0000%  | 0.0000% | $6158496.00        | $1837559.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9878 | 2055-08-01      | 6.0000%  | 0.0000% | $2118272.00        | $2157085.71        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CJBM8027 | 2034-11-01      | 2.5000%  | 0.0000% | $2174870.00        | $2053819.52        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC6360 | 2055-01-01      | 6.5000%  | 0.0000% | $1168874.00        | $1211985.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8908 | 2055-08-01      | 6.0000%  | 0.0000% | $1066478.00        | $1081926.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY7428 | 2053-08-01      | 6.5000%  | 0.0000% | $1012200.00        | $992425.05         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $1023716.00        | $843724.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY8481 | 2053-08-01      | 5.0000%  | 0.0000% | $11107881.00       | $8803560.49        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0692 | 2047-11-01      | 3.5000%  | 0.0000% | $423433270.00      | $42780773.79       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3484 | 2049-05-01      | 4.0000%  | 0.0000% | $24974944.00       | $6832492.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA3239 | 2049-03-01      | 5.0000%  | 0.0000% | $94896.00          | $26092.58          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6117 | 2048-11-01      | 3.0000%  | 0.0000% | $2000.00           | $764.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6718 | 2056-04-01      | 5.5000%  | 0.0000% | $3424596.00        | $3501304.56        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $18807840.00       | $5464250.97        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7952 | 2054-02-01      | 4.5000%  | 0.0000% | $12324000.00       | $10064180.05       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2758 | 2056-02-01      | 5.0000%  | 0.0000% | $2993528.00        | $2960020.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2915 | 2055-11-01      | 6.5000%  | 0.0000% | $1256771.00        | $1314806.37        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  | 0.0000% | $2976000.00        | $1639231.30        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  | 0.0000% | $7968608.00        | $936478.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $460.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2491 | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $109.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9727 | 2055-09-01      | 6.0000%  | 0.0000% | $8766688.00        | $8091133.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE8609 | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $982.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $4473040.00        | $746263.65         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378 | 2053-10-01      | 5.5000%  | 0.0000% | $7000.00           | $5425.10           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6571 | 2050-08-01      | 2.5000%  | 0.0000% | $15494060.00       | $5540453.01        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q34962 G | 2045-07-01      | 4.0000%  | 0.0000% | $40743127.00       | $6005177.74        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0977 | 2053-06-01      | 6.0000%  | 0.0000% | $1614000.00        | $1296284.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6459 | 2054-11-01      | 6.0000%  | 0.0000% | $755298.00         | $538983.52         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0849 | 2053-05-01      | 5.5000%  | 0.0000% | $3790440.00        | $1778045.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9529 | 2055-08-01      | 6.0000%  | 0.0000% | $1201756.00        | $1223571.92        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0250 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $715.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAS8667 | 2037-01-01      | 3.0000%  | 0.0000% | $6720.00           | $1369.81           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9848 | 2053-09-01      | 5.5000%  | 0.0000% | $52135199.00       | $41919215.89       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8279 | 2046-11-01      | 3.0000%  | 0.0000% | $259072923.00      | $41086909.31       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0288 | 2052-03-01      | 4.0000%  | 0.0000% | $126017600.00      | $37607760.95       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8741 | 2044-02-01      | 4.5000%  | 0.0000% | $18326427.00       | $2995120.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | 0.0000% | $98700000.00       | $13061399.45       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH3203 | 2041-01-01      | 4.0000%  | 0.0000% | $1004.00           | $24.47             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9472 | 2047-04-01      | 4.5000%  | 0.0000% | $2024.00           | $387.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9592 | 2052-09-01      | 5.0000%  | 0.0000% | $1796112.00        | $1137967.97        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4224 | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1289.65           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $206.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9372 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $547.39            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4226 | 2052-01-01      | 2.0000%  | 0.0000% | $3048.00           | $2053.24           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  | 0.0000% | $7498216.00        | $6507106.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070 | 2052-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1651.91           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ8919 | 2054-11-01      | 7.0000%  | 0.0000% | $1001.00           | $852.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2778 | 2053-03-01      | 5.5000%  | 0.0000% | $6343093.00        | $4474193.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $10960592.00       | $6434646.29        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0420 | 2050-02-01      | 3.5000%  | 0.0000% | $2419.00           | $988.69            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4881 | 2054-02-01      | 6.5000%  | 0.0000% | $65540.00          | $51878.96          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3SZT0959 | 2048-01-01      | 4.0000%  | 0.0000% | $7116.00           | $1549.72           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7436 | 2052-02-01      | 3.0000%  | 0.0000% | $2050.00           | $1495.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $10375920.00       | $7109525.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4033 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $730.07            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q01710 G | 2041-07-01      | 5.0000%  | 0.0000% | $1987676.00        | $151751.67         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99179 G | 2042-09-01      | 4.0000%  | 0.0000% | $134487296.00      | $31052290.39       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6504 | 2053-01-01      | 6.0000%  | 0.0000% | $5044000.00        | $2990286.05        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q01721 G | 2041-07-01      | 5.0000%  | 0.0000% | $2020.00           | $144.79            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q62189 G | 2049-03-01      | 4.0000%  | 0.0000% | $36118960.00       | $5550432.60        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $9815050.00        | $1832011.92        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81713 G | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $185.81            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $626.27            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF8280 | 2053-02-01      | 4.0000%  | 0.0000% | $229712.00         | $158595.72         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9012 | 2052-08-01      | 5.0000%  | 0.0000% | $4072.00           | $2932.52           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8170 | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $417.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  | 0.0000% | $2284568.00        | $1906158.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $22234771.00       | $15660279.57       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA7151 | 2054-02-01      | 6.5000%  | 0.0000% | $1640572.00        | $1145467.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  | 0.0000% | $1567744.00        | $1527414.45        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAJ6197 | 2041-12-01      | 3.5000%  | 0.0000% | $27503080.00       | $1961373.16        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $384.59            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-12-25      | 4.8121%  | 0.0000% | $1831096.00        | $1750350.65        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA8534 | 2053-02-01      | 5.0000%  | 0.0000% | $2591699.00        | $2067034.83        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAJ8413 | 2042-02-01      | 3.5000%  | 0.0000% | $102664580.00      | $6011279.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9351 | 2052-09-01      | 5.0000%  | 0.0000% | $5030639.00        | $3280307.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4946 | 2052-12-01      | 6.0000%  | 0.0000% | $1008.00           | $685.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5546 | 2054-05-01      | 6.5000%  | 0.0000% | $1102664.00        | $818886.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3106 | 2054-05-01      | 5.5000%  | 0.0000% | $1186238.00        | $1176538.90        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE2605 | 2052-05-01      | 4.0000%  | 0.0000% | $4070088.00        | $2054305.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8946 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $691.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8907 | 2055-08-01      | 6.0000%  | 0.0000% | $1009188.00        | $1046194.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2586 | 2055-03-01      | 6.0000%  | 0.0000% | $4121392.00        | $3904379.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB8675 | 2054-07-01      | 5.0000%  | 0.0000% | $483567.00         | $465761.49         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4216 | 2052-01-01      | 2.0000%  | 0.0000% | $3048.00           | $1980.16           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0536 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $695.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0156 | 2055-08-01      | 6.0000%  | 0.0000% | $1313630.00        | $1328511.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0028 | 2055-08-01      | 6.5000%  | 0.0000% | $678986.00         | $715993.92         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8547 | 2055-09-01      | 5.5000%  | 0.0000% | $1200440.00        | $1212135.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4906 | 2054-08-01      | 5.5000%  | 0.0000% | $27227600.00       | $23219772.02       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $5591540.00        | $4779554.63        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  | 0.0000% | $2000.00           | $354.04            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-08-25      | 4.7621%  | 0.0000% | $1550.00           | $1508.46           | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ4584 | 2055-10-01      | 5.5000%  | 0.0000% | $9482.00           | $9041.30           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6124 | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $937.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0403 | 2055-05-01      | 6.0000%  | 0.0000% | $1040.00           | $949.92            | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M     | 2047-04-20      | 4.0000%  | 0.0000% | $181859762.00      | $15224050.02       | Agency Mortgage-Backed Securities         |
| GNII SF MA3454 M     | 2046-02-20      | 3.5000%  | 0.0000% | $849817.00         | $77652.89          | Agency Mortgage-Backed Securities         |
| GNII SF MA3522 M     | 2046-03-20      | 4.0000%  | 0.0000% | $3443000.00        | $276171.47         | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $7907639.00        | $808482.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA0023 M     | 2042-04-20      | 4.0000%  | 0.0000% | $2242217.00        | $111470.47         | Agency Mortgage-Backed Securities         |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $3744904.00        | $251566.64         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $567.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0470 | 2053-12-01      | 5.5000%  | 0.0000% | $9518719.00        | $8495270.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8321 | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1364 | 2055-10-01      | 6.0000%  | 0.0000% | $5096.00           | $5077.41           | Agency Mortgage-Backed Securities         |
| GNMI SF 778869 X     | 2042-02-15      | 4.0000%  | 0.0000% | $882306.00         | $66858.53          | Agency Mortgage-Backed Securities         |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $113075.00         | $7114.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC2206 | 2056-03-01      | 5.0000%  | 0.0000% | $2048.00           | $2001.13           | Agency Mortgage-Backed Securities         |
| GNII SF AB9088 C     | 2042-10-20      | 3.0000%  | 0.0000% | $1575654.00        | $191378.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG7166 | 2056-05-01      | 4.5000%  | 0.0000% | $138688.00         | $133474.02         | Agency Mortgage-Backed Securities         |
| GNII SF MA6938 M     | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $4980.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG3803 | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $989.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG3453 | 2056-02-01      | 6.0000%  | 0.0000% | $2002.00           | $1898.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1109 | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2921.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF8376 | 2056-02-01      | 6.5000%  | 0.0000% | $981168.00         | $1032159.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG2528 | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.04           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2538 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $602.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3881 | 2052-06-01      | 5.0000%  | 0.0000% | $4096.00           | $2785.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1946 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $848.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $792.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV5624 | 2052-06-01      | 3.0000%  | 0.0000% | $334214.00         | $243217.46         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2191 | 2055-07-01      | 6.5000%  | 0.0000% | $3008.00           | $2337.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2820.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1386 | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $812.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $803.62            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $607.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA4797 | 2046-02-01      | 4.0000%  | 0.0000% | $14453280.00       | $3005567.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5747 | 2056-02-01      | 5.5000%  | 0.0000% | $10625952.00       | $10677493.75       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6030 | 2056-03-01      | 5.5000%  | 0.0000% | $3072.00           | $3079.57           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7535 | 2055-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4826.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7536 | 2055-11-01      | 5.5000%  | 0.0000% | $11858501.00       | $11026064.05       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5502 | 2055-12-01      | 6.0000%  | 0.0000% | $29834496.00       | $28977509.45       | Agency Mortgage-Backed Securities         |
| GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $672912.00         | $56760.79          | Agency Mortgage-Backed Securities         |
| GNII SF MA2678 M     | 2045-03-20      | 3.5000%  | 0.0000% | $1497828.00        | $104115.03         | Agency Mortgage-Backed Securities         |
| GNII SF MA0756 M     | 2028-02-20      | 2.5000%  | 0.0000% | $2492988.00        | $48493.53          | Agency Mortgage-Backed Securities         |
| GNMI SF AA6698 X     | 2043-01-15      | 3.5000%  | 0.0000% | $1435773.00        | $270642.02         | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $149458060.00      | $51959181.32       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3162 | 2055-10-01      | 5.0000%  | 0.0000% | $18849840.00       | $17689520.98       | Agency Mortgage-Backed Securities         |
| GNII SF MA7055 M     | 2050-12-20      | 4.0000%  | 0.0000% | $166281562.00      | $49220598.84       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG2998 | 2056-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1917.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2701 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $899.20            | Agency Mortgage-Backed Securities         |
| GNII SF MA8048 M     | 2052-05-20      | 5.5000%  | 0.0000% | $90000.00          | $46786.64          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7553 | 2055-07-01      | 6.5000%  | 0.0000% | $3008.00           | $2849.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0447 | 2050-09-01      | 3.0000%  | 0.0000% | $3072.00           | $1562.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7694 | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $537.29            | Agency Mortgage-Backed Securities         |
| GNMI SF 778862 X     | 2042-02-15      | 3.5000%  | 0.0000% | $376000.00         | $49473.58          | Agency Mortgage-Backed Securities         |
| GNMI SF 759958 X     | 2041-11-15      | 4.0000%  | 0.0000% | $44577.00          | $4589.58           | Agency Mortgage-Backed Securities         |
| GNII SF 763040 C     | 2041-04-20      | 4.5000%  | 0.0000% | $1197819.00        | $76842.09          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1838 | 2056-01-01      | 5.0000%  | 0.0000% | $35804707.00       | $35020524.17       | Agency Mortgage-Backed Securities         |
| GNMI SF AA6091 X     | 2043-02-15      | 3.0000%  | 0.0000% | $380000.00         | $51061.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA0699 M     | 2042-12-20      | 3.5000%  | 0.0000% | $1001004.00        | $90403.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA0138 M     | 2027-06-20      | 2.5000%  | 0.0000% | $2961804.00        | $26345.87          | Agency Mortgage-Backed Securities         |
| GNII SF MA0933 M     | 2043-04-20      | 3.0000%  | 0.0000% | $2030000.00        | $203982.63         | Agency Mortgage-Backed Securities         |
| GNMI SF AB8350 X     | 2042-10-15      | 2.5000%  | 0.0000% | $404163.00         | $42426.36          | Agency Mortgage-Backed Securities         |
| GNII SF AB2916 C     | 2042-09-20      | 4.0000%  | 0.0000% | $674748.00         | $110396.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA0781 M     | 2043-02-20      | 2.5000%  | 0.0000% | $474805.00         | $59869.31          | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C     | 2041-07-20      | 4.0000%  | 0.0000% | $2632909.00        | $120330.67         | Agency Mortgage-Backed Securities         |
| GNMI SF 779402 X     | 2027-06-15      | 2.5000%  | 0.0000% | $818400.00         | $6324.73           | Agency Mortgage-Backed Securities         |
| GNII SF 766711 C     | 2042-05-20      | 4.0000%  | 0.0000% | $319000.00         | $32213.23          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3121 | 2055-09-01      | 6.0000%  | 0.0000% | $13501806.00       | $13251007.79       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0747 | 2055-07-01      | 6.5000%  | 0.0000% | $1228244.00        | $1278864.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3057 | 2055-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2691.80           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4228 | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $433.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  | 0.0000% | $2733000.00        | $1392882.93        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6070 | 2050-06-01      | 2.0000%  | 0.0000% | $8478816.00        | $3425935.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7237 | 2055-07-01      | 6.0000%  | 0.0000% | $957077.00         | $972361.08         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE8608 | 2055-09-01      | 7.5000%  | 0.0000% | $1070358.00        | $1111403.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8509 | 2055-08-01      | 6.0000%  | 0.0000% | $1003998.00        | $1030365.84        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CKBM7739 | 2054-09-01      | 6.5000%  | 0.0000% | $19592160.00       | $9867987.00        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM7227 | 2033-07-01      | 4.3602%  | 0.0000% | $53952816.00       | $53003910.16       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6431 | 2055-08-01      | 6.0000%  | 0.0000% | $1228703.00        | $1264700.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $2157.00           | $18.66             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $616.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB7124 | 2054-07-01      | 4.5000%  | 0.0000% | $1573733.00        | $1219571.81        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8908 | 2055-01-01      | 6.5000%  | 0.0000% | $143216.00         | $102277.23         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5063 | 2048-12-01      | 4.5000%  | 0.0000% | $3168.00           | $449.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE0708 | 2055-06-01      | 6.5000%  | 0.0000% | $5059896.00        | $4920364.67        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN3673 | 2049-03-01      | 4.5000%  | 0.0000% | $5889240.00        | $1853370.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8407 | 2054-03-01      | 5.0000%  | 0.0000% | $78000.00          | $61999.71          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U95024 G | 2042-06-01      | 4.5000%  | 0.0000% | $1000.00           | $120.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7786 | 2052-08-01      | 5.0000%  | 0.0000% | $27163157.00       | $18973528.00       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PQU8069 | 2052-03-01      | 3.0000%  | 0.0000% | $6282728.00        | $4336698.99        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB5122 | 2041-08-01      | 2.5000%  | 0.0000% | $16122062.00       | $8816954.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3180 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $712.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4978 | 2054-02-01      | 5.5000%  | 0.0000% | $1008.00           | $813.69            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-09-25      | 4.7121%  | 0.0000% | $5391710.00        | $5268012.79        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $555.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG7702 | 2056-04-01      | 5.5000%  | 0.0000% | $23366.00          | $23667.42          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1852.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $937.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0506 | 2051-05-01      | 2.5000%  | 0.0000% | $1004000.00        | $560904.97         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1449.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9200 | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2041.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG8510 | 2056-05-01      | 6.5000%  | 0.0000% | $1002456.00        | $1063471.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4102 | 2052-07-01      | 4.5000%  | 0.0000% | $68273152.00       | $44376805.20       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $2610640.00        | $1960425.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0953 | 2055-08-01      | 5.5000%  | 0.0000% | $12526.00          | $11043.37          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  | 0.0000% | $11550000.00       | $9763069.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1716 | 2055-01-01      | 5.5000%  | 0.0000% | $4111.00           | $3824.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1488 | 2055-04-01      | 5.5000%  | 0.0000% | $3258988.00        | $3289840.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  | 0.0000% | $1008.00           | $948.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1360 | 2055-05-01      | 5.5000%  | 0.0000% | $2040.00           | $1517.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9798 | 2055-09-01      | 6.0000%  | 0.0000% | $1664750.00        | $1710197.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8501 | 2055-08-01      | 6.0000%  | 0.0000% | $2013656.00        | $2067829.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0214 | 2055-10-01      | 5.5000%  | 0.0000% | $7550328.00        | $7216944.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2495 | 2055-10-01      | 6.5000%  | 0.0000% | $1097412.00        | $1146287.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $955.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $8367257.00        | $7433524.13        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4081 | 2052-07-01      | 3.5000%  | 0.0000% | $40000.00          | $27595.74          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3356 | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $669.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6606 | 2055-12-01      | 5.0000%  | 0.0000% | $6943144.00        | $6827242.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | 0.0000% | $1404528.00        | $1335592.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY4456 | 2053-07-01      | 5.5000%  | 0.0000% | $10350896.00       | $8090176.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV7953 | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $721.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  | 0.0000% | $1352690.00        | $890933.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5874 | 2055-07-01      | 6.0000%  | 0.0000% | $1153456.00        | $1138116.65        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  | 0.0000% | $590630.00         | $477670.77         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9828 | 2055-09-01      | 6.0000%  | 0.0000% | $4242420.00        | $3876009.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8499 | 2055-08-01      | 6.0000%  | 0.0000% | $1474240.00        | $1027292.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT1917 | 2052-01-01      | 2.5000%  | 0.0000% | $7047000.00        | $4002629.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3309 | 2054-09-01      | 5.0000%  | 0.0000% | $6308112.00        | $5119448.68        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6194 | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2006.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6144 | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $62.39             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2125 | 2055-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3482.91           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO9325 | 2050-03-01      | 5.0000%  | 0.0000% | $2041540.00        | $241496.78         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7468 | 2055-12-01      | 5.0000%  | 0.0000% | $8876816.00        | $8728406.32        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1402 | 2055-11-01      | 5.5000%  | 0.0000% | $52879954.00       | $51882010.64       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7579 | 2054-08-01      | 5.5000%  | 0.0000% | $5134488.00        | $5037298.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2121 | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $886.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8211 | 2052-08-01      | 5.0000%  | 0.0000% | $2544900.00        | $1786545.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6441 | 2055-12-01      | 6.0000%  | 0.0000% | $5325783.00        | $5584197.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX9436 | 2053-03-01      | 6.0000%  | 0.0000% | $4036744.00        | $1679650.87        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $1021.00           | $755.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY8678 | 2053-11-01      | 5.5000%  | 0.0000% | $50000.00          | $48854.68          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3186 | 2055-11-01      | 5.5000%  | 0.0000% | $55870272.00       | $52697483.24       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4220 | 2052-01-01      | 2.0000%  | 0.0000% | $25230112.00       | $16781306.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $812.64            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q56256 G | 2048-05-01      | 4.5000%  | 0.0000% | $13257616.00       | $2749456.88        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE8265 | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1480.98           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0770 | 2052-04-01      | 3.5000%  | 0.0000% | $3048.00           | $2026.20           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218 | 2052-01-01      | 2.0000%  | 0.0000% | $4096.00           | $2838.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7882 | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $739.27            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $1008.00           | $590.25            | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-09-25      | 4.6621%  | 0.0000% | $2157142.00        | $2097371.57        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD3900 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $731.51            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61416 G | 2042-05-01      | 3.5000%  | 0.0000% | $2024.00           | $469.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3494 | 2051-12-01      | 3.0000%  | 0.0000% | $6289568.00        | $3198701.59        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4227 | 2052-01-01      | 2.0000%  | 0.0000% | $506110.00         | $339041.93         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $683.96            | Agency Mortgage-Backed Securities         |
| GNII SF MA2825 M     | 2045-05-20      | 3.0000%  | 0.0000% | $3409911.00        | $298244.07         | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $3181529.00        | $221935.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA4358 M     | 2032-04-20      | 4.0000%  | 0.0000% | $2000.00           | $255.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA0935 M     | 2043-04-20      | 4.0000%  | 0.0000% | $3001970.00        | $227915.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA0221 M     | 2042-07-20      | 4.0000%  | 0.0000% | $822981.00         | $45610.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $1000.00           | $80.10             | Agency Mortgage-Backed Securities         |
| GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $1000.00           | $79.45             | Agency Mortgage-Backed Securities         |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $899003.00         | $79635.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA2305 M     | 2044-10-20      | 4.5000%  | 0.0000% | $583000.00         | $35492.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M     | 2042-11-20      | 4.0000%  | 0.0000% | $2200000.00        | $166043.09         | Agency Mortgage-Backed Securities         |
| GNII SF MA5197 M     | 2048-05-20      | 6.5000%  | 0.0000% | $88000.00          | $11402.83          | Agency Mortgage-Backed Securities         |
| GNII SF AB2338 C     | 2042-08-20      | 4.0000%  | 0.0000% | $1131884.00        | $142926.45         | Agency Mortgage-Backed Securities         |
| GNII SF MA1286 M     | 2043-09-20      | 4.0000%  | 0.0000% | $1408736.00        | $74337.77          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1430 | 2052-04-01      | 3.5000%  | 0.0000% | $1040.00           | $644.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $3885000.00        | $276366.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA0393 M     | 2042-09-20      | 4.0000%  | 0.0000% | $826360.00         | $52904.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5741 | 2056-01-01      | 5.5000%  | 0.0000% | $2119880.00        | $2099430.72        | Agency Mortgage-Backed Securities         |
| GNCL CL DJ5993       | 2068-03-15      | 5.6500%  | 0.0000% | $1000.00           | $1053.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  | 0.0000% | $5711656.00        | $5587231.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $715.30            | Agency Mortgage-Backed Securities         |
| GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $886979.00         | $86928.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA0601 M     | 2027-12-20      | 2.5000%  | 0.0000% | $3029487.00        | $44329.45          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0145 | 2055-02-25      | 6.5000%  | 0.0000% | $12845.00          | $10812.70          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3875 | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $694.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8012 | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $742.35            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5187 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $879.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4113 | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $895.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4744 | 2052-06-01      | 3.0000%  | 0.0000% | $58668079.00       | $51026375.95       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4582 | 2055-10-01      | 5.0000%  | 0.0000% | $9378516.00        | $9161282.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0487 | 2052-10-01      | 5.0000%  | 0.0000% | $1882460.00        | $1372030.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX1166 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $579.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6054 | 2053-04-01      | 5.0000%  | 0.0000% | $7424.00           | $5329.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4725 | 2045-04-01      | 3.5000%  | 0.0000% | $49981986.00       | $11278228.34       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7797 | 2054-01-01      | 6.5000%  | 0.0000% | $70868624.00       | $48727069.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0964 | 2052-07-01      | 5.0000%  | 0.0000% | $2534868.00        | $1602298.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  | 0.0000% | $1008.00           | $704.71            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9704 | 2052-06-01      | 4.5000%  | 0.0000% | $11295.00          | $8269.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW2411 | 2055-12-01      | 4.0000%  | 0.0000% | $106820.00         | $99602.48          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8543 | 2052-09-01      | 5.0000%  | 0.0000% | $8930005.00        | $6033279.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2449 | 2047-01-01      | 3.5000%  | 0.0000% | $17113600.00       | $3960823.83        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0044 | 2055-08-01      | 4.5000%  | 0.0000% | $1008.00           | $320.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4492 | 2047-11-01      | 4.0000%  | 0.0000% | $5953375.00        | $1080846.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8484 | 2055-05-01      | 5.5000%  | 0.0000% | $19931125.00       | $17191571.06       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $15502816.00       | $2743589.73        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5400 | 2055-04-01      | 6.0000%  | 0.0000% | $1943204.00        | $1574818.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4064 | 2055-03-01      | 6.5000%  | 0.0000% | $5372000.00        | $4065205.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX7077 | 2053-02-01      | 6.0000%  | 0.0000% | $5490189.00        | $3244161.48        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6584 | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2555.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0102 | 2047-08-01      | 3.5000%  | 0.0000% | $161109944.00      | $33983216.52       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $209.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0182 | 2057-01-01      | 4.0000%  | 0.0000% | $23411400.00       | $7599351.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK7609 | 2048-09-01      | 4.5000%  | 0.0000% | $18037300.00       | $5469800.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5621 | 2055-02-01      | 6.5000%  | 0.0000% | $2529832.00        | $1948113.22        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL6940 | 2045-06-01      | 3.5000%  | 0.0000% | $158662656.00      | $25141848.93       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4406 | 2054-10-01      | 5.0000%  | 0.0000% | $2492584.00        | $2168549.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7419 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $442.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7238 | 2055-07-01      | 6.0000%  | 0.0000% | $1912820.00        | $1417449.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAP0692 | 2042-07-01      | 4.0000%  | 0.0000% | $394998.00         | $34293.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  | 0.0000% | $5827992.00        | $3635654.58        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF4166 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $669.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL0914 | 2041-02-01      | 6.0000%  | 0.0000% | $1000.00           | $20.32             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3826 | 2043-06-01      | 3.5000%  | 0.0000% | $10491110.00       | $1739651.07        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6281 | 2045-12-01      | 3.5000%  | 0.0000% | $4040.00           | $699.10            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $10771586.00       | $6597178.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $71093409.00       | $53578893.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7794 | 2052-08-01      | 5.0000%  | 0.0000% | $1048.00           | $843.32            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE5059 | 2051-12-01      | 3.0000%  | 0.0000% | $10499088.00       | $5575244.47        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC1972 | 2036-05-01      | 2.0000%  | 0.0000% | $1024.00           | $463.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAL3184 | 2043-01-01      | 4.0000%  | 0.0000% | $12904259.00       | $1254376.36        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4228 | 2052-01-01      | 2.0000%  | 0.0000% | $24874752.00       | $16397905.41       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4215 | 2052-01-01      | 2.0000%  | 0.0000% | $4096.00           | $2710.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  | 0.0000% | $877160.00         | $695492.40         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46157 G | 2047-02-01      | 3.5000%  | 0.0000% | $12965808.00       | $2972795.87        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $631.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6570 | 2054-10-01      | 5.5000%  | 0.0000% | $3012.00           | $2881.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4980 | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $714.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $63000.00          | $53357.22          | Agency Mortgage-Backed Securities         |
| GNPL PN DH1775       | 2060-05-15      | 5.7600%  | 0.0000% | $1000.00           | $1037.60           | Agency Mortgage-Backed Securities         |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $1956491.00        | $165429.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $1001000.00        | $107308.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $69987614.00       | $4761522.16        | Agency Mortgage-Backed Securities         |
| GNII SF MA6936 M     | 2050-10-20      | 5.0000%  | 0.0000% | $97000.00          | $24794.52          | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M     | 2045-11-20      | 3.0000%  | 0.0000% | $86000.00          | $9432.88           | Agency Mortgage-Backed Securities         |
| GNII SF MA4070 M     | 2046-11-20      | 4.0000%  | 0.0000% | $1341751.00        | $119467.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA2445 M     | 2044-12-20      | 3.5000%  | 0.0000% | $1330771.00        | $89022.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA1678 M     | 2044-02-20      | 4.0000%  | 0.0000% | $820286.00         | $44257.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $1000.00           | $131.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M     | 2045-04-20      | 4.5000%  | 0.0000% | $1427478.00        | $87517.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA3876 M     | 2041-09-20      | 4.5000%  | 0.0000% | $948595.00         | $83087.21          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1266 | 2055-01-01      | 5.5000%  | 0.0000% | $34122880.00       | $31178140.88       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3343 | 2055-09-01      | 6.0000%  | 0.0000% | $6438320.00        | $6358464.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $878.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA0319 M     | 2042-08-20      | 4.0000%  | 0.0000% | $594999.00         | $35470.32          | Agency Mortgage-Backed Securities         |
| GNII SF MA4067 M     | 2046-11-20      | 2.5000%  | 0.0000% | $2000.00           | $310.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $2255568.00        | $222338.35         | Agency Mortgage-Backed Securities         |
| GNII SF MA4452 M     | 2047-05-20      | 4.0000%  | 0.0000% | $2000.00           | $172.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $2590000.00        | $759488.14         | Agency Mortgage-Backed Securities         |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $3464996.00        | $516227.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0944 | 2054-02-01      | 6.0000%  | 0.0000% | $4000.00           | $2806.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $48279416.00       | $35869204.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9602 | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $999.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDG9917 | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities         |
| GNII JM MA0774 M     | 2043-02-20      | 2.5000%  | 0.0000% | $247000.00         | $31131.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $2512562.00        | $221132.16         | Agency Mortgage-Backed Securities         |
| GNII SF MA1423 M     | 2028-11-20      | 2.5000%  | 0.0000% | $1274934.00        | $33131.11          | Agency Mortgage-Backed Securities         |
| GNII SF MA2755 M     | 2045-04-20      | 4.0000%  | 0.0000% | $871000.00         | $71396.61          | Agency Mortgage-Backed Securities         |
| GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $1000.00           | $96.24             | Agency Mortgage-Backed Securities         |
| GNII JM MA3278 M     | 2030-12-20      | 2.5000%  | 0.0000% | $491000.00         | $26362.10          | Agency Mortgage-Backed Securities         |
| GNMI SF 766750 X     | 2042-05-15      | 3.5000%  | 0.0000% | $210261.00         | $31481.55          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5298 | 2056-04-01      | 5.0000%  | 0.0000% | $1524934.00        | $1402191.13        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $471.06            | Agency Mortgage-Backed Securities         |
| GNMI SF 775151 X     | 2041-10-15      | 4.5000%  | 0.0000% | $1616845.00        | $146557.01         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6201 | 2053-05-01      | 6.0000%  | 0.0000% | $1058056.00        | $757380.90         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  | 0.0000% | $713982.00         | $520361.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBP2308 | 2050-02-01      | 3.5000%  | 0.0000% | $1960289.00        | $662162.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $728.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5127 | 2045-06-01      | 3.5000%  | 0.0000% | $2080.00           | $427.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  | 0.0000% | $1000.00           | $276.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $2031.00           | $1131.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6029 | 2054-06-01      | 5.5000%  | 0.0000% | $4639216.00        | $4168344.50        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $7834330.00        | $5871393.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8297 | 2046-11-01      | 3.0000%  | 0.0000% | $110417596.00      | $28597295.30       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7885 | 2046-09-01      | 3.0000%  | 0.0000% | $16583902.00       | $3464906.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $24250387.00       | $6299230.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6521 | 2053-05-01      | 5.0000%  | 0.0000% | $2149850.00        | $1568404.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6179 | 2053-02-01      | 5.0000%  | 0.0000% | $5147128.00        | $4058892.00        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA5645 | 2050-09-01      | 3.5000%  | 0.0000% | $482912.00         | $443084.42         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFA5535 | 2055-01-01      | 7.5000%  | 0.0000% | $145794.00         | $146509.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4293 | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $992.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9762 | 2053-04-01      | 5.5000%  | 0.0000% | $4665416.00        | $3324226.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  | 0.0000% | $508494.00         | $446675.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6924 | 2053-09-01      | 6.0000%  | 0.0000% | $1558682.00        | $854885.28         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  | 0.0000% | $3542236.00        | $2928080.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX1920 | 2053-02-01      | 6.0000%  | 0.0000% | $7458785.00        | $6026833.28        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA5424 | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $972.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6092 | 2053-04-01      | 6.0000%  | 0.0000% | $3072.00           | $1945.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  | 0.0000% | $15886965.00       | $15028031.77       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2700 | 2055-08-01      | 5.5000%  | 0.0000% | $3080.00           | $2967.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5857 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $719.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBW2749 | 2046-04-01      | 4.5000%  | 0.0000% | $2081713.00        | $2027002.76        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBW3873 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $733.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW2274 | 2052-08-01      | 4.0000%  | 0.0000% | $1629606.00        | $964040.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6079 | 2053-04-01      | 5.5000%  | 0.0000% | $5072.00           | $3344.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5640 | 2053-02-01      | 5.0000%  | 0.0000% | $18193152.00       | $14562819.43       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  | 0.0000% | $1182180.00        | $1078496.16        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $862.88            | Agency Mortgage-Backed Securities         |

### Security 700: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.620000%
- **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: ARP1I9PX4, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1I9PX4
- **C.18 - Value (incl. sponsor support):** $1053000000.00
- **C.18.a - Value (excl. sponsor support):** $1053000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 06.000 CL896019     | 2036-08-01      | 6.0000%  | 0.0000% | $333324.00         | $503.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ988106     | 2048-08-01      | 6.5000%  | 0.0000% | $7788731.00        | $179883.59         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5583     | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $84.86             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5139     | 2052-11-01      | 5.5000%  | 0.0000% | $4000.00           | $3111.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT928005     | 2027-01-01      | 6.0000%  | 0.0000% | $2969796.00        | $2021.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5498     | 2053-01-01      | 6.5000%  | 0.0000% | $90927.00          | $49241.27          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3450     | 2053-07-01      | 2.5000%  | 0.0000% | $1000.00           | $811.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4399     | 2056-01-01      | 6.0000%  | 0.0000% | $2048.00           | $2013.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6018     | 2042-08-01      | 3.5000%  | 0.0000% | $319896.00         | $21395.64          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4633     | 2055-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1859.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9303     | 2052-09-01      | 5.0000%  | 0.0000% | $4054.00           | $2711.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC3061     | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $505.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA5431     | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $966.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ3137     | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $336.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6096     | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1922.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5145     | 2052-11-01      | 6.0000%  | 0.0000% | $47791.00          | $35285.61          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7636     | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $902.49            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0131     | 2056-08-01      | 3.5000%  | 0.0000% | $2000.00           | $553.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8795     | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2224.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDG5566     | 2041-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2057.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG6556     | 2056-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2099.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9296     | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2034.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5267     | 2039-02-01      | 5.5000%  | 0.0000% | $1000.00           | $447.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4979     | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $680.69            | Agency Mortgage-Backed Securities         |
| GNMI SF BB7229 X         | 2047-09-15      | 5.0000%  | 0.0000% | $12676.00          | $156.41            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4723     | 2037-09-01      | 2.5000%  | 0.0000% | $6000.00           | $3655.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789     | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $899.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA4408     | 2054-09-01      | 6.0000%  | 0.0000% | $3072.00           | $2937.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAE0104     | 2037-04-01      | 5.5000%  | 0.0000% | $31000.00          | $555.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7744     | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $761.23            | Agency Mortgage-Backed Securities         |
| GNII SF MA4456 M         | 2037-10-20      | 6.0000%  | 0.0000% | $34000.00          | $3714.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M         | 2048-09-20      | 4.0000%  | 0.0000% | $800000.00         | $70408.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA4198 M         | 2047-01-20      | 4.5000%  | 0.0000% | $27000.00          | $2483.35           | Agency Mortgage-Backed Securities         |
| GNII SF MA5136 M         | 2048-04-20      | 3.5000%  | 0.0000% | $625000.00         | $70109.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA3310 M         | 2045-12-20      | 3.5000%  | 0.0000% | $3000.00           | $288.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699     | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $900.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG9435     | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.86           | Agency Mortgage-Backed Securities         |
| FMAR 8C1370 G            | 2056-03-01      | 4.7570%  | 0.0000% | $5292748.00        | $5082471.76        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM6304     | 2034-10-01      | 4.0000%  | 0.0000% | $6000.00           | $1110.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM6411     | 2045-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1557.76           | Agency Mortgage-Backed Securities         |
| GNII SF MA9360 M         | 2053-09-20      | 4.5000%  | 0.0000% | $3000.00           | $2624.04           | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M         | 2050-11-20      | 3.5000%  | 0.0000% | $2000.00           | $586.48            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2034-08-15      | 3.8750%  | 0.0000% | $146221100.00      | $143027858.18      | U.S. Treasuries (including strips)        |
| GNII SF MA2444 M         | 2044-12-20      | 3.0000%  | 0.0000% | $226225.00         | $16920.03          | Agency Mortgage-Backed Securities         |
| GNII SF MA3936 M         | 2046-09-20      | 3.0000%  | 0.0000% | $2001.00           | $237.62            | Agency Mortgage-Backed Securities         |
| GNII SF MA3517 M         | 2045-06-20      | 1.5000%  | 0.0000% | $131516.00         | $14050.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA2374 M         | 2044-11-20      | 5.0000%  | 0.0000% | $1816408.00        | $77610.98          | Agency Mortgage-Backed Securities         |
| GNII SF MA3663 M         | 2046-05-20      | 3.5000%  | 0.0000% | $5010.00           | $490.22            | Agency Mortgage-Backed Securities         |
| GNII SF MA2753 M         | 2045-04-20      | 3.0000%  | 0.0000% | $5187.00           | $433.95            | Agency Mortgage-Backed Securities         |
| GNII SF MA2824 M         | 2045-05-20      | 2.5000%  | 0.0000% | $351445.00         | $51311.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA3736 M         | 2046-06-20      | 3.5000%  | 0.0000% | $975000.00         | $98178.97          | Agency Mortgage-Backed Securities         |
| GNII SF CE9948 C         | 2051-09-20      | 3.0000%  | 0.0000% | $6000.00           | $4338.92           | Agency Mortgage-Backed Securities         |
| GNPL PN DC7236           | 2055-03-15      | 5.8400%  | 0.0000% | $4000.00           | $4148.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108     | 2053-08-01      | 6.0000%  | 0.0000% | $19753.00          | $11723.72          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4516     | 2037-01-01      | 2.0000%  | 0.0000% | $4010.00           | $2160.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5111     | 2038-08-01      | 5.5000%  | 0.0000% | $9000.00           | $4430.77           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA4929     | 2053-02-01      | 7.0000%  | 0.0000% | $23000.00          | $8592.70           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4685     | 2037-06-01      | 1.5000%  | 0.0000% | $1087.00           | $635.86            | Agency Mortgage-Backed Securities         |
| GNII SP 783637 M         | 2042-06-20      | 3.0000%  | 0.0000% | $1000.00           | $90.04             | Agency Mortgage-Backed Securities         |
| GNII SF MA4719 M         | 2047-09-20      | 3.5000%  | 0.0000% | $280000.00         | $30842.18          | Agency Mortgage-Backed Securities         |
| GNII SF MA2600 M         | 2045-02-20      | 3.0000%  | 0.0000% | $500000.00         | $40245.04          | Agency Mortgage-Backed Securities         |
| GNII SF MA5018 M         | 2048-02-20      | 3.0000%  | 0.0000% | $350000.00         | $45558.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA0391 M         | 2042-09-20      | 3.0000%  | 0.0000% | $4005.00           | $389.86            | Agency Mortgage-Backed Securities         |
| GNII SF MA0087 M         | 2042-05-20      | 3.0000%  | 0.0000% | $90000.00          | $6824.79           | Agency Mortgage-Backed Securities         |
| GNII SF MA0853 M         | 2043-03-20      | 4.0000%  | 0.0000% | $900000.00         | $67018.29          | Agency Mortgage-Backed Securities         |
| GNII SF AA5767 C         | 2042-11-20      | 3.0000%  | 0.0000% | $5001.00           | $1072.74           | Agency Mortgage-Backed Securities         |
| GNII SP 787236 C         | 2054-01-20      | 6.5000%  | 0.0000% | $5000.00           | $2506.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5529     | 2054-11-01      | 4.5000%  | 0.0000% | $18991.00          | $16607.71          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4618     | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2459.37           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4782     | 2052-10-01      | 3.5000%  | 0.0000% | $25000.00          | $18441.30          | Agency Mortgage-Backed Securities         |
| GNMI SP 782996 X         | 2040-06-15      | 5.0000%  | 0.0000% | $89670.00          | $2320.07           | Agency Mortgage-Backed Securities         |
| GNII SP 783224 M         | 2040-12-20      | 5.0000%  | 0.0000% | $21953.00          | $867.25            | Agency Mortgage-Backed Securities         |
| GNII AP 786236 M         | 2052-01-20      | 2.5000%  | 0.0000% | $4000.00           | $2472.05           | Agency Mortgage-Backed Securities         |
| GNMI SF 638161 X         | 2035-02-15      | 5.5000%  | 0.0000% | $30000.00          | $659.99            | Agency Mortgage-Backed Securities         |
| GNMI SF 623958 X         | 2035-12-15      | 5.0000%  | 0.0000% | $50000.00          | $376.13            | Agency Mortgage-Backed Securities         |
| GNII SP 785568 C         | 2051-08-20      | 2.5000%  | 0.0000% | $4000.00           | $2225.03           | Agency Mortgage-Backed Securities         |
| GNMI SF CL4956 X         | 2052-03-15      | 3.5000%  | 0.0000% | $327567.00         | $83918.57          | Agency Mortgage-Backed Securities         |
| GNMI SP 783065 X         | 2040-06-15      | 5.0000%  | 0.0000% | $80077.00          | $2226.99           | Agency Mortgage-Backed Securities         |
| GNII SF DN4842 C         | 2055-10-20      | 6.0000%  | 0.0000% | $5000.00           | $5040.09           | Agency Mortgage-Backed Securities         |
| GNII SF MA3455 M         | 2046-02-20      | 4.0000%  | 0.0000% | $267179.00         | $21387.50          | Agency Mortgage-Backed Securities         |
| GNRM 2021-087 TH         | 2051-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $1103885.56        | Agency Collateralized Mortgage Obligation |
| GNII SF MA4454 M         | 2047-05-20      | 5.0000%  | 0.0000% | $383999.00         | $33929.83          | Agency Mortgage-Backed Securities         |
| GNII SF MA4069 M         | 2046-11-20      | 3.5000%  | 0.0000% | $7270.00           | $841.00            | Agency Mortgage-Backed Securities         |
| GNII SF MA2827 M         | 2045-05-20      | 4.0000%  | 0.0000% | $4000.00           | $326.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA1599 M         | 2044-01-20      | 3.0000%  | 0.0000% | $246000.00         | $26540.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA1376 M         | 2043-10-20      | 4.0000%  | 0.0000% | $1250000.00        | $64686.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA4385 M         | 2047-04-20      | 5.0000%  | 0.0000% | $230000.00         | $19200.66          | Agency Mortgage-Backed Securities         |
| GNII SF DQ2585 C         | 2056-04-20      | 5.5000%  | 0.0000% | $6048.00           | $6140.30           | Agency Mortgage-Backed Securities         |
| GNII SF 002671 M         | 2028-11-20      | 6.0000%  | 0.0000% | $117900.00         | $100.12            | Agency Mortgage-Backed Securities         |
| GNII SF 003187 M         | 2032-01-20      | 6.0000%  | 0.0000% | $350868.00         | $817.57            | Agency Mortgage-Backed Securities         |
| GNII SF DP6779 C         | 2056-03-20      | 5.5000%  | 0.0000% | $7000.00           | $7099.19           | Agency Mortgage-Backed Securities         |
| GNII SF 004245 M         | 2038-09-20      | 6.0000%  | 0.0000% | $4000.00           | $32.45             | Agency Mortgage-Backed Securities         |
| GNII SF MA3597 M         | 2046-04-20      | 3.5000%  | 0.0000% | $2000.00           | $196.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA2635 M         | 2044-01-20      | 1.5000%  | 0.0000% | $1000.00           | $127.99            | Agency Mortgage-Backed Securities         |
| GNRM 2025-216 CD         | 2054-08-20      | 4.5000%  | 0.0000% | $6706446.00        | $5580617.42        | Agency Collateralized Mortgage Obligation |
| GNII SF MA4004 M         | 2046-10-20      | 3.5000%  | 0.0000% | $5000.00           | $579.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA5330 M         | 2048-07-20      | 4.0000%  | 0.0000% | $4000.00           | $338.22            | Agency Mortgage-Backed Securities         |
| GNRM 2024-142 GL         | 2054-09-20      | 5.0000%  | 0.0000% | $596042.00         | $534765.84         | Agency Collateralized Mortgage Obligation |
| GNRM 2026-090 PL         | 2056-05-20      | 5.0000%  | 0.0000% | $5869000.00        | $5625330.21        | Agency Collateralized Mortgage Obligation |
| GNII SF DQ0398 C         | 2056-03-20      | 5.5000%  | 0.0000% | $3000.00           | $3047.21           | Agency Mortgage-Backed Securities         |
| GNMI SP 783748 X         | 2043-04-15      | 3.5000%  | 0.0000% | $2000.00           | $234.29            | Agency Mortgage-Backed Securities         |
| GNMI SF 696456 X         | 2038-08-15      | 5.5000%  | 0.0000% | $75000.00          | $429.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 700933 X         | 2038-11-15      | 6.0000%  | 0.0000% | $127499.00         | $1855.34           | Agency Mortgage-Backed Securities         |
| GNMI SF 618677 X         | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $1898.92           | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 PL         | 2055-07-20      | 5.0000%  | 0.0000% | $2417000.00        | $2197954.27        | Agency Collateralized Mortgage Obligation |
| GNPL PN DD4704           | 2060-03-15      | 6.1700%  | 0.0000% | $3000.00           | $3186.07           | Agency Mortgage-Backed Securities         |
| GNII SF MA9963 M         | 2054-10-20      | 4.5000%  | 0.0000% | $5631.00           | $4917.67           | Agency Mortgage-Backed Securities         |
| GNII SF DM3668 C         | 2055-10-20      | 6.5000%  | 0.0000% | $3000.00           | $2919.43           | Agency Mortgage-Backed Securities         |
| GNII SF DB5978 C         | 2044-04-20      | 6.5000%  | 0.0000% | $5000.00           | $1074.48           | Agency Mortgage-Backed Securities         |
| GNII RG CM5211 C         | 2048-03-20      | 3.0000%  | 0.0000% | $26000.00          | $13310.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA8396 M         | 2037-11-20      | 4.0000%  | 0.0000% | $147582.00         | $75082.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA8566 M         | 2053-01-20      | 3.5000%  | 0.0000% | $45618.00          | $31086.18          | Agency Mortgage-Backed Securities         |
| GNMI SF BR6606 X         | 2050-02-15      | 3.0000%  | 0.0000% | $4000.00           | $696.76            | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2870 X         | 2048-10-15      | 5.5000%  | 0.0000% | $35000.00          | $3007.44           | Agency Mortgage-Backed Securities         |
| GNII SF BD0560 C         | 2048-09-20      | 4.5000%  | 0.0000% | $213704.00         | $39608.30          | Agency Mortgage-Backed Securities         |
| GNII SF DI6367 C         | 2055-05-20      | 6.0000%  | 0.0000% | $4041.00           | $3810.11           | Agency Mortgage-Backed Securities         |
| GNII SF DR0990 C         | 2056-03-20      | 5.5000%  | 0.0000% | $9000.00           | $9215.29           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4730     | 2047-08-01      | 3.5000%  | 0.0000% | $386366.00         | $39130.99          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4768     | 2048-05-01      | 3.5000%  | 0.0000% | $332940.00         | $36514.53          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2029-04-17      | 2.9600%  | 0.0000% | $30000.00          | $29222.59          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-03-30      | 1.5500%  | 0.0000% | $25000.00          | $24585.66          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2030-04-11      | 3.6000%  | 0.0000% | $40000.00          | $39266.28          | Agency Debentures and Agency Strips       |
| FEPC 02.000 CLSD8218     | 2052-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1961.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL7341     | 2039-10-01      | 6.5000%  | 0.0000% | $2000.00           | $202.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRAL4741     | 2044-01-01      | 4.5000%  | 0.0000% | $700000.00         | $84087.04          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ257393     | 2048-08-01      | 6.5000%  | 0.0000% | $9982385.00        | $16914.56          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAL0634     | 2030-12-01      | 3.5000%  | 0.0000% | $2969.00           | $67.18             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252717     | 2029-09-01      | 7.5000%  | 0.0000% | $303699.00         | $109.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253973     | 2031-07-01      | 6.5000%  | 0.0000% | $5853.00           | $3.22              | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-09-15      | 3.5000%  | 0.0000% | $82000.00          | $81356.34          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2031-09-02      | 1.7300%  | 0.0000% | $13000.00          | $11541.45          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-10-27      | 0.8600%  | 0.0000% | $25000.00          | $23964.86          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2028-11-09      | 1.0000%  | 0.0000% | $15000.00          | $13929.43          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-04-28      | 1.2000%  | 0.0000% | $28000.00          | $27358.33          | Agency Debentures and Agency Strips       |
| FEPC 02.000 CIQN9473     | 2037-02-01      | 2.0000%  | 0.0000% | $145257.00         | $74866.32          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2029-12-18      | 2.2500%  | 0.0000% | $50000.00          | $47345.22          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2031-09-22      | 1.6200%  | 0.0000% | $23000.00          | $20209.55          | Agency Debentures and Agency Strips       |
| FNMS 06.000 CLDC3465     | 2054-09-01      | 6.0000%  | 0.0000% | $11346.00          | $7525.92           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-01-28      | 1.7000%  | 0.0000% | $50000.00          | $49584.54          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2031-02-18      | 1.4000%  | 0.0000% | $50000.00          | $44111.14          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-08-12      | 0.7500%  | 0.0000% | $35000.00          | $34876.46          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-08-26      | 1.0000%  | 0.0000% | $25000.00          | $24907.33          | Agency Debentures and Agency Strips       |
| FNMS 02.000 CLFA3913     | 2052-03-01      | 2.0000%  | 0.0000% | $4032.00           | $3193.21           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5864     | 2056-06-01      | 5.0000%  | 0.0000% | $42356613.00       | $42230766.80       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5434     | 2056-04-01      | 5.0000%  | 0.0000% | $4101.00           | $4060.09           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0118     | 2056-06-01      | 4.5000%  | 0.0000% | $350000.00         | $70399.52          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC0172     | 2046-01-01      | 3.5000%  | 0.0000% | $687719.00         | $67481.84          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5157     | 2052-11-01      | 6.5000%  | 0.0000% | $35987.00          | $18736.50          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS0427     | 2037-02-01      | 2.0000%  | 0.0000% | $1000.00           | $546.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA0599     | 2032-10-01      | 4.0000%  | 0.0000% | $4000.00           | $611.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAU1592     | 2043-07-01      | 2.5000%  | 0.0000% | $65000.00          | $23914.35          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0174     | 2057-02-01      | 3.0000%  | 0.0000% | $200000.00         | $61820.48          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV7803     | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2742.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIBV6012     | 2040-07-01      | 4.5000%  | 0.0000% | $25224.00          | $24140.06          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0107     | 2056-06-01      | 4.5000%  | 0.0000% | $300000.00         | $68669.65          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAS4609     | 2045-03-01      | 4.0000%  | 0.0000% | $462990.00         | $91211.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB1042     | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $78212.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF2913     | 2055-11-01      | 6.5000%  | 0.0000% | $3000.00           | $2893.86           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2051-06-25      | 5.5000%  | 0.0000% | $3000000.00        | $1909008.30        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLBC1747     | 2046-01-01      | 3.5000%  | 0.0000% | $4000.00           | $522.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA7831     | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1325.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF9172     | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.01           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0977     | 2032-02-01      | 4.0000%  | 0.0000% | $36917.00          | $1743.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9737     | 2055-01-01      | 5.0000%  | 0.0000% | $2016.00           | $1862.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 777253 X         | 2043-03-15      | 2.5000%  | 0.0000% | $305819.00         | $52464.60          | Agency Mortgage-Backed Securities         |
| GNII SF AB9233 C         | 2042-11-20      | 4.0000%  | 0.0000% | $3000.00           | $347.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9159     | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1776.81           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG8581     | 2056-05-01      | 5.1430%  | 0.0000% | $4431413.00        | $4454376.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7111     | 2053-09-01      | 5.5000%  | 0.0000% | $2016.00           | $1367.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5888     | 2056-05-01      | 6.0000%  | 0.0000% | $2735.00           | $2863.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZLFP0019     | 2050-03-25      | 3.0000%  | 0.0000% | $1010.00           | $664.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4020     | 2052-07-01      | 4.0000%  | 0.0000% | $25988.00          | $17483.27          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5885     | 2056-06-01      | 5.5000%  | 0.0000% | $2954787.00        | $3000000.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8512     | 2055-07-01      | 6.0000%  | 0.0000% | $86934.00          | $87784.71          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5542     | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3026.08           | Agency Mortgage-Backed Securities         |
| GNMI SF AB0706 X         | 2043-07-15      | 3.0000%  | 0.0000% | $214352.00         | $30251.23          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA4822     | 2032-10-01      | 4.0000%  | 0.0000% | $115000.00         | $42045.96          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDH0750     | 2056-06-01      | 6.0000%  | 0.0000% | $1066910.00        | $1111023.17        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4053     | 2035-06-01      | 2.5000%  | 0.0000% | $29000.00          | $7472.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272     | 2054-02-01      | 6.0000%  | 0.0000% | $162267.00         | $87486.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA9778 M         | 2054-07-20      | 5.0000%  | 0.0000% | $3000.00           | $2645.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4684     | 2052-06-01      | 4.5000%  | 0.0000% | $68000.00          | $46348.41          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4125     | 2052-07-01      | 4.0000%  | 0.0000% | $1030.00           | $780.30            | Agency Mortgage-Backed Securities         |
| GNII SF MA1089 M         | 2043-06-20      | 3.0000%  | 0.0000% | $290000.00         | $29794.22          | Agency Mortgage-Backed Securities         |
| GNII SF MA0392 M         | 2042-09-20      | 3.5000%  | 0.0000% | $2000.00           | $161.66            | Agency Mortgage-Backed Securities         |
| GNMI SF 778686 X         | 2041-12-15      | 4.5000%  | 0.0000% | $65556.00          | $1354.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZLFP0044     | 2050-10-25      | 3.5000%  | 0.0000% | $7000.00           | $5340.24           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9423     | 2056-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1037.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1831     | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $660.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4158     | 2050-08-01      | 2.5000%  | 0.0000% | $144952.00         | $65248.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0084     | 2056-01-01      | 5.0000%  | 0.0000% | $19000.00          | $18247.82          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1111     | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $60242.91          | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M         | 2048-06-20      | 4.0000%  | 0.0000% | $3000.00           | $249.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M         | 2042-11-20      | 4.0000%  | 0.0000% | $400000.00         | $30189.65          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942696     | 2037-08-01      | 6.0000%  | 0.0000% | $257000.00         | $2366.71           | Agency Mortgage-Backed Securities         |
| GNII SF MA3106 M         | 2045-09-20      | 4.0000%  | 0.0000% | $980000.00         | $65494.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA3039 M         | 2045-07-20      | 6.0000%  | 0.0000% | $50000.00          | $3811.48           | Agency Mortgage-Backed Securities         |
| GNII SF MA5190 M         | 2048-05-20      | 3.0000%  | 0.0000% | $2000.00           | $296.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL884148     | 2036-06-01      | 6.0000%  | 0.0000% | $12277.00          | $158.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M         | 2045-07-20      | 3.0000%  | 0.0000% | $308363.00         | $31527.26          | Agency Mortgage-Backed Securities         |
| GNII SF MA3939 M         | 2046-09-20      | 4.5000%  | 0.0000% | $768203.00         | $67540.84          | Agency Mortgage-Backed Securities         |
| GNII SP 786238 C         | 2052-03-20      | 3.0000%  | 0.0000% | $3000.00           | $1874.21           | Agency Mortgage-Backed Securities         |
| GNMI SF 704054 X         | 2038-11-15      | 6.0000%  | 0.0000% | $193013.00         | $654.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552     | 2054-12-01      | 5.0000%  | 0.0000% | $4000.00           | $3492.37           | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M         | 2054-01-20      | 5.0000%  | 0.0000% | $3000.00           | $2532.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731     | 2052-09-01      | 3.5000%  | 0.0000% | $21921.00          | $15924.63          | Agency Mortgage-Backed Securities         |
| GNMI SF 677567 X         | 2037-11-15      | 6.0000%  | 0.0000% | $2052552.00        | $2214.06           | Agency Mortgage-Backed Securities         |
| GNMI SF 698106 X         | 2039-04-15      | 5.5000%  | 0.0000% | $493000.00         | $4319.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 617572 X         | 2037-06-15      | 6.5000%  | 0.0000% | $150000.00         | $2050.64           | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M         | 2048-11-20      | 4.5000%  | 0.0000% | $400000.00         | $27903.00          | Agency Mortgage-Backed Securities         |
| GNII SF MA2222 M         | 2044-08-20      | 3.0000%  | 0.0000% | $25000.00          | $2450.97           | Agency Mortgage-Backed Securities         |
| GNII SF DR0707 C         | 2056-03-20      | 5.5000%  | 0.0000% | $5001.00           | $5070.81           | Agency Mortgage-Backed Securities         |
| GNII SF MA2372 M         | 2044-11-20      | 4.0000%  | 0.0000% | $206400.00         | $12683.78          | Agency Mortgage-Backed Securities         |
| GNII SF MA5019 M         | 2048-02-20      | 3.5000%  | 0.0000% | $400000.00         | $46475.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA5469 M         | 2048-09-20      | 5.5000%  | 0.0000% | $5049.00           | $462.37            | Agency Mortgage-Backed Securities         |
| GNII SF DN4834 C         | 2055-10-20      | 5.5000%  | 0.0000% | $5000.00           | $5048.69           | Agency Mortgage-Backed Securities         |
| GNII SF DP2548 C         | 2056-04-20      | 5.5000%  | 0.0000% | $2000.00           | $2048.03           | Agency Mortgage-Backed Securities         |
| GNII SF 004922 M         | 2041-01-20      | 4.0000%  | 0.0000% | $2002.00           | $94.02             | Agency Mortgage-Backed Securities         |
| GNII SF 004923 M         | 2041-01-20      | 4.5000%  | 0.0000% | $100000.00         | $4598.13           | Agency Mortgage-Backed Securities         |
| GNII SF 003080 M         | 2031-05-20      | 6.5000%  | 0.0000% | $27000.00          | $39.80             | Agency Mortgage-Backed Securities         |
| GNII SF 003306 M         | 2032-11-20      | 5.5000%  | 0.0000% | $50000.00          | $209.45            | Agency Mortgage-Backed Securities         |
| GNMI SF BE4664 X         | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $23365.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867     | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $777.10            | Agency Mortgage-Backed Securities         |
| GNII RG CM3246 C         | 2046-12-20      | 3.0000%  | 0.0000% | $56000.00          | $34575.97          | Agency Mortgage-Backed Securities         |
| GNMI SF 697713 X         | 2038-12-15      | 6.5000%  | 0.0000% | $28697.00          | $300.38            | Agency Mortgage-Backed Securities         |
| GNMI SF BC3775 X         | 2047-09-15      | 5.0000%  | 0.0000% | $34147.00          | $4083.45           | Agency Mortgage-Backed Securities         |
| GNMI SF 656202 X         | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $731.35            | Agency Mortgage-Backed Securities         |
| GNMI SF AD0815 X         | 2043-03-15      | 2.5000%  | 0.0000% | $523753.00         | $15694.11          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5747     | 2040-06-01      | 6.0000%  | 0.0000% | $4000.00           | $2660.31           | Agency Mortgage-Backed Securities         |
| GNMI SF 701568 X         | 2039-01-15      | 6.0000%  | 0.0000% | $42017.00          | $1124.21           | Agency Mortgage-Backed Securities         |
| GNII SF MA9609 M         | 2054-04-20      | 7.5000%  | 0.0000% | $400462.00         | $91535.71          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB5113     | 2056-06-01      | 5.5000%  | 0.0000% | $1424.00           | $1436.08           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2588 C         | 2056-04-20      | 5.5000%  | 0.0000% | $5040.00           | $5116.23           | Agency Mortgage-Backed Securities         |
| GNII SF 003389 M         | 2033-05-20      | 5.0000%  | 0.0000% | $25000.00          | $196.18            | Agency Mortgage-Backed Securities         |
| GNII SF 003610 M         | 2034-09-20      | 5.5000%  | 0.0000% | $77000.00          | $797.58            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2030-07-29      | 1.2500%  | 0.0000% | $25000.00          | $22362.39          | Agency Debentures and Agency Strips       |
| FEPC 06.500 CLRA8566     | 2053-02-01      | 6.5000%  | 0.0000% | $69627.00          | $25243.97          | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2028-06-22      | 1.0000%  | 0.0000% | $16000.00          | $15116.39          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-09-08      | 0.8500%  | 0.0000% | $100000.00         | $96359.25          | Agency Debentures and Agency Strips       |
| FEPC 06.000 CIQO5578     | 2041-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3110.41           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC U92272 G     | 2043-12-01      | 4.5000%  | 0.0000% | $400000.00         | $76626.49          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0401     | 2028-04-01      | 7.5000%  | 0.0000% | $35456.00          | $1.89              | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD6951     | 2052-02-01      | 2.0000%  | 0.0000% | $2570.00           | $1678.31           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-02-25      | 5.5000%  | 0.0000% | $12190930.00       | $3678877.68        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-11-25      | 4.7621%  | 0.0000% | $37500000.00       | $22975969.28       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-07-25      | 5.5000%  | 0.0000% | $4634927.00        | $4480273.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2027-12-30      | 0.8500%  | 0.0000% | $28000.00          | $26698.79          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2054-02-25      | 5.0621%  | 0.0000% | $35000000.00       | $17099815.64       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD2067     | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4320.02           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206     | 2052-04-01      | 3.0000%  | 0.0000% | $29000.00          | $19224.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3418     | 2054-10-01      | 6.5000%  | 0.0000% | $3028.00           | $2558.44           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV2658     | 2052-02-01      | 2.5000%  | 0.0000% | $3000.00           | $2008.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8459     | 2052-04-01      | 3.0000%  | 0.0000% | $104639.00         | $71420.75          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA2335     | 2051-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1777.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2060     | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $809.83            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3696     | 2037-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1794.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7660     | 2055-12-01      | 5.5000%  | 0.0000% | $2000.00           | $2017.73           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP3647     | 2042-09-01      | 3.5000%  | 0.0000% | $490000.00         | $57929.21          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2279     | 2051-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1180.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3833     | 2052-06-01      | 3.0000%  | 0.0000% | $100000.00         | $69262.79          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAR2626     | 2043-02-01      | 2.5000%  | 0.0000% | $3003.00           | $532.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113     | 2052-07-01      | 3.5000%  | 0.0000% | $16000.00          | $10997.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6797     | 2056-01-01      | 5.5000%  | 0.0000% | $1012.00           | $1023.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL869667     | 2036-03-01      | 6.0000%  | 0.0000% | $236509.00         | $2244.56           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2031-02-26      | 3.7500%  | 0.0000% | $50000.00          | $49299.68          | Agency Debentures and Agency Strips       |
| FNMS 06.500 CLDF1278     | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1554.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4922     | 2053-10-01      | 6.5000%  | 0.0000% | $2002.00           | $832.54            | Agency Mortgage-Backed Securities         |
| GNII SF BI0416 C         | 2048-11-20      | 4.5000%  | 0.0000% | $500000.00         | $74305.79          | Agency Mortgage-Backed Securities         |
| GNMI SF BK0829 X         | 2048-12-15      | 5.5000%  | 0.0000% | $8000.00           | $278.20            | Agency Mortgage-Backed Securities         |
| GNII SF DM1058 C         | 2055-08-20      | 5.5000%  | 0.0000% | $4000.00           | $3918.54           | Agency Mortgage-Backed Securities         |
| GNII SF BI3299 C         | 2048-09-20      | 4.5000%  | 0.0000% | $1000.00           | $152.30            | Agency Mortgage-Backed Securities         |
| GNII SF CX1491 C         | 2053-08-20      | 6.5000%  | 0.0000% | $4001.00           | $655.82            | Agency Mortgage-Backed Securities         |
| GNMI SF AK6890 X         | 2045-02-15      | 3.0000%  | 0.0000% | $34191.00          | $6400.85           | Agency Mortgage-Backed Securities         |
| GNII SF BP4046 C         | 2049-08-20      | 4.5000%  | 0.0000% | $278419.00         | $45920.07          | Agency Mortgage-Backed Securities         |
| GNMI SF AD8777 X         | 2043-03-15      | 2.5000%  | 0.0000% | $45068.00          | $5866.09           | Agency Mortgage-Backed Securities         |
| GNII SF AD8811 C         | 2043-03-20      | 3.0000%  | 0.0000% | $1000.00           | $147.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA7936 M         | 2052-03-20      | 2.5000%  | 0.0000% | $3862.00           | $2315.16           | Agency Mortgage-Backed Securities         |
| GNII SF MA5015 M         | 2047-12-20      | 1.5000%  | 0.0000% | $581265.00         | $30962.04          | Agency Mortgage-Backed Securities         |
| GNII SP 787004 C         | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $614.69            | Agency Mortgage-Backed Securities         |
| GNII SP 786716 C         | 2048-01-20      | 3.5000%  | 0.0000% | $1550.00           | $994.01            | Agency Mortgage-Backed Securities         |
| GNII SP 784680 C         | 2046-09-20      | 3.0000%  | 0.0000% | $2000.00           | $616.07            | Agency Mortgage-Backed Securities         |
| GNMI SF 660623 X         | 2036-09-15      | 6.5000%  | 0.0000% | $27351.00          | $298.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA5531 M         | 2048-10-20      | 5.5000%  | 0.0000% | $3000.00           | $221.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA5465 M         | 2048-09-20      | 3.5000%  | 0.0000% | $900000.00         | $91838.62          | Agency Mortgage-Backed Securities         |
| GNII SF MA5822 M         | 2049-03-20      | 6.5000%  | 0.0000% | $1000.00           | $114.12            | Agency Mortgage-Backed Securities         |
| GNMI SP 781846 X         | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $381.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA7940 M         | 2052-03-20      | 4.5000%  | 0.0000% | $140000.00         | $82397.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M         | 2053-06-20      | 5.5000%  | 0.0000% | $125000.00         | $84645.22          | Agency Mortgage-Backed Securities         |
| GNMI SF 658066 X         | 2036-08-15      | 6.5000%  | 0.0000% | $7000000.00        | $61531.07          | Agency Mortgage-Backed Securities         |
| GNRM 2025-140 PL         | 2055-08-20      | 5.0000%  | 0.0000% | $3673929.00        | $3386829.41        | Agency Collateralized Mortgage Obligation |
| GNII SP 784101 M         | 2044-08-20      | 3.5000%  | 0.0000% | $1000.00           | $93.72             | Agency Mortgage-Backed Securities         |
| GNMI SF 698772 X         | 2038-12-15      | 6.0000%  | 0.0000% | $89930.00          | $693.58            | Agency Mortgage-Backed Securities         |
| GNMI SF 617710 X         | 2037-09-15      | 6.5000%  | 0.0000% | $231986.00         | $2164.36           | Agency Mortgage-Backed Securities         |
| GNII JM 004554 M         | 2039-10-20      | 5.0000%  | 0.0000% | $700000.00         | $3453.15           | Agency Mortgage-Backed Securities         |
| GNII SP 786726 C         | 2051-03-20      | 2.0000%  | 0.0000% | $2000.00           | $1259.93           | Agency Mortgage-Backed Securities         |
| GNII SF 005258 M         | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1187.86           | Agency Mortgage-Backed Securities         |
| GNII SF 005238 M         | 2041-11-20      | 5.5000%  | 0.0000% | $5000.00           | $158.92            | Agency Mortgage-Backed Securities         |
| GNII SP 787898 C         | 2052-01-20      | 2.5000%  | 0.0000% | $2000.00           | $1528.15           | Agency Mortgage-Backed Securities         |
| GNMI SP 784599 X         | 2048-03-15      | 5.0000%  | 0.0000% | $2000.00           | $126.72            | Agency Mortgage-Backed Securities         |
| GNII SF 005189 M         | 2039-04-20      | 6.0000%  | 0.0000% | $1383.00           | $26.35             | Agency Mortgage-Backed Securities         |
| GNMI SP 781043 X         | 2029-05-15      | 6.0000%  | 0.0000% | $38000.00          | $64.56             | Agency Mortgage-Backed Securities         |
| GNII SP 783368 M         | 2041-07-20      | 4.5000%  | 0.0000% | $1000.00           | $40.26             | Agency Mortgage-Backed Securities         |
| GNMI SP 781445 X         | 2031-11-15      | 8.0000%  | 0.0000% | $385000.00         | $516.70            | Agency Mortgage-Backed Securities         |
| GNMI SP 782962 X         | 2040-05-15      | 5.0000%  | 0.0000% | $5001.00           | $175.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 642030 X         | 2036-06-15      | 6.5000%  | 0.0000% | $250000.00         | $4093.04           | Agency Mortgage-Backed Securities         |
| GNMI SF 510627 X         | 2035-02-15      | 5.0000%  | 0.0000% | $228111.00         | $3306.97           | Agency Mortgage-Backed Securities         |
| GNMI SF 668585 X         | 2037-08-15      | 6.0000%  | 0.0000% | $242426.00         | $1998.02           | Agency Mortgage-Backed Securities         |
| GNMI SP 780498 X         | 2027-01-15      | 7.5000%  | 0.0000% | $22011.00          | $0.38              | Agency Mortgage-Backed Securities         |
| GNMI SF 697488 X         | 2038-09-15      | 6.0000%  | 0.0000% | $449085.00         | $3102.12           | Agency Mortgage-Backed Securities         |
| GNMI SF 738324 X         | 2041-05-15      | 5.0000%  | 0.0000% | $92259.00          | $4813.17           | Agency Mortgage-Backed Securities         |
| GNII SP 785821 C         | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $577.76            | Agency Mortgage-Backed Securities         |
| GNMI SF 660070 X         | 2037-01-15      | 6.5000%  | 0.0000% | $2000.00           | $57.42             | Agency Mortgage-Backed Securities         |
| GNMI SF 699277 X         | 2038-09-15      | 6.0000%  | 0.0000% | $82266.00          | $123.13            | Agency Mortgage-Backed Securities         |
| GNRM 2026-045 LB         | 2056-03-20      | 4.5000%  | 0.0000% | $11148000.00       | $10822260.14       | Agency Collateralized Mortgage Obligation |
| GNII SF DP6775 C         | 2056-03-20      | 5.5000%  | 0.0000% | $6000.00           | $6107.48           | Agency Mortgage-Backed Securities         |
| GNII SF MB0816 M         | 2055-12-20      | 6.5000%  | 0.0000% | $14000.00          | $14215.58          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2577     | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $822.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6905     | 2054-07-01      | 6.0000%  | 0.0000% | $144000.00         | $95672.43          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0658     | 2054-10-01      | 4.5000%  | 0.0000% | $100000.00         | $87624.19          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL885307     | 2036-06-01      | 6.0000%  | 0.0000% | $395664.00         | $927.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4112     | 2052-07-01      | 3.5000%  | 0.0000% | $72000.00          | $49392.44          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB1434     | 2051-08-01      | 4.0000%  | 0.0000% | $10336.00          | $4477.42           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1784     | 2051-10-01      | 2.5000%  | 0.0000% | $350000.00         | $214701.63         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA7777     | 2050-11-01      | 4.0000%  | 0.0000% | $16479.00          | $2505.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3586     | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $693.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5055     | 2052-11-01      | 6.0000%  | 0.0000% | $2241.00           | $1538.09           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG8573     | 2056-04-01      | 3.9360%  | 0.0000% | $4498234.00        | $4353373.04        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG8580     | 2056-04-01      | 5.1650%  | 0.0000% | $11390662.00       | $11483227.98       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH2032     | 2056-06-01      | 5.5000%  | 0.0000% | $2594045.00        | $2644049.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0685     | 2056-06-01      | 5.5000%  | 0.0000% | $1308650.00        | $1323492.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0729     | 2056-06-01      | 5.5000%  | 0.0000% | $1488300.00        | $1500926.41        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5207     | 2053-11-01      | 4.0000%  | 0.0000% | $8000.00           | $6477.83           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4536     | 2037-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1095.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB3172     | 2056-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2982.80           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS2989     | 2037-08-01      | 2.0000%  | 0.0000% | $1000.00           | $609.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB4738     | 2056-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2049.69           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB4621     | 2056-06-01      | 5.0000%  | 0.0000% | $1227.00           | $1213.39           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS2919     | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $910.00            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1015     | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1221.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS1116     | 2047-12-01      | 5.0000%  | 0.0000% | $4999.00           | $2353.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1924     | 2051-03-01      | 2.5000%  | 0.0000% | $200000.00         | $119796.06         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH2476     | 2056-06-01      | 5.5000%  | 0.0000% | $2600048.00        | $2622106.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDH2027     | 2056-06-01      | 5.0000%  | 0.0000% | $1300061.00        | $1293808.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0670     | 2056-06-01      | 5.5000%  | 0.0000% | $1520500.00        | $1540515.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5201     | 2038-11-01      | 5.5000%  | 0.0000% | $18000.00          | $8816.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDH1107     | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1012.40           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG8599     | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2053.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0438     | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1631.26           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL323703     | 2028-01-01      | 8.0000%  | 0.0000% | $345000.00         | $5.91              | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAW9503     | 2045-01-01      | 2.5000%  | 0.0000% | $1000.00           | $102.99            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-12-25      | 5.5000%  | 0.0000% | $500000.00         | $382452.99         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-08-25      | 5.0000%  | 0.0000% | $7465000.00        | $7132741.35        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2050-02-25      | 2.5000%  | 0.0000% | $1000000.00        | $209384.73         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $27556973.11       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 ZC310233     | 2044-03-25      | 3.5000%  | 0.0000% | $113005.00         | $87869.91          | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-10-04      | 3.7000%  | 0.0000% | $75000.00          | $74620.63          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2041-08-09      | 2.4500%  | 0.0000% | $30000.00          | $22033.20          | Agency Debentures and Agency Strips       |
| FEPC 03.500 CLZS4735     | 2047-09-01      | 3.5000%  | 0.0000% | $1028.00           | $113.13            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8147     | 2051-05-01      | 2.5000%  | 0.0000% | $55000.00          | $28672.02          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-12-25      | 5.5000%  | 0.0000% | $17042157.00       | $13782030.06       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL745588     | 2033-06-01      | 5.5000%  | 0.0000% | $55257.00          | $373.16            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO5557     | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1993.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL821644     | 2035-06-01      | 6.0000%  | 0.0000% | $4206988.00        | $34429.09          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1273     | 2051-08-01      | 2.0000%  | 0.0000% | $100000.00         | $58820.25          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4075     | 2035-07-01      | 2.5000%  | 0.0000% | $5000.00           | $1393.34           | Agency Mortgage-Backed Securities         |
| GNMI SF BA7937 X         | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $8978.18           | Agency Mortgage-Backed Securities         |
| GNMI SF BF2343 X         | 2048-03-15      | 5.0000%  | 0.0000% | $40161.00          | $7980.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA4017     | 2040-05-01      | 3.0000%  | 0.0000% | $37000.00          | $9313.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA7703 M         | 2051-11-20      | 1.5000%  | 0.0000% | $1000.00           | $561.15            | Agency Mortgage-Backed Securities         |
| GNMI SF 515395 X         | 2030-05-15      | 8.0000%  | 0.0000% | $283345.00         | $2318.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA3624     | 2029-03-01      | 4.0000%  | 0.0000% | $400000.00         | $25382.64          | Agency Mortgage-Backed Securities         |
| GNII RG CN6482 C         | 2048-01-20      | 3.0000%  | 0.0000% | $85000.00          | $56485.40          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4442     | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $521.32            | Agency Mortgage-Backed Securities         |
| GNPL PN CP7954           | 2057-12-15      | 5.6300%  | 0.0000% | $5006.00           | $5033.71           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3747     | 2049-08-01      | 4.5000%  | 0.0000% | $191323.00         | $17219.85          | Agency Mortgage-Backed Securities         |
| GNMI SF 553312 X         | 2033-06-15      | 5.5000%  | 0.0000% | $89645.00          | $630.77            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4099     | 2035-08-01      | 2.5000%  | 0.0000% | $3000.00           | $894.12            | Agency Mortgage-Backed Securities         |
| GNMI SF BD3187 X         | 2047-10-15      | 4.0000%  | 0.0000% | $56000.00          | $17922.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA8487 M         | 2052-11-20      | 3.5000%  | 0.0000% | $4000.00           | $2807.14           | Agency Mortgage-Backed Securities         |
| GNMI SF BO1629 X         | 2049-07-15      | 4.0000%  | 0.0000% | $50224.00          | $5909.93           | Agency Mortgage-Backed Securities         |
| GNII SF BR2330 C         | 2049-11-20      | 2.5000%  | 0.0000% | $6000.00           | $518.36            | Agency Mortgage-Backed Securities         |
| GNRM 2026-045 LA         | 2056-03-20      | 4.7500%  | 0.0000% | $20000000.00       | $19576064.35       | Agency Collateralized Mortgage Obligation |
| GNII SF MA0021 M         | 2042-04-20      | 3.0000%  | 0.0000% | $53000.00          | $4074.28           | Agency Mortgage-Backed Securities         |
| GNII SF MA0223 M         | 2042-07-20      | 5.0000%  | 0.0000% | $648800.00         | $30508.40          | Agency Mortgage-Backed Securities         |
| GNII SF DO7576 C         | 2055-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2021.70           | Agency Mortgage-Backed Securities         |
| GNMI SF 696528 X         | 2038-08-15      | 6.0000%  | 0.0000% | $92000.00          | $219.35            | Agency Mortgage-Backed Securities         |
| GNMI SF AB2742 X         | 2042-08-15      | 3.0000%  | 0.0000% | $240000.00         | $32966.65          | Agency Mortgage-Backed Securities         |
| GNII JM MA0529 M         | 2042-11-20      | 4.0000%  | 0.0000% | $1106.00           | $63.57             | Agency Mortgage-Backed Securities         |
| GNII SF DN4840 C         | 2055-10-20      | 6.0000%  | 0.0000% | $4024.00           | $4090.60           | Agency Mortgage-Backed Securities         |
| GNII SF DN5560 C         | 2055-12-20      | 4.5000%  | 0.0000% | $3000.00           | $2852.77           | Agency Mortgage-Backed Securities         |
| GNII SF DR2501 C         | 2056-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2043.53           | Agency Mortgage-Backed Securities         |
| GNII SF DN1386 C         | 2055-10-20      | 6.5000%  | 0.0000% | $6032.00           | $5861.61           | Agency Mortgage-Backed Securities         |
| GNII SF DN7026 C         | 2055-11-20      | 4.5000%  | 0.0000% | $1000.00           | $949.91            | Agency Mortgage-Backed Securities         |
| GNII SF DN1388 C         | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2110.30           | Agency Mortgage-Backed Securities         |
| GNII SF DR2559 C         | 2056-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2032.37           | Agency Mortgage-Backed Securities         |
| GNMI SF AA5898 X         | 2042-12-15      | 3.0000%  | 0.0000% | $45000.00          | $5560.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL905400     | 2036-11-01      | 6.0000%  | 0.0000% | $4700000.00        | $90840.24          | Agency Mortgage-Backed Securities         |
| GNII SF DQ2481 C         | 2056-04-20      | 5.5000%  | 0.0000% | $5051.00           | $5150.26           | Agency Mortgage-Backed Securities         |
| GNII SF DQ0399 C         | 2056-03-20      | 5.5000%  | 0.0000% | $8000.00           | $8132.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 723437 X         | 2039-11-15      | 5.0000%  | 0.0000% | $36327.00          | $1092.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3738     | 2034-08-01      | 3.0000%  | 0.0000% | $53000.00          | $4554.64           | Agency Mortgage-Backed Securities         |
| GNII SF MA7766 M         | 2051-12-20      | 2.0000%  | 0.0000% | $41000.00          | $23583.41          | Agency Mortgage-Backed Securities         |
| GNMI SF BC5919 X         | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $17926.28          | Agency Mortgage-Backed Securities         |
| GNMI SF 723518 X         | 2039-12-15      | 5.0000%  | 0.0000% | $575690.00         | $17072.49          | Agency Mortgage-Backed Securities         |
| GNMI SF 724247 X         | 2039-08-15      | 5.0000%  | 0.0000% | $1000.00           | $22.65             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7756     | 2036-06-01      | 2.0000%  | 0.0000% | $16000.00          | $7611.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM9193     | 2050-06-01      | 5.0000%  | 0.0000% | $241000.00         | $92311.19          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM6149     | 2036-02-01      | 2.0000%  | 0.0000% | $30340.00          | $12401.65          | Agency Mortgage-Backed Securities         |
| GNII SF CZ0938 C         | 2053-12-20      | 7.0000%  | 0.0000% | $4001.00           | $1620.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM0076     | 2050-03-01      | 3.0000%  | 0.0000% | $1065.00           | $318.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1561     | 2055-09-01      | 5.5000%  | 0.0000% | $2044.00           | $1971.10           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6063     | 2051-02-01      | 3.0000%  | 0.0000% | $49000.00          | $24918.42          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0551     | 2052-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1819.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1577     | 2034-09-01      | 3.5000%  | 0.0000% | $7000.00           | $1323.60           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3936     | 2050-02-01      | 2.5000%  | 0.0000% | $8000.00           | $1709.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3517     | 2033-11-01      | 3.5000%  | 0.0000% | $2000.00           | $125.28            | Agency Mortgage-Backed Securities         |
| GNII JM MA6923 M         | 2050-10-20      | 3.0000%  | 0.0000% | $1000.00           | $209.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3250     | 2028-01-01      | 3.0000%  | 0.0000% | $5000.00           | $140.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294     | 2054-03-01      | 5.0000%  | 0.0000% | $17000.00          | $13905.74          | Agency Mortgage-Backed Securities         |
| GNMI SF AD6332 X         | 2043-05-15      | 3.0000%  | 0.0000% | $378708.00         | $74486.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098     | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $0.41              | Agency Mortgage-Backed Securities         |
| GNII SF CZ0784 C         | 2054-01-20      | 7.0000%  | 0.0000% | $2004.00           | $695.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA6864 M         | 2050-09-20      | 2.0000%  | 0.0000% | $170000.00         | $73040.47          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2445     | 2045-10-01      | 3.5000%  | 0.0000% | $650000.00         | $59494.01          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3395     | 2028-06-01      | 3.5000%  | 0.0000% | $15000.00          | $544.25            | Agency Mortgage-Backed Securities         |
| GNII SF MA6824 M         | 2050-04-20      | 5.0000%  | 0.0000% | $135000.00         | $25266.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA8044 M         | 2052-05-20      | 3.5000%  | 0.0000% | $26940.00          | $17572.67          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438     | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1753.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG1648     | 2056-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2102.38           | Agency Mortgage-Backed Securities         |
| GNII SF MA7881 M         | 2052-02-20      | 2.5000%  | 0.0000% | $32197.00          | $19375.09          | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M         | 2051-05-20      | 2.5000%  | 0.0000% | $4000.00           | $1984.29           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4178     | 2035-11-01      | 1.5000%  | 0.0000% | $50000.00          | $20659.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA5989 M         | 2049-06-20      | 5.5000%  | 0.0000% | $37000.00          | $3712.89           | Agency Mortgage-Backed Securities         |
| GNMI SF 698218 X         | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3200.48           | Agency Mortgage-Backed Securities         |
| GNMI SF 682229 X         | 2049-07-15      | 4.0000%  | 0.0000% | $13034.00          | $1567.28           | Agency Mortgage-Backed Securities         |
| GNII SF MA7830 M         | 2052-01-20      | 4.0000%  | 0.0000% | $91639.00          | $54297.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA7421 M         | 2051-06-20      | 4.0000%  | 0.0000% | $135000.00         | $55291.80          | Agency Mortgage-Backed Securities         |
| GNII JM MA8417 M         | 2052-11-20      | 4.0000%  | 0.0000% | $4056.00           | $3077.80           | Agency Mortgage-Backed Securities         |
| GNII SF MA0933 M         | 2043-04-20      | 3.0000%  | 0.0000% | $260000.00         | $26125.85          | Agency Mortgage-Backed Securities         |
| GNII SF DR2553 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1003.00           | $1023.79           | Agency Mortgage-Backed Securities         |
| GNII SF DR2387 C         | 2056-04-20      | 5.5000%  | 0.0000% | $3024.00           | $3067.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA0461 M         | 2042-10-20      | 3.0000%  | 0.0000% | $70000.00          | $6933.97           | Agency Mortgage-Backed Securities         |
| GNII SF MA1158 M         | 2043-07-20      | 4.0000%  | 0.0000% | $1106832.00        | $90232.52          | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M         | 2046-01-20      | 3.5000%  | 0.0000% | $4000.00           | $367.96            | Agency Mortgage-Backed Securities         |
| GNII SF DR1061 C         | 2056-04-20      | 5.0000%  | 0.0000% | $4000.00           | $3934.49           | Agency Mortgage-Backed Securities         |
| GNII SF MA1012 M         | 2043-05-20      | 3.5000%  | 0.0000% | $6000.00           | $565.10            | Agency Mortgage-Backed Securities         |
| GNII SF DP3046 C         | 2056-01-20      | 5.5000%  | 0.0000% | $4032.00           | $4080.79           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0083     | 2041-05-01      | 4.5000%  | 0.0000% | $44153.00          | $43475.10          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0076     | 2055-12-01      | 5.5000%  | 0.0000% | $11000.00          | $10342.78          | Agency Mortgage-Backed Securities         |
| GNMI SF 603764 X         | 2033-06-15      | 5.0000%  | 0.0000% | $145000.00         | $1501.98           | Agency Mortgage-Backed Securities         |
| GNII SF DM3664 C         | 2055-10-20      | 6.5000%  | 0.0000% | $4000.00           | $4201.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0056     | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $888.76            | Agency Mortgage-Backed Securities         |
| GNII SF DQ2494 C         | 2056-04-20      | 5.5000%  | 0.0000% | $5000.00           | $5103.19           | Agency Mortgage-Backed Securities         |
| GNII SF CT7507 C         | 2053-05-20      | 7.0000%  | 0.0000% | $7238.00           | $562.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891780     | 2036-06-01      | 6.0000%  | 0.0000% | $400699.00         | $4245.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995113     | 2036-09-01      | 5.5000%  | 0.0000% | $3050.00           | $41.35             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ946200     | 2047-09-01      | 6.5000%  | 0.0000% | $11395.00          | $67.46             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995724     | 2039-04-01      | 6.0000%  | 0.0000% | $4000.00           | $50.48             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA6036     | 2041-04-01      | 4.0000%  | 0.0000% | $28082.00          | $26982.27          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2674     | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1722.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA2044     | 2052-07-01      | 4.0000%  | 0.0000% | $4105.00           | $3499.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDH0724     | 2056-06-01      | 6.0000%  | 0.0000% | $1842905.00        | $1898510.36        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA0433     | 2053-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1523.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5918     | 2040-12-01      | 6.0000%  | 0.0000% | $2245948.00        | $1889814.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5944     | 2056-01-01      | 5.0000%  | 0.0000% | $36000.00          | $34590.49          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3118     | 2052-10-01      | 5.5000%  | 0.0000% | $2022.00           | $1396.30           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFS5598     | 2037-08-01      | 1.5000%  | 0.0000% | $3000.00           | $1980.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6883     | 2053-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2188.47           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG3364     | 2056-04-01      | 5.4480%  | 0.0000% | $2229811.00        | $2259863.02        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4114     | 2053-03-01      | 4.5000%  | 0.0000% | $20000.00          | $14470.89          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1468     | 2056-02-01      | 5.0000%  | 0.0000% | $9680000.00        | $9533146.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6092     | 2053-10-01      | 6.0000%  | 0.0000% | $100000.00         | $63246.31          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS7140     | 2052-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1370.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG2940     | 2056-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2057.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8065     | 2054-03-01      | 5.5000%  | 0.0000% | $604500.00         | $447573.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1643     | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $999.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1631     | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $61079.33          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2654     | 2052-08-01      | 4.0000%  | 0.0000% | $3000.00           | $2135.75           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2899     | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1120.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS3326     | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1189.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3366     | 2028-05-01      | 3.5000%  | 0.0000% | $7000.00           | $245.86            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA3788     | 2039-09-01      | 2.5000%  | 0.0000% | $24374.00          | $2985.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA3689     | 2029-05-01      | 4.0000%  | 0.0000% | $1000.00           | $121.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939     | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1169.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3695     | 2034-07-01      | 3.0000%  | 0.0000% | $26504.00          | $2323.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7738     | 2056-05-01      | 5.0000%  | 0.0000% | $2040.00           | $2034.53           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4624     | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $694.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416     | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $72.08             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5041     | 2056-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2024.83           | Agency Mortgage-Backed Securities         |
| GNII SF MA8195 M         | 2051-11-20      | 1.5000%  | 0.0000% | $18618.00          | $10779.58          | Agency Mortgage-Backed Securities         |
| GNII SF MA2755 M         | 2045-04-20      | 4.0000%  | 0.0000% | $245000.00         | $20082.86          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CZ913249     | 2047-03-01      | 7.0000%  | 0.0000% | $3002.00           | $33.93             | Agency Mortgage-Backed Securities         |
| GNII SF DQ9225 C         | 2056-03-20      | 5.5000%  | 0.0000% | $4000.00           | $4059.07           | Agency Mortgage-Backed Securities         |
| GNII SF 763450 C         | 2031-05-20      | 5.0000%  | 0.0000% | $2872877.00        | $91113.00          | Agency Mortgage-Backed Securities         |
| GNII SF MA0782 M         | 2043-02-20      | 3.0000%  | 0.0000% | $100216.00         | $10266.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890101     | 2039-02-01      | 6.0000%  | 0.0000% | $5150000.00        | $74997.94          | Agency Mortgage-Backed Securities         |
| GNII SF DQ8408 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1021.08           | Agency Mortgage-Backed Securities         |
| GNII SF DF3291 C         | 2054-11-20      | 5.5000%  | 0.0000% | $5004.00           | $2997.51           | Agency Mortgage-Backed Securities         |
| GNII SF DH6988 C         | 2055-09-20      | 5.5000%  | 0.0000% | $4000.00           | $4035.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL899499     | 2037-05-01      | 6.0000%  | 0.0000% | $2240643.00        | $7417.36           | Agency Mortgage-Backed Securities         |
| GNII SF MA2636 M         | 2044-04-20      | 1.5000%  | 0.0000% | $355533.00         | $15176.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA1156 M         | 2043-07-20      | 3.0000%  | 0.0000% | $470526.00         | $50645.06          | Agency Mortgage-Backed Securities         |
| GNII SF MA2304 M         | 2044-10-20      | 4.0000%  | 0.0000% | $100000.00         | $6130.35           | Agency Mortgage-Backed Securities         |
| GNII SF DE5041 C         | 2054-08-20      | 6.5000%  | 0.0000% | $25000.00          | $1376.69           | Agency Mortgage-Backed Securities         |
| GNII SF MA3803 M         | 2046-07-20      | 3.5000%  | 0.0000% | $1000.00           | $101.02            | Agency Mortgage-Backed Securities         |
| GNII SF MA4196 M         | 2047-01-20      | 3.5000%  | 0.0000% | $192000.00         | $23274.98          | Agency Mortgage-Backed Securities         |
| GNMI SF BE1031 X         | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $23918.81          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4306     | 2051-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1576.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA0023 M         | 2042-04-20      | 4.0000%  | 0.0000% | $1030000.00        | $51205.83          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497     | 2036-12-01      | 2.0000%  | 0.0000% | $16000.00          | $8545.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5268     | 2039-02-01      | 6.0000%  | 0.0000% | $45000.00          | $17280.71          | Agency Mortgage-Backed Securities         |
| GNII SF MA8428 M         | 2052-11-20      | 5.0000%  | 0.0000% | $7000.00           | $5011.80           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4356     | 2051-06-01      | 2.5000%  | 0.0000% | $2001.00           | $1105.85           | Agency Mortgage-Backed Securities         |
| GNMI SF BC7280 X         | 2047-08-15      | 4.5000%  | 0.0000% | $506554.00         | $39620.35          | Agency Mortgage-Backed Securities         |
| GNMI SF BP6229 X         | 2049-11-15      | 3.0000%  | 0.0000% | $4000.00           | $659.15            | Agency Mortgage-Backed Securities         |
| GNII SF BE6454 C         | 2048-01-20      | 3.5000%  | 0.0000% | $321000.00         | $71013.85          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4261     | 2036-02-01      | 2.0000%  | 0.0000% | $2000.00           | $852.79            | Agency Mortgage-Backed Securities         |
| GNII SF BV3232 C         | 2040-08-20      | 5.5000%  | 0.0000% | $5000.00           | $1578.97           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564     | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $629.97            | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M         | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $69916.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M         | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $638.51            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4359     | 2036-06-01      | 1.5000%  | 0.0000% | $7419.00           | $3702.57           | Agency Mortgage-Backed Securities         |
| GNII SF CY5733 C         | 2054-01-20      | 7.0000%  | 0.0000% | $6000.00           | $4806.86           | Agency Mortgage-Backed Securities         |
| GNMI SP 781038 X         | 2029-05-15      | 6.5000%  | 0.0000% | $27000.00          | $18.95             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4654     | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $710.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5010     | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $686.27            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4279     | 2036-03-01      | 2.0000%  | 0.0000% | $2049.00           | $927.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307     | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $437.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4916     | 2053-02-01      | 4.0000%  | 0.0000% | $6000.00           | $4548.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA9851 M         | 2054-08-20      | 5.5000%  | 0.0000% | $5000.00           | $3558.15           | Agency Mortgage-Backed Securities         |
| GNII SP 785805 C         | 2051-12-20      | 2.5000%  | 0.0000% | $130000.00         | $77581.96          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5026     | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1519.72           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR9104     | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $44072.94          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 ZL310088     | 2038-06-01      | 5.0000%  | 0.0000% | $1293178.00        | $19144.27          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE5131     | 2055-07-01      | 6.5000%  | 0.0000% | $5000.00           | $4312.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2007     | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2029.68           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2056-02-25      | 4.4621%  | 0.0000% | $76165000.00       | $75177406.16       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CIQO5558     | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1016.76           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2056-03-25      | 4.5121%  | 0.0000% | $24585601.00       | $24104673.37       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CIZS8705     | 2033-07-01      | 3.5000%  | 0.0000% | $1000.00           | $73.08             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G67713 G     | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $358.10            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0543     | 2028-07-01      | 6.0000%  | 0.0000% | $6288.00           | $2.10              | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2031-11-06      | 4.5500%  | 0.0000% | $40000.00          | $39843.92          | Agency Debentures and Agency Strips       |
| FEPC 02.000 CISB0870     | 2037-07-01      | 2.0000%  | 0.0000% | $23573.00          | $15205.39          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5163     | 2031-07-01      | 7.0000%  | 0.0000% | $1379.00           | $3.37              | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-10-21      | 3.0000%  | 0.0000% | $25000.00          | $24664.14          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-01-27      | 2.0000%  | 0.0000% | $80000.00          | $79567.10          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-08-13      | 1.0500%  | 0.0000% | $50000.00          | $49875.18          | Agency Debentures and Agency Strips       |
| FEPC 03.500 CISB0379     | 2034-12-01      | 3.5000%  | 0.0000% | $25000.00          | $5377.37           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-12-17      | 1.5200%  | 0.0000% | $50000.00          | $49720.60          | Agency Debentures and Agency Strips       |
| 04.500 FGPC C91288 G     | 2030-02-01      | 4.5000%  | 0.0000% | $3237.00           | $35.22             | Agency Mortgage-Backed Securities         |
| GNII SP 783158 M         | 2040-08-20      | 5.0000%  | 0.0000% | $1000.00           | $33.87             | Agency Mortgage-Backed Securities         |
| GNII SP 786854 C         | 2053-05-20      | 6.0000%  | 0.0000% | $4000.00           | $2678.04           | Agency Mortgage-Backed Securities         |
| GNMI SF 700131 X         | 2039-01-15      | 6.0000%  | 0.0000% | $63255.00          | $1361.19           | Agency Mortgage-Backed Securities         |
| GNII SP 785587 M         | 2044-12-20      | 3.5000%  | 0.0000% | $2000.00           | $932.35            | Agency Mortgage-Backed Securities         |
| GNMI SF 433804 X         | 2028-06-15      | 6.5000%  | 0.0000% | $475000.00         | $96.68             | Agency Mortgage-Backed Securities         |
| GNMI SP 782958 X         | 2040-05-15      | 5.0000%  | 0.0000% | $92853.00          | $2264.63           | Agency Mortgage-Backed Securities         |
| GNMI SF 688024 X         | 2038-10-15      | 6.0000%  | 0.0000% | $70597.00          | $494.79            | Agency Mortgage-Backed Securities         |
| GNMI SP 786285 X         | 2041-03-15      | 5.0000%  | 0.0000% | $1000.00           | $337.59            | Agency Mortgage-Backed Securities         |
| GNMI SP 782365 X         | 2038-07-15      | 6.0000%  | 0.0000% | $1000.00           | $6.75              | Agency Mortgage-Backed Securities         |
| GNMI SP 782615 X         | 2035-06-15      | 7.0000%  | 0.0000% | $350000.00         | $8443.48           | Agency Mortgage-Backed Securities         |
| GNRM 2026-045 L          | 2056-03-20      | 5.0000%  | 0.0000% | $15000000.00       | $14875829.29       | Agency Collateralized Mortgage Obligation |
| GNMI SF 697594 X         | 2038-11-15      | 6.5000%  | 0.0000% | $6991.00           | $41.66             | Agency Mortgage-Backed Securities         |
| GNMI SF 689876 X         | 2038-09-15      | 6.5000%  | 0.0000% | $497597.00         | $3996.07           | Agency Mortgage-Backed Securities         |
| GNRM 2021-194 KT         | 2051-11-20      | 5.5000%  | 0.0000% | $7200000.00        | $5463100.74        | Agency Collateralized Mortgage Obligation |
| GNMI SP 782561 X         | 2038-10-15      | 6.5000%  | 0.0000% | $6570.00           | $73.07             | Agency Mortgage-Backed Securities         |
| GNII SP 783356 C         | 2041-06-20      | 6.0000%  | 0.0000% | $45000.00          | $1326.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 643705 X         | 2035-07-15      | 5.0000%  | 0.0000% | $273482.00         | $3989.74           | Agency Mortgage-Backed Securities         |
| GNMI SF 555690 X         | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $80.30             | Agency Mortgage-Backed Securities         |
| GNRM 2024-024 AD         | 2052-03-20      | 5.0000%  | 0.0000% | $2000000.00        | $1096048.40        | Agency Collateralized Mortgage Obligation |
| GNMI SF 759138 X         | 2041-01-15      | 4.0000%  | 0.0000% | $4001.00           | $241.64            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2031-12-29      | 4.5400%  | 0.0000% | $60000.00          | $60695.32          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-11-04      | 0.8400%  | 0.0000% | $25000.00          | $23915.31          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2041-02-25      | 2.3400%  | 0.0000% | $10000.00          | $7243.26           | Agency Debentures and Agency Strips       |
| FEPC 02.500 CISB8085     | 2035-12-01      | 2.5000%  | 0.0000% | $13000.00          | $3851.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO5595     | 2041-06-01      | 5.0000%  | 0.0000% | $1002.00           | $1020.04           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2031-12-01      | 2.1500%  | 0.0000% | $50000.00          | $45285.13          | Agency Debentures and Agency Strips       |
| FNMS 03.500 CLAS7106     | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $92.44             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO5567     | 2041-05-01      | 5.0000%  | 0.0000% | $2001.00           | $2024.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL802065     | 2034-10-01      | 6.0000%  | 0.0000% | $2981997.00        | $85860.30          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5267     | 2051-05-01      | 3.0000%  | 0.0000% | $35115.00          | $17240.49          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0056     | 2039-07-01      | 6.0000%  | 0.0000% | $328386.00         | $49624.21          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5722     | 2045-09-01      | 3.5000%  | 0.0000% | $690000.00         | $62457.35          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2028-11-17      | 1.0000%  | 0.0000% | $15000.00          | $13938.30          | Agency Debentures and Agency Strips       |
| FEPC 05.000 CIQO5594     | 2041-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1019.38           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2029-05-23      | 5.0000%  | 0.0000% | $40000.00          | $40242.37          | Agency Debentures and Agency Strips       |
| FEPC 06.500 CLZJ6573     | 2032-06-01      | 6.5000%  | 0.0000% | $21945.00          | $3.07              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276     | 2052-12-01      | 5.0000%  | 0.0000% | $14000.00          | $10581.92          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2306     | 2048-09-01      | 4.0000%  | 0.0000% | $2043.00           | $376.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5079     | 2050-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1360.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5297     | 2054-03-01      | 6.5000%  | 0.0000% | $89209.00          | $37267.42          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG5939     | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $966.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8694     | 2055-12-01      | 5.5000%  | 0.0000% | $3440.00           | $3461.06           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNMA4225     | 2031-01-01      | 1.5000%  | 0.0000% | $4855.00           | $1268.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8339     | 2054-04-01      | 6.0000%  | 0.0000% | $96144.00          | $73232.01          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120     | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1541.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1691     | 2048-05-01      | 4.0000%  | 0.0000% | $4002.00           | $796.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3799     | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $267.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 RE668366     | 2032-11-01      | 5.5000%  | 0.0000% | $4575389.00        | $10109.41          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH9248     | 2048-02-01      | 4.5000%  | 0.0000% | $2016.00           | $441.74            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAY8319     | 2045-04-01      | 2.5000%  | 0.0000% | $38610.00          | $17613.02          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2006     | 2048-01-01      | 4.0000%  | 0.0000% | $8514.00           | $896.39            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB701043     | 2033-04-01      | 5.7600%  | 0.0000% | $7064.00           | $48.17             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL708403     | 2033-03-01      | 7.5000%  | 0.0000% | $6410.00           | $138.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD9565     | 2055-12-01      | 5.0000%  | 0.0000% | $1083.00           | $1067.75           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG8578     | 2056-04-01      | 4.7900%  | 0.0000% | $8811851.00        | $8741275.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG9229     | 2056-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2060.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG8555     | 2056-05-01      | 6.0000%  | 0.0000% | $6617788.00        | $6784501.11        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG8579     | 2056-05-01      | 5.0400%  | 0.0000% | $16218537.00       | $16304800.55       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM5440     | 2038-11-01      | 4.5000%  | 0.0000% | $4000.00           | $525.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831610     | 2036-06-01      | 6.0000%  | 0.0000% | $374880.00         | $1478.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7916     | 2056-04-01      | 5.0000%  | 0.0000% | $2478084.00        | $2471587.30        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR3257     | 2051-02-01      | 2.0000%  | 0.0000% | $2016.00           | $928.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0732     | 2056-06-01      | 5.5000%  | 0.0000% | $1216070.00        | $1237665.92        | Agency Mortgage-Backed Securities         |
| GNMI SF AE1869 X         | 2043-05-15      | 3.0000%  | 0.0000% | $60457.00          | $6291.21           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA6026     | 2056-03-01      | 3.5000%  | 0.0000% | $31585.00          | $28618.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5447     | 2056-04-01      | 6.0000%  | 0.0000% | $16607940.00       | $17056699.22       | Agency Mortgage-Backed Securities         |
| GNMI SF AD9016 X         | 2043-04-15      | 3.0000%  | 0.0000% | $85635.00          | $8015.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA6058     | 2041-05-01      | 3.5000%  | 0.0000% | $68000.00          | $64877.74          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA5863     | 2056-06-01      | 4.5000%  | 0.0000% | $19721891.00       | $19065073.14       | Agency Mortgage-Backed Securities         |
| GNMI SF AE0391 X         | 2045-04-15      | 3.5000%  | 0.0000% | $25319.00          | $1266.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0911     | 2054-12-01      | 6.0000%  | 0.0000% | $11516.00          | $7289.19           | Agency Mortgage-Backed Securities         |
| GNII SF CL5555 C         | 2052-05-20      | 3.0000%  | 0.0000% | $1000.00           | $569.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5879     | 2056-06-01      | 5.5000%  | 0.0000% | $38847404.00       | $39399922.00       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4403     | 2055-12-01      | 6.5000%  | 0.0000% | $3037.00           | $2726.82           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4054     | 2038-02-01      | 2.5000%  | 0.0000% | $11599.00          | $6886.11           | Agency Mortgage-Backed Securities         |
| GNII SF DN4019 C         | 2055-10-20      | 6.5000%  | 0.0000% | $4001.00           | $4188.58           | Agency Mortgage-Backed Securities         |
| GNII SF DM6589 C         | 2055-10-20      | 6.5000%  | 0.0000% | $4001.00           | $4216.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT929971     | 2028-09-01      | 5.5000%  | 0.0000% | $12547.00          | $252.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942148     | 2037-07-01      | 6.0000%  | 0.0000% | $207000.00         | $2376.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL984281     | 2038-05-01      | 6.0000%  | 0.0000% | $1678994.00        | $40376.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M         | 2048-10-20      | 4.0000%  | 0.0000% | $5000.00           | $431.06            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0442     | 2054-11-01      | 3.5000%  | 0.0000% | $6646.00           | $5525.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL895096     | 2036-08-01      | 6.0000%  | 0.0000% | $7639.00           | $73.54             | Agency Mortgage-Backed Securities         |
| GNII SF MA5076 M         | 2048-03-20      | 3.0000%  | 0.0000% | $3000.00           | $375.31            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1352     | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $742.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL922408     | 2037-01-01      | 6.0000%  | 0.0000% | $1564.00           | $8.76              | Agency Mortgage-Backed Securities         |
| GNII SF MA5598 M         | 2048-09-20      | 5.5000%  | 0.0000% | $521943.00         | $44543.99          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL5044     | 2056-04-01      | 6.0000%  | 0.0000% | $2016.00           | $2098.07           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNFM4985     | 2030-12-01      | 1.5000%  | 0.0000% | $2000.00           | $573.60            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM8988     | 2036-09-01      | 2.0000%  | 0.0000% | $2000.00           | $947.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4185     | 2049-09-01      | 4.5000%  | 0.0000% | $26009.00          | $3288.12           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7963     | 2050-11-01      | 2.5000%  | 0.0000% | $2600000.00        | $1362001.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CNRD5301     | 2036-05-01      | 5.0000%  | 0.0000% | $2000.00           | $2020.31           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $22882300.92       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2056-03-25      | 4.4121%  | 0.0000% | $35635482.00       | $35348554.23       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CRAS0070     | 2043-08-01      | 4.0000%  | 0.0000% | $300000.00         | $38752.87          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO2979     | 2042-05-01      | 3.5000%  | 0.0000% | $575000.00         | $42010.84          | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-06-25      | 5.5000%  | 0.0000% | $4100000.00        | $657394.17         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2051-03-25      | 5.0000%  | 0.0000% | $30426493.00       | $16057195.58       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1166215.96        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSD8455     | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $464.26            | Agency Mortgage-Backed Securities         |
| GNII SF 003474 M         | 2033-11-20      | 6.0000%  | 0.0000% | $900000.00         | $7044.45           | Agency Mortgage-Backed Securities         |
| GNMI SP 780958 X         | 2029-01-15      | 6.0000%  | 0.0000% | $70000.00          | $79.49             | Agency Mortgage-Backed Securities         |
| GNII SF 004679 M         | 2040-04-20      | 5.0000%  | 0.0000% | $95000.00          | $2835.01           | Agency Mortgage-Backed Securities         |
| GNII SF 004979 M         | 2041-03-20      | 5.0000%  | 0.0000% | $2000.00           | $64.65             | Agency Mortgage-Backed Securities         |
| GNMI SF 733210 X         | 2040-06-15      | 5.0000%  | 0.0000% | $3000.00           | $262.90            | Agency Mortgage-Backed Securities         |
| GNII SF AV5041 C         | 2046-10-20      | 3.0000%  | 0.0000% | $4002.00           | $300.43            | Agency Mortgage-Backed Securities         |
| GNII SF DP2611 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1023.14           | Agency Mortgage-Backed Securities         |
| GNII SF 004075 M         | 2038-01-20      | 7.0000%  | 0.0000% | $18214.00          | $108.12            | Agency Mortgage-Backed Securities         |
| GNMI SF 411081 X         | 2038-11-15      | 6.0000%  | 0.0000% | $7059.00           | $39.76             | Agency Mortgage-Backed Securities         |
| GNII SF 004618 M         | 2040-01-20      | 5.0000%  | 0.0000% | $5319.00           | $169.66            | Agency Mortgage-Backed Securities         |
| GNII SF 002536 M         | 2028-01-20      | 7.5000%  | 0.0000% | $40000.00          | $6.92              | Agency Mortgage-Backed Securities         |
| GNII SF DR2504 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1005.00           | $1025.83           | Agency Mortgage-Backed Securities         |
| GNMI SF AY4224 X         | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $892.31            | Agency Mortgage-Backed Securities         |
| GNMI SP 780931 X         | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $2862.44           | Agency Mortgage-Backed Securities         |
| GNII SF 004559 M         | 2039-10-20      | 5.0000%  | 0.0000% | $6001.00           | $152.09            | Agency Mortgage-Backed Securities         |
| GNII SF 004422 M         | 2039-04-20      | 4.0000%  | 0.0000% | $164000.00         | $4690.34           | Agency Mortgage-Backed Securities         |
| GNII JM 004767 M         | 2040-08-20      | 4.5000%  | 0.0000% | $1000000.00        | $7027.29           | Agency Mortgage-Backed Securities         |
| GNMI SF 716461 X         | 2039-07-15      | 5.0000%  | 0.0000% | $75000.00          | $2072.26           | Agency Mortgage-Backed Securities         |
| GNII SF DP3511 C         | 2056-03-20      | 5.5000%  | 0.0000% | $6000.00           | $6127.57           | Agency Mortgage-Backed Securities         |
| GNII SF DN5665 C         | 2055-10-20      | 6.0000%  | 0.0000% | $1040.00           | $1069.56           | Agency Mortgage-Backed Securities         |
| GNII SF 004928 M         | 2038-12-20      | 6.0000%  | 0.0000% | $100000.00         | $1564.99           | Agency Mortgage-Backed Securities         |
| GNII SF MA7056 M         | 2050-11-20      | 4.5000%  | 0.0000% | $243426.00         | $57691.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA8198 M         | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1218.55           | Agency Mortgage-Backed Securities         |
| GNII SF 004578 M         | 2039-11-20      | 5.0000%  | 0.0000% | $4000.00           | $114.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0818     | 2031-08-01      | 4.0000%  | 0.0000% | $163000.00         | $4523.01           | Agency Mortgage-Backed Securities         |
| GNII SF 003797 M         | 2035-12-20      | 6.0000%  | 0.0000% | $57322.00          | $879.64            | Agency Mortgage-Backed Securities         |
| GNII SF MA8874 M         | 2051-05-20      | 3.0000%  | 0.0000% | $11093.00          | $7112.04           | Agency Mortgage-Backed Securities         |
| GNII SF 003171 M         | 2031-12-20      | 5.5000%  | 0.0000% | $50048.00          | $198.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1629     | 2043-09-01      | 4.5000%  | 0.0000% | $1000.00           | $139.06            | Agency Mortgage-Backed Securities         |
| GNII SF 003488 M         | 2033-12-20      | 5.5000%  | 0.0000% | $43569.00          | $473.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5245     | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $851.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5852     | 2055-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5603.82           | Agency Mortgage-Backed Securities         |
| GNII SF CK9371 C         | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $46193.58          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5969     | 2056-02-01      | 4.0000%  | 0.0000% | $15305.00          | $14167.09          | Agency Mortgage-Backed Securities         |
| GNII SF 004855 M         | 2040-11-20      | 5.0000%  | 0.0000% | $500000.00         | $19625.37          | Agency Mortgage-Backed Securities         |
| GNII SF MA7418 M         | 2051-06-20      | 2.5000%  | 0.0000% | $15000.00          | $7786.61           | Agency Mortgage-Backed Securities         |
| GNII SF 004715 M         | 2040-06-20      | 5.0000%  | 0.0000% | $1000.00           | $33.11             | Agency Mortgage-Backed Securities         |
| GNII SF 005265 M         | 2041-12-20      | 3.0000%  | 0.0000% | $55000.00          | $4125.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA2710     | 2026-08-01      | 2.5000%  | 0.0000% | $5000.00           | $8.77              | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M         | 2051-09-20      | 2.5000%  | 0.0000% | $25744.00          | $14352.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CNMA5457     | 2034-07-01      | 6.0000%  | 0.0000% | $103387.00         | $43951.90          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5635     | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $855.38            | Agency Mortgage-Backed Securities         |
| GNII SF CC1768 C         | 2051-08-20      | 2.0000%  | 0.0000% | $5000.00           | $2395.44           | Agency Mortgage-Backed Securities         |
| GNII SP 785789 C         | 2051-12-20      | 2.5000%  | 0.0000% | $2000.00           | $1166.73           | Agency Mortgage-Backed Securities         |
| GNII SF MB1049 M         | 2041-04-20      | 5.0000%  | 0.0000% | $4003.00           | $4005.73           | Agency Mortgage-Backed Securities         |
| GNMI SP 780994 X         | 2029-03-15      | 6.0000%  | 0.0000% | $100000.00         | $76.72             | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M         | 2053-12-20      | 5.5000%  | 0.0000% | $3000.00           | $2208.56           | Agency Mortgage-Backed Securities         |
| GNII SF MA9366 M         | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $172.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 487238 X         | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $59.45             | Agency Mortgage-Backed Securities         |
| GNII SF 004832 M         | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3416.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 480004 X         | 2028-12-15      | 6.0000%  | 0.0000% | $30000.00          | $332.13            | Agency Mortgage-Backed Securities         |
| GNMI SF 561485 X         | 2031-06-15      | 6.5000%  | 0.0000% | $25000.00          | $40.37             | Agency Mortgage-Backed Securities         |
| GNII SP 787228 C         | 2054-01-20      | 6.0000%  | 0.0000% | $1000.00           | $717.91            | Agency Mortgage-Backed Securities         |
| GNII SF DO1805 C         | 2055-11-20      | 5.5000%  | 0.0000% | $6000.00           | $6057.26           | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M         | 2051-03-20      | 2.0000%  | 0.0000% | $5000.00           | $2414.95           | Agency Mortgage-Backed Securities         |
| GNII SF MA6712 M         | 2050-06-20      | 4.0000%  | 0.0000% | $105000.00         | $23203.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA6042 M         | 2049-06-20      | 5.0000%  | 0.0000% | $21309.00          | $1764.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 735811 X         | 2040-12-15      | 3.5000%  | 0.0000% | $40560.00          | $4859.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M         | 2051-04-20      | 3.0000%  | 0.0000% | $2000.00           | $847.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA5400 M         | 2048-08-20      | 5.0000%  | 0.0000% | $712813.00         | $45635.62          | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M         | 2038-10-20      | 6.0000%  | 0.0000% | $24431.00          | $13.69             | Agency Mortgage-Backed Securities         |
| GNII SF 004770 M         | 2040-08-20      | 4.0000%  | 0.0000% | $18065.00          | $648.39            | Agency Mortgage-Backed Securities         |
| GNMI SF 513655 X         | 2029-08-15      | 6.5000%  | 0.0000% | $65070.00          | $221.61            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-03-25      | 2.6000%  | 0.0000% | $35000.00          | $34807.47          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-10-13      | 1.1000%  | 0.0000% | $50000.00          | $49579.48          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2040-07-16      | 2.0100%  | 0.0000% | $50000.00          | $35177.64          | Agency Debentures and Agency Strips       |
| FEPC 04.500 CLSD6706     | 2054-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3432.90           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2026-12-30      | 1.0000%  | 0.0000% | $25000.00          | $24697.42          | Agency Debentures and Agency Strips       |
| FEPC 05.500 CISB8266     | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1407.58           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5214     | 2054-04-01      | 5.0000%  | 0.0000% | $3990.00           | $3468.31           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1953     | 2049-05-01      | 4.5000%  | 0.0000% | $57000.00          | $5040.00           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0033     | 2046-12-01      | 3.0000%  | 0.0000% | $29000.00          | $6352.78           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2029-12-17      | 1.1500%  | 0.0000% | $30000.00          | $27271.89          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-04-19      | 1.7000%  | 0.0000% | $45000.00          | $42122.20          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2031-03-03      | 1.3500%  | 0.0000% | $45000.00          | $39553.92          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2027-09-21      | 0.7500%  | 0.0000% | $100000.00         | $96072.57          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2026-10-20      | 1.1400%  | 0.0000% | $10000.00          | $9909.71           | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2032-02-23      | 2.9400%  | 0.0000% | $25000.00          | $23402.75          | Agency Debentures and Agency Strips       |
| GNII JM MA5253 M         | 2048-06-20      | 3.5000%  | 0.0000% | $2043.00           | $65.42             | Agency Mortgage-Backed Securities         |
| GNMI SF 574829 X         | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $164.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8892     | 2053-04-01      | 6.0000%  | 0.0000% | $18369.00          | $12433.69          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5612     | 2055-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2698.68           | Agency Mortgage-Backed Securities         |
| GNMI SF BS5197 X         | 2050-01-15      | 4.5000%  | 0.0000% | $34720.00          | $2536.24           | Agency Mortgage-Backed Securities         |
| GNII SF BX4959 C         | 2050-09-20      | 2.5000%  | 0.0000% | $7115.00           | $4159.62           | Agency Mortgage-Backed Securities         |
| GNCL CL DF4994           | 2067-04-15      | 6.2400%  | 0.0000% | $32248.00          | $33888.72          | Agency Mortgage-Backed Securities         |
| GNRM 2017-93 A           | 2047-02-20      | 2.5000%  | 0.0000% | $1050000.00        | $227064.22         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX5000     | 2055-02-01      | 6.0000%  | 0.0000% | $131591.00         | $73435.88          | Agency Mortgage-Backed Securities         |
| GNRM 2012-074 AD         | 2042-01-20      | 2.0000%  | 0.0000% | $5500000.00        | $154058.55         | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLMA5136     | 2053-09-01      | 4.5000%  | 0.0000% | $2069.00           | $1682.15           | Agency Mortgage-Backed Securities         |
| GNII JM MA4708 M         | 2047-09-20      | 2.5000%  | 0.0000% | $1000.00           | $229.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3286     | 2028-02-01      | 3.0000%  | 0.0000% | $5000.00           | $168.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3132     | 2027-09-01      | 3.5000%  | 0.0000% | $14000.00          | $257.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA6823 M         | 2050-08-20      | 4.5000%  | 0.0000% | $36131.00          | $7818.74           | Agency Mortgage-Backed Securities         |
| GNII SF MA6544 M         | 2049-07-20      | 4.5000%  | 0.0000% | $3000.00           | $379.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB3738     | 2041-10-01      | 3.5000%  | 0.0000% | $1500000.00        | $63689.18          | Agency Mortgage-Backed Securities         |
| GNII SF 002713 M         | 2029-02-20      | 6.0000%  | 0.0000% | $25000.00          | $23.28             | Agency Mortgage-Backed Securities         |
| GNMI SF 592498 X         | 2033-03-15      | 6.0000%  | 0.0000% | $225000.00         | $1714.42           | Agency Mortgage-Backed Securities         |
| GNII SF 002985 M         | 2030-10-20      | 6.5000%  | 0.0000% | $220000.00         | $145.03            | Agency Mortgage-Backed Securities         |
| GNII SF 003251 M         | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $280.19            | Agency Mortgage-Backed Securities         |
| GNII SF 003078 M         | 2031-05-20      | 5.5000%  | 0.0000% | $1399904.00        | $869.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA8099 M         | 2052-06-20      | 3.5000%  | 0.0000% | $25000.00          | $16414.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA5194 M         | 2048-04-20      | 5.0000%  | 0.0000% | $4000.00           | $282.15            | Agency Mortgage-Backed Securities         |
| GNII SF DR2528 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1024.32           | Agency Mortgage-Backed Securities         |
| GNII SF MB0427 M         | 2055-06-20      | 7.0000%  | 0.0000% | $38000.00          | $19667.43          | Agency Mortgage-Backed Securities         |
| GNII SF CC3963 C         | 2051-09-20      | 2.0000%  | 0.0000% | $6000.00           | $3241.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG2936     | 2056-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2057.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1808     | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA5368     | 2050-03-01      | 4.0000%  | 0.0000% | $119090.00         | $17540.41          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5425     | 2049-06-01      | 3.5000%  | 0.0000% | $60000.00          | $15618.59          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4102     | 2050-02-01      | 3.5000%  | 0.0000% | $4000.00           | $1730.70           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7877     | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $343.38            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3097     | 2027-08-01      | 3.5000%  | 0.0000% | $4000.00           | $80.85             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3182     | 2047-11-01      | 3.5000%  | 0.0000% | $765118.00         | $93477.32          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277     | 2048-02-01      | 3.5000%  | 0.0000% | $107327.00         | $15333.25          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6971     | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1042     | 2055-09-01      | 6.0000%  | 0.0000% | $24000.00          | $21962.40          | Agency Mortgage-Backed Securities         |
| GNII SF MA0624 M         | 2042-12-20      | 3.0000%  | 0.0000% | $866949.00         | $87351.26          | Agency Mortgage-Backed Securities         |
| GNII SF MA1999 M         | 2044-06-20      | 5.5000%  | 0.0000% | $90000.00          | $5729.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG9318     | 2056-05-01      | 6.0000%  | 0.0000% | $14863241.00       | $15374070.78       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9682     | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5881     | 2056-06-01      | 5.5000%  | 0.0000% | $34891672.00       | $35346826.12       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5878     | 2056-06-01      | 5.5000%  | 0.0000% | $37937786.00       | $38529455.29       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0205     | 2055-02-01      | 6.0000%  | 0.0000% | $61310.00          | $46102.64          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5876     | 2056-06-01      | 5.5000%  | 0.0000% | $13069839.00       | $13328841.10       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL4044     | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $975.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH2033     | 2056-06-01      | 5.5000%  | 0.0000% | $1677099.00        | $1707749.29        | Agency Mortgage-Backed Securities         |
| GNII RG CN9873 C         | 2043-08-20      | 3.0000%  | 0.0000% | $61000.00          | $35999.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0299     | 2055-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4391.49           | Agency Mortgage-Backed Securities         |
| GNMI SF BE6179 X         | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6415.31           | Agency Mortgage-Backed Securities         |
| GNII SF BO3334 C         | 2049-06-20      | 4.5000%  | 0.0000% | $5001.00           | $498.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAE0594     | 2027-07-01      | 6.0000%  | 0.0000% | $75617.00          | $29.14             | Agency Mortgage-Backed Securities         |
| GNII SF BP3637 C         | 2049-08-20      | 4.5000%  | 0.0000% | $4000.00           | $1181.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA4961     | 2043-03-01      | 5.0000%  | 0.0000% | $63544.00          | $40707.69          | Agency Mortgage-Backed Securities         |
| GNMI SF BF1120 X         | 2048-01-15      | 3.5000%  | 0.0000% | $490000.00         | $83176.68          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRAP9766     | 2042-10-01      | 4.0000%  | 0.0000% | $700000.00         | $72057.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6621     | 2046-02-01      | 3.5000%  | 0.0000% | $777931.00         | $70451.87          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0689     | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1036.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7206     | 2055-08-01      | 6.0000%  | 0.0000% | $3024.00           | $2453.93           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2032-03-24      | 4.7000%  | 0.0000% | $10000.00          | $9979.68           | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2029-04-26      | 1.4000%  | 0.0000% | $25000.00          | $23184.11          | Agency Debentures and Agency Strips       |
| FNMS 03.500 CIAL8238     | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $51.29             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0171     | 2057-01-01      | 4.0000%  | 0.0000% | $3006.00           | $770.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW0954     | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $730.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6878     | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1236.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555800     | 2033-10-01      | 5.5000%  | 0.0000% | $2364517.00        | $9409.72           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2052-07-25      | 5.0000%  | 0.0000% | $22055000.00       | $12874396.08       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBV7709     | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $707.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7829     | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1447.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4156     | 2053-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2226.80           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9770     | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2797.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0029     | 2037-09-01      | 6.0000%  | 0.0000% | $800000.00         | $88388.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0337     | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $986.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 GLBM5227     | 2039-12-01      | 5.5000%  | 0.0000% | $85000.00          | $26508.12          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBO7592     | 2050-01-01      | 4.5000%  | 0.0000% | $7003.00           | $1134.21           | Agency Mortgage-Backed Securities         |
| GNII RG CP3380 C         | 2047-11-20      | 3.0000%  | 0.0000% | $123000.00         | $79715.67          | Agency Mortgage-Backed Securities         |
| GNMI SF 709797 X         | 2039-09-15      | 5.5000%  | 0.0000% | $70155.00          | $1680.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 705406 X         | 2039-01-15      | 6.5000%  | 0.0000% | $589915.00         | $1996.50           | Agency Mortgage-Backed Securities         |
| GNMI SF CO6356 X         | 2052-07-15      | 5.0000%  | 0.0000% | $4000.00           | $2638.25           | Agency Mortgage-Backed Securities         |
| GNMI SF 687924 X         | 2038-09-15      | 6.0000%  | 0.0000% | $435656.00         | $1485.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA6035     | 2041-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2840.22           | Agency Mortgage-Backed Securities         |
| GNII SF AG4152 C         | 2043-10-20      | 4.0000%  | 0.0000% | $3010.00           | $238.27            | Agency Mortgage-Backed Securities         |
| GNMI SF BC1180 X         | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $2169.80           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2377 C         | 2056-03-20      | 5.5000%  | 0.0000% | $6002.00           | $6124.20           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8410 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8213 C         | 2056-04-20      | 5.0000%  | 0.0000% | $5000.00           | $4972.96           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6456           | 2060-05-15      | 5.5000%  | 0.0000% | $1000.00           | $1017.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138     | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1401.05           | Agency Mortgage-Backed Securities         |
| GNII SF BX4966 C         | 2050-09-20      | 3.5000%  | 0.0000% | $11760.00          | $5123.94           | Agency Mortgage-Backed Securities         |
| GNCL CL CW0775           | 2066-12-15      | 5.8100%  | 0.0000% | $3000.00           | $3068.71           | Agency Mortgage-Backed Securities         |
| GNII SF BH3672 C         | 2048-05-20      | 4.5000%  | 0.0000% | $27545.00          | $2108.10           | Agency Mortgage-Backed Securities         |
| GNII SF BM9692 C         | 2049-07-20      | 4.5000%  | 0.0000% | $200000.00         | $30823.10          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1862     | 2052-03-01      | 2.5000%  | 0.0000% | $31872.00          | $19135.35          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8659     | 2051-09-01      | 2.5000%  | 0.0000% | $115984.00         | $67978.44          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ946397     | 2047-09-01      | 6.5000%  | 0.0000% | $143826.00         | $2632.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA5878 M         | 2049-03-20      | 5.0000%  | 0.0000% | $6177.00           | $438.24            | Agency Mortgage-Backed Securities         |
| GNII SF MA5593 M         | 2048-04-20      | 3.0000%  | 0.0000% | $2000.00           | $377.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA2898 M         | 2038-08-20      | 6.5000%  | 0.0000% | $1000000.00        | $88486.79          | Agency Mortgage-Backed Securities         |
| GNII JM MA5321 M         | 2048-06-20      | 4.5000%  | 0.0000% | $1493.00           | $50.83             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5500     | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $121.50            | Agency Mortgage-Backed Securities         |
| GNII JM MA6400 M         | 2050-01-20      | 3.5000%  | 0.0000% | $8005.00           | $497.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA4840 M         | 2047-11-20      | 5.0000%  | 0.0000% | $2000.00           | $203.48            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA1493     | 2043-05-01      | 2.5000%  | 0.0000% | $29787.00          | $6398.41           | Agency Mortgage-Backed Securities         |
| GNMI SF 570456 X         | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $103.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M         | 2047-08-20      | 4.0000%  | 0.0000% | $440000.00         | $44896.07          | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M         | 2049-04-20      | 4.5000%  | 0.0000% | $4000.00           | $318.49            | Agency Mortgage-Backed Securities         |
| GNII SF DK7499 C         | 2055-08-20      | 6.0000%  | 0.0000% | $6000.00           | $5737.47           | Agency Mortgage-Backed Securities         |
| GNII SF CC2989 C         | 2051-01-20      | 2.0000%  | 0.0000% | $5000.00           | $1986.00           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6877     | 2055-05-01      | 6.5000%  | 0.0000% | $3235.00           | $3131.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1404     | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $809.87            | Agency Mortgage-Backed Securities         |
| GNII SF BZ4040 C         | 2050-11-20      | 2.0000%  | 0.0000% | $5000.00           | $2331.34           | Agency Mortgage-Backed Securities         |
| GNII SF MA5265 M         | 2048-05-20      | 4.5000%  | 0.0000% | $4560.00           | $310.62            | Agency Mortgage-Backed Securities         |
| GNII SF 003569 M         | 2034-06-20      | 5.5000%  | 0.0000% | $33000.00          | $418.92            | Agency Mortgage-Backed Securities         |
| GNII SF 003556 M         | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $313.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA4260 M         | 2047-02-20      | 2.5000%  | 0.0000% | $1000.00           | $205.67            | Agency Mortgage-Backed Securities         |
| GNMI SF 577470 X         | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $266.13            | Agency Mortgage-Backed Securities         |
| GNII SF 003093 M         | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $2554.02           | Agency Mortgage-Backed Securities         |
| GNII SF 002592 M         | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $26.92             | Agency Mortgage-Backed Securities         |
| GNII SF 003185 M         | 2032-01-20      | 5.5000%  | 0.0000% | $1838355.00        | $7015.46           | Agency Mortgage-Backed Securities         |
| GNMI SF 474821 X         | 2028-12-15      | 6.5000%  | 0.0000% | $245000.00         | $951.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 491428 X         | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $255.68            | Agency Mortgage-Backed Securities         |
| GNMI SF 609093 X         | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $58768.21          | Agency Mortgage-Backed Securities         |
| GNII SF 004976 M         | 2041-03-20      | 3.5000%  | 0.0000% | $19503.00          | $1498.21           | Agency Mortgage-Backed Securities         |
| GNII SF MB0813 M         | 2055-12-20      | 5.0000%  | 0.0000% | $1005.00           | $984.50            | Agency Mortgage-Backed Securities         |
| GNII SF DQ8249 C         | 2056-04-20      | 6.0000%  | 0.0000% | $2003.00           | $2054.49           | Agency Mortgage-Backed Securities         |
| GNII SF 005124 M         | 2039-01-20      | 6.0000%  | 0.0000% | $107845.00         | $3904.30           | Agency Mortgage-Backed Securities         |
| GNII SF 005334 M         | 2042-02-20      | 5.0000%  | 0.0000% | $1000.00           | $43.67             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB4543     | 2056-05-01      | 5.0000%  | 0.0000% | $6703.00           | $6640.54           | Agency Mortgage-Backed Securities         |
| GNMI SF 454197 X         | 2028-08-15      | 7.0000%  | 0.0000% | $660000.00         | $95.11             | Agency Mortgage-Backed Securities         |
| GNII SF 004636 M         | 2040-02-20      | 4.5000%  | 0.0000% | $79000.00          | $2797.44           | Agency Mortgage-Backed Securities         |
| GNII SF 004853 M         | 2040-11-20      | 4.0000%  | 0.0000% | $5055.00           | $231.07            | Agency Mortgage-Backed Securities         |
| GNRM 2013-69 PD          | 2043-05-20      | 2.0000%  | 0.0000% | $5000000.00        | $198617.37         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-001 TA         | 2048-08-20      | 5.5000%  | 0.0000% | $3800000.00        | $607577.37         | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2027-04-14      | 2.7500%  | 0.0000% | $30000.00          | $29807.33          | Agency Debentures and Agency Strips       |
| FEPC 04.000 CLZM7684     | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $168.16            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI0724     | 2033-09-01      | 7.5000%  | 0.0000% | $1313.00           | $29.03             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-05-18      | 1.5000%  | 0.0000% | $15000.00          | $14669.15          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-10-15      | 0.8500%  | 0.0000% | $55000.00          | $52780.41          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-06-15      | 1.2500%  | 0.0000% | $120000.00         | $58730.37          | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLZI7346     | 2038-04-01      | 5.5000%  | 0.0000% | $11569.00          | $70.75             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-08-24      | 0.9200%  | 0.0000% | $40000.00          | $38661.75          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-09-30      | 1.0000%  | 0.0000% | $40000.00          | $39697.68          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-05-10      | 3.1000%  | 0.0000% | $100000.00         | $99450.31          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-05-04      | 1.2000%  | 0.0000% | $90000.00          | $34169.11          | Agency Debentures and Agency Strips       |
| FEPC 05.000 4PZL0908     | 2034-02-01      | 5.0000%  | 0.0000% | $5634.00           | $96.03             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2036-06-16      | 2.4500%  | 0.0000% | $50000.00          | $41555.05          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-06-29      | 0.8500%  | 0.0000% | $50000.00          | $49963.03          | Agency Debentures and Agency Strips       |
| 04.000 FGPC D98784 G     | 2031-09-01      | 4.0000%  | 0.0000% | $8707.00           | $90.75             | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2027-02-17      | 0.8500%  | 0.0000% | $10000.00          | $9812.72           | Agency Debentures and Agency Strips       |
| FEPC 04.000 CIZS8712     | 2033-08-01      | 4.0000%  | 0.0000% | $2234.00           | $159.17            | Agency Mortgage-Backed Securities         |
| FMAR 1B7562 G            | 2037-11-01      | 5.6990%  | 0.0000% | $17546.00          | $218.59            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91385 G     | 2031-08-01      | 4.0000%  | 0.0000% | $2138.00           | $71.78             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05394 G     | 2035-05-01      | 7.0000%  | 0.0000% | $1683.00           | $72.48             | Agency Mortgage-Backed Securities         |
| GNII SF MA7312 M         | 2051-04-20      | 2.5000%  | 0.0000% | $2000.00           | $958.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA7587 M         | 2051-09-20      | 1.5000%  | 0.0000% | $50000.00          | $27308.07          | Agency Mortgage-Backed Securities         |
| GNMI SF BD7185 X         | 2047-11-15      | 5.0000%  | 0.0000% | $51548.00          | $2461.96           | Agency Mortgage-Backed Securities         |
| GNMI SF BA7886 X         | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23052.42          | Agency Mortgage-Backed Securities         |
| GNII SF BA7567 C         | 2048-05-20      | 4.5000%  | 0.0000% | $380000.00         | $49240.75          | Agency Mortgage-Backed Securities         |
| GNII RG CK9357 C         | 2047-03-20      | 3.0000%  | 0.0000% | $126000.00         | $79154.93          | Agency Mortgage-Backed Securities         |
| GNMI SF 759807 X         | 2041-03-15      | 4.0000%  | 0.0000% | $40705.00          | $2184.52           | Agency Mortgage-Backed Securities         |
| GNMI SP 782034 X         | 2036-01-15      | 6.0000%  | 0.0000% | $55000.00          | $884.44            | Agency Mortgage-Backed Securities         |
| GNMI SF 664352 X         | 2037-09-15      | 6.5000%  | 0.0000% | $66169.00          | $1392.61           | Agency Mortgage-Backed Securities         |
| GNII SF MA0851 M         | 2043-03-20      | 3.0000%  | 0.0000% | $175000.00         | $17872.68          | Agency Mortgage-Backed Securities         |
| GNMI SF 704659 X         | 2039-08-15      | 4.5000%  | 0.0000% | $1500000.00        | $71542.12          | Agency Mortgage-Backed Securities         |
| GNMI SP 782071 X         | 2033-05-15      | 7.0000%  | 0.0000% | $35000.00          | $402.74            | Agency Mortgage-Backed Securities         |
| GNMI SF 697489 X         | 2038-09-15      | 6.0000%  | 0.0000% | $50099.00          | $870.79            | Agency Mortgage-Backed Securities         |
| GNMI SF 686115 X         | 2038-09-15      | 6.0000%  | 0.0000% | $100000.00         | $298.26            | Agency Mortgage-Backed Securities         |
| GNMI SP 782025 X         | 2035-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $12270.44          | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X         | 2041-03-15      | 4.0000%  | 0.0000% | $1502806.00        | $53299.95          | Agency Mortgage-Backed Securities         |
| GNMI SF 668417 X         | 2037-04-15      | 6.0000%  | 0.0000% | $112671.00         | $1579.81           | Agency Mortgage-Backed Securities         |
| GNMI SF AA5471 X         | 2041-12-15      | 4.0000%  | 0.0000% | $84675.00          | $7772.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 646027 X         | 2037-09-15      | 6.0000%  | 0.0000% | $2000.00           | $32.78             | Agency Mortgage-Backed Securities         |
| GNMI SF 617332 X         | 2036-12-15      | 6.5000%  | 0.0000% | $252451.00         | $2464.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 676973 X         | 2038-05-15      | 5.0000%  | 0.0000% | $50000.00          | $1360.75           | Agency Mortgage-Backed Securities         |
| GNMI SF 624207 X         | 2034-01-15      | 5.5000%  | 0.0000% | $72260.00          | $430.82            | Agency Mortgage-Backed Securities         |
| GNMI SF 686059 X         | 2038-05-15      | 6.5000%  | 0.0000% | $2062142.00        | $40980.71          | Agency Mortgage-Backed Securities         |
| GNMI SP 784315 X         | 2036-06-15      | 6.0000%  | 0.0000% | $1002.00           | $14.41             | Agency Mortgage-Backed Securities         |
| GNII SF MA6287 M         | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $125.36            | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M         | 2052-05-20      | 4.5000%  | 0.0000% | $1000.00           | $686.59            | Agency Mortgage-Backed Securities         |
| GNMI SP 784071 X         | 2041-06-15      | 6.0000%  | 0.0000% | $3000.00           | $444.23            | Agency Mortgage-Backed Securities         |
| GNMI SF 575495 X         | 2032-02-15      | 6.0000%  | 0.0000% | $74000.00          | $97.25             | Agency Mortgage-Backed Securities         |
| GNMI SF 608223 X         | 2033-07-15      | 5.0000%  | 0.0000% | $80000.00          | $539.92            | Agency Mortgage-Backed Securities         |
| GNMI SP 781029 X         | 2029-05-15      | 6.5000%  | 0.0000% | $38000.00          | $24.76             | Agency Mortgage-Backed Securities         |
| GNMI SF 722793 X         | 2039-10-15      | 6.0000%  | 0.0000% | $82103.00          | $284.04            | Agency Mortgage-Backed Securities         |
| GNII SF 002549 M         | 2028-02-20      | 7.5000%  | 0.0000% | $70000.00          | $6.54              | Agency Mortgage-Backed Securities         |
| GNII SF 004617 M         | 2040-01-20      | 4.5000%  | 0.0000% | $100000.00         | $3492.10           | Agency Mortgage-Backed Securities         |
| GNII SF 003415 M         | 2033-07-20      | 5.5000%  | 0.0000% | $25000.00          | $217.22            | Agency Mortgage-Backed Securities         |
| GNMI SP 781607 X         | 2033-03-15      | 6.0000%  | 0.0000% | $308503.00         | $1258.73           | Agency Mortgage-Backed Securities         |
| GNII SF AU0271 C         | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $7516.03           | Agency Mortgage-Backed Securities         |
| GNII SF AT4176 C         | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $4743.53           | Agency Mortgage-Backed Securities         |
| GNII SF AX4344 C         | 2046-10-20      | 3.5000%  | 0.0000% | $96730.00          | $20681.61          | Agency Mortgage-Backed Securities         |
| GNII SF 005141 M         | 2041-08-20      | 5.0000%  | 0.0000% | $125000.00         | $4422.45           | Agency Mortgage-Backed Securities         |
| GNII SF 005312 M         | 2041-11-20      | 3.0000%  | 0.0000% | $25000.00          | $1696.14           | Agency Mortgage-Backed Securities         |
| GNII SF 002457 M         | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $50.86             | Agency Mortgage-Backed Securities         |
| GNMI SF 500266 X         | 2029-11-15      | 8.0000%  | 0.0000% | $50000.00          | $30.76             | Agency Mortgage-Backed Securities         |
| GNII SF 003841 M         | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1223.53           | Agency Mortgage-Backed Securities         |
| GNII SF 004541 M         | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $435.03            | Agency Mortgage-Backed Securities         |
| GNMI SF 593879 X         | 2033-02-15      | 5.5000%  | 0.0000% | $25000.00          | $201.32            | Agency Mortgage-Backed Securities         |
| GNII JM 004488 M         | 2039-07-20      | 4.5000%  | 0.0000% | $2000000.00        | $2314.15           | Agency Mortgage-Backed Securities         |
| GNII SF 003819 M         | 2036-02-20      | 5.5000%  | 0.0000% | $49000.00          | $574.09            | Agency Mortgage-Backed Securities         |
| GNII SF 005269 M         | 2038-10-20      | 6.0000%  | 0.0000% | $205353.00         | $4808.71           | Agency Mortgage-Backed Securities         |
| GNII SF DK9832 C         | 2055-08-20      | 6.0000%  | 0.0000% | $3000.00           | $3080.86           | Agency Mortgage-Backed Securities         |
| GNII SF DP3513 C         | 2056-03-20      | 5.5000%  | 0.0000% | $7000.00           | $7133.88           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO5532     | 2041-05-01      | 4.5000%  | 0.0000% | $1001.00           | $999.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAU4287     | 2043-09-01      | 4.0000%  | 0.0000% | $2000.00           | $289.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ9332     | 2042-01-01      | 4.0000%  | 0.0000% | $9900000.00        | $1041368.68        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAY7608     | 2045-04-01      | 2.5000%  | 0.0000% | $441655.00         | $88136.75          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRAV7116     | 2044-03-01      | 4.5000%  | 0.0000% | $200000.00         | $37951.11          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL358489     | 2026-12-01      | 7.5000%  | 0.0000% | $16025.00          | $0.83              | Agency Mortgage-Backed Securities         |
| MNRA CL002A2 R25M002     | 2030-04-25      | 4.6200%  | 0.0000% | $35195000.00       | $35489593.87       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDA3518     | 2053-10-01      | 5.5000%  | 0.0000% | $150283.00         | $90456.42          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDA5079     | 2038-11-01      | 6.0000%  | 0.0000% | $57781.00          | $23494.49          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL677442     | 2033-01-01      | 5.5000%  | 0.0000% | $165000.00         | $421.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL829141     | 2035-10-01      | 6.0000%  | 0.0000% | $95749.00          | $762.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1816     | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $706.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689109     | 2033-03-01      | 5.5000%  | 0.0000% | $115000.00         | $604.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2205     | 2048-08-01      | 4.5000%  | 0.0000% | $1016960.00        | $69163.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRBM6849     | 2046-11-01      | 3.0000%  | 0.0000% | $2003.00           | $1094.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0648     | 2056-06-01      | 5.5000%  | 0.0000% | $2323225.00        | $2353812.06        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT2752     | 2036-08-01      | 2.0000%  | 0.0000% | $170000.00         | $70374.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBT7827     | 2052-05-01      | 3.5000%  | 0.0000% | $4032.00           | $2649.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDH0591     | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA6745     | 2050-08-01      | 3.5000%  | 0.0000% | $4100.00           | $1918.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1110     | 2055-10-01      | 5.5000%  | 0.0000% | $11038.00          | $9945.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0712     | 2056-06-01      | 5.5000%  | 0.0000% | $1192840.00        | $1214023.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDH1102     | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $994.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2854     | 2052-02-01      | 2.5000%  | 0.0000% | $114062.00         | $68938.75          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6014     | 2050-06-01      | 3.0000%  | 0.0000% | $12000.00          | $4158.17           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA9390     | 2051-03-01      | 2.5000%  | 0.0000% | $2430.00           | $1546.77           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2400     | 2051-12-01      | 2.5000%  | 0.0000% | $7000.00           | $4630.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5879     | 2051-11-01      | 3.5000%  | 0.0000% | $4002.00           | $2755.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZLFP0077     | 2051-03-25      | 3.5000%  | 0.0000% | $1000.00           | $716.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4555     | 2052-09-01      | 4.5000%  | 0.0000% | $5400.00           | $4055.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9439     | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $818.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG0293     | 2056-01-01      | 6.5000%  | 0.0000% | $4000.00           | $4200.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253     | 2042-11-01      | 4.0000%  | 0.0000% | $399000.00         | $39834.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4768     | 2055-10-01      | 6.5000%  | 0.0000% | $1056.00           | $878.30            | Agency Mortgage-Backed Securities         |
| GNII SF CZ0782 C         | 2054-01-20      | 7.0000%  | 0.0000% | $5000.00           | $2664.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1449     | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $137.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5880     | 2056-06-01      | 5.5000%  | 0.0000% | $28668530.00       | $29059390.37       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6599     | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3081.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5387     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $721.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5509     | 2039-10-01      | 6.0000%  | 0.0000% | $2750.00           | $1820.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0664     | 2056-06-01      | 5.5000%  | 0.0000% | $1730750.00        | $1750976.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5089     | 2053-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1570.48           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9164     | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG8576     | 2056-04-01      | 4.6650%  | 0.0000% | $2049.00           | $2030.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9159     | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG9016     | 2056-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1935.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDG7785     | 2041-05-01      | 4.5000%  | 0.0000% | $4000.00           | $3990.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5341     | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1675.57           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4802     | 2052-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1532.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106     | 2053-08-01      | 5.0000%  | 0.0000% | $63004.00          | $49517.67          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA4811     | 2042-09-01      | 5.0000%  | 0.0000% | $111000.00         | $61850.10          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7920     | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1982.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA5099     | 2038-07-01      | 4.0000%  | 0.0000% | $3478.00           | $2128.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0126     | 2056-05-01      | 4.5000%  | 0.0000% | $26742.00          | $25736.63          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9639     | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $518.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA6221 M         | 2049-08-20      | 4.5000%  | 0.0000% | $327417.00         | $36052.59          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFA1529     | 2038-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1580.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB5790     | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $313.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1510     | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $136.11            | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M         | 2048-09-20      | 4.5000%  | 0.0000% | $711000.00         | $51110.47          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1221     | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $22418.98          | Agency Mortgage-Backed Securities         |
| GNII SF MA5935 M         | 2049-05-20      | 6.0000%  | 0.0000% | $35000.00          | $3740.92           | Agency Mortgage-Backed Securities         |
| GNII JM MA5921 M         | 2049-05-20      | 3.5000%  | 0.0000% | $1050000.00        | $17550.50          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM9192     | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $372.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0840     | 2052-03-01      | 3.0000%  | 0.0000% | $25002.00          | $14927.87          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3356     | 2048-05-01      | 3.5000%  | 0.0000% | $206026.00         | $22383.91          | Agency Mortgage-Backed Securities         |
| GNII SF 003829 M         | 2036-03-20      | 5.0000%  | 0.0000% | $58000.00          | $679.63            | Agency Mortgage-Backed Securities         |
| GNII JM 004850 M         | 2040-11-20      | 4.5000%  | 0.0000% | $925000.00         | $10543.08          | Agency Mortgage-Backed Securities         |
| GNII SF MA9239 M         | 2053-10-20      | 4.5000%  | 0.0000% | $5002.00           | $4222.27           | Agency Mortgage-Backed Securities         |
| GNII SF 004835 M         | 2040-10-20      | 5.0000%  | 0.0000% | $50000.00          | $1859.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 723434 X         | 2039-11-15      | 5.0000%  | 0.0000% | $103653.00         | $1733.78           | Agency Mortgage-Backed Securities         |
| GNMI SF 737193 X         | 2040-04-15      | 5.0000%  | 0.0000% | $1536894.00        | $43997.93          | Agency Mortgage-Backed Securities         |
| GNII SF 004577 M         | 2039-11-20      | 4.5000%  | 0.0000% | $20000.00          | $663.95            | Agency Mortgage-Backed Securities         |
| GNRM 2018-083 CV         | 2029-09-20      | 3.5000%  | 0.0000% | $5577000.00        | $1864567.27        | Agency Collateralized Mortgage Obligation |
| GNII RG CM3318 C         | 2047-01-20      | 3.0000%  | 0.0000% | $1000.00           | $683.03            | Agency Mortgage-Backed Securities         |
| GNII SF DN1387 C         | 2055-10-20      | 6.5000%  | 0.0000% | $4000.00           | $4208.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIFS8924     | 2038-11-01      | 5.5000%  | 0.0000% | $3999.00           | $2798.73           | Agency Mortgage-Backed Securities         |
| GNII SF 003998 M         | 2037-06-20      | 6.0000%  | 0.0000% | $100000.00         | $1011.33           | Agency Mortgage-Backed Securities         |
| GNMI SF 430355 X         | 2041-08-15      | 5.0000%  | 0.0000% | $1000.00           | $182.14            | Agency Mortgage-Backed Securities         |
| GNII SF 004801 M         | 2040-09-20      | 4.5000%  | 0.0000% | $74000.00          | $2841.24           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6866     | 2053-10-01      | 5.0000%  | 0.0000% | $65000.00          | $56701.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9660     | 2054-10-01      | 5.5000%  | 0.0000% | $4003.00           | $3128.53           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4529     | 2055-05-01      | 6.0000%  | 0.0000% | $14597.00          | $11615.38          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4717     | 2056-04-01      | 5.0000%  | 0.0000% | $4232.00           | $4150.07           | Agency Mortgage-Backed Securities         |
| GNII SF DO7570 C         | 2055-12-20      | 5.5000%  | 0.0000% | $8001.00           | $7946.99           | Agency Mortgage-Backed Securities         |
| FMAR 8C1396 G            | 2056-03-01      | 4.7470%  | 0.0000% | $7725964.00        | $7662453.36        | Agency Mortgage-Backed Securities         |
| GNPL PN DJ2715           | 2060-05-15      | 5.1600%  | 0.0000% | $2000.00           | $1998.75           | Agency Mortgage-Backed Securities         |
| GNII SF MA9909 M         | 2054-09-20      | 7.0000%  | 0.0000% | $116353.00         | $44930.57          | Agency Mortgage-Backed Securities         |
| GNMI SF AE6945 X         | 2043-06-15      | 3.0000%  | 0.0000% | $402510.00         | $12753.42          | Agency Mortgage-Backed Securities         |
| GNMI SF CK1545 X         | 2051-12-15      | 3.5000%  | 0.0000% | $3000.00           | $2203.52           | Agency Mortgage-Backed Securities         |
| GNII SF MA5768 M         | 2049-02-20      | 6.5000%  | 0.0000% | $3000.00           | $487.94            | Agency Mortgage-Backed Securities         |
| GNII JM MA5640 M         | 2048-11-20      | 3.5000%  | 0.0000% | $3719.00           | $62.83             | Agency Mortgage-Backed Securities         |
| GNII JM MA6330 M         | 2049-12-20      | 3.5000%  | 0.0000% | $3000.00           | $298.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA5933 M         | 2049-05-20      | 5.0000%  | 0.0000% | $420408.00         | $35234.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA5765 M         | 2049-01-20      | 5.0000%  | 0.0000% | $143217.00         | $8726.65           | Agency Mortgage-Backed Securities         |
| GNII SF 003555 M         | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $474.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M         | 2047-11-20      | 3.0000%  | 0.0000% | $4001.00           | $501.61            | Agency Mortgage-Backed Securities         |
| GNII SF MA3603 M         | 2039-10-20      | 6.5000%  | 0.0000% | $1000.00           | $64.02             | Agency Mortgage-Backed Securities         |
| GNII JM MA6531 M         | 2050-03-20      | 3.0000%  | 0.0000% | $5000.00           | $397.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M         | 2047-03-20      | 3.5000%  | 0.0000% | $240000.00         | $26472.58          | Agency Mortgage-Backed Securities         |
| GNII JM MA6590 M         | 2050-04-20      | 3.5000%  | 0.0000% | $2000.00           | $167.17            | Agency Mortgage-Backed Securities         |
| GNII SF 003736 M         | 2035-07-20      | 5.5000%  | 0.0000% | $35000.00          | $486.74            | Agency Mortgage-Backed Securities         |
| GNII SF MA6341 M         | 2049-11-20      | 4.5000%  | 0.0000% | $6202.00           | $762.05            | Agency Mortgage-Backed Securities         |
| GNII SF 004697 M         | 2040-05-20      | 5.0000%  | 0.0000% | $1001.00           | $31.69             | Agency Mortgage-Backed Securities         |
| GNII SF 003796 M         | 2035-12-20      | 5.5000%  | 0.0000% | $55075.00          | $735.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M         | 2047-12-20      | 3.5000%  | 0.0000% | $4000.00           | $462.67            | Agency Mortgage-Backed Securities         |
| GNII SF 003691 M         | 2035-03-20      | 5.5000%  | 0.0000% | $77000.00          | $1078.45           | Agency Mortgage-Backed Securities         |
| GNRM 2026-090 PA         | 2055-09-20      | 5.0000%  | 0.0000% | $44424212.00       | $44661121.39       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-035 DT         | 2054-04-20      | 4.5000%  | 0.0000% | $30631944.00       | $27994509.30       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6996 M         | 2050-11-20      | 3.0000%  | 0.0000% | $9060.00           | $2827.60           | Agency Mortgage-Backed Securities         |
| GNII SF DQ8627 C         | 2056-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2032.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 485850 X         | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $189.52            | Agency Mortgage-Backed Securities         |
| GNMI SF 737442 X         | 2040-09-15      | 4.0000%  | 0.0000% | $149636.00         | $8556.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 485528 X         | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $49.95             | Agency Mortgage-Backed Securities         |
| GNMI SF 486759 X         | 2028-12-15      | 6.0000%  | 0.0000% | $35000.00          | $30.61             | Agency Mortgage-Backed Securities         |
| GNII SF MB0311 M         | 2055-03-20      | 7.0000%  | 0.0000% | $26848.00          | $11114.20          | Agency Mortgage-Backed Securities         |
| GNII SF MA5929 M         | 2049-05-20      | 3.0000%  | 0.0000% | $600060.00         | $65921.69          | Agency Mortgage-Backed Securities         |
| GNII JM MA6274 M         | 2049-11-20      | 3.0000%  | 0.0000% | $1000000.00        | $80152.72          | Agency Mortgage-Backed Securities         |
| GNII SF MB0559 M         | 2055-07-20      | 7.0000%  | 0.0000% | $26000.00          | $15616.87          | Agency Mortgage-Backed Securities         |
| GNMI SF 564436 X         | 2031-10-15      | 6.5000%  | 0.0000% | $132123.00         | $195.10            | Agency Mortgage-Backed Securities         |
| GNII SF DQ8623 C         | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.19           | Agency Mortgage-Backed Securities         |
| FMAR 8C1445 G            | 2056-03-01      | 4.6610%  | 0.0000% | $1953874.00        | $1932867.46        | Agency Mortgage-Backed Securities         |
| GNII SF DM1054 C         | 2055-08-20      | 5.5000%  | 0.0000% | $4000.00           | $3947.17           | Agency Mortgage-Backed Securities         |
| GNII SF BZ4054 C         | 2050-12-20      | 2.0000%  | 0.0000% | $75000.00          | $34722.49          | Agency Mortgage-Backed Securities         |
| GNII SF BZ6343 C         | 2050-11-20      | 2.0000%  | 0.0000% | $150000.00         | $73689.01          | Agency Mortgage-Backed Securities         |
| GNII JM MA9714 M         | 2054-06-20      | 6.5000%  | 0.0000% | $6000.00           | $1521.86           | Agency Mortgage-Backed Securities         |
| GNII SF AJ4687 C         | 2044-08-20      | 4.0000%  | 0.0000% | $70653.00          | $18986.39          | Agency Mortgage-Backed Securities         |
| GNII SF 003227 M         | 2032-04-20      | 6.0000%  | 0.0000% | $25000.00          | $60.18             | Agency Mortgage-Backed Securities         |
| GNII SF DQ4043 C         | 2056-03-20      | 5.5000%  | 0.0000% | $5001.00           | $5078.15           | Agency Mortgage-Backed Securities         |
| GNII SF 003199 M         | 2032-02-20      | 5.5000%  | 0.0000% | $25006.00          | $102.55            | Agency Mortgage-Backed Securities         |
| GNII SF 003214 M         | 2032-03-20      | 6.0000%  | 0.0000% | $26000.00          | $72.65             | Agency Mortgage-Backed Securities         |
| GNII SF MB1074 M         | 2056-04-20      | 7.0000%  | 0.0000% | $5001.00           | $5239.93           | Agency Mortgage-Backed Securities         |
| GNII SF 002631 M         | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $4579.12           | Agency Mortgage-Backed Securities         |
| GNII SF DR2498 C         | 2056-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2045.09           | Agency Mortgage-Backed Securities         |
| GNII SF DR2496 C         | 2056-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2047.68           | Agency Mortgage-Backed Securities         |
| GNMI SF 579210 X         | 2032-03-15      | 6.5000%  | 0.0000% | $150000.00         | $471.66            | Agency Mortgage-Backed Securities         |
| GNII SF DR1945 C         | 2056-03-20      | 5.5000%  | 0.0000% | $5000.00           | $5071.28           | Agency Mortgage-Backed Securities         |
| GNII JM 004461 M         | 2039-06-20      | 4.5000%  | 0.0000% | $2731.00           | $12.98             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2029-08-31      | 3.6250%  | 0.0000% | $37433600.00       | $37265504.01       | U.S. Treasuries (including strips)        |
| Freddie Mac              | 2026-08-20      | 1.1000%  | 0.0000% | $75000.00          | $74785.73          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-03-08      | 2.7500%  | 0.0000% | $25000.00          | $24935.79          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2030-03-28      | 4.3750%  | 0.0000% | $50000.00          | $50351.11          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2032-04-21      | 5.0000%  | 0.0000% | $10000.00          | $7676.64           | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2027-03-25      | 2.7500%  | 0.0000% | $20000.00          | $19917.36          | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2028-03-10      | 3.7500%  | 0.0000% | $70000.00          | $70260.83          | Agency Debentures and Agency Strips       |
| FNMS 05.500 CL555424     | 2033-05-01      | 5.5000%  | 0.0000% | $6990982.00        | $24415.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9360     | 2047-04-01      | 3.5000%  | 0.0000% | $2000.00           | $297.00            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2029-08-10      | 1.1000%  | 0.0000% | $15000.00          | $13703.41          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2033-09-27      | 2.0000%  | 0.0000% | $25000.00          | $21195.21          | Agency Debentures and Agency Strips       |
| FNMS 08.500 K2589586     | 2031-05-01      | 8.5000%  | 0.0000% | $1000000.00        | $4294.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP2672     | 2042-08-01      | 3.5000%  | 0.0000% | $570000.00         | $57995.79          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8107     | 2050-11-01      | 2.5000%  | 0.0000% | $1970.00           | $811.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI9164     | 2039-09-01      | 5.5000%  | 0.0000% | $2727.00           | $114.01            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2032-08-04      | 5.1400%  | 0.0000% | $50000.00          | $50682.82          | Agency Debentures and Agency Strips       |
| FEPC 04.500 CLZI7350     | 2038-04-01      | 4.5000%  | 0.0000% | $1478.00           | $5.02              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5958     | 2056-04-01      | 5.0000%  | 0.0000% | $2003.00           | $1998.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 RE683516     | 2033-02-01      | 5.5000%  | 0.0000% | $3003.00           | $22.59             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDG5564     | 2041-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2058.61           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG5738     | 2056-03-01      | 4.9600%  | 0.0000% | $18779361.00       | $18715361.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM3041     | 2049-08-01      | 5.5000%  | 0.0000% | $425000.00         | $98490.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDE6739     | 2055-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2847.62           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630     | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1258.24           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2239     | 2052-07-01      | 2.5000%  | 0.0000% | $6557.00           | $4399.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK9279     | 2048-07-01      | 5.0000%  | 0.0000% | $7216.00           | $232.14            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0859     | 2047-12-01      | 3.5000%  | 0.0000% | $33000.00          | $4421.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0631     | 2052-02-01      | 3.0000%  | 0.0000% | $7000.00           | $4333.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2455     | 2048-10-01      | 4.0000%  | 0.0000% | $4096.00           | $948.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545341     | 2031-12-01      | 6.5000%  | 0.0000% | $4083188.00        | $2575.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8180     | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $734.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7658     | 2055-12-01      | 5.5000%  | 0.0000% | $2025.00           | $1959.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7634     | 2055-12-01      | 5.5000%  | 0.0000% | $2000.00           | $2021.70           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5535     | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1967.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1381     | 2055-01-01      | 6.5000%  | 0.0000% | $1794.00           | $1806.63           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2028-06-01      | 1.4600%  | 0.0000% | $50000.00          | $47881.59          | Agency Debentures and Agency Strips       |
| FNMS 02.500 CIAS7643     | 2031-08-01      | 2.5000%  | 0.0000% | $20000.00          | $2312.15           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN2802     | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5037.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDG5561     | 2041-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU6878     | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2055.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW2561     | 2056-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2062.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX6441     | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $52654.05          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4705     | 2053-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2184.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5133     | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $737.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6779     | 2053-12-01      | 6.5000%  | 0.0000% | $400000.00         | $253615.50         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8108     | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $72352.29          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1331     | 2042-06-01      | 3.5000%  | 0.0000% | $2264.00           | $165.96            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC C91179 G     | 2028-03-01      | 5.5000%  | 0.0000% | $360000.00         | $2852.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDG1927     | 2041-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1986.02           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN0580     | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $242.17            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG0964     | 2056-01-01      | 5.3240%  | 0.0000% | $725462.00         | $734091.76         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3216     | 2037-12-01      | 4.0000%  | 0.0000% | $5000.00           | $756.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDH0741     | 2056-06-01      | 5.0000%  | 0.0000% | $1233000.00        | $1216906.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0598     | 2056-05-01      | 5.5000%  | 0.0000% | $4000.00           | $4080.97           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL4715     | 2056-03-01      | 4.5000%  | 0.0000% | $1008.00           | $964.48            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4874     | 2050-11-01      | 2.5000%  | 0.0000% | $140766.00         | $67236.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3783     | 2050-03-01      | 4.0000%  | 0.0000% | $2000.00           | $567.67            | Agency Mortgage-Backed Securities         |
| GNII SF CM5772 C         | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $12745.58          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5898     | 2056-06-01      | 6.0000%  | 0.0000% | $33197913.00       | $34850361.26       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5442     | 2056-05-01      | 5.5000%  | 0.0000% | $2271.00           | $2300.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5736     | 2055-06-01      | 6.0000%  | 0.0000% | $19000.00          | $14761.57          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4636     | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1911.30           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB4864     | 2056-06-01      | 4.5000%  | 0.0000% | $1001.00           | $967.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA4655 M         | 2047-07-20      | 5.0000%  | 0.0000% | $60000.00          | $5184.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDH2025     | 2056-06-01      | 5.0000%  | 0.0000% | $1307218.00        | $1303833.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA4068 M         | 2046-10-20      | 3.0000%  | 0.0000% | $5000.00           | $625.89            | Agency Mortgage-Backed Securities         |
| GNII SF MA4324 M         | 2047-03-20      | 5.0000%  | 0.0000% | $347077.00         | $28304.95          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL886294     | 2036-08-01      | 6.0000%  | 0.0000% | $363533.00         | $2279.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH0625     | 2056-06-01      | 5.5000%  | 0.0000% | $1155750.00        | $1174679.77        | Agency Mortgage-Backed Securities         |

### Security 701: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9Q21, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1I9Q21
- **C.18 - Value (incl. sponsor support):** $44587786.00
- **C.18.a - Value (excl. sponsor support):** $44587786.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2036-05-15      | 4.3750%  | 0.0000% | $200.00            | $199.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $3949700.00        | $3948486.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $100.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $23800.00          | $22853.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $148.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $75.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $96.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $200.00            | $196.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $1500.00           | $1526.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $200.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $179.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $137.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $1600.00           | $1607.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $195.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $72.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $141.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 3.8750%  | 0.0000% | $4000.00           | $3983.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $400.00            | $217.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $76.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $28277900.00       | $28732230.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $98.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $500.00            | $492.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $3200.00           | $3204.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $300.00            | $186.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $124.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $4300.00           | $4366.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $1500.00           | $1516.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $6597600.00        | $6629568.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $5700.00           | $5777.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $2000.00           | $1969.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $400.00            | $399.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $1900.00           | $1669.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $56.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $141.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $19400.00          | $19775.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $72000.00          | $73682.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $1500.00           | $1516.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $101.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $100.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $95.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $1100.00           | $1113.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $5016100.00        | $4715362.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $700.00            | $562.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $3900.00           | $4163.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $90.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-07      | 0.0000%  | 0.0000% | $33700.00          | $33567.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $167.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $89.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $200.00            | $160.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $94.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $140.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $155.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $300.00            | $141.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $173.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-11      | 0.0000%  | 0.0000% | $92000.00          | $91321.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $200.00            | $198.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8180%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $500.00            | $501.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $1300.00           | $1055.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $6300.00           | $4297.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-24      | 0.0000%  | 0.0000% | $32200.00          | $31818.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $1097900.00        | $1129959.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $96.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $1500.00           | $1507.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $94.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $9200.00           | $9103.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $2400.00           | $2352.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $600.00            | $573.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $200.00            | $198.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7880%  | 0.0000% | $3900.00           | $3915.99           | U.S. Treasuries (including strips) |

### Security 702: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9SA1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1I9SA1
- **C.18 - Value (incl. sponsor support):** $4194000000.00
- **C.18.a - Value (excl. sponsor support):** $4194000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $225540400.00      | $221498054.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $1293448200.00     | $1062537187.79     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $1327065900.00     | $1278374611.61     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $1315280400.00     | $816664877.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $1262377800.00     | $898805307.74      | U.S. Treasuries (including strips) |

### Security 703: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.620000%
- **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: ARP1I9SK9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I9SK9
- **C.18 - Value (incl. sponsor support):** $607000000.00
- **C.18.a - Value (excl. sponsor support):** $607000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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             | 2056-06-25      | 6.9600%  | 0.0000% | $775984.00         | $788216.87         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $189161000.00      | $249829435.05      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $117260000.00      | $117803450.22      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips)        |
| FNRM RC077HA R20F077   | 2050-11-25      | 2.0000%  | 0.0000% | $582140217.00      | $163651446.93      | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $900.00            | $859.27            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $44500.00          | $45328.76          | U.S. Treasuries (including strips)        |
| Fannie Mae             | 2056-06-25      | 6.8998%  | 0.0000% | $9252338.00        | $9287919.20        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $2277400.00        | $2309845.17        | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2056-04-25      | 4.5121%  | 0.0000% | $84102880.00       | $82242801.38       | Agency Collateralized Mortgage Obligation |
| GNII SF DQ5040 C       | 2056-05-20      | 5.5000%  | 0.0000% | $491525.00         | $498880.07         | Agency Mortgage-Backed Securities         |

### Security 704: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.620000%
- **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: ARP1I9SP8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1I9SP8
- **C.18 - Value (incl. sponsor support):** $1620000000.00
- **C.18.a - Value (excl. sponsor support):** $1620000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 CLRQ0110                               | 2056-04-01      | 5.0000%  | 0.0000% | $8063342.00        | $7887702.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA3450                               | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB2826                               | 2056-05-01      | 4.5000%  | 0.0000% | $328520.00         | $317185.07         | Agency Mortgage-Backed Securities         |
| GNII SF DR7412 C                                   | 2056-05-20      | 6.0000%  | 0.0000% | $244351.00         | $251839.30         | Agency Mortgage-Backed Securities         |
| GNRA 2025-119 BF                                   | 2055-07-20      | 4.7251%  | 0.0000% | $345825.00         | $277686.60         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ6908                               | 2055-11-01      | 6.5000%  | 0.0000% | $3248108.00        | $3018447.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ9104                               | 2055-11-01      | 6.5000%  | 0.0000% | $1024.00           | $968.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3914                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $751.01            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4299                               | 2055-06-01      | 6.0000%  | 0.0000% | $6050568.00        | $5381747.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0875                               | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $726.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4636                               | 2055-10-01      | 5.0000%  | 0.0000% | $15109920.00       | $14724903.46       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL3560                               | 2052-01-01      | 2.5000%  | 0.0000% | $1604004.00        | $1333947.90        | Agency Mortgage-Backed Securities         |
| GNII SF DA9885 C                                   | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $773.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4774                               | 2037-10-01      | 3.0000%  | 0.0000% | $2981996.00        | $1829851.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5761                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $774.55            | Agency Mortgage-Backed Securities         |
| GNII SF CB4292 C                                   | 2051-03-20      | 4.0000%  | 0.0000% | $1314692.00        | $879150.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M                                   | 2054-01-20      | 5.5000%  | 0.0000% | $2169.00           | $1539.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4783                               | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $732.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7406                               | 2055-11-01      | 6.5000%  | 0.0000% | $827890.00         | $866077.79         | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M                                   | 2053-07-20      | 5.5000%  | 0.0000% | $53915.00          | $36749.33          | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M                                   | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $706.12            | Agency Mortgage-Backed Securities         |
| GNII SF DR6848 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $2803993.00        | $2849380.61        | Agency Mortgage-Backed Securities         |
| GNII SF MA9490 M                                   | 2054-02-20      | 6.5000%  | 0.0000% | $1000.00           | $374.11            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1529                               | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $666.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2475                               | 2055-05-01      | 5.5000%  | 0.0000% | $2120.00           | $1776.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3735                               | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $830.22            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6441                               | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1041.74           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL5191                               | 2056-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1040.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2784                               | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $896.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1055                               | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $733.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4202                               | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $973.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5303                               | 2055-11-01      | 5.0000%  | 0.0000% | $141129.00         | $138068.60         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ4669                               | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1763                               | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $939.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5530                               | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $861.91            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4305                               | 2051-04-01      | 2.0000%  | 0.0000% | $899042.00         | $499839.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5767                               | 2045-07-01      | 5.5000%  | 0.0000% | $1000.00           | $794.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA9603 M                                   | 2054-04-20      | 4.5000%  | 0.0000% | $1592.00           | $1425.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841                               | 2052-12-01      | 5.0000%  | 0.0000% | $2696.00           | $2002.99           | Agency Mortgage-Backed Securities         |
| GNII SF MB0423 M                                   | 2055-06-20      | 5.0000%  | 0.0000% | $1024.00           | $949.64            | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M                                   | 2055-07-20      | 5.5000%  | 0.0000% | $1032.00           | $871.90            | Agency Mortgage-Backed Securities         |
| GNMI SF 794652 X                                   | 2042-07-15      | 3.5000%  | 0.0000% | $2000.00           | $257.02            | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M                                   | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $754.45            | Agency Mortgage-Backed Securities         |
| GNII SF MB0556 M                                   | 2055-06-20      | 5.5000%  | 0.0000% | $2216.00           | $1972.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5474                               | 2055-12-01      | 5.5000%  | 0.0000% | $290382.00         | $289153.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0127                               | 2056-05-01      | 5.0000%  | 0.0000% | $2734489.00        | $2698798.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $7196.00           | $6123.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1512                               | 2055-04-01      | 6.0000%  | 0.0000% | $1006.00           | $895.98            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3861                               | 2052-04-01      | 2.5000%  | 0.0000% | $2910468.00        | $2403618.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3989                               | 2055-01-01      | 5.5000%  | 0.0000% | $15961152.00       | $14132722.82       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3732                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $934.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA4131                               | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $917.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5542                               | 2053-01-01      | 5.5000%  | 0.0000% | $411984.00         | $311674.59         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5331                               | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $725.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5216                               | 2053-12-01      | 6.0000%  | 0.0000% | $1003.00           | $548.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF6263                               | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $1047.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF5224                               | 2056-01-01      | 4.5000%  | 0.0000% | $3997824.00        | $3787252.99        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3616                               | 2052-05-01      | 4.0000%  | 0.0000% | $1858000.00        | $1311831.17        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ4627                               | 2050-11-01      | 2.0000%  | 0.0000% | $1088.00           | $602.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5316                               | 2052-12-01      | 6.0000%  | 0.0000% | $935000.00         | $574161.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB4698                               | 2052-09-01      | 6.0000%  | 0.0000% | $2346796.00        | $1634153.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5890                               | 2045-11-01      | 5.0000%  | 0.0000% | $803973.00         | $747267.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5600                               | 2053-02-01      | 5.5000%  | 0.0000% | $50114.00          | $37335.59          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9524                               | 2054-11-01      | 6.5000%  | 0.0000% | $1024.00           | $972.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3485                               | 2055-09-01      | 5.5000%  | 0.0000% | $6431136.00        | $6186062.70        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA6036                               | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $960.84            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX4668                               | 2055-02-01      | 5.0000%  | 0.0000% | $1008.00           | $953.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA6060                               | 2041-05-01      | 4.5000%  | 0.0000% | $1024.00           | $1007.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9440                               | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $912.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9664                               | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $862.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6320                               | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $749.24            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4142                               | 2032-07-01      | 4.4900%  | 0.0000% | $1000.00           | $1000.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL956942                               | 2037-12-01      | 6.5000%  | 0.0000% | $1680289.00        | $5089.39           | Agency Mortgage-Backed Securities         |
| GNRA 2025-127 FG                                   | 2055-07-20      | 4.9451%  | 0.0000% | $9139735.00        | $7884941.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-010 FB                                   | 2052-01-20      | 3.0000%  | 0.0000% | $1555.00           | $886.99            | Agency Collateralized Mortgage Obligation |
| GNRM 2026-079 GT                                   | 2056-04-20      | 4.5000%  | 0.0000% | $1001.00           | $950.64            | Agency Collateralized Mortgage Obligation |
| GNRA 2026-025 FW                                   | 2056-02-20      | 4.7251%  | 0.0000% | $166080.00         | $163860.16         | Agency Collateralized Mortgage Obligation |
| GNRM 2026-010 AY                                   | 2056-01-20      | 4.5000%  | 0.0000% | $1210.00           | $1052.94           | Agency Collateralized Mortgage Obligation |
| GNII SF MA3455 M                                   | 2046-02-20      | 4.0000%  | 0.0000% | $7671669.00        | $614111.94         | Agency Mortgage-Backed Securities         |
| GNII SF DR2193 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $361159.00         | $370648.01         | Agency Mortgage-Backed Securities         |
| GNII SF BS6597 C                                   | 2050-04-20      | 4.0000%  | 0.0000% | $3624.00           | $1115.13           | Agency Mortgage-Backed Securities         |
| GNRA 2025-117 FA                                   | 2055-07-20      | 4.7751%  | 0.0000% | $6979742.00        | $5913302.37        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0366 M                                   | 2055-05-20      | 5.5000%  | 0.0000% | $1072.00           | $862.51            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M                                   | 2055-05-20      | 5.5000%  | 0.0000% | $12927747.00       | $10401359.50       | Agency Mortgage-Backed Securities         |
| GNII SF DQ1252 C                                   | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.27           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2628 C                                   | 2056-03-20      | 7.5000%  | 0.0000% | $2072.00           | $2244.94           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB4850                               | 2056-06-01      | 5.0000%  | 0.0000% | $2251946.00        | $2228966.89        | Agency Mortgage-Backed Securities         |
| GNII SF CS0890 C                                   | 2053-05-20      | 7.5000%  | 0.0000% | $3026.00           | $779.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA6077                               | 2056-05-01      | 4.0000%  | 0.0000% | $1024.00           | $961.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1829                               | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $953.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1586                               | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $777.25            | Agency Mortgage-Backed Securities         |
| GNII SF DP1322 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $1004.00           | $1066.36           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1210                               | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $950.87            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6128                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.19           | Agency Mortgage-Backed Securities         |
| GNII SF DQ1177 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $451203.00         | $474808.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB0629                               | 2056-04-01      | 5.5000%  | 0.0000% | $66861.00          | $67846.56          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2773                               | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $907.34            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4159                               | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $887.64            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL5325                               | 2055-07-01      | 6.0000%  | 0.0000% | $6890447.00        | $7161142.81        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1607                               | 2047-04-01      | 3.0000%  | 0.0000% | $1008.00           | $835.87            | Agency Mortgage-Backed Securities         |
| GNII SF DP7284 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $2805.00           | $2951.96           | Agency Mortgage-Backed Securities         |
| GNII SF DR6056 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $428660.00         | $438874.02         | Agency Mortgage-Backed Securities         |
| GNII SF DR7975 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $385408.00         | $391080.35         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5644                               | 2055-03-01      | 4.5000%  | 0.0000% | $5528235.00        | $4964456.70        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5611                               | 2055-02-01      | 4.0000%  | 0.0000% | $192000.00         | $169092.93         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0105                               | 2056-03-01      | 6.5000%  | 0.0000% | $1024.00           | $973.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2473                               | 2052-07-01      | 5.0000%  | 0.0000% | $6379.00           | $4409.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1943                               | 2056-01-01      | 5.0000%  | 0.0000% | $1108000.00        | $1092680.14        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0088                               | 2041-05-01      | 3.5000%  | 0.0000% | $1000.00           | $958.11            | Agency Mortgage-Backed Securities         |
| GNII SF MA4778 M                                   | 2047-10-20      | 3.5000%  | 0.0000% | $4145.00           | $465.13            | Agency Mortgage-Backed Securities         |
| GNII SF DO9064 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $348672.00         | $356980.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699                               | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $922.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3766                               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $846.82            | Agency Mortgage-Backed Securities         |
| GNII SF MA9606 M                                   | 2054-02-20      | 6.0000%  | 0.0000% | $26244.00          | $13375.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $679.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5911                               | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $911.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0084                               | 2056-01-01      | 5.0000%  | 0.0000% | $6000.00           | $5762.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9617                               | 2048-10-01      | 4.0000%  | 0.0000% | $4037128.00        | $2139447.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6836                               | 2056-06-01      | 5.0000%  | 0.0000% | $1000.00           | $997.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3997                               | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $961.95            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2498                               | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $982.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX3534                               | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.56           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA5870                               | 2052-05-01      | 2.5000%  | 0.0000% | $11885340.00       | $10119920.64       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5462                               | 2053-01-01      | 5.5000%  | 0.0000% | $166662.00         | $108768.13         | Agency Mortgage-Backed Securities         |
| GNMI SF AA6408 X                                   | 2043-05-15      | 3.0000%  | 0.0000% | $2000.00           | $242.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5843                               | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $995.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7757                               | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $932.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX4399                               | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $837.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5384                               | 2056-04-01      | 5.0000%  | 0.0000% | $33232763.00       | $32946792.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4740                               | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $954.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5397                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $873.25            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1629                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $966.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5070                               | 2054-06-01      | 5.5000%  | 0.0000% | $1271290.00        | $1254784.87        | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.5 | 2030-03-25      | 1.5170%  | 0.0000% | $2021.00           | $1829.37           | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQF0037                               | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $998.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE6074                               | 2052-07-01      | 4.0000%  | 0.0000% | $7000.00           | $5233.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4069                               | 2052-06-01      | 5.0000%  | 0.0000% | $3063824.00        | $2480552.44        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC2180                               | 2054-10-01      | 7.0000%  | 0.0000% | $1542963.00        | $1619719.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5577                               | 2052-11-01      | 5.0000%  | 0.0000% | $1040.00           | $825.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5020                               | 2052-10-01      | 5.5000%  | 0.0000% | $1404680.00        | $1043558.02        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4222                               | 2053-06-01      | 5.0000%  | 0.0000% | $268288.00         | $204328.18         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5452                               | 2030-11-01      | 3.9800%  | 0.0000% | $8387.00           | $8275.76           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ6075                               | 2036-01-01      | 4.2000%  | 0.0000% | $1100.00           | $1065.80           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4850                               | 2035-09-01      | 4.4200%  | 0.0000% | $13475872.00       | $13276587.81       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3608                               | 2030-04-01      | 4.6600%  | 0.0000% | $5080000.00        | $5128003.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2843                               | 2055-03-01      | 6.5000%  | 0.0000% | $1568000.00        | $1186918.61        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3917                               | 2035-06-01      | 4.9600%  | 0.0000% | $3327814.00        | $3402133.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5027                               | 2052-11-01      | 5.5000%  | 0.0000% | $5716400.00        | $4195887.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8649                               | 2055-12-01      | 6.0000%  | 0.0000% | $1008.00           | $1040.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5829                               | 2052-07-01      | 3.0000%  | 0.0000% | $15367912.00       | $13632511.02       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9509                               | 2055-08-01      | 6.0000%  | 0.0000% | $4469376.00        | $4540525.89        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ6306                               | 2031-01-01      | 4.0900%  | 0.0000% | $1897022.00        | $1874876.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5494                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA5645                               | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $939.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4954                               | 2056-05-01      | 5.5000%  | 0.0000% | $297427.00         | $300949.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0557                               | 2053-05-01      | 5.5000%  | 0.0000% | $92483.00          | $61084.79          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA5620                               | 2053-11-01      | 4.0000%  | 0.0000% | $1008.00           | $955.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5884                               | 2053-12-01      | 3.0000%  | 0.0000% | $12765192.00       | $11232390.29       | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05806 G                               | 2038-12-01      | 7.0000%  | 0.0000% | $11996.00          | $470.61            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5853                               | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $574.21            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0364                               | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $230.87            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $612.46            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453                               | 2054-08-01      | 5.5000%  | 0.0000% | $5554000.00        | $4050599.20        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5321                               | 2052-01-01      | 2.0000%  | 0.0000% | $5283000.00        | $3225564.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2874                               | 2052-11-01      | 5.5000%  | 0.0000% | $2290342.00        | $1856145.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1210                               | 2052-07-01      | 5.0000%  | 0.0000% | $657877.00         | $382178.35         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C03504 G                               | 2040-06-01      | 4.5000%  | 0.0000% | $29421.00          | $1633.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2482                               | 2053-10-01      | 5.5000%  | 0.0000% | $854154.00         | $684476.52         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4697                               | 2054-02-01      | 6.0000%  | 0.0000% | $1010.00           | $744.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1465                               | 2052-08-01      | 5.0000%  | 0.0000% | $16407.00          | $11905.94          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD2230                               | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $628.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5179                               | 2044-12-01      | 5.0000%  | 0.0000% | $4381350.00        | $3389921.09        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155                               | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $560.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2211                               | 2053-01-01      | 5.5000%  | 0.0000% | $3508816.00        | $2642320.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2578                               | 2053-03-01      | 6.0000%  | 0.0000% | $1029.00           | $677.21            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM8020                               | 2056-04-01      | 4.6810%  | 0.0000% | $2940413.00        | $2913350.12        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM8017                               | 2056-05-01      | 4.7820%  | 0.0000% | $1262810.00        | $1255741.35        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAL5166                               | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $109.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1549                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349                               | 2053-08-01      | 5.5000%  | 0.0000% | $2085.00           | $1502.57           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQA8854                               | 2050-04-01      | 5.0000%  | 0.0000% | $2742.00           | $1271.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420                               | 2054-04-01      | 5.5000%  | 0.0000% | $2224.00           | $1583.51           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8205                               | 2052-04-01      | 2.5000%  | 0.0000% | $21496188.00       | $13859370.68       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4386                               | 2052-08-01      | 3.0000%  | 0.0000% | $6259497.00        | $4572100.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH1717                               | 2053-10-01      | 5.5000%  | 0.0000% | $1960160.00        | $1761059.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG2849                               | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $602.22            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2052-12-25      | 4.5000%  | 0.0000% | $1011.00           | $837.06            | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQH7963                               | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1045.74           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8021                               | 2049-09-01      | 2.5000%  | 0.0000% | $4848472.00        | $859661.68         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU2708                               | 2051-11-01      | 3.0000%  | 0.0000% | $1566076.00        | $1062352.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA9209                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.27            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTB3885                               | 2056-05-01      | 6.0000%  | 0.0000% | $3238573.00        | $3320941.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0852                               | 2054-02-01      | 6.5000%  | 0.0000% | $1008.00           | $743.76            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2613                               | 2052-01-01      | 2.0000%  | 0.0000% | $18584014.00       | $11538385.93       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3647                               | 2052-05-01      | 5.0000%  | 0.0000% | $2482372.00        | $1586596.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3121                               | 2052-03-01      | 3.0000%  | 0.0000% | $44860.00          | $29758.74          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9719                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $956.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2865                               | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $958.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6732                               | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $844.20            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4949                               | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $887.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG2934                               | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.04           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG0984                               | 2056-04-01      | 3.9450%  | 0.0000% | $939170.00         | $913705.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG1240                               | 2056-02-01      | 5.5000%  | 0.0000% | $1296817.00        | $1313227.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3615                               | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $700.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6242                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $765.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM1056                               | 2049-06-01      | 5.5000%  | 0.0000% | $9927809.00        | $2248856.78        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4397                               | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $873.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3702                               | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $991.54            | Agency Mortgage-Backed Securities         |
| GNII SF DA8141 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $9003.00           | $8691.94           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2149                               | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $974.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5868                               | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $845.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7118                               | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $909.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $115639518.00      | $8060057.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M                                   | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $577.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4337                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1950                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $998.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0328                               | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $890.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7572                               | 2055-07-01      | 5.5000%  | 0.0000% | $13013152.00       | $12101657.17       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9569                               | 2055-12-01      | 5.5000%  | 0.0000% | $2852512.00        | $2890136.51        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSL5304                               | 2052-04-01      | 1.5000%  | 0.0000% | $1008.00           | $771.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4910                               | 2056-04-01      | 5.0000%  | 0.0000% | $41252.00          | $40816.08          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4920                               | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $968.02            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4674                               | 2055-09-01      | 5.0000%  | 0.0000% | $14099258.00       | $13782916.14       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3925                               | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $975.93            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6028                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.11           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4987                               | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1017.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL5103                               | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $991.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8036                               | 2055-11-01      | 5.0000%  | 0.0000% | $6000.00           | $5927.38           | Agency Mortgage-Backed Securities         |
| GNMI SF 770443 X                                   | 2041-06-15      | 4.7500%  | 0.0000% | $2000.00           | $62.51             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2232                               | 2056-03-01      | 5.5000%  | 0.0000% | $40749999.00       | $40683574.74       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1011                               | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $981.14            | Agency Mortgage-Backed Securities         |
| GNII SF DQ0618 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $1456.00           | $1532.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1428                               | 2055-11-01      | 5.0000%  | 0.0000% | $7254288.00        | $7049438.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC2690                               | 2056-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1064.85           | Agency Mortgage-Backed Securities         |
| GNII SF DP8198 C                                   | 2056-04-20      | 6.0000%  | 0.0000% | $330681.00         | $341274.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1838                               | 2056-01-01      | 5.0000%  | 0.0000% | $15383920.00       | $15046986.48       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0438                               | 2055-05-01      | 6.0000%  | 0.0000% | $2024.00           | $1586.75           | Agency Mortgage-Backed Securities         |
| GNII SF DQ7230 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $1841.00           | $1945.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1849                               | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $986.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5074                               | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $978.52            | Agency Mortgage-Backed Securities         |
| GNII SF DR6184 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $373466.00         | $379054.46         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIRR0036                               | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $923.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5075                               | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $942.85            | Agency Mortgage-Backed Securities         |
| GNII SF DR2165 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $347204.00         | $355795.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0312                               | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.34           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5981                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $967.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3472                               | 2055-09-01      | 5.0000%  | 0.0000% | $1008.00           | $976.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2623                               | 2055-09-01      | 5.5000%  | 0.0000% | $8018.00           | $7729.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877                               | 2055-11-01      | 4.5000%  | 0.0000% | $1008.00           | $944.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5997                               | 2056-03-01      | 5.0000%  | 0.0000% | $7081388.00        | $6880624.50        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1478                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $966.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA8428 M                                   | 2052-11-20      | 5.0000%  | 0.0000% | $1000.00           | $715.97            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $539.36            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4326                               | 2051-05-01      | 2.5000%  | 0.0000% | $5737000.00        | $3036304.54        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096                               | 2050-08-01      | 2.5000%  | 0.0000% | $88164531.00       | $31337066.98       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3955                               | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $159.69            | Agency Mortgage-Backed Securities         |
| GNII SF MA8427 M                                   | 2052-11-20      | 4.5000%  | 0.0000% | $1259001.00        | $910245.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA5191 M                                   | 2048-05-20      | 3.5000%  | 0.0000% | $12647960.00       | $1415258.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA7936 M                                   | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $599.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA8878 M                                   | 2053-05-20      | 5.0000%  | 0.0000% | $987499.00         | $750286.25         | Agency Mortgage-Backed Securities         |
| GNII SF DP3316 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $2046.00           | $2157.40           | Agency Mortgage-Backed Securities         |
| GNII SF DP8154 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $1001.00           | $1064.22           | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M                                   | 2055-08-20      | 5.0000%  | 0.0000% | $1893013.00        | $1801124.19        | Agency Mortgage-Backed Securities         |
| GNAR AF MB0695 M                                   | 2055-10-20      | 4.5000%  | 0.0000% | $1270872.00        | $1239007.26        | Agency Mortgage-Backed Securities         |
| GNII SF DR7398 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $1353727.00        | $1376301.45        | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-J50       A-2    20341025 FLT | 2034-10-25      | 4.2280%  | 0.0000% | $113236.00         | $111129.97         | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDC7461                               | 2054-11-01      | 6.5000%  | 0.0000% | $1001.00           | $926.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL555408                               | 2033-04-01      | 5.0000%  | 0.0000% | $5543.00           | $39.83             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3912                               | 2054-10-01      | 5.5000%  | 0.0000% | $1001.00           | $919.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8796                               | 2054-08-01      | 6.5000%  | 0.0000% | $5307174.00        | $4662184.87        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1016                               | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $1817.57           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-510       A-2    20281025 FLT | 2028-10-25      | 5.0690%  | 0.0000% | $77674.00          | $79004.91          | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDE1755                               | 2055-06-01      | 5.5000%  | 0.0000% | $2476855.00        | $2412130.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8221                               | 2055-08-01      | 6.5000%  | 0.0000% | $4195975.00        | $4418496.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190445                               | 2055-03-01      | 6.5000%  | 0.0000% | $21828576.00       | $12186188.79       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS9774                               | 2036-01-01      | 5.6300%  | 0.0000% | $1000.00           | $1058.92           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS8460                               | 2033-06-01      | 4.5200%  | 0.0000% | $1275395.00        | $1274876.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4310                               | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $802.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4273                               | 2052-07-01      | 5.0000%  | 0.0000% | $44096.00          | $29722.74          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5522                               | 2055-12-01      | 5.0000%  | 0.0000% | $3095430.00        | $2614584.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9244                               | 2055-10-01      | 5.5000%  | 0.0000% | $1061990.00        | $1050312.56        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5487                               | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $474.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $6082280.00        | $4263817.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4798                               | 2052-10-01      | 5.0000%  | 0.0000% | $3146572.00        | $2364939.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5507                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO4635                               | 2049-11-01      | 5.0000%  | 0.0000% | $2000.00           | $946.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5153                               | 2052-11-01      | 6.5000%  | 0.0000% | $1019.00           | $712.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV6232                               | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $985.19            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4047                               | 2035-06-01      | 4.8900%  | 0.0000% | $1692152.00        | $1720506.26        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY8375                               | 2053-08-01      | 6.5000%  | 0.0000% | $4232791.00        | $2116388.38        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4770                               | 2031-01-01      | 5.1100%  | 0.0000% | $4921520.00        | $5010440.44        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ6599                               | 2033-04-01      | 4.5750%  | 0.0000% | $4690540.00        | $4701545.57        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2046-11-25      | 4.1684%  | 0.0000% | $20083.00          | $1677.92           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-11-15      | 4.2084%  | 0.0000% | $1655.00           | $367.46            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2053-10-25      | 4.9121%  | 0.0000% | $1003.00           | $511.34            | Agency Collateralized Mortgage Obligation |
| FNRM CL034DV R25F034                               | 2036-04-25      | 5.5000%  | 0.0000% | $5417893.00        | $5145695.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 4.5251%  | 0.0000% | $1000.00           | $456.77            | Agency Collateralized Mortgage Obligation |
| GNRA 2012-106 YF                                   | 2042-09-20      | 4.4800%  | 0.0000% | $1261.00           | $26.59             | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE                                   | 2054-11-20      | 4.7351%  | 0.0000% | $18359680.00       | $9756010.43        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLZM7164                               | 2048-07-01      | 5.0000%  | 0.0000% | $1865.00           | $376.26            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1274                               | 2052-05-01      | 2.5000%  | 0.0000% | $2369660.00        | $1526524.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0164                               | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $265.37            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1087                               | 2052-06-01      | 3.5000%  | 0.0000% | $291425.00         | $199527.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1579                               | 2052-09-01      | 5.5000%  | 0.0000% | $799000.00         | $549065.96         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5943                               | 2048-03-01      | 4.0000%  | 0.0000% | $1005.00           | $223.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8694                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $751.08            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8122                               | 2050-12-01      | 2.5000%  | 0.0000% | $188755.00         | $84381.27          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $396159.00         | $204147.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8790                               | 2053-04-01      | 5.0000%  | 0.0000% | $94460.00          | $67713.23          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0498                               | 2048-08-01      | 4.0000%  | 0.0000% | $10880396.00       | $1481724.34        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG0709                               | 2053-04-01      | 7.0000%  | 0.0000% | $2013.00           | $305.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0895                               | 2052-10-01      | 5.0000%  | 0.0000% | $2002.00           | $1432.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0409                               | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $823.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9571                               | 2055-11-01      | 6.0000%  | 0.0000% | $241366.00         | $249767.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6468                               | 2054-02-01      | 5.5000%  | 0.0000% | $2001.00           | $1992.51           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA6429                               | 2054-02-01      | 5.5000%  | 0.0000% | $3002.00           | $2957.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0517                               | 2054-08-01      | 5.5000%  | 0.0000% | $1009.00           | $953.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257536                               | 2029-01-01      | 5.0000%  | 0.0000% | $24998904.00       | $66858.42          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6768                               | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1960                               | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4644                               | 2054-05-01      | 5.5000%  | 0.0000% | $4071879.00        | $3411875.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA6427                               | 2054-02-01      | 6.5000%  | 0.0000% | $1027762.00        | $1069999.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2760                               | 2056-03-01      | 5.0000%  | 0.0000% | $2014.00           | $2004.87           | Agency Mortgage-Backed Securities         |
| MNRA CL0052A2 R23M00                               | 2028-07-25      | 4.5000%  | 0.0000% | $1000.00           | $868.53            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF0179                               | 2055-08-01      | 5.5000%  | 0.0000% | $2450.00           | $2456.64           | Agency Mortgage-Backed Securities         |
| GNII SF MB1069 M                                   | 2056-04-20      | 4.5000%  | 0.0000% | $44677718.00       | $43019992.84       | Agency Mortgage-Backed Securities         |
| GNII SF BT5018 C                                   | 2050-03-20      | 4.0000%  | 0.0000% | $2001.00           | $268.87            | Agency Mortgage-Backed Securities         |
| GNII SF CQ3399 C                                   | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $594.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4715                               | 2055-10-01      | 5.0000%  | 0.0000% | $4015880.00        | $3752562.11        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3373                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $913.44            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9401                               | 2055-08-01      | 6.5000%  | 0.0000% | $1024450.00        | $1075836.17        | Agency Mortgage-Backed Securities         |
| GNII SF DR5538 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $390978.00         | $399218.95         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ6641                               | 2056-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ6597                               | 2056-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1054.07           | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M                                   | 2046-03-20      | 3.5000%  | 0.0000% | $2540.00           | $231.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0418                               | 2056-04-01      | 5.0000%  | 0.0000% | $21152.00          | $20959.68          | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M                                   | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $693.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $3030.00           | $1908.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4548                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $626.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4807                               | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $708.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4894                               | 2053-01-01      | 6.0000%  | 0.0000% | $20746321.00       | $11044018.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3801                               | 2055-05-01      | 5.5000%  | 0.0000% | $3001.00           | $2879.34           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ0964                               | 2055-08-01      | 4.0000%  | 0.0000% | $2307568.00        | $2136455.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3541                               | 2055-09-01      | 6.0000%  | 0.0000% | $10219886.00       | $9027826.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4734                               | 2055-05-01      | 6.5000%  | 0.0000% | $2541499.00        | $2298905.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3278                               | 2055-09-01      | 5.5000%  | 0.0000% | $12136.00          | $12161.12          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3143                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $876.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3464                               | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $750.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2757                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $728.38            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4261                               | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $426.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4622                               | 2052-06-01      | 2.0000%  | 0.0000% | $555011.00         | $365191.89         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4978                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $752.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3988                               | 2040-04-01      | 3.0000%  | 0.0000% | $1000.00           | $203.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M                                   | 2053-04-20      | 5.5000%  | 0.0000% | $11155616.00       | $7123004.06        | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M                                   | 2052-09-20      | 4.0000%  | 0.0000% | $1048.00           | $739.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1755                               | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $886.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6027                               | 2055-08-01      | 5.0000%  | 0.0000% | $1064696.00        | $1041504.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4406                               | 2053-08-01      | 5.5000%  | 0.0000% | $4065290.00        | $4030315.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4227                               | 2056-02-01      | 5.5000%  | 0.0000% | $1040.00           | $999.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1283                               | 2055-05-01      | 5.5000%  | 0.0000% | $6583440.00        | $5790016.16        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ1755                               | 2054-06-01      | 4.5000%  | 0.0000% | $1008.00           | $882.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3389                               | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $978.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1460                               | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $946.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0699                               | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $925.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0860                               | 2055-04-01      | 5.5000%  | 0.0000% | $5134.00           | $4829.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4583                               | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $485.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL5147                               | 2056-05-01      | 5.5000%  | 0.0000% | $21103809.00       | $20976954.13       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5470                               | 2036-01-01      | 2.0000%  | 0.0000% | $9497000.00        | $3941675.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL5089                               | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1009.69           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4009                               | 2055-09-01      | 5.5000%  | 0.0000% | $347913.00         | $343354.21         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9538                               | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $583.30            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1072                               | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $853.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2240                               | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $981.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3464                               | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $988.75            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL5242                               | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $969.14            | Agency Mortgage-Backed Securities         |
| GNII SF DF0795 C                                   | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4503                               | 2055-09-01      | 6.0000%  | 0.0000% | $13533647.00       | $12935571.72       | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M                                   | 2055-04-20      | 5.5000%  | 0.0000% | $1738338.00        | $1323179.21        | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M                                   | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8961                               | 2056-04-01      | 5.0000%  | 0.0000% | $10036864.00       | $9911611.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG9022                               | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $997.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038                               | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $786.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6947                               | 2056-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2016.97           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                               | 2051-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1366.28           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS5991                               | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $673.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210                               | 2047-12-01      | 3.5000%  | 0.0000% | $1024.00           | $124.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5294                               | 2054-03-01      | 5.0000%  | 0.0000% | $40000.00          | $32719.39          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378                               | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $583.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG4254                               | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $962.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4245                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4338                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.91            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS5444                               | 2051-11-01      | 2.0000%  | 0.0000% | $3587999.00        | $2408792.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2921                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3347                               | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $765.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5916                               | 2040-12-01      | 5.0000%  | 0.0000% | $1008.00           | $920.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5947                               | 2056-01-01      | 6.5000%  | 0.0000% | $17259744.00       | $16501615.86       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5974                               | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $984.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9162                               | 2054-09-01      | 6.5000%  | 0.0000% | $642354.00         | $545776.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA6042                               | 2046-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5943                               | 2056-01-01      | 4.5000%  | 0.0000% | $1008.00           | $954.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA6101                               | 2056-04-01      | 3.0000%  | 0.0000% | $1008.00           | $880.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9644                               | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $913.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5757                               | 2055-07-01      | 4.0000%  | 0.0000% | $27000.00          | $24319.22          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH2282                               | 2056-06-01      | 5.5000%  | 0.0000% | $4082210.00        | $4159089.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1915                               | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7935                               | 2054-01-01      | 6.0000%  | 0.0000% | $1033670.00        | $851518.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1227                               | 2055-10-01      | 5.5000%  | 0.0000% | $6525657.00        | $6167756.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1859                               | 2056-01-01      | 5.5000%  | 0.0000% | $317435.00         | $309539.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2371                               | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $594.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA9172 M                                   | 2053-08-20      | 6.0000%  | 0.0000% | $1024.00           | $531.66            | Agency Mortgage-Backed Securities         |
| FMAR 842047 G                                      | 2054-04-01      | 4.8260%  | 0.0000% | $1360091.00        | $1217268.82        | Agency Mortgage-Backed Securities         |
| FMAR 842106 G                                      | 2043-10-01      | 6.2570%  | 0.0000% | $2383331.00        | $2375665.73        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q49553 G                               | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $43.32             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5921                               | 2045-12-01      | 5.5000%  | 0.0000% | $3953920.00        | $3499797.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6790                               | 2056-05-01      | 5.0000%  | 0.0000% | $18836186.00       | $18592198.79       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4175                               | 2055-05-01      | 6.5000%  | 0.0000% | $36599920.00       | $34374964.97       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA3760                               | 2055-12-01      | 6.0000%  | 0.0000% | $1817708.00        | $1892606.54        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0081                               | 2041-05-01      | 3.5000%  | 0.0000% | $1000.00           | $952.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041                               | 2055-08-01      | 6.0000%  | 0.0000% | $4572028.00        | $3452847.32        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4591                               | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $884.69            | Agency Mortgage-Backed Securities         |
| GNII SF DP0269 C                                   | 2056-01-20      | 7.5000%  | 0.0000% | $3654.00           | $3953.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0832                               | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $984.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS8557                               | 2052-05-01      | 4.0000%  | 0.0000% | $6423894.00        | $5074337.26        | Agency Mortgage-Backed Securities         |
| GNII SF DP6470 C                                   | 2056-01-20      | 6.5000%  | 0.0000% | $7000.00           | $7383.70           | Agency Mortgage-Backed Securities         |
| GNII SF DN6115 C                                   | 2055-11-20      | 7.5000%  | 0.0000% | $1028.00           | $1103.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5845                               | 2050-04-01      | 4.5000%  | 0.0000% | $1008.00           | $712.19            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $739.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M                                   | 2052-08-20      | 5.0000%  | 0.0000% | $2471637.00        | $1708557.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M                                   | 2053-03-20      | 6.0000%  | 0.0000% | $1008.00           | $449.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0626                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9012                               | 2054-08-01      | 6.0000%  | 0.0000% | $13734768.00       | $11025747.90       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0126                               | 2056-05-01      | 4.5000%  | 0.0000% | $936393.00         | $901189.31         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2364                               | 2051-12-01      | 2.0000%  | 0.0000% | $81082.00          | $52103.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3639                               | 2055-03-01      | 5.5000%  | 0.0000% | $442976.00         | $410437.59         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9845                               | 2036-11-01      | 2.0000%  | 0.0000% | $6895812.00        | $3519618.73        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0109                               | 2056-04-01      | 4.5000%  | 0.0000% | $7403594.00        | $7088625.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1172                               | 2051-11-01      | 3.0000%  | 0.0000% | $20395760.00       | $12549476.06       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9716                               | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1170.41           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0116                               | 2056-05-01      | 4.0000%  | 0.0000% | $4635353.00        | $4337559.64        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ6587                               | 2056-05-01      | 4.5000%  | 0.0000% | $1024.00           | $986.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5466                               | 2055-05-01      | 6.0000%  | 0.0000% | $1594919.00        | $1493778.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5067                               | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1019.92           | Agency Mortgage-Backed Securities         |
| GNII SF CZ3119 C                                   | 2053-12-20      | 7.5000%  | 0.0000% | $268055.00         | $288237.63         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2468                               | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $975.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAE6374                               | 2041-01-01      | 5.5000%  | 0.0000% | $1025.00           | $110.05            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3257                               | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $977.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8795                               | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $973.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2767                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $976.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7842                               | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $996.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFA5224                               | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $977.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA5042                               | 2056-02-01      | 6.0000%  | 0.0000% | $1988772.00        | $1892102.39        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM0021                               | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3065                               | 2055-10-01      | 5.5000%  | 0.0000% | $204742.00         | $193753.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1510                               | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $829.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2178                               | 2054-12-01      | 5.5000%  | 0.0000% | $1000700.00        | $775754.88         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA5867                               | 2052-02-01      | 2.0000%  | 0.0000% | $5704771.00        | $4615026.00        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5234                               | 2052-08-01      | 3.0000%  | 0.0000% | $1024.00           | $905.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2052                               | 2055-08-01      | 5.0000%  | 0.0000% | $577000.00         | $545603.64         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252                               | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $811.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8105                               | 2056-05-01      | 5.0000%  | 0.0000% | $1008.00           | $997.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG8938                               | 2056-04-01      | 4.5000%  | 0.0000% | $1046816.00        | $1013046.95        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU0525                               | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $676.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT1809                               | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $968.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG7234                               | 2056-04-01      | 5.0000%  | 0.0000% | $5006456.00        | $4935655.16        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                               | 2052-03-01      | 2.5000%  | 0.0000% | $11171.00          | $7061.08           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2927                               | 2033-09-01      | 1.8200%  | 0.0000% | $738100.00         | $616471.86         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2255                               | 2036-06-01      | 2.3000%  | 0.0000% | $4742000.00        | $3913913.50        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6575                               | 2051-09-01      | 2.5000%  | 0.0000% | $1003.00           | $571.23            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0693                               | 2036-06-01      | 2.0000%  | 0.0000% | $4707201.00        | $2366954.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5450                               | 2053-01-01      | 5.0000%  | 0.0000% | $429700.00         | $344617.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8085                               | 2054-02-01      | 6.0000%  | 0.0000% | $1001.00           | $842.87            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF3316                               | 2055-10-01      | 7.0000%  | 0.0000% | $3309.00           | $3095.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBT8024                               | 2053-01-01      | 5.5000%  | 0.0000% | $1001.00           | $553.73            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFA0125                               | 2041-10-01      | 2.0000%  | 0.0000% | $1010.00           | $771.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH1596                               | 2056-06-01      | 5.5000%  | 0.0000% | $3172544.00        | $3230562.78        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW3383                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $759.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9064                               | 2055-09-01      | 5.5000%  | 0.0000% | $1020.00           | $1020.93           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB0932                               | 2036-07-01      | 2.0000%  | 0.0000% | $9387938.00        | $4513307.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL1448                               | 2036-06-01      | 6.5000%  | 0.0000% | $1104.00           | $36.37             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7416                               | 2055-08-01      | 6.5000%  | 0.0000% | $1013.00           | $981.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7683                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2099                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $743.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2693                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $860.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4877                               | 2048-11-01      | 4.0000%  | 0.0000% | $45863281.00       | $6720275.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE0941                               | 2055-06-01      | 6.5000%  | 0.0000% | $3879540.00        | $3395703.00        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7917                               | 2046-09-01      | 3.5000%  | 0.0000% | $1024.00           | $246.69            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8530                               | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $796.19            | Agency Mortgage-Backed Securities         |
| MNRM CL004A2 R19M004                               | 2031-02-25      | 3.6100%  | 0.0000% | $31000.00          | $24879.08          | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLRA6747                               | 2051-11-01      | 3.0000%  | 0.0000% | $90673.00          | $51221.30          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG7216                               | 2053-07-01      | 5.0000%  | 0.0000% | $439000.00         | $359275.56         | Agency Mortgage-Backed Securities         |
| FNRM RC048AE R25F048                               | 2052-10-25      | 5.0000%  | 0.0000% | $7022893.00        | $4598298.74        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQJ6856                               | 2054-09-01      | 5.5000%  | 0.0000% | $4718095.00        | $4659577.50        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1070                               | 2052-04-01      | 3.5000%  | 0.0000% | $2945760.00        | $1777362.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CWAU4986                               | 2028-09-01      | 2.5000%  | 0.0000% | $1000.00           | $46.35             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI6581                               | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $100.07            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779                               | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $668.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ9556                               | 2054-11-01      | 5.5000%  | 0.0000% | $14089898.00       | $12516290.82       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HY109645                               | 2030-09-01      | 3.7300%  | 0.0000% | $6049238.00        | $5880670.61        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT1873                               | 2034-04-01      | 4.0000%  | 0.0000% | $496997.00         | $57640.22          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244                               | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $739.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3605                               | 2053-08-01      | 5.5000%  | 0.0000% | $1040.00           | $845.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8173                               | 2051-10-01      | 2.5000%  | 0.0000% | $34705.00          | $20346.67          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q40718 G                               | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $111.64            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8242                               | 2052-09-01      | 3.0000%  | 0.0000% | $4016.00           | $2795.23           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8037                               | 2050-01-01      | 2.5000%  | 0.0000% | $1005.00           | $232.66            | Agency Mortgage-Backed Securities         |
| FKAR 04.600 WNWN1599                               | 2035-02-01      | 4.6000%  | 0.0000% | $1053.00           | $1046.67           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8264                               | 2052-11-01      | 3.5000%  | 0.0000% | $23944.00          | $17442.03          | Agency Mortgage-Backed Securities         |
| FMAR 842018 G                                      | 2051-01-01      | 6.1200%  | 0.0000% | $1534864.00        | $1360711.58        | Agency Mortgage-Backed Securities         |
| GNRM 2025-060 AC                                   | 2049-08-20      | 5.0000%  | 0.0000% | $1158.00           | $918.69            | Agency Collateralized Mortgage Obligation |
| GNII SF MB1140 M                                   | 2047-08-20      | 4.0000%  | 0.0000% | $18238912.00       | $17014554.10       | Agency Mortgage-Backed Securities         |
| GNII SF MB0745 M                                   | 2055-11-20      | 5.0000%  | 0.0000% | $1648200.00        | $1609659.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL5104                               | 2054-05-01      | 5.0000%  | 0.0000% | $15305376.00       | $15105032.55       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL5291                               | 2056-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.33           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL4474                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $796.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3661                               | 2055-03-01      | 6.5000%  | 0.0000% | $1040.00           | $810.16            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5294                               | 2055-11-01      | 5.5000%  | 0.0000% | $22829344.00       | $21296307.03       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL5404                               | 2053-02-01      | 4.5000%  | 0.0000% | $19542784.00       | $18905024.79       | Agency Mortgage-Backed Securities         |
| GNII SF MB0870 M                                   | 2056-01-20      | 4.5000%  | 0.0000% | $2002.00           | $1912.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1101                               | 2054-03-01      | 6.0000%  | 0.0000% | $1008.00           | $754.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2612                               | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $829.67            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0661                               | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4775                               | 2052-06-01      | 3.0000%  | 0.0000% | $11129584.00       | $9771154.13        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL3313                               | 2055-11-01      | 6.5000%  | 0.0000% | $1024.00           | $935.61            | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M                                   | 2054-12-20      | 5.0000%  | 0.0000% | $5590081.00        | $4960002.36        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5139                               | 2055-10-01      | 5.0000%  | 0.0000% | $21314040.00       | $19788280.68       | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M                                   | 2055-01-20      | 5.5000%  | 0.0000% | $10457309.00       | $7629061.92        | Agency Mortgage-Backed Securities         |
| GNII SF MB0307 M                                   | 2055-04-20      | 5.0000%  | 0.0000% | $1001.00           | $899.92            | Agency Mortgage-Backed Securities         |
| GNII SF DN7332 C                                   | 2055-11-20      | 6.5000%  | 0.0000% | $3002.00           | $2690.99           | Agency Mortgage-Backed Securities         |
| GNII SF DR2186 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $338828.00         | $346901.52         | Agency Mortgage-Backed Securities         |
| GNII SF DR2182 C                                   | 2056-04-20      | 5.5000%  | 0.0000% | $395992.00         | $404338.63         | Agency Mortgage-Backed Securities         |
| GNII SF DR1873 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $524075.00         | $536562.54         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5297                               | 2048-01-01      | 4.0000%  | 0.0000% | $1230246.00        | $554360.55         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2239                               | 2056-03-01      | 5.5000%  | 0.0000% | $19175600.00       | $19099903.92       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDH1595                               | 2056-06-01      | 5.5000%  | 0.0000% | $4766758.00        | $4856534.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB1323                               | 2056-04-01      | 5.0000%  | 0.0000% | $1001.00           | $994.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTB4663                               | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.37           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB1516                               | 2056-05-01      | 5.0000%  | 0.0000% | $3575803.00        | $3541593.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2898                               | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $676.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0199                               | 2056-04-01      | 5.0000%  | 0.0000% | $1001.00           | $962.58            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS4672                               | 2051-10-01      | 2.5000%  | 0.0000% | $1040.00           | $727.05            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA5869                               | 2052-03-01      | 2.0000%  | 0.0000% | $12117793.00       | $9840333.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5945                               | 2056-01-01      | 5.5000%  | 0.0000% | $7116150.00        | $6852030.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1527                               | 2049-02-01      | 3.0000%  | 0.0000% | $2000.00           | $342.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6053                               | 2056-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9574                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $990.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA4761                               | 2055-09-01      | 6.5000%  | 0.0000% | $1049.00           | $1022.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3744                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760                               | 2055-07-01      | 5.5000%  | 0.0000% | $560220.00         | $478625.30         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY1058                               | 2055-04-01      | 7.0000%  | 0.0000% | $1544419.00        | $1649059.68        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL5239                               | 2053-07-01      | 4.5000%  | 0.0000% | $17004672.00       | $16525480.34       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL4545                               | 2052-03-01      | 2.0000%  | 0.0000% | $47899866.00       | $38527810.08       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9763                               | 2053-04-01      | 5.5000%  | 0.0000% | $1010.00           | $693.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0231                               | 2055-01-01      | 5.0000%  | 0.0000% | $1498376.00        | $1350126.67        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL5433                               | 2051-06-01      | 3.0000%  | 0.0000% | $8666116.00        | $7778422.63        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL4332                               | 2055-09-01      | 6.5000%  | 0.0000% | $497020.00         | $478690.91         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4860                               | 2035-09-01      | 4.6650%  | 0.0000% | $1600.00           | $1606.03           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL5243                               | 2053-04-01      | 4.5000%  | 0.0000% | $1008.00           | $975.10            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ6559                               | 2032-12-01      | 4.6300%  | 0.0000% | $1000.00           | $1000.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2274                               | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $212.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2237                               | 2056-03-01      | 5.5000%  | 0.0000% | $21253139.00       | $21111124.78       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889579                               | 2038-05-01      | 6.0000%  | 0.0000% | $1571120.00        | $8967.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2241                               | 2056-03-01      | 5.5000%  | 0.0000% | $31280640.00       | $31286354.70       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL5396                               | 2056-05-01      | 5.5000%  | 0.0000% | $13013466.00       | $13236865.28       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5353                               | 2050-03-01      | 3.5000%  | 0.0000% | $100591.00         | $22909.50          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5896                               | 2050-10-01      | 5.0000%  | 0.0000% | $2535764.00        | $2546753.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3060                               | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $853.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7078                               | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $535.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL5287                               | 2056-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL4756                               | 2053-10-01      | 3.0000%  | 0.0000% | $1024.00           | $887.23            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL5006                               | 2052-05-01      | 2.5000%  | 0.0000% | $1008.00           | $853.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2939                               | 2056-04-01      | 5.0000%  | 0.0000% | $1936566.00        | $1907498.91        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5176                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS6348                               | 2050-09-01      | 4.5000%  | 0.0000% | $1561000.00        | $1142690.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5270                               | 2053-07-01      | 5.5000%  | 0.0000% | $1089000.00        | $831078.85         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4038                               | 2034-09-01      | 2.9800%  | 0.0000% | $2072362.00        | $1856230.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6916                               | 2053-08-01      | 5.5000%  | 0.0000% | $1504030.00        | $1472583.38        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL0793                               | 2038-12-01      | 4.1500%  | 0.0000% | $1936443.00        | $1607556.03        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2434                               | 2055-07-01      | 6.0000%  | 0.0000% | $183406.00         | $164442.84         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ7008                               | 2033-05-01      | 4.5000%  | 0.0000% | $4068288.00        | $4058654.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9627                               | 2055-01-01      | 6.0000%  | 0.0000% | $1434913.00        | $1298128.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3701                               | 2055-11-01      | 5.5000%  | 0.0000% | $1058208.00        | $1069069.11        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3060                               | 2050-07-01      | 3.0000%  | 0.0000% | $3511103.00        | $1066562.90        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ6761                               | 2033-08-01      | 4.3300%  | 0.0000% | $1551.00           | $1523.20           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ5155                               | 2035-10-01      | 4.2800%  | 0.0000% | $1000.00           | $974.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDG5231                               | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $995.47            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4413                               | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $595.03            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG7764                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.95           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2275                               | 2053-01-01      | 5.5000%  | 0.0000% | $101000.00         | $69083.84          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3988                               | 2050-11-01      | 2.5000%  | 0.0000% | $8332273.00        | $3488910.64        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7402                               | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1312.11           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8114                               | 2050-12-01      | 2.5000%  | 0.0000% | $600463.00         | $259807.97         | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $17224.79          | Agency Collateralized Mortgage Obligation |
| FEPC 07.500 CLQH4599                               | 2053-11-01      | 7.5000%  | 0.0000% | $1000.00           | $570.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD0421                               | 2055-01-01      | 5.0000%  | 0.0000% | $64022.00          | $62546.76          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3504                               | 2050-09-01      | 3.0000%  | 0.0000% | $2016.00           | $485.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF3576                               | 2055-11-01      | 4.5000%  | 0.0000% | $412176.00         | $394499.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7419                               | 2055-12-01      | 5.5000%  | 0.0000% | $2000.00           | $2025.06           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE7521                               | 2052-08-01      | 5.0000%  | 0.0000% | $1007.00           | $667.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9565                               | 2053-08-01      | 5.5000%  | 0.0000% | $21426989.00       | $16741526.34       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8341                               | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $788.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5388                               | 2046-02-01      | 5.0000%  | 0.0000% | $1024.00           | $991.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL7233                               | 2045-08-01      | 3.5000%  | 0.0000% | $1024.00           | $191.12            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2049-10-25      | 4.2266%  | 0.0000% | $1001.00           | $277.79            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI8086                               | 2054-06-01      | 5.5000%  | 0.0000% | $1003.00           | $994.83            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4965                               | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $812.52            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2433                               | 2047-01-01      | 3.5000%  | 0.0000% | $5264172.00        | $1657304.11        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6650                               | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $866.57            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3729                               | 2051-12-01      | 2.5000%  | 0.0000% | $2275000.00        | $1606546.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5781                               | 2054-07-01      | 6.0000%  | 0.0000% | $1100000.00        | $774276.43         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8212                               | 2052-05-01      | 2.5000%  | 0.0000% | $857000.00         | $569680.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243                               | 2052-09-01      | 3.5000%  | 0.0000% | $34390.00          | $24989.53          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1205                               | 2052-07-01      | 3.0000%  | 0.0000% | $1008.00           | $634.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1599                               | 2041-07-01      | 4.5000%  | 0.0000% | $775990.00         | $20649.98          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0472                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $145.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1385                               | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $243.58            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5784                               | 2056-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1026.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6565                               | 2056-05-01      | 5.0000%  | 0.0000% | $5624488.00        | $5555058.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028                               | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $774.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ6554                               | 2056-05-01      | 6.0000%  | 0.0000% | $7033394.00        | $7440836.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5533                               | 2055-12-01      | 6.0000%  | 0.0000% | $30792.00          | $31274.77          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5049                               | 2055-11-01      | 5.0000%  | 0.0000% | $2203932.00        | $2158592.62        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6738                               | 2050-08-01      | 3.0000%  | 0.0000% | $3523548.00        | $1257186.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA0918                               | 2034-09-01      | 5.5000%  | 0.0000% | $1005.00           | $17.90             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6358                               | 2056-04-01      | 5.0000%  | 0.0000% | $157255.00         | $154504.35         | Agency Mortgage-Backed Securities         |
| GNII SF DL8136 C                                   | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5628                               | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $776.35            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS9157                               | 2042-05-01      | 2.0000%  | 0.0000% | $766648.00         | $568067.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029                               | 2056-04-01      | 5.0000%  | 0.0000% | $8821337.00        | $8627976.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6029                               | 2056-04-01      | 5.0000%  | 0.0000% | $1187592.00        | $1161560.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5096                               | 2053-01-01      | 6.5000%  | 0.0000% | $2236.00           | $1191.48           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $2504207.00        | $2228678.48        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS9138                               | 2028-07-01      | 5.4600%  | 0.0000% | $7336799.00        | $7365923.65        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS3833                               | 2033-12-01      | 2.0900%  | 0.0000% | $12632800.00       | $10740843.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6663                               | 2056-04-01      | 5.5000%  | 0.0000% | $5403512.00        | $5479400.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6661                               | 2056-04-01      | 5.5000%  | 0.0000% | $3503.00           | $3553.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD5636                               | 2055-03-01      | 5.0000%  | 0.0000% | $1015700.00        | $993301.96         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE2498                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $658.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE3704                               | 2055-08-01      | 6.5000%  | 0.0000% | $4530899.00        | $4227266.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE2909                               | 2055-07-01      | 6.5000%  | 0.0000% | $5102777.00        | $4329709.70        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $9013000.00        | $3473485.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6736                               | 2056-04-01      | 5.5000%  | 0.0000% | $226419.00         | $229345.08         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG5678                               | 2056-04-01      | 6.5000%  | 0.0000% | $1102046.00        | $1174342.09        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733                               | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $724.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO8612                               | 2049-10-01      | 3.0000%  | 0.0000% | $1702640.00        | $653785.77         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4047                               | 2050-06-01      | 2.0000%  | 0.0000% | $1102996.00        | $452648.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5723                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.42            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4182                               | 2050-11-01      | 2.0000%  | 0.0000% | $2101.00           | $1050.38           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $4236020.00        | $1632503.67        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2054                               | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $586.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3978                               | 2053-01-01      | 5.0000%  | 0.0000% | $424400.00         | $312121.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4128                               | 2049-09-01      | 3.0000%  | 0.0000% | $35957731.00       | $5947820.23        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0414                               | 2051-05-01      | 2.5000%  | 0.0000% | $23708250.00       | $13319639.17       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7782                               | 2055-08-01      | 6.5000%  | 0.0000% | $3395693.00        | $3031223.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373                               | 2053-11-01      | 6.0000%  | 0.0000% | $1011.00           | $601.21            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $1000.00           | $907.27            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4771 C                                   | 2055-04-20      | 7.0000%  | 0.0000% | $2000.00           | $1885.31           | Agency Mortgage-Backed Securities         |
| GNII SF MB0623 M                                   | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $960.27            | Agency Mortgage-Backed Securities         |
| GNII SF DR6739 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $1268517.00        | $1291065.88        | Agency Mortgage-Backed Securities         |
| GNAR AF MB1154 M                                   | 2056-04-20      | 4.5000%  | 0.0000% | $41886923.00       | $41676650.65       | Agency Mortgage-Backed Securities         |
| GNII SF CB8590 C                                   | 2051-03-20      | 2.5000%  | 0.0000% | $2394132.00        | $1423734.39        | Agency Mortgage-Backed Securities         |
| GNII SF CU6030 C                                   | 2053-05-20      | 7.5000%  | 0.0000% | $1000.00           | $393.36            | Agency Mortgage-Backed Securities         |
| GNII SF DH7030 C                                   | 2055-01-20      | 7.0000%  | 0.0000% | $3063640.00        | $2992668.88        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4782 C                                   | 2055-04-20      | 7.5000%  | 0.0000% | $1882214.00        | $2010335.22        | Agency Mortgage-Backed Securities         |
| GNII SF MB1143 M                                   | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.07           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6577                               | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.90           | Agency Mortgage-Backed Securities         |
| GNII SF MB1142 M                                   | 2056-05-20      | 5.0000%  | 0.0000% | $27756398.00       | $27535065.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1420                               | 2054-05-01      | 5.5000%  | 0.0000% | $8000.00           | $6571.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1213                               | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $937.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5136                               | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $986.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4980                               | 2055-06-01      | 5.0000%  | 0.0000% | $5919.00           | $5831.71           | Agency Mortgage-Backed Securities         |
| GNAR AF MB1157 M                                   | 2056-05-20      | 5.0000%  | 0.0000% | $9488790.00        | $9562317.58        | Agency Mortgage-Backed Securities         |
| GNAR AF MB1159 M                                   | 2056-03-20      | 5.5000%  | 0.0000% | $256631.00         | $259682.03         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1861                               | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $616.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL4790                               | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1043.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5805                               | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $746.82            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5710                               | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $673.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6710                               | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.08           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5165                               | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.95           | Agency Mortgage-Backed Securities         |
| GNII SF DG1233 C                                   | 2054-12-20      | 6.5000%  | 0.0000% | $1031902.00        | $1083075.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA8430 M                                   | 2052-11-20      | 6.0000%  | 0.0000% | $6324.00           | $2938.50           | Agency Mortgage-Backed Securities         |
| GNII SF MA5930 M                                   | 2049-05-20      | 3.5000%  | 0.0000% | $2722997.00        | $247709.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY0117                               | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $898.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732                               | 2055-06-01      | 4.0000%  | 0.0000% | $1008.00           | $901.91            | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FA                                   | 2054-08-20      | 4.7351%  | 0.0000% | $22567795.00       | $12161889.22       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5191                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $605.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6360                               | 2052-08-01      | 5.0000%  | 0.0000% | $2185139.00        | $1745965.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9599                               | 2054-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2783.02           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ2896                               | 2047-11-01      | 4.0000%  | 0.0000% | $1350062.00        | $423924.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9208                               | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $886.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG4102                               | 2056-04-01      | 6.0000%  | 0.0000% | $11529856.00       | $12169343.13       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3051                               | 2047-11-01      | 4.5000%  | 0.0000% | $1018.00           | $178.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4241                               | 2053-09-01      | 6.5000%  | 0.0000% | $4150113.00        | $3773136.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN6639                               | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $224.53            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBL5691                               | 2027-03-01      | 1.7700%  | 0.0000% | $1619992.00        | $1591701.54        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTCA4395                               | 2039-10-01      | 3.5000%  | 0.0000% | $1001.00           | $305.86            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY7012                               | 2053-07-01      | 7.0000%  | 0.0000% | $195570.00         | $206797.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2967                               | 2053-05-01      | 5.5000%  | 0.0000% | $95000.00          | $65156.91          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY0902                               | 2053-04-01      | 5.5000%  | 0.0000% | $4981480.00        | $4164938.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4586                               | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.80           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8576                               | 2055-07-01      | 6.5000%  | 0.0000% | $1350400.00        | $1408249.51        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2526                               | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $708.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9449                               | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $967.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA6061                               | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $999.78            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQY4500                               | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $952.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8914                               | 2055-03-01      | 6.5000%  | 0.0000% | $2001.00           | $2060.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5669                               | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $981.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1489                               | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5247                               | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $564.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3161                               | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $693.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4189                               | 2055-06-01      | 5.5000%  | 0.0000% | $4377808.00        | $4293384.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9384                               | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $915.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8194                               | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $996.86            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2427                               | 2055-05-01      | 6.0000%  | 0.0000% | $20183744.00       | $17805652.41       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY6747                               | 2055-06-01      | 7.0000%  | 0.0000% | $1109866.00        | $1060618.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2184                               | 2055-09-01      | 5.5000%  | 0.0000% | $2035.00           | $1754.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0717                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $915.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5385                               | 2054-05-01      | 5.0000%  | 0.0000% | $37057408.00       | $36848370.28       | Agency Mortgage-Backed Securities         |
| GNII SF MA3174 M                                   | 2045-10-20      | 4.0000%  | 0.0000% | $3338.00           | $237.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0803                               | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $901.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9798                               | 2056-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6642                               | 2053-06-01      | 5.5000%  | 0.0000% | $47245.00          | $35055.02          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7598                               | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $871.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1881                               | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $981.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1671                               | 2055-12-01      | 5.0000%  | 0.0000% | $2028.00           | $1987.41           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $587.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9180                               | 2055-11-01      | 5.0000%  | 0.0000% | $12694.00          | $12293.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7995                               | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $982.28            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL5024                               | 2056-04-01      | 4.5000%  | 0.0000% | $1024.00           | $985.50            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3723                               | 2030-05-01      | 4.4400%  | 0.0000% | $6500000.00        | $6538891.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3691                               | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $992.21            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4830                               | 2035-09-01      | 4.7600%  | 0.0000% | $1000.00           | $1008.62           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4854                               | 2054-04-01      | 6.0000%  | 0.0000% | $14710512.00       | $14363945.15       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3908                               | 2056-01-01      | 5.0000%  | 0.0000% | $7920792.00        | $7571363.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1172                               | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $968.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM0047                               | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $253.38            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL3153                               | 2051-01-01      | 3.5000%  | 0.0000% | $1001.00           | $871.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5400                               | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4957                               | 2056-04-01      | 5.5000%  | 0.0000% | $20496.00          | $20623.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3022                               | 2055-10-01      | 6.0000%  | 0.0000% | $5849846.00        | $5732949.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA5536                               | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1008.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0892                               | 2055-04-01      | 5.5000%  | 0.0000% | $4404416.00        | $3880310.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG2951                               | 2056-04-01      | 5.0000%  | 0.0000% | $2573898.00        | $2549831.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG0437                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG4395                               | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG6222                               | 2056-04-01      | 5.0000%  | 0.0000% | $6487590.00        | $6433479.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5350                               | 2056-05-01      | 5.0000%  | 0.0000% | $9244553.00        | $9123892.07        | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA                                   | 2052-04-20      | 4.0000%  | 0.0000% | $27838545.00       | $18058903.08       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-153 BY                                   | 2053-10-20      | 6.0000%  | 0.0000% | $239532.00         | $230028.87         | Agency Collateralized Mortgage Obligation |
| GNII SF MA5595 M                                   | 2048-11-20      | 4.0000%  | 0.0000% | $1131.00           | $97.64             | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M                                   | 2050-06-20      | 3.0000%  | 0.0000% | $16309374.00       | $3852442.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M                                   | 2053-10-20      | 6.5000%  | 0.0000% | $1001.00           | $382.93            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3197                               | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $936.98            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1784                               | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $735.12            | Agency Mortgage-Backed Securities         |
| GNII SF DQ6962 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $4002.00           | $4216.35           | Agency Mortgage-Backed Securities         |
| GNII SF DQ7754 C                                   | 2056-03-20      | 6.5000%  | 0.0000% | $3002.00           | $3162.38           | Agency Mortgage-Backed Securities         |
| GNII SF CE3259 C                                   | 2051-08-20      | 4.0000%  | 0.0000% | $1000.00           | $740.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4853                               | 2054-09-01      | 5.0000%  | 0.0000% | $1013.00           | $980.01            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0083                               | 2056-01-01      | 4.5000%  | 0.0000% | $8560747.00        | $8116446.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1708                               | 2055-12-01      | 5.0000%  | 0.0000% | $5757272.00        | $5671048.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA2653                               | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2006.53           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093                               | 2056-02-01      | 4.5000%  | 0.0000% | $5898064.00        | $5605866.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB3859                               | 2056-05-01      | 5.0000%  | 0.0000% | $2001.00           | $1989.53           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2122                               | 2052-03-01      | 3.0000%  | 0.0000% | $1152920.00        | $743596.63         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA6082                               | 2056-05-01      | 6.5000%  | 0.0000% | $1556000.00        | $1622504.31        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA6002                               | 2041-03-01      | 4.0000%  | 0.0000% | $204000.00         | $194639.22         | Agency Mortgage-Backed Securities         |
| GNII SF BU3071 C                                   | 2050-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1235.59           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2961 C                                   | 2056-02-20      | 6.5000%  | 0.0000% | $3000.00           | $3184.73           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4786                               | 2056-02-01      | 6.0000%  | 0.0000% | $8322176.00        | $8636779.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4551                               | 2053-05-01      | 5.5000%  | 0.0000% | $12125008.00       | $12063404.68       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3115                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $991.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2775                               | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $883.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1570                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $786.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CNMA6094                               | 2036-05-01      | 4.5000%  | 0.0000% | $1000.00           | $1001.15           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA5889                               | 2045-11-01      | 4.5000%  | 0.0000% | $6564360.00        | $6163801.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA5651 M                                   | 2048-12-20      | 4.0000%  | 0.0000% | $4666.00           | $403.59            | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M                                   | 2055-09-20      | 5.5000%  | 0.0000% | $3918.00           | $3859.93           | Agency Mortgage-Backed Securities         |
| GNII SF DJ2658 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $1407035.00        | $1474075.35        | Agency Mortgage-Backed Securities         |
| GNRM 2026-089 BT                                   | 2056-05-20      | 4.5000%  | 0.0000% | $8499600.00        | $8092001.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-003 FN                                   | 2056-01-20      | 4.7251%  | 0.0000% | $15834896.00       | $15436351.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-038 FJ                                   | 2056-02-20      | 4.4251%  | 0.0000% | $1001.00           | $940.19            | Agency Collateralized Mortgage Obligation |
| GNRM 2026-010 A                                    | 2053-04-20      | 4.5000%  | 0.0000% | $3913.00           | $3792.31           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-057 EF                                   | 2054-04-20      | 4.7751%  | 0.0000% | $25000000.00       | $10390518.56       | Agency Collateralized Mortgage Obligation |
| GNII SF DR6855 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $779921.00         | $796931.68         | Agency Mortgage-Backed Securities         |
| GNII SF DR6849 C                                   | 2056-05-20      | 5.5000%  | 0.0000% | $2627550.00        | $2670078.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138                               | 2053-09-01      | 5.5000%  | 0.0000% | $1040.00           | $728.55            | Agency Mortgage-Backed Securities         |
| GNII SF BU8834 C                                   | 2050-05-20      | 4.0000%  | 0.0000% | $2000.00           | $353.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M                                   | 2050-08-20      | 3.0000%  | 0.0000% | $2794424.00        | $867664.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1806                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $1199932.00        | $1014995.23        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4587                               | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $981.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4033                               | 2055-01-01      | 5.5000%  | 0.0000% | $3026502.00        | $3000357.80        | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M                                   | 2052-05-20      | 4.0000%  | 0.0000% | $1437.00           | $970.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF5634                               | 2053-01-01      | 5.5000%  | 0.0000% | $4334480.00        | $3056358.51        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ8779                               | 2054-11-01      | 6.5000%  | 0.0000% | $1235738.00        | $1268970.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF1317                               | 2052-10-01      | 5.5000%  | 0.0000% | $6717.00           | $4751.08           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089                               | 2050-07-01      | 2.5000%  | 0.0000% | $55600.00          | $18805.87          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214                               | 2052-05-01      | 3.5000%  | 0.0000% | $95000.00          | $64674.79          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8134                               | 2051-03-01      | 2.0000%  | 0.0000% | $13424816.00       | $7244689.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0193                               | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $273.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2891                               | 2053-05-01      | 5.5000%  | 0.0000% | $979360.00         | $749892.74         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06964 G                               | 2038-11-01      | 5.5000%  | 0.0000% | $47548.00          | $2654.87           | Agency Mortgage-Backed Securities         |
| 02.000 FGPC T45026 G                               | 2028-03-01      | 2.0000%  | 0.0000% | $26163.00          | $969.18            | Agency Mortgage-Backed Securities         |

### Security 705: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9SS2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1I9SS2
- **C.18 - Value (incl. sponsor support):** $3171000000.00
- **C.18.a - Value (excl. sponsor support):** $3171000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2032-04-30      | 4.0000%  | 0.0000% | $2588900.00        | $2569004.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $131524000.00      | $134146600.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $19213700.00       | $19263455.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $202000.00         | $202910.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $251806200.00      | $249991029.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $175237900.00      | $175895956.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $67900.00          | $67851.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $1000.00           | $1017.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $2019400.00        | $2010332.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $7085300.00        | $11789589.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $1771600.00        | $1757513.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $67000.00          | $67415.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $15108200.00       | $15314591.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 3.8750%  | 0.0000% | $155633000.00      | $155139827.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $92100.00          | $92574.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $10165900.00       | $10196899.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100000000.00      | $101141528.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $141813900.00      | $142493201.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $10587200.00       | $11983665.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $12489600.00       | $12625226.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-20      | 0.0000%  | 0.0000% | $7500000.00        | $7440127.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | 0.0000% | $5345000.00        | $5336384.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-04-30      | 4.1250%  | 0.0000% | $1250000.00        | $1242753.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-05-15      | 4.3750%  | 0.0000% | $800300.00         | $797628.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $66849100.00       | $65948547.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $202097900.00      | $199849262.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $50000000.00       | $50181673.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $9583100.00        | $9591922.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $2600700.00        | $2510703.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $2293500.00        | $2284725.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $2352700.00        | $2342135.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $3446600.00        | $3417010.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $107600.00         | $99609.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $2784000.00        | $2697282.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $304300.00         | $230458.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $149.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $34195900.00       | $34197471.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $84999900.00       | $85393838.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $948300.00         | $986263.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $4584300.00        | $4477243.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $4000000.00        | $2483622.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $242000.00         | $228690.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $2557100.00        | $3303600.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $32000.00          | $32490.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $27209500.00       | $28407503.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $557900.00         | $545132.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $37318800.00       | $37595693.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $5000000.00        | $5140414.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $20000000.00       | $20224133.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $6000000.00        | $5892462.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $181000.00         | $131462.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $114249200.00      | $113873849.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7270%  | 0.0000% | $149990000.00      | $150474949.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $55824300.00       | $54874542.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $11907000.00       | $11598299.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $9720000.00        | $9975615.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $44406500.00       | $45764385.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $27321500.00       | $27184774.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $50000.00          | $42560.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $9785000.00        | $12201319.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $2320000.00        | $3112348.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $11982400.00       | $12063043.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $13000700.00       | $12845253.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $621500.00         | $304083.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $145.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $148200.00         | $119153.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $48386000.00       | $49060256.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $6900.00           | $7643.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $4000000.00        | $4091628.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $3028100.00        | $3007296.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $9308400.00        | $9483994.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $6002600.00        | $6046164.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $33000.00          | $33470.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $13000000.00       | $13823518.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $56500.00          | $121461.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $6397000.00        | $6391863.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $2000000.00        | $3187081.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $335000.00         | $348187.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $2702700.00        | $2174218.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $116200.00         | $112029.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $32392300.00       | $32381742.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $16484200.00       | $17648690.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $15883900.00       | $15979228.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $402600.00         | $389000.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $157095000.00      | $160100651.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $8511400.00        | $8690596.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $1606900.00        | $1010466.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $260000.00         | $191470.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $125000.00         | $119744.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $516800.00         | $493448.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $200000000.00      | $199594934.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $64894400.00       | $64898453.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10300.00          | $9152.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $290000.00         | $283085.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $19518100.00       | $21325443.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $513200.00         | $588054.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $150000000.00      | $152406332.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $15000.00          | $14994.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $1341000.00        | $1345107.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $10329000.00       | $10072408.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $9000000.00        | $8725512.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $150000.00         | $154952.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $6000000.00        | $7827595.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $626100.00         | $610393.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $22500000.00       | $31182478.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $6000.00           | $6093.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $25000100.00       | $26014384.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8180%  | 0.0000% | $9443700.00        | $9487759.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $240114800.00      | $248294334.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $26000000.00       | $25432200.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $6833200.00        | $6793332.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $267000.00         | $263698.25         | U.S. Treasuries (including strips) |

### Security 706: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9ST0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1I9ST0
- **C.18 - Value (incl. sponsor support):** $2799000000.00
- **C.18.a - Value (excl. sponsor support):** $2799000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2031-12-31      | 4.5000%  | 0.0000% | $89628000.00       | $92681186.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $30000000.00       | $29824967.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $23585800.00       | $23070722.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $5951000.00        | $6192439.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $3277600.00        | $3225975.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $5081100.00        | $4411493.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $300200.00         | $263072.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $136000.00         | $130282.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $4655400.00        | $4576196.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $253514300.00      | $249999979.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $3908000.00        | $3786772.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $26000100.00       | $25902671.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $240000000.00      | $238625900.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $1321400.00        | $1568741.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $52947800.00       | $60670668.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $33249000.00       | $31287088.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $75000000.00       | $74765796.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $1871100.00        | $1778722.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $15150000.00       | $13169817.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $3489100.00        | $4551877.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $1122700.00        | $1097705.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $15000000.00       | $14119615.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $1451300.00        | $1300650.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $272437600.00      | $235504895.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $10000000.00       | $9662196.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $6074600.00        | $6503726.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $6678200.00        | $6861013.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $10002000.00       | $10687572.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $15598700.00       | $15820928.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1012.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $4515000.00        | $4582708.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1006500.00        | $1020525.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $5500000.00        | $5263513.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $1100.00           | $1003.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $5785000.00        | $5662283.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $28999400.00       | $21245354.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $25000000.00       | $20536910.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100000.00         | $61961.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $78963700.00       | $80230453.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $10633900.00       | $10548953.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $186300.00         | $187553.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $14407600.00       | $14572882.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1500000.00        | $1539446.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $500000.00         | $497497.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $389000.00         | $391732.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $225900.00         | $224348.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $15000100.00       | $15234326.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $11788200.00       | $11913541.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $27000000.00       | $27618076.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $6700000.00        | $6820980.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $14837300.00       | $14983886.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $433700.00         | $439553.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $97000.00          | $103438.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $23100000.00       | $23514237.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $23240200.00       | $30693885.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $3609900.00        | $3561384.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $1940000.00        | $1942457.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $126100.00         | $123150.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $370.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $80000000.00       | $80449676.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $12076300.00       | $12289689.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $7149800.00        | $7122444.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $55600.00          | $55802.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $91905400.00       | $91492697.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $68837900.00       | $72890406.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $29648500.00       | $30110368.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $18198100.00       | $20598453.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $19833600.00       | $19630989.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $200000000.00      | $198078591.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $40500000.00       | $40049377.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $2400000.00        | $2400188.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $922900.00         | $927655.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $32000000.00       | $31673692.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $17112000.00       | $17164181.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $2000000.00        | $2069117.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $44030000.00       | $45968591.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $101000000.00      | $100482000.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $3499000.00        | $4265409.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $140000100.00      | $137207638.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $10000000.00       | $10020332.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $2070700.00        | $2070829.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $287924600.00      | $249999928.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $104230800.00      | $105123108.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $27040000.00       | $26789794.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $948600.00         | $950418.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $60000.00          | $61147.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $719900.00         | $712845.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $5716900.00        | $5658785.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $37293900.00       | $39909381.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $24629000.00       | $22926514.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $520200.00         | $269556.30         | U.S. Treasuries (including strips) |

### Security 707: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.630000%
- **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: ARP1I9SU7, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1I9SU7
- **C.18 - Value (incl. sponsor support):** $811220000.00
- **C.18.a - Value (excl. sponsor support):** $811220000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1538306088.00     | $248641129.51      | Agency Mortgage-Backed Securities |
| GNII SP 787605 C     | 2054-10-20      | 5.0000%  | 0.0000% | $198337508.00      | $180982603.82      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | 0.0000% | $57878334.00       | $34075773.70       | Agency Mortgage-Backed Securities |
| GNII SP 787604 C     | 2054-10-20      | 5.0000%  | 0.0000% | $185275488.00      | $168403737.15      | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $298486701.00      | $203453356.68      | Agency Mortgage-Backed Securities |

### Security 708: MUFG SECURITIES (CANADA) LTD

- **C.1 - Title:** MUFG SECURITIES (CANADA) LTD 3.630000%
- **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: ARP1I9SX1, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: ARP1I9SX1
- **C.18 - Value (incl. sponsor support):** $1562000000.00
- **C.18.a - Value (excl. sponsor support):** $1562000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $201.76            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQH0302   | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $725.37            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH4131   | 2053-11-01      | 6.5000%  | 0.0000% | $1008.00           | $686.58            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2595   | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $351.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0318   | 2054-12-01      | 5.0000%  | 0.0000% | $31344594.00       | $27945237.68       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2051   | 2048-07-01      | 4.5000%  | 0.0000% | $1010.00           | $284.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5917   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $787.41            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8958   | 2051-02-01      | 2.5000%  | 0.0000% | $32907428.00       | $13710247.00       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9014   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $811.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2803   | 2055-02-01      | 5.5000%  | 0.0000% | $30955995.00       | $27294268.99       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3310   | 2055-09-01      | 5.5000%  | 0.0000% | $24982080.00       | $23399190.19       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4660   | 2056-02-01      | 3.0000%  | 0.0000% | $47248000.00       | $40790788.39       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0215   | 2055-01-01      | 5.5000%  | 0.0000% | $24838016.00       | $23753545.78       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $23948800.00       | $20986931.37       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $95.06             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $4000900.00        | $3058991.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 3.8180%  | 0.0000% | $2381900.00        | $2393012.80        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQZ2100   | 2055-09-01      | 5.5000%  | 0.0000% | $312730.00         | $292088.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0214   | 2055-02-01      | 5.5000%  | 0.0000% | $25351.00          | $21554.03          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2443   | 2054-03-01      | 6.5000%  | 0.0000% | $20331272.00       | $16741467.38       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2211   | 2055-06-01      | 6.0000%  | 0.0000% | $35835357.00       | $29298840.58       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0094   | 2055-03-01      | 5.0000%  | 0.0000% | $5301594.00        | $4621445.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7956   | 2054-05-01      | 5.5000%  | 0.0000% | $1295936.00        | $1065762.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG6199   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6876   | 2054-01-01      | 6.0000%  | 0.0000% | $21552263.00       | $17144501.39       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4152   | 2055-05-01      | 5.5000%  | 0.0000% | $37000000.00       | $31459547.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0663   | 2054-01-01      | 6.5000%  | 0.0000% | $4645648.00        | $2898306.85        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0109   | 2055-03-01      | 5.5000%  | 0.0000% | $20318923.00       | $17539120.24       | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M       | 2055-01-20      | 4.5000%  | 0.0000% | $31190466.00       | $28542638.37       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4388   | 2041-07-01      | 2.5000%  | 0.0000% | $24880600.00       | $13109778.51       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5039   | 2053-06-01      | 5.5000%  | 0.0000% | $20971627.00       | $14601670.68       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG9956   | 2056-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4366   | 2041-06-01      | 2.5000%  | 0.0000% | $4430960.00        | $2420384.01        | Agency Mortgage-Backed Securities         |
| GNII AP 787809 M       | 2055-01-20      | 4.5000%  | 0.0000% | $10788200.00       | $9691329.27        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5706   | 2056-02-01      | 4.5000%  | 0.0000% | $20556207.00       | $19747042.25       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6559   | 2056-05-01      | 5.5000%  | 0.0000% | $40000000.00       | $40339351.12       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $499900.00         | $347524.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $382.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $166200.00         | $105169.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $11812700.00       | $7930034.22        | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFA0909   | 2054-09-01      | 6.0000%  | 0.0000% | $67993641.00       | $58038149.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0296   | 2055-01-01      | 6.0000%  | 0.0000% | $32489920.00       | $28211515.77       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG3426   | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $959.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3468   | 2052-12-01      | 5.5000%  | 0.0000% | $24235277.00       | $19121628.99       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7152   | 2054-02-01      | 5.5000%  | 0.0000% | $837943.00         | $668598.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7958   | 2054-05-01      | 5.5000%  | 0.0000% | $5802431.00        | $4955991.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1689   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4334   | 2041-05-01      | 2.5000%  | 0.0000% | $17945728.00       | $10076202.04       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3369   | 2055-11-01      | 5.5000%  | 0.0000% | $30811200.00       | $29284313.53       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0909   | 2055-03-01      | 6.0000%  | 0.0000% | $578468.00         | $523280.95         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1241   | 2054-04-01      | 6.5000%  | 0.0000% | $8372160.00        | $5885564.56        | Agency Mortgage-Backed Securities         |
| GNII SP 785676 C       | 2051-10-20      | 3.5000%  | 0.0000% | $617429.00         | $434703.47         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $13288300.00       | $11685795.85       | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSD1790   | 2052-09-01      | 5.0000%  | 0.0000% | $8788926.00        | $6235032.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $818800.00         | $576165.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $90700.00          | $52903.37          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $88.20             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $3900.00           | $3280.06           | U.S. Treasuries (including strips)        |
| FNMS 03.500 ZK310243   | 2050-05-25      | 3.5000%  | 0.0000% | $1000.00           | $909.27            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $92700.00          | $94871.64          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $34382000.00       | $34380019.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $9565800.00        | $8999758.42        | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLFS9690   | 2054-11-01      | 5.0000%  | 0.0000% | $25125320.00       | $21461053.27       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1441   | 2055-11-01      | 5.5000%  | 0.0000% | $4453760.00        | $4258234.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9670   | 2054-11-01      | 5.5000%  | 0.0000% | $8303900.00        | $7157641.23        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $748.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5701   | 2053-02-01      | 6.0000%  | 0.0000% | $1080.00           | $757.04            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $3080700.00        | $3019017.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $6998800.00        | $7463381.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $42038600.00       | $42315197.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1642000.00        | $1203162.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $55534300.00       | $41096043.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $1200.00           | $897.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $3508800.00        | $2460936.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $18000000.00       | $13080523.50       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $6566600.00        | $4846577.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5078   | 2054-02-01      | 6.5000%  | 0.0000% | $11185041.00       | $7256240.80        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8211   | 2052-05-01      | 2.0000%  | 0.0000% | $999468.00         | $639458.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8083   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $732.47            | Agency Mortgage-Backed Securities         |
| FNRM CL070GC R25F070   | 2045-08-25      | 5.0000%  | 0.0000% | $27000000.00       | $17179310.85       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLDG9038   | 2056-05-01      | 4.5000%  | 0.0000% | $1000.00           | $963.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0989   | 2052-10-01      | 5.0000%  | 0.0000% | $1703513.00        | $1350560.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG7973   | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1060.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8107   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS8886   | 2054-08-01      | 5.0000%  | 0.0000% | $31000000.00       | $27367491.66       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5581   | 2053-08-01      | 6.0000%  | 0.0000% | $38000000.00       | $28864010.60       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5820   | 2053-09-01      | 5.5000%  | 0.0000% | $42669600.00       | $30456889.09       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1021   | 2055-09-01      | 5.5000%  | 0.0000% | $25733198.00       | $24026282.81       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $1318.00           | $799.65            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214   | 2052-05-01      | 3.5000%  | 0.0000% | $35083920.00       | $23884684.95       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7151   | 2051-05-01      | 2.0000%  | 0.0000% | $784769.00         | $404637.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3829   | 2056-01-01      | 5.5000%  | 0.0000% | $28943572.00       | $27855700.40       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3254   | 2055-10-01      | 5.5000%  | 0.0000% | $17880251.00       | $17374856.37       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0402   | 2055-03-01      | 6.5000%  | 0.0000% | $1100.00           | $728.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5621   | 2056-05-01      | 5.0000%  | 0.0000% | $14807584.00       | $14777463.73       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0868   | 2055-03-01      | 6.0000%  | 0.0000% | $28601084.00       | $24788853.97       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CL890834   | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $257.20            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1155500.00        | $1069690.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $352400.00         | $338890.93         | U.S. Treasuries (including strips)        |
| GNII SF MB0307 M       | 2055-04-20      | 5.0000%  | 0.0000% | $2103.00           | $1890.65           | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M       | 2055-09-20      | 5.0000%  | 0.0000% | $49992768.00       | $48533831.68       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5305   | 2055-11-01      | 4.5000%  | 0.0000% | $15000000.00       | $14392212.18       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $472900.00         | $293626.23         | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSL3109   | 2055-10-01      | 5.0000%  | 0.0000% | $2919340.00        | $2832413.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4061   | 2055-01-01      | 6.0000%  | 0.0000% | $241536.00         | $226094.13         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $979700.00         | $935261.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $103.39            | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLDG7969   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.98            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDG6142   | 2056-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5754   | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDG6919   | 2056-04-01      | 6.0000%  | 0.0000% | $1075.00           | $1108.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2047   | 2054-12-01      | 5.5000%  | 0.0000% | $20551040.00       | $18259277.36       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4348   | 2056-01-01      | 5.5000%  | 0.0000% | $780500.00         | $778601.05         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5470   | 2053-07-01      | 5.5000%  | 0.0000% | $35000000.00       | $27477290.31       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4658   | 2047-03-01      | 4.0000%  | 0.0000% | $9000000.00        | $5702543.46        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6791   | 2054-01-01      | 6.0000%  | 0.0000% | $28992488.00       | $19978898.44       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $6554144.00        | $4953979.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $717.37            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $93233.00          | $67747.86          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6179   | 2054-04-01      | 5.0000%  | 0.0000% | $24185900.00       | $19502879.78       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6033   | 2054-05-01      | 6.0000%  | 0.0000% | $20002013.00       | $16085228.94       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3330   | 2052-11-01      | 5.0000%  | 0.0000% | $1021.00           | $769.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6638   | 2046-02-01      | 3.5000%  | 0.0000% | $14108548.00       | $2958615.48        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6181   | 2054-08-01      | 5.5000%  | 0.0000% | $24347121.00       | $21219208.55       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5753   | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $802.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5603   | 2054-06-01      | 5.5000%  | 0.0000% | $33240100.00       | $30432576.51       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6040   | 2053-06-01      | 5.0000%  | 0.0000% | $31045500.00       | $26011909.40       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5180   | 2054-09-01      | 6.0000%  | 0.0000% | $30918525.00       | $23063847.56       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3508   | 2052-11-01      | 5.5000%  | 0.0000% | $1915348.00        | $1349318.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CNRD5150   | 2033-05-01      | 5.0000%  | 0.0000% | $1000.00           | $411.14            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $168300.00         | $151663.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $897200.00         | $851794.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.14             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $107.01            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $13878900.00       | $13737119.95       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $70725000.00       | $69772233.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $11967200.00       | $12021168.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $24999100.00       | $25400551.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $300.00            | $306.22            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $29399700.00       | $29419079.52       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $842000.00         | $726080.71         | U.S. Treasuries (including strips)        |
| GNII SP 787333 C       | 2054-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1041.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3258   | 2055-11-01      | 5.5000%  | 0.0000% | $144119.00         | $142553.30         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4647   | 2056-01-01      | 5.5000%  | 0.0000% | $22018720.00       | $21711804.49       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG0502   | 2056-02-01      | 4.5000%  | 0.0000% | $500088.00         | $465857.09         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9202   | 2054-09-01      | 5.0000%  | 0.0000% | $24138399.00       | $22249908.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0585   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $855.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5247   | 2054-01-01      | 6.0000%  | 0.0000% | $52371851.00       | $29584577.56       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS0713   | 2050-03-01      | 4.5000%  | 0.0000% | $23332192.00       | $11800339.00       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1079   | 2052-03-01      | 2.5000%  | 0.0000% | $41072900.00       | $26030444.45       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ1676   | 2047-12-01      | 4.0000%  | 0.0000% | $353000.00         | $70811.73          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG1601   | 2056-02-01      | 4.5000%  | 0.0000% | $1000.00           | $958.93            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBL3481   | 2026-08-01      | 2.6100%  | 0.0000% | $2154.00           | $1995.17           | Agency Mortgage-Backed Securities         |

### Security 709: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1I9TL6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1I9TL6
- **C.18 - Value (incl. sponsor support):** $998665150.00
- **C.18.a - Value (excl. sponsor support):** $998665150.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL HLT   | 2500-12-31      | N/A      | 0.0000% | $38594.00          | $1204904.68        | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $3772.00           | $995026.44         | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $434845.00         | $49933251.35       | Equities   |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $319.00            | $50252.07          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL GAS SVC ETF  | 2500-12-31      | N/A      | 0.0000% | $12214.00          | $517348.40         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $36229.00          | $1814710.61        | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  NASDAQ BIOTECH   | 2500-12-31      | N/A      | 0.0000% | $24726.00          | $737794.17         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  ESG NASDAQ 100   | 2500-12-31      | N/A      | 0.0000% | $7048.00           | $358390.80         | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $3773.00           | $126584.15         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $191.00            | $54247.82          | Equities   |
| FLEXSHARES TR                  QLT DIV DEF IDX  | 2500-12-31      | N/A      | 0.0000% | $9660.00           | $848286.14         | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $1595.00           | $55984.50          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 PR   | 2500-12-31      | N/A      | 0.0000% | $2113.00           | $133458.14         | Equities   |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $5350.00           | $105020.50         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    UT COM SHS ETF   | 2500-12-31      | N/A      | 0.0000% | $6063.00           | $377990.46         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II MATERIALS ALPH   | 2500-12-31      | N/A      | 0.0000% | $4143.00           | $344200.44         | Equities   |
| NATWEST GROUP PLC              SPONS ADR        | 2500-12-31      | N/A      | 0.0000% | $153380.00         | $2428005.40        | Equities   |
| SK TELECOM CO LTD              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $34963.00          | $1286638.40        | Equities   |
| TRANSPORTADORA DE GAS DEL SUR  SPONSORED ADS B  | 2500-12-31      | N/A      | 0.0000% | $283301.00         | $8720004.78        | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $2202.00           | $196484.46         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $920.00            | $145792.40         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $106743.00         | $2187164.07        | Equities   |
| ISHARES TR                     TOP 20 U S ETF   | 2500-12-31      | N/A      | 0.0000% | $316210.00         | $10846003.00       | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $1427072.00        | $49933249.28       | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $53236.00          | $1542246.92        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WATER RES ETF    | 2500-12-31      | N/A      | 0.0000% | $2983.00           | $196072.59         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $7914.00           | $54290.04          | Equities   |
| SUMITOMO MITSUI FIN GRP INC    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5519.00           | $123018.51         | Equities   |
| SPDR SERIES TRUST              SP O&G EXPL PRO  | 2500-12-31      | N/A      | 0.0000% | $27850.00          | $4594136.00        | Equities   |
| SPDR SERIES TRUST              SP O&G EQP SERV  | 2500-12-31      | N/A      | 0.0000% | $7888.00           | $957524.32         | Equities   |
| WISDOMTREE TR                  CYBERSECURITY FD | 2500-12-31      | N/A      | 0.0000% | $9231.00           | $298215.76         | Equities   |
| ALPS ETF TR                    CLEAN ENERGY     | 2500-12-31      | N/A      | 0.0000% | $23516.00          | $982733.64         | Equities   |
| ALPS ETF TR                    ACTIVE REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $2910.00           | $87664.33          | Equities   |
| ALPS ETF TR                    OSHARES US QUALT | 2500-12-31      | N/A      | 0.0000% | $10704.00          | $631321.92         | Equities   |
| ATRENEW INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1157734.00        | $5360308.42        | Equities   |
| BILIBILI INC                   SPONS ADS REP Z  | 2500-12-31      | N/A      | 0.0000% | $258289.00         | $4447736.58        | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $4021778.00        | $14156658.56       | Equities   |
| BLACKROCK ETF TRUST            ISHARES US EQUIT | 2500-12-31      | N/A      | 0.0000% | $2702.00           | $181925.66         | Equities   |
| BLACKROCK ETF TRUST II         ISHA FLEX IN ETF | 2500-12-31      | N/A      | 0.0000% | $132301.00         | $6919342.30        | Equities   |
| ETFIS SER TR I                 VIRTU BIOTE ETF  | 2500-12-31      | N/A      | 0.0000% | $3362.00           | $293312.98         | Equities   |
| ECOPETROL S A                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $128631.00         | $1899879.87        | Equities   |
| ETF SER SOLUTIONS              HOYA CAPT HI DIV | 2500-12-31      | N/A      | 0.0000% | $33959.00          | $327534.55         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $80521.00          | $3205541.01        | Equities   |
| ETF SER SOLUTIONS              DEFIA QUANT ETF  | 2500-12-31      | N/A      | 0.0000% | $828.00            | $131701.68         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $191752.00         | $4896387.32        | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $160178.00         | $1947764.48        | Equities   |
| VANECK ETF TRUST               BIOTECH ETF      | 2500-12-31      | N/A      | 0.0000% | $599.00            | $112775.77         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $107536.00         | $2866909.76        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $13983.00          | $1194707.52        | Equities   |
| VANGUARD WORLD FD              EXTENDED DUR     | 2500-12-31      | N/A      | 0.0000% | $2419.00           | $154187.06         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US SMCP HG | 2500-12-31      | N/A      | 0.0000% | $8340.00           | $535011.00         | Equities   |
| VANGUARD WORLD FD              INDUSTRIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $925.00            | $316294.50         | Equities   |
| VANECK ETF TRUST               FABLE SEMIC ETF  | 2500-12-31      | N/A      | 0.0000% | $10749.00          | $673532.34         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $89956.00          | $23487511.60       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $36445.00          | $4755708.05        | Equities   |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $1566.00           | $135459.00         | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $191918.00         | $19389475.54       | Equities   |
| WARNER BROS DISCOVERY INC      COM SER A        | 2500-12-31      | N/A      | 0.0000% | $21396.00          | $578547.84         | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $18840.00          | $3103890.00        | Equities   |
| VISTA ENERGY S.A.B. DE C.V.    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $81303.00          | $5944875.36        | Equities   |
| ISHARES TR                     ESG MSCI LEADR   | 2500-12-31      | N/A      | 0.0000% | $31808.00          | $4232480.63        | Equities   |
| ISHARES TR                     TRUST ISHARE 0-1 | 2500-12-31      | N/A      | 0.0000% | $91203.00          | $10064251.05       | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $2618.00           | $203104.44         | Equities   |
| FINVOLUTION GROUP              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $342899.00         | $1779645.81        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    COM SHS ANNUAL   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $87.86             | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $345286.00         | $3207706.94        | Equities   |
| H WORLD GROUP LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $360207.00         | $16101252.90       | Equities   |
| SO YOUNG INTERNATIONAL INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $610195.00         | $1189880.25        | Equities   |
| ASML HLDG NV                   N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $31096.00          | $49933023.92       | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $2873.00           | $264143.62         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US L | 2500-12-31      | N/A      | 0.0000% | $16577.00          | $514384.31         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $682983.00         | $19895294.79       | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $4195.00           | $112300.15         | Equities   |
| ISHARES TR                     U.S. FIN SVC ETF | 2500-12-31      | N/A      | 0.0000% | $1148.00           | $99508.64          | Equities   |
| VANGUARD INDEX FDS             MCAP VL IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $2191.00           | $426434.33         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  HIG YLD EQ DIV   | 2500-12-31      | N/A      | 0.0000% | $100148.00         | $2268282.10        | Equities   |
| PDD HOLDINGS INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $159473.00         | $13241043.19       | Equities   |
| PETROLEO BRASILEIRO S A        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $683590.00         | $12871999.70       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $195860.00         | $19781860.00       | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $60668.00          | $1508813.16        | Equities   |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $127307.00         | $2221507.15        | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1246370.00        | $20627423.50       | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $7360.00           | $1621996.80        | Equities   |
| BANCO BBVA ARGENTINA S A       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $168656.00         | $2971718.72        | Equities   |
| ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   | 2500-12-31      | N/A      | 0.0000% | $35563.00          | $2472339.76        | Equities   |
| EA SERIES TRUST                BRID OMN SMA ETF | 2500-12-31      | N/A      | 0.0000% | $77389.00          | $2159973.42        | Equities   |
| ADVISORS INNER CIRCLE FD III   DEMCRATIC LG ETF | 2500-12-31      | N/A      | 0.0000% | $2719.00           | $124711.29         | Equities   |
| ETF SER SOLUTIONS              COLTERPOINT NET  | 2500-12-31      | N/A      | 0.0000% | $10445.00          | $275408.54         | Equities   |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $1940.00           | $86892.60          | Equities   |
| T ROWE PRICE ETF INC           INTL EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $6167.00           | $233729.30         | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTI INTL ETF   | 2500-12-31      | N/A      | 0.0000% | $78589.00          | $3549865.13        | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $3679.00           | $269045.27         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI ENERGY IDX  | 2500-12-31      | N/A      | 0.0000% | $5498.00           | $173791.78         | Equities   |
| AMERICAN CENTY ETF TR          US SML CP VALU   | 2500-12-31      | N/A      | 0.0000% | $1340.00           | $162260.60         | Equities   |
| ADVISORSHARES TR               PURE US CANN ETF | 2500-12-31      | N/A      | 0.0000% | $838457.00         | $4292899.84        | Equities   |
| BANCO SANTANDER BRASIL S A     ADS REP 1 UNIT   | 2500-12-31      | N/A      | 0.0000% | $241619.00         | $1316823.55        | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $93568.00          | $239534.08         | Equities   |
| DIREXION SHARES ETF TRUST      DAI ENE BUL ETF  | 2500-12-31      | N/A      | 0.0000% | $981.00            | $85700.16          | Equities   |
| CHAGEE HLDGS LTD               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $19589.00          | $199024.24         | Equities   |
| CAPITAL GROUP DIVIDEND VALUE E SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $2638.00           | $127705.58         | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREAT UNIT   | 2500-12-31      | N/A      | 0.0000% | $24229.00          | $1152088.95        | Equities   |
| DOUBLEDOWN INTERACTIVE CO LTD  ADS              | 2500-12-31      | N/A      | 0.0000% | $5301.00           | $62233.74          | Equities   |
| ENEL CHILE SA                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $136226.00         | $584409.54         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II NASDQ CLN EDGE   | 2500-12-31      | N/A      | 0.0000% | $14119.00          | $2737391.72        | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTFCTR EMRNG   | 2500-12-31      | N/A      | 0.0000% | $47595.00          | $1947116.21        | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $72912.00          | $8672882.40        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $3768.00           | $1283569.20        | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS US    | 2500-12-31      | N/A      | 0.0000% | $6726.00           | $405131.19         | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $37558.00          | $4360483.80        | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $561161.00         | $19152424.93       | Equities   |
| AMERICA MOVIL SAB DE CV        SPON ADS RP CL B | 2500-12-31      | N/A      | 0.0000% | $196499.00         | $5067709.21        | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3616.00           | $3031979.84        | Equities   |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $1.00              | $65.41             | Equities   |
| J P MORGAN EXCHANGE TRADED FD  RLTY INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $4102.00           | $214124.40         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW PPTY CASUT   | 2500-12-31      | N/A      | 0.0000% | $4456.00           | $519102.17         | Equities   |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $5249.00           | $1564884.37        | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $1521790.00        | $23389912.30       | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $6431.00           | $325537.22         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6 SMALL CAP  | 2500-12-31      | N/A      | 0.0000% | $3367.00           | $182358.07         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $2656.00           | $236171.52         | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $553115.00         | $3302096.55        | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $73197.00          | $6512337.09        | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $107331.00         | $368145.33         | Equities   |
| SPROTT FDS TR                  ACTI GOL SIL ETF | 2500-12-31      | N/A      | 0.0000% | $3296.00           | $143976.20         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $239775.00         | $49933143.75       | Equities   |
| SPROTT FDS TR                  COPPER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $10299.00          | $438840.39         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $11608.00          | $532575.04         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $6657.00           | $416262.21         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DJ INDL AVG DV   | 2500-12-31      | N/A      | 0.0000% | $8233.00           | $514974.15         | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $17762.00          | $684158.49         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II CONSUMR STAPLE   | 2500-12-31      | N/A      | 0.0000% | $2411.00           | $148192.84         | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $386711.00         | $3422392.35        | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA ETF | 2500-12-31      | N/A      | 0.0000% | $6151.00           | $650283.72         | Equities   |
| GRUPO AEROMEXICO SAB DE CV     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $444489.00         | $7814116.62        | Equities   |
| GLOBAL X FDS                   S&P 500 CATHOLIC | 2500-12-31      | N/A      | 0.0000% | $1572.00           | $141412.09         | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $80190.00          | $3230053.20        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DIVID ACHIEVEV   | 2500-12-31      | N/A      | 0.0000% | $3169.00           | $174867.00         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $94809.00          | $1670193.27        | Equities   |
| TRIP COM GROUP LTD             ADS              | 2500-12-31      | N/A      | 0.0000% | $629940.00         | $29657575.20       | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $262.00            | $108145.74         | Equities   |
| SPDR SERIES TRUST              ST STR SP TRANS  | 2500-12-31      | N/A      | 0.0000% | $3044.00           | $339558.20         | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2299673.00        | $30976595.31       | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $25693.00          | $784150.36         | Equities   |
| TIDAL TRUST II                 DEFIA AI PWR ETF | 2500-12-31      | N/A      | 0.0000% | $15690.00          | $518868.30         | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $24208.00          | $220050.72         | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $547.00            | $65301.84          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $2145.00           | $236185.95         | Equities   |
| ISHARES TR                     PARI ALI CLI ETF | 2500-12-31      | N/A      | 0.0000% | $17442.00          | $1372875.52        | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $9066.00           | $498539.34         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $13092.00          | $9084669.72        | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $47.00             | $3668.82           | Equities   |
| VODAFONE GROUP PLC             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $93013.00          | $1388684.09        | Equities   |
| VICTORY PORTFOLIOS II          SHS FR CA FL ETF | 2500-12-31      | N/A      | 0.0000% | $19758.00          | $887726.94         | Equities   |
| SPDR SERIES TRUST              ST STR PR SP1500 | 2500-12-31      | N/A      | 0.0000% | $1223.00           | $111782.20         | Equities   |
| DIREXION SHARES ETF TRUST      DA 500 BE 3X ETF | 2500-12-31      | N/A      | 0.0000% | $6392.00           | $166703.36         | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSH PRI PUB ETF | 2500-12-31      | N/A      | 0.0000% | $1633636.00        | $33260828.96       | Equities   |
| RLX TECHNOLOGY INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $669881.00         | $1359858.43        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRE STRAT ETF  | 2500-12-31      | N/A      | 0.0000% | $62269.00          | $1812027.90        | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $175519.00         | $15522900.36       | Equities   |
| GSK PLC                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2075.00           | $106323.00         | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $995.00            | $91748.95          | Equities   |
| ISHARES TR                     0-3 MTH TREASURY | 2500-12-31      | N/A      | 0.0000% | $176696.00         | $17784452.40       | Equities   |
| OPERA LTD                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $64368.00          | $1180509.12        | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $34661.00          | $294271.89         | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $16315.00          | $5469930.05        | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $395793.00         | $49933244.88       | Equities   |
| DIREXION SHARES ETF TRUST      DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $3568.00           | $148928.32         | Equities   |
| DIREXION SHARES ETF TRUST      DLY AMZN BULL 2X | 2500-12-31      | N/A      | 0.0000% | $6774.00           | $306184.80         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SOUTH KOREA | 2500-12-31      | N/A      | 0.0000% | $1083.00           | $72225.27          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI SMID CAP STR ETF | 2500-12-31      | N/A      | 0.0000% | $4406.00           | $156476.89         | Equities   |
| FIRST TR EXCH TRADED FD III    HORIZON DMST ETF | 2500-12-31      | N/A      | 0.0000% | $11012.00          | $432321.21         | Equities   |
| SPDR SERIES TRUST              SP KENSHO CLEAN  | 2500-12-31      | N/A      | 0.0000% | $6232.00           | $760428.64         | Equities   |
| SPDR SERIES TRUST              ST STR DOW REIT  | 2500-12-31      | N/A      | 0.0000% | $47373.00          | $5260771.65        | Equities   |
| SCHWAB STRATEGIC TR            US DIVIDEND EQ   | 2500-12-31      | N/A      | 0.0000% | $645231.00         | $21053887.53       | Equities   |
| STATE STR SPDR S&P MIDCAP 400  UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $20655.00          | $14029908.75       | Equities   |
| GMO ETF TRUST                  US QUALITY ETF   | 2500-12-31      | N/A      | 0.0000% | $6798.00           | $281777.10         | Equities   |
| VNET GROUP INC                 SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $14187.00          | $150665.94         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $16350.00          | $2583954.00        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $2243.00           | $1649950.80        | Equities   |
| LOMA NEGRA C I A S A MTN  144A SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $210114.00         | $2464637.22        | Equities   |
| GLOBAL X FDS                   RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $1485.00           | $169661.25         | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $105899.00         | $2863508.96        | Equities   |
| THRIVENT ETF TRUST             SMAL MID CAP ETF | 2500-12-31      | N/A      | 0.0000% | $3997.00           | $190776.81         | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $84989.00          | $7732299.22        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $424788.00         | $3347329.44        | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMERGING MKTS DB | 2500-12-31      | N/A      | 0.0000% | $6347.00           | $158516.33         | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $100850.00         | $10580173.50       | Equities   |
| SPDR SERIES TRUST              ST STR SP AERO   | 2500-12-31      | N/A      | 0.0000% | $1548.00           | $448238.88         | Equities   |
| SPDR SERIES TRUST              ST STR SP PHARMA | 2500-12-31      | N/A      | 0.0000% | $5.00              | $292.90            | Equities   |
| SPDR SERIES TRUST              ST STR SP HCSVC  | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $566581.12         | Equities   |
| KASPI KZ JSC                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $19750.00          | $1832800.00        | Equities   |
| SPDR SERIES TRUST              ST STR SP500DIV  | 2500-12-31      | N/A      | 0.0000% | $31915.00          | $1524579.55        | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $2274.00           | $132301.32         | Equities   |
| TIDAL TRUST III                VIST ARTI IN ETF | 2500-12-31      | N/A      | 0.0000% | $1356.00           | $104900.16         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT | 2500-12-31      | N/A      | 0.0000% | $359.00            | $23842.99          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $2131.00           | $270534.50         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P MIDCP LOW    | 2500-12-31      | N/A      | 0.0000% | $13801.00          | $894718.83         | Equities   |
| HIGH TEMPLAR TECHNOLOGY LTD    SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $157139.00         | $471417.00         | Equities   |
| STATE STR SPDR DOW JONES INDL  UT SER 1         | 2500-12-31      | N/A      | 0.0000% | $14525.00          | $7364901.25        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL REL   | 2500-12-31      | N/A      | 0.0000% | $3416.00           | $124103.62         | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $66696.00          | $4863472.32        | Equities   |
| VANECK ETF TRUST               TECHN TRUSE ETF  | 2500-12-31      | N/A      | 0.0000% | $12604.00          | $402055.00         | Equities   |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $572760.00         | $49933216.80       | Equities   |
| UNITED STS COMMODITY INDEX FD  CM REP COPP FD   | 2500-12-31      | N/A      | 0.0000% | $60589.00          | $2366606.34        | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $31413.00          | $9235736.13        | Equities   |
| VANECK ETF TRUST               CHINE INNOV ETF  | 2500-12-31      | N/A      | 0.0000% | $2722.00           | $160325.80         | Equities   |
| VANGUARD INDEX FDS             MID CAP ETF      | 2500-12-31      | N/A      | 0.0000% | $11680.00          | $920384.00         | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $9491.00           | $112847.99         | Equities   |
| VANGUARD SPECIALIZED FUNDS     DIV APP ETF      | 2500-12-31      | N/A      | 0.0000% | $19798.00          | $4630356.24        | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $24434.00          | $10278895.12       | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $1540.00           | $248340.40         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $2163.00           | $283115.07         | Equities   |
| GLOBAL X FDS                   ARTIFICIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $245458.00         | Equities   |
| GLOBAL X FDS                   DATA CTR DIG ETF | 2500-12-31      | N/A      | 0.0000% | $7181.00           | $227278.65         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  US MEGA CP ETF   | 2500-12-31      | N/A      | 0.0000% | $1925.00           | $142702.75         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRIN U S SMALL   | 2500-12-31      | N/A      | 0.0000% | $6398.00           | $421628.20         | Equities   |
| WOORI FINL GROUP INC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $6524.00           | $399660.24         | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $9052.00           | $362261.04         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ULTRA SHRT ETF   | 2500-12-31      | N/A      | 0.0000% | $723945.00         | $36617138.10       | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $181875.00         | $15246581.25       | Equities   |
| GRANITESHARES ETF TR           2X LNG BABA DAL  | 2500-12-31      | N/A      | 0.0000% | $4282.00           | $102596.72         | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $365636.00         | $10654633.04       | Equities   |
| BEONE MEDICINES LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $44475.00          | $12923545.50       | Equities   |
| AMPLIFY ETF TR                 JR SILV MINE ETF | 2500-12-31      | N/A      | 0.0000% | $3215.00           | $97350.20          | Equities   |
| DIREXION SHARES ETF TRUST      NASDAQ 100 EQ WT | 2500-12-31      | N/A      | 0.0000% | $17638.00          | $2087280.92        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANG NUCL RE ETF | 2500-12-31      | N/A      | 0.0000% | $1408.00           | $101516.80         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $7450.00           | $214560.00         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI UTILS INDEX | 2500-12-31      | N/A      | 0.0000% | $1344.00           | $77616.00          | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $206598.00         | $17476124.82       | Equities   |
| INVESCO EXCHANGE-TRADED FD TR  S&P SMLCP LOW    | 2500-12-31      | N/A      | 0.0000% | $11090.00          | $553866.76         | Equities   |

### Security 710: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.620000%
- **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: ARP1I9TV4, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1I9TV4
- **C.18 - Value (incl. sponsor support):** $1214000000.00
- **C.18.a - Value (excl. sponsor support):** $1214000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN DC7238       | 2060-04-15      | 5.6000%  | 0.0000% | $1445420.00        | $1479646.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1554 | 2047-12-01      | 4.5000%  | 0.0000% | $6904336.00        | $5870171.75        | Agency Mortgage-Backed Securities         |
| GNMI SF 675195 X     | 2038-03-15      | 5.5000%  | 0.0000% | $15500000.00       | $158124.37         | Agency Mortgage-Backed Securities         |
| GNII SF DR3986 C     | 2056-05-20      | 5.5000%  | 0.0000% | $8752880.00        | $8930946.65        | Agency Mortgage-Backed Securities         |
| GNII JM 004285 M     | 2038-11-20      | 6.0000%  | 0.0000% | $3998151.00        | $5563.54           | Agency Mortgage-Backed Securities         |
| GNII SF BD5393 C     | 2047-12-20      | 3.5000%  | 0.0000% | $1289786.00        | $408930.80         | Agency Mortgage-Backed Securities         |
| GNII JM MA3303 M     | 2045-12-20      | 4.0000%  | 0.0000% | $2400464.00        | $91690.09          | Agency Mortgage-Backed Securities         |
| GNII SF DL8659 C     | 2055-09-20      | 6.5000%  | 0.0000% | $561227.00         | $589011.32         | Agency Mortgage-Backed Securities         |
| GNPL PN CI1769       | 2057-07-15      | 2.5700%  | 0.0000% | $13129296.00       | $10889212.59       | Agency Mortgage-Backed Securities         |
| GNMI SF 772046 X     | 2041-08-15      | 4.0000%  | 0.0000% | $760000.00         | $80081.19          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3952 | 2055-08-01      | 6.0000%  | 0.0000% | $150088448.00      | $142828026.48      | Agency Mortgage-Backed Securities         |
| GNPL PN DA4287       | 2059-09-15      | 4.8200%  | 0.0000% | $300000.00         | $293224.06         | Agency Mortgage-Backed Securities         |
| GNII ET DN6482 C     | 2066-02-20      | 5.0000%  | 0.0000% | $64079744.00       | $63062737.54       | Agency Mortgage-Backed Securities         |
| GNII SF DM7303 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5826405.71        | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $100000000.00      | $70970833.64       | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $115000000.00      | $78385857.53       | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $130011.00         | $70066.80          | Agency Mortgage-Backed Securities         |
| GNPL PN CH2690       | 2057-07-15      | 3.3000%  | 0.0000% | $10829600.00       | $9451270.69        | Agency Mortgage-Backed Securities         |
| GNMI SF AC3733 X     | 2042-12-15      | 2.5000%  | 0.0000% | $95000.00          | $11894.43          | Agency Mortgage-Backed Securities         |
| GNRM 2020-145 AC     | 2063-03-16      | 1.1500%  | 0.0000% | $20000000.00       | $12780981.89       | Agency Collateralized Mortgage Obligation |
| GNII SF DP7131 C     | 2056-02-20      | 5.5000%  | 0.0000% | $27226520.00       | $27576193.23       | Agency Mortgage-Backed Securities         |
| GNII SF DM1738 C     | 2055-09-20      | 6.5000%  | 0.0000% | $469936.00         | $492334.11         | Agency Mortgage-Backed Securities         |
| GNII SF DN6522 C     | 2056-02-20      | 6.0000%  | 0.0000% | $4893376.00        | $5011693.75        | Agency Mortgage-Backed Securities         |
| GNII SF DR8460 C     | 2056-04-20      | 6.5000%  | 0.0000% | $1661840.00        | $1752372.81        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA4938 | 2043-02-01      | 4.5000%  | 0.0000% | $945867.00         | $447252.69         | Agency Mortgage-Backed Securities         |
| GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  | 0.0000% | $180585.00         | $116869.85         | Agency Mortgage-Backed Securities         |
| GNMI SF 710852 X     | 2039-09-15      | 5.0000%  | 0.0000% | $802583.00         | $31766.18          | Agency Mortgage-Backed Securities         |
| GNRM 2025-060 D      | 2051-01-20      | 4.0000%  | 0.0000% | $14587232.00       | $13041388.71       | Agency Collateralized Mortgage Obligation |
| GNMI SF 711622 X     | 2042-01-15      | 3.5000%  | 0.0000% | $25000000.00       | $7165820.86        | Agency Mortgage-Backed Securities         |
| GNMI SF 757043 X     | 2040-12-15      | 4.0000%  | 0.0000% | $135681.00         | $12385.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQA3850 | 2049-10-01      | 5.5000%  | 0.0000% | $880000.00         | $228571.09         | Agency Mortgage-Backed Securities         |
| GNII JM 004768 M     | 2040-08-20      | 5.0000%  | 0.0000% | $5792024.00        | $29379.57          | Agency Mortgage-Backed Securities         |
| GNII SF DP6156 C     | 2056-03-20      | 5.5000%  | 0.0000% | $19373440.00       | $19646410.12       | Agency Mortgage-Backed Securities         |
| GNMI SF 626925 X     | 2045-03-15      | 4.0000%  | 0.0000% | $46000.00          | $16345.39          | Agency Mortgage-Backed Securities         |
| GNMI SF AA0159 X     | 2042-05-15      | 3.8750%  | 0.0000% | $600000.00         | $53345.26          | Agency Mortgage-Backed Securities         |
| GNII SF DM7109 C     | 2055-10-20      | 6.0000%  | 0.0000% | $18919648.00       | $19505882.25       | Agency Mortgage-Backed Securities         |
| GNMI SF AO3861 X     | 2045-08-15      | 4.0000%  | 0.0000% | $525311.00         | $60573.59          | Agency Mortgage-Backed Securities         |
| GNMI SF 733600 X     | 2040-04-15      | 5.0000%  | 0.0000% | $200000.00         | $11396.06          | Agency Mortgage-Backed Securities         |
| GNPL PN CL6610       | 2056-03-15      | 2.9800%  | 0.0000% | $1123028.00        | $956868.01         | Agency Mortgage-Backed Securities         |
| GNPL PN CL1961       | 2057-04-15      | 2.8300%  | 0.0000% | $3178000.00        | $2683116.37        | Agency Mortgage-Backed Securities         |
| GNII SF 736314 C     | 2035-11-20      | 3.7500%  | 0.0000% | $280000.00         | $34160.30          | Agency Mortgage-Backed Securities         |
| GNII SF 737730 C     | 2040-12-20      | 4.0000%  | 0.0000% | $219730.00         | $25194.79          | Agency Mortgage-Backed Securities         |
| GNPL PN CN3130       | 2057-05-15      | 2.8300%  | 0.0000% | $52845632.00       | $44806580.61       | Agency Mortgage-Backed Securities         |
| GNII SF DB6003 C     | 2044-06-20      | 6.5000%  | 0.0000% | $453191.00         | $190463.86         | Agency Mortgage-Backed Securities         |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $342512128.00      | $179538479.62      | Agency Mortgage-Backed Securities         |
| GNMI SF 683950 X     | 2038-02-15      | 5.5000%  | 0.0000% | $5000000.00        | $59234.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $265000.00         | $140285.53         | Agency Mortgage-Backed Securities         |
| GNPL PN CL5345       | 2057-07-15      | 4.2300%  | 0.0000% | $2379200.00        | $2200130.67        | Agency Mortgage-Backed Securities         |
| GNMI SF AG8936 X     | 2044-02-15      | 4.0000%  | 0.0000% | $1308000.00        | $126784.88         | Agency Mortgage-Backed Securities         |
| GNMI SF AD2334 X     | 2043-04-15      | 3.5000%  | 0.0000% | $229500.00         | $22843.90          | Agency Mortgage-Backed Securities         |
| GNII JM 004463 M     | 2039-06-20      | 5.5000%  | 0.0000% | $1382780.00        | $16931.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $967864.00         | $618370.14         | Agency Mortgage-Backed Securities         |
| GNMI SF 747948 X     | 2041-01-15      | 4.0000%  | 0.0000% | $1915864.00        | $122030.85         | Agency Mortgage-Backed Securities         |
| GNPL PN CW2333       | 2059-05-15      | 5.8000%  | 0.0000% | $2395496.00        | $2474988.05        | Agency Mortgage-Backed Securities         |
| GNII SF AQ3441 C     | 2046-02-20      | 4.0000%  | 0.0000% | $110000.00         | $23476.68          | Agency Mortgage-Backed Securities         |
| GNPL PN CR2273       | 2057-11-15      | 4.0800%  | 0.0000% | $9667536.00        | $8877439.14        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CNQS0153 | 2031-05-01      | 2.0000%  | 0.0000% | $1466716.00        | $392816.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $347451904.00      | $145903652.21      | Agency Mortgage-Backed Securities         |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $180000.00         | $21639.49          | Agency Mortgage-Backed Securities         |
| GNII SF BS8546 C     | 2050-12-20      | 2.5000%  | 0.0000% | $247000.00         | $119552.72         | Agency Mortgage-Backed Securities         |
| GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $40000000.00       | $35961000.89       | Agency Mortgage-Backed Securities         |
| GNII SF MB1070 M     | 2056-03-20      | 5.0000%  | 0.0000% | $48400000.00       | $47926762.52       | Agency Mortgage-Backed Securities         |
| GNII SF DJ8123 C     | 2055-05-20      | 6.5000%  | 0.0000% | $391115.00         | $274936.88         | Agency Mortgage-Backed Securities         |
| GNII SF DK4926 C     | 2051-06-20      | 6.5000%  | 0.0000% | $1571810.00        | $917151.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $108676960.00      | $60066471.80       | Agency Mortgage-Backed Securities         |
| GNII JM MA6033 M     | 2049-06-20      | 5.0000%  | 0.0000% | $541284.00         | $33096.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | 0.0000% | $90000.00          | $40106.51          | Agency Mortgage-Backed Securities         |
| GNRM 2014-039 PB     | 2044-03-20      | 3.5000%  | 0.0000% | $8122.00           | $6462.73           | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $85677312.00       | $48805456.99       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 3PQU8379 | 2056-04-01      | 7.0000%  | 0.0000% | $2253944.00        | $2349216.96        | Agency Mortgage-Backed Securities         |
| GNPL PN DL7517       | 2060-12-15      | 4.7000%  | 0.0000% | $16000000.00       | $15559414.66       | Agency Mortgage-Backed Securities         |
| GNPL PN CR9629       | 2053-01-15      | 5.6700%  | 0.0000% | $6088400.00        | $5836439.40        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2746       | 2057-08-15      | 3.6100%  | 0.0000% | $2927759.00        | $2609452.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO8711 | 2050-04-01      | 4.0000%  | 0.0000% | $495000.00         | $334240.60         | Agency Mortgage-Backed Securities         |
| GNPL PN DC7240       | 2060-04-15      | 5.5200%  | 0.0000% | $5900750.00        | $6003145.31        | Agency Mortgage-Backed Securities         |
| GNRM 2019-89 CA      | 2049-07-20      | 2.5000%  | 0.0000% | $590000.00         | $219292.74         | Agency Collateralized Mortgage Obligation |
| GNPL PN CN7021       | 2057-11-15      | 4.2000%  | 0.0000% | $12573200.00       | $11640356.00       | Agency Mortgage-Backed Securities         |
| GNRA 2023-156 GK     | 2064-01-16      | 3.5000%  | 0.0000% | $81086080.00       | $70700626.50       | Agency Collateralized Mortgage Obligation |
| GNII SF DQ6187 C     | 2056-05-20      | 5.5000%  | 0.0000% | $2538544.00        | $2592048.33        | Agency Mortgage-Backed Securities         |
| GNII SF DS1568 C     | 2056-05-20      | 5.5000%  | 0.0000% | $24525056.00       | $24922037.64       | Agency Mortgage-Backed Securities         |
| GNII SF DR7237 C     | 2056-05-20      | 5.5000%  | 0.0000% | $4313848.00        | $4383675.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $93000.00          | $65877.42          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN6210 | 2049-03-01      | 4.0000%  | 0.0000% | $5427940.00        | $832138.42         | Agency Mortgage-Backed Securities         |
| GNPL LM CJ2570       | 2036-06-15      | 2.8400%  | 0.0000% | $485470.00         | $341049.46         | Agency Mortgage-Backed Securities         |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $684211.00         | $59151.64          | Agency Mortgage-Backed Securities         |

### Security 711: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.630000%
- **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: ARP1I9TX0, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1I9TX0
- **C.18 - Value (incl. sponsor support):** $811000000.00
- **C.18.a - Value (excl. sponsor support):** $811000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 05.500 CLCB5902 | 2053-03-01      | 5.5000%  | 0.0000% | $288582.00         | $196968.18         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4967 | 2052-10-01      | 5.5000%  | 0.0000% | $35000.00          | $31893.50          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ5030 | 2055-09-01      | 5.0000%  | 0.0000% | $14620896.00       | $12970224.49       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0985 | 2049-08-01      | 4.5000%  | 0.0000% | $4327840.00        | $3706506.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1689 | 2055-12-01      | 5.0000%  | 0.0000% | $22598592.00       | $21174808.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $347000.00         | $287114.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $53000.00          | $37996.77          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8342 | 2054-04-01      | 6.0000%  | 0.0000% | $605000.00         | $442265.45         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG1527 | 2056-02-01      | 4.5000%  | 0.0000% | $1009384.00        | $967454.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8845 | 2054-07-01      | 5.5000%  | 0.0000% | $730000.00         | $646612.25         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6907 | 2053-08-01      | 5.0000%  | 0.0000% | $285000.00         | $217388.20         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $526000.00         | $41233.59          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $63000.00          | $10395.10          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG4141 | 2056-03-01      | 5.5000%  | 0.0000% | $6164310.00        | $6255983.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3249 | 2050-03-01      | 3.0000%  | 0.0000% | $1700000.00        | $333089.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3860 | 2054-07-01      | 6.0000%  | 0.0000% | $10957376.00       | $10596405.19       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3830 | 2055-12-01      | 5.5000%  | 0.0000% | $7401552.00        | $7443830.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2025 | 2055-06-01      | 6.0000%  | 0.0000% | $9345000.00        | $7368168.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF9850 | 2056-01-01      | 5.5000%  | 0.0000% | $1340198.00        | $1355527.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM4896 | 2047-02-01      | 3.0000%  | 0.0000% | $608454.00         | $147845.70         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  | 0.0000% | $96000.00          | $9849.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1044 | 2048-10-01      | 4.0000%  | 0.0000% | $1600000.00        | $891221.08         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA3283 | 2034-03-01      | 4.0000%  | 0.0000% | $185000.00         | $35886.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $200000.00         | $122494.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $325000.00         | $102414.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0619 | 2062-03-01      | 2.5000%  | 0.0000% | $150000.00         | $96532.09          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6188 | 2053-02-01      | 5.5000%  | 0.0000% | $17044864.00       | $11865520.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG6304 | 2053-07-01      | 5.5000%  | 0.0000% | $111000.00         | $81404.76          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8117 | 2055-08-01      | 6.0000%  | 0.0000% | $19762240.00       | $18029720.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS0203 | 2043-08-01      | 3.0000%  | 0.0000% | $757020.00         | $152909.87         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $250000.00         | $130302.76         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA6078 | 2056-05-01      | 4.5000%  | 0.0000% | $2136704.00        | $2056374.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAB1488 | 2030-09-01      | 4.0000%  | 0.0000% | $25000000.00       | $503115.57         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB3936 | 2041-11-01      | 3.5000%  | 0.0000% | $4000.00           | $231.75            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995196 | 2038-07-01      | 6.0000%  | 0.0000% | $563598.00         | $4769.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS1605 | 2048-05-01      | 4.5000%  | 0.0000% | $12000.00          | $6333.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $128982.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB3196 | 2056-05-01      | 5.0000%  | 0.0000% | $13787664.00       | $13607705.88       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1660 | 2053-10-01      | 4.5000%  | 0.0000% | $200000.00         | $180378.88         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2137 | 2054-09-01      | 5.5000%  | 0.0000% | $1721468.00        | $1572012.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $163000.00         | $136067.23         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $418000.00         | $245915.62         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $8794.00           | $816.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $1321000.00        | $719934.63         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $134839.00         | $17837.78          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $17000.00          | $1274.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  | 0.0000% | $16510000.00       | $6037776.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1455 | 2039-05-01      | 5.5000%  | 0.0000% | $16000.00          | $11111.94          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD0526 | 2051-01-01      | 1.5000%  | 0.0000% | $25301000.00       | $13024400.79       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7550 | 2052-02-01      | 3.0000%  | 0.0000% | $541000.00         | $321496.15         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5979 | 2054-07-01      | 6.0000%  | 0.0000% | $195000.00         | $146360.93         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6609 | 2026-09-01      | 4.5000%  | 0.0000% | $131072.00         | $16.43             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  | 0.0000% | $311000.00         | $160692.14         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD0615 | 2051-01-01      | 4.5000%  | 0.0000% | $25000.00          | $7787.90           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6192 | 2053-08-01      | 5.5000%  | 0.0000% | $1000000.00        | $835139.85         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8197 | 2037-12-01      | 4.0000%  | 0.0000% | $125000.00         | $67323.73          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI9931 | 2040-04-01      | 5.5000%  | 0.0000% | $250000.00         | $15990.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI5411 | 2036-11-01      | 5.5000%  | 0.0000% | $460698.00         | $6395.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8235 | 2038-06-01      | 5.5000%  | 0.0000% | $4000.00           | $2012.49           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8486 | 2028-05-01      | 2.5000%  | 0.0000% | $110000.00         | $3064.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  | 0.0000% | $464000.00         | $38932.61          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5117 | 2055-07-01      | 6.0000%  | 0.0000% | $484315.00         | $429283.71         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT0915 | 2051-06-01      | 2.5000%  | 0.0000% | $13153952.00       | $7892808.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAJ2033 | 2041-10-01      | 5.5000%  | 0.0000% | $1015200.00        | $33208.09          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  | 0.0000% | $450000.00         | $139150.85         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR6515 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $52384.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $16371776.00       | $12867312.67       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3490 | 2033-10-01      | 4.0000%  | 0.0000% | $106000.00         | $7699.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5633 | 2053-09-01      | 5.5000%  | 0.0000% | $606000.00         | $465397.40         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $4975000.00        | $2831113.05        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7997 | 2054-05-01      | 6.0000%  | 0.0000% | $900000.00         | $654374.70         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2207 | 2048-08-01      | 4.5000%  | 0.0000% | $235000.00         | $23186.74          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  | 0.0000% | $2486000.00        | $1912325.79        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | 0.0000% | $278513.00         | $162254.19         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA3287 | 2034-03-01      | 4.0000%  | 0.0000% | $19709.00          | $2682.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS8420 | 2051-08-01      | 4.0000%  | 0.0000% | $20000.00          | $15954.75          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $16000.00          | $11959.86          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8995 | 2054-07-01      | 6.0000%  | 0.0000% | $894961.00         | $676452.69         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS7737 | 2043-10-01      | 5.5000%  | 0.0000% | $150000.00         | $112925.13         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $66561.00          | $13479.98          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ6553 | 2056-05-01      | 6.0000%  | 0.0000% | $6266743.00        | $6426129.25        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM3977 | 2050-08-01      | 2.0000%  | 0.0000% | $545000.00         | $241662.92         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM7346 | 2051-05-01      | 3.0000%  | 0.0000% | $500000.00         | $226991.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $89000.00          | $77488.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAC7614 | 2039-11-01      | 5.5000%  | 0.0000% | $478274.00         | $4619.57           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  | 0.0000% | $430000.00         | $213760.74         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  | 0.0000% | $49000.00          | $33705.18          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $739074.00         | $447462.66         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  | 0.0000% | $21000.00          | $13829.47          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | 0.0000% | $2633000.00        | $2379091.91        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $30000.00          | $24194.78          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5144 | 2054-04-01      | 6.0000%  | 0.0000% | $630000.00         | $483932.61         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $363000.00         | $224043.80         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $2483000.00        | $1800180.67        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7519 | 2050-05-01      | 3.5000%  | 0.0000% | $18000.00          | $7013.67           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8039 | 2050-01-01      | 4.0000%  | 0.0000% | $270000.00         | $35904.98          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2347 | 2053-02-01      | 5.5000%  | 0.0000% | $675000.00         | $485967.79         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  | 0.0000% | $3248000.00        | $1866027.00        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  | 0.0000% | $67000.00          | $49247.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $48297000.00       | $33644559.42       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  | 0.0000% | $1345000.00        | $1102252.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1733 | 2052-10-01      | 5.0000%  | 0.0000% | $151302.00         | $107494.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $23000.00          | $17108.12          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $847335.00         | $652909.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $889933.00         | $522453.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  | 0.0000% | $4475000.00        | $3837432.83        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA3908 | 2050-11-01      | 1.5000%  | 0.0000% | $560000.00         | $269482.82         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  | 0.0000% | $1496020.00        | $869024.96         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3JRE0031 | 2051-09-01      | 2.0000%  | 0.0000% | $2215000.00        | $1074867.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $21189.00          | $17275.56          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2510 | 2038-06-01      | 3.5000%  | 0.0000% | $354000.00         | $33951.90          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3634 | 2039-04-01      | 3.5000%  | 0.0000% | $112000.00         | $9475.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1366 | 2033-03-01      | 3.0000%  | 0.0000% | $1012000.00        | $96317.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3719 | 2055-03-01      | 5.5000%  | 0.0000% | $3128560.00        | $2833052.16        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS6234 | 2045-11-01      | 4.5000%  | 0.0000% | $55228.00          | $10840.85          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $1064000.00        | $808161.01         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $3520000.00        | $4309.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9552 | 2031-08-01      | 3.5000%  | 0.0000% | $650000.00         | $67894.15          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  | 0.0000% | $3719084.00        | $3269400.03        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZN2332 | 2038-11-01      | 4.5000%  | 0.0000% | $1482496.00        | $147457.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $650000.00         | $559068.48         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA6177 | 2056-01-01      | 4.5000%  | 0.0000% | $2969480.00        | $2793411.89        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2805 | 2052-09-01      | 2.5000%  | 0.0000% | $126000.00         | $83800.81          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1948 | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1434.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3813 | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $200157.84         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7794 | 2054-01-01      | 6.0000%  | 0.0000% | $10000.00          | $5726.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $242000.00         | $142728.04         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM3388 | 2034-03-01      | 4.0000%  | 0.0000% | $2535000.00        | $20852.28          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  | 0.0000% | $330000.00         | $117033.34         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7201 | 2051-05-01      | 2.0000%  | 0.0000% | $42100000.00       | $23048796.30       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM2899 | 2046-11-04      | 4.5000%  | 0.0000% | $179000.00         | $52773.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888023 | 2036-06-01      | 5.5000%  | 0.0000% | $16149056.00       | $178272.31         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7456 | 2053-11-01      | 5.5000%  | 0.0000% | $71995.00          | $61293.88          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6340 | 2053-05-01      | 6.5000%  | 0.0000% | $230206.00         | $135156.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8485 | 2054-05-01      | 5.5000%  | 0.0000% | $264999.00         | $228570.06         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0707 | 2053-08-01      | 3.5000%  | 0.0000% | $22000.00          | $18203.78          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $1518000.00        | $197830.34         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4049 | 2044-10-01      | 4.5000%  | 0.0000% | $87753.00          | $7248.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4657 | 2046-03-01      | 4.5000%  | 0.0000% | $2000.00           | $164.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL1221 | 2041-04-01      | 5.0000%  | 0.0000% | $73853.00          | $1683.37           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS5346 | 2036-04-01      | 2.5000%  | 0.0000% | $310000.00         | $147068.79         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  | 0.0000% | $4800000.00        | $3436328.50        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB5110 | 2056-06-01      | 5.0000%  | 0.0000% | $3976952.00        | $3934529.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $1934964.00        | $1443541.03        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAS0513 | 2043-08-01      | 2.5000%  | 0.0000% | $132000.00         | $28757.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR5360 | 2043-02-01      | 3.0000%  | 0.0000% | $91960.00          | $15374.34          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR2943 | 2043-02-01      | 3.0000%  | 0.0000% | $183629.00         | $28130.80          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $185000.00         | $130623.94         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4100 | 2053-09-01      | 5.5000%  | 0.0000% | $30000.00          | $23745.22          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT4281 | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $25415.66          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $138000.00         | $104635.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ0546 | 2042-11-01      | 3.5000%  | 0.0000% | $2000.00           | $181.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL7579 | 2042-02-01      | 5.5000%  | 0.0000% | $32000.00          | $3274.15           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3906 | 2053-10-01      | 6.0000%  | 0.0000% | $325000.00         | $251110.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR0015 | 2043-02-01      | 3.0000%  | 0.0000% | $171715.00         | $37781.88          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6562 | 2052-01-01      | 2.5000%  | 0.0000% | $260000.00         | $146075.94         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  | 0.0000% | $58000.00          | $37460.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2730 | 2053-04-01      | 4.5000%  | 0.0000% | $375000.00         | $265497.13         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $564000.00         | $298104.70         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $26000.00          | $15925.91          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $2967864.00        | $2052831.98        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $1169000.00        | $881776.03         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3768.06           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $342000.00         | $146581.97         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK3340 | 2026-06-25      | 4.0000%  | 0.0000% | $22000.00          | $2.67              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  | 0.0000% | $118000.00         | $59446.49          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $188206.00         | $136775.95         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $10883000.00       | $6199421.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8205 | 2038-01-01      | 4.5000%  | 0.0000% | $21000.00          | $10967.52          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB0769 | 2050-07-01      | 2.5000%  | 0.0000% | $59000.00          | $22586.28          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9368 | 2053-07-01      | 5.0000%  | 0.0000% | $350000.00         | $255456.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG6052 | 2056-04-01      | 5.5000%  | 0.0000% | $5454008.00        | $5513229.44        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR0715 | 2051-01-01      | 2.0000%  | 0.0000% | $130000.00         | $61271.28          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM5830 | 2034-04-01      | 3.5000%  | 0.0000% | $22000.00          | $3481.61           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8887 | 2054-07-01      | 7.0000%  | 0.0000% | $31861300.00       | $22226358.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6097 | 2055-08-01      | 6.5000%  | 0.0000% | $3144300.00        | $2422259.67        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  | 0.0000% | $1242000.00        | $875693.40         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1914 | 2051-08-01      | 3.0000%  | 0.0000% | $168888.00         | $104229.71         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  | 0.0000% | $20000.00          | $11741.41          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  | 0.0000% | $20000.00          | $3330.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $661000.00         | $129732.09         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5082 | 2045-06-01      | 4.0000%  | 0.0000% | $759387.00         | $99465.73          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $24000.00          | $16043.80          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $5541000.00        | $909309.29         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | 0.0000% | $400000.00         | $205337.99         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1743 | 2055-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $975457.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $258000.00         | $23249.37          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $83000.00          | $10052.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA2883 | 2027-01-01      | 3.0000%  | 0.0000% | $225000.00         | $1926.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  | 0.0000% | $133000.00         | $19317.68          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1058 | 2032-05-01      | 3.0000%  | 0.0000% | $7255000.00        | $449531.43         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1007 | 2034-05-01      | 4.0000%  | 0.0000% | $46000.00          | $6663.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1684 | 2055-06-01      | 5.5000%  | 0.0000% | $27422368.00       | $25851179.37       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5171 | 2052-05-01      | 3.0000%  | 0.0000% | $2809112.00        | $2441782.45        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0126 | 2056-05-01      | 4.5000%  | 0.0000% | $5313776.00        | $5114004.59        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6032 | 2050-06-01      | 2.5000%  | 0.0000% | $21000.00          | $9271.54           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9876 | 2051-12-01      | 2.5000%  | 0.0000% | $48000.00          | $29728.31          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7028 | 2050-09-01      | 2.5000%  | 0.0000% | $68000.00          | $33602.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  | 0.0000% | $4000.00           | $2916.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3835 | 2052-11-01      | 4.5000%  | 0.0000% | $2777396.00        | $2162198.69        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA3591 | 2039-02-01      | 4.5000%  | 0.0000% | $385000.00         | $37898.18          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $15000.00          | $9803.51           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9043 | 2051-10-01      | 2.5000%  | 0.0000% | $6000.00           | $4602.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6110 | 2050-07-01      | 3.0000%  | 0.0000% | $1400000.00        | $1012811.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  | 0.0000% | $113000.00         | $92819.58          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3334 | 2048-04-01      | 4.5000%  | 0.0000% | $10922544.00       | $1132798.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  | 0.0000% | $2239804.00        | $2107037.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1229 | 2054-04-01      | 6.0000%  | 0.0000% | $5100030.00        | $3285001.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $16000.00          | $12801.61          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $1300000.00        | $837667.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT2247 | 2052-03-01      | 3.0000%  | 0.0000% | $11250000.00       | $7122693.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6905 | 2054-07-01      | 6.0000%  | 0.0000% | $21162848.00       | $14060423.70       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3753 | 2052-06-01      | 4.0000%  | 0.0000% | $4370000.00        | $2822203.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK9818 | 2048-09-01      | 5.0000%  | 0.0000% | $256000.00         | $24408.70          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735144 | 2034-12-01      | 6.5000%  | 0.0000% | $14000.00          | $118.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  | 0.0000% | $969244.00         | $477762.14         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL6965 | 2038-09-01      | 6.0000%  | 0.0000% | $20000.00          | $2144.57           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6505 | 2051-12-01      | 2.0000%  | 0.0000% | $6000000.00        | $3578990.86        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6340 | 2051-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $598933.79         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBE3695 | 2047-06-01      | 3.5000%  | 0.0000% | $6000.00           | $646.39            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9070 | 2053-05-01      | 6.0000%  | 0.0000% | $35000.00          | $24594.43          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  | 0.0000% | $212000.00         | $19858.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8791 | 2053-04-01      | 5.0000%  | 0.0000% | $200000.00         | $153692.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  | 0.0000% | $441000.00         | $296458.18         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA5091 | 2053-12-01      | 5.5000%  | 0.0000% | $2005728.00        | $1396396.15        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5039 | 2049-12-01      | 3.0000%  | 0.0000% | $3500000.00        | $1159333.14        | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-08-25      | 4.6121%  | 0.0000% | $10000000.00       | $7755837.08        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CTSC0834 | 2044-12-01      | 5.5000%  | 0.0000% | $21000.00          | $19771.67          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL190363 | 2035-11-01      | 5.5000%  | 0.0000% | $300000.00         | $2782.46           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  | 0.0000% | $143725.00         | $78867.69          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $66000.00          | $41282.03          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA4673 | 2049-11-01      | 3.0000%  | 0.0000% | $43000.00          | $16803.42          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $277000.00         | $199622.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6867 | 2054-06-01      | 5.0000%  | 0.0000% | $750000.00         | $597319.67         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $2075000.00        | $1579446.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1211000.00        | $893796.76         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $3710000.00        | $2236251.64        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  | 0.0000% | $15000.00          | $12125.84          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2666 | 2053-03-01      | 5.0000%  | 0.0000% | $370000.00         | $287552.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1601 | 2037-07-01      | 5.5000%  | 0.0000% | $1250000.00        | $19861.96          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4525 | 2043-08-01      | 3.0000%  | 0.0000% | $106000.00         | $16332.15          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS6681 | 2028-04-01      | 2.5000%  | 0.0000% | $1750000.00        | $44978.44          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8321 | 2053-05-01      | 4.0000%  | 0.0000% | $14000.00          | $10707.25          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $23500.00          | $4761.06           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA3570 | 2049-10-01      | 2.5000%  | 0.0000% | $25000.00          | $10343.98          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $17000.00          | $11115.55          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $40000.00          | $27612.93          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7681 | 2044-01-01      | 4.0000%  | 0.0000% | $2365000.00        | $179620.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7626 | 2030-08-01      | 3.0000%  | 0.0000% | $825000.00         | $54504.32          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIZS8485 | 2028-04-01      | 2.0000%  | 0.0000% | $1078714.00        | $36416.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9179 | 2030-04-01      | 5.5000%  | 0.0000% | $4412176.00        | $106742.70         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4640 | 2045-11-01      | 4.5000%  | 0.0000% | $82000000.00       | $5529315.12        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8624 | 2031-10-01      | 2.5000%  | 0.0000% | $1389000.00        | $155240.88         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8611 | 2031-05-01      | 3.0000%  | 0.0000% | $7140000.00        | $584086.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8632 | 2031-12-01      | 2.5000%  | 0.0000% | $1025000.00        | $130870.56         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4573 | 2044-07-01      | 4.0000%  | 0.0000% | $206170.00         | $12624.41          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4579 | 2044-08-01      | 4.0000%  | 0.0000% | $32000.00          | $2103.75           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2388 | 2038-10-01      | 5.5000%  | 0.0000% | $1065000.00        | $9683.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $1656000.00        | $127781.59         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $1162000.00        | $706260.20         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTB4810 | 2056-05-01      | 4.5000%  | 0.0000% | $1900364.00        | $1830538.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB0971 | 2056-04-01      | 5.0000%  | 0.0000% | $2041012.00        | $2010862.64        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2930 | 2047-03-01      | 4.0000%  | 0.0000% | $29000.00          | $2573.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $1000000.00        | $65334.89          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0439 | 2052-01-01      | 2.5000%  | 0.0000% | $240000.00         | $141369.30         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL4765 | 2052-06-01      | 2.0000%  | 0.0000% | $3717760.00        | $2957731.41        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4940 | 2050-12-01      | 2.5000%  | 0.0000% | $5000000.00        | $1945775.29        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $1147000.00        | $162493.79         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL3840 | 2052-12-01      | 4.5000%  | 0.0000% | $3078912.00        | $2833215.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $504000.00         | $309795.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3964 | 2050-03-01      | 2.5000%  | 0.0000% | $1000000.00        | $201414.69         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $250000.00         | $34504.04          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $196000.00         | $125297.23         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  | 0.0000% | $166000.00         | $116505.48         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX4876 | 2053-01-01      | 5.5000%  | 0.0000% | $400000.00         | $300205.21         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8479 | 2052-04-01      | 3.0000%  | 0.0000% | $3187000.00        | $2021491.36        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $280000.00         | $176210.18         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $69000.00          | $46531.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7616 | 2052-07-01      | 5.0000%  | 0.0000% | $155000.00         | $106313.59         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5034 | 2054-03-01      | 6.0000%  | 0.0000% | $430000.00         | $310362.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX2501 | 2044-10-01      | 4.0000%  | 0.0000% | $16000.00          | $1299.10           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  | 0.0000% | $40000.00          | $27988.14          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4967 | 2054-02-01      | 5.5000%  | 0.0000% | $320577.00         | $245144.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2334 | 2053-02-01      | 5.0000%  | 0.0000% | $704000.00         | $550876.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2428 | 2053-01-01      | 5.0000%  | 0.0000% | $1356584.00        | $940992.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $10013872.00       | $6818439.60        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA4934 | 2051-03-01      | 3.0000%  | 0.0000% | $4550000.00        | $2515609.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4787 | 2048-07-01      | 5.0000%  | 0.0000% | $1815000.00        | $176931.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $3313320.00        | $2382940.84        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $41000.00          | $8236.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $90000.00          | $60301.62          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $5036528.00        | $3632991.74        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3665 | 2041-10-01      | 4.5000%  | 0.0000% | $427000.00         | $22407.58          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4383 | 2039-05-01      | 5.5000%  | 0.0000% | $20000000.00       | $233504.37         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $802.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL7083 | 2039-10-01      | 6.5000%  | 0.0000% | $210000.00         | $23628.83          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1866 | 2051-10-01      | 2.5000%  | 0.0000% | $75516.00          | $46362.95          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE5032 | 2055-09-01      | 5.5000%  | 0.0000% | $1805972.00        | $1658469.32        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  | 0.0000% | $365000.00         | $195594.46         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  | 0.0000% | $5000.00           | $680.91            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC2565 | 2051-06-01      | 2.0000%  | 0.0000% | $125000.00         | $72844.54          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1449.28           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  | 0.0000% | $316433.00         | $184798.87         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $310640.00         | $222918.61         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-06-25      | 5.4621%  | 0.0000% | $10000000.00       | $6802091.42        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  | 0.0000% | $105000.00         | $86042.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $2000.00           | $274.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3049 | 2053-06-01      | 6.0000%  | 0.0000% | $900000.00         | $660523.08         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $103000.00         | $8729.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL545444 | 2031-11-01      | 5.5000%  | 0.0000% | $249999.00         | $810.27            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8562 | 2030-04-01      | 2.5000%  | 0.0000% | $80000.00          | $5516.13           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9384 | 2043-10-01      | 3.0000%  | 0.0000% | $3650000.00        | $773658.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQA7269 | 2050-02-01      | 5.0000%  | 0.0000% | $2425144.00        | $657110.35         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $52000.00          | $28690.17          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  | 0.0000% | $9000.00           | $5620.88           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAL8127 | 2031-01-01      | 2.0000%  | 0.0000% | $860000.00         | $72390.54          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL7081 | 2029-07-01      | 4.0000%  | 0.0000% | $2387000.00        | $96860.82          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  | 0.0000% | $65000.00          | $37321.22          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR1183 | 2043-01-01      | 3.0000%  | 0.0000% | $117502.00         | $25693.34          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU7835 | 2051-12-01      | 2.5000%  | 0.0000% | $3000000.00        | $1673349.16        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  | 0.0000% | $795000.00         | $575349.40         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC0832 | 2051-04-01      | 3.5000%  | 0.0000% | $1118092.00        | $429124.76         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $165000.00         | $107188.96         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $123000.00         | $84127.69          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE2005 | 2052-05-01      | 2.5000%  | 0.0000% | $504296.00         | $327635.98         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6679 | 2052-02-01      | 2.5000%  | 0.0000% | $130000.00         | $79677.95          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113 | 2050-12-01      | 2.0000%  | 0.0000% | $578000.00         | $297853.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8038 | 2052-10-01      | 4.5000%  | 0.0000% | $105000.00         | $76247.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $3923008.00        | $2763032.82        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAK5995 | 2027-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $4522.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8560 | 2053-02-01      | 6.0000%  | 0.0000% | $60726.00          | $41801.39          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8122 | 2050-12-01      | 2.5000%  | 0.0000% | $1063000.00        | $475204.84         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8224 | 2052-07-01      | 2.5000%  | 0.0000% | $1827822.00        | $1241908.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | 0.0000% | $7000000.00        | $3833318.43        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1028 | 2051-11-01      | 2.0000%  | 0.0000% | $16000.00          | $8365.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF6474 | 2056-04-01      | 5.0000%  | 0.0000% | $4845664.00        | $4827997.11        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL2897 | 2043-01-01      | 3.5000%  | 0.0000% | $7000.00           | $850.47            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD8677 | 2052-03-01      | 2.5000%  | 0.0000% | $137000.00         | $89428.52          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL5123 | 2043-07-01      | 4.0000%  | 0.0000% | $27000.00          | $3312.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD8259 | 2052-03-01      | 3.0000%  | 0.0000% | $2070000.00        | $1398598.36        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL0603 | 2039-10-01      | 6.5000%  | 0.0000% | $600000.00         | $14628.32          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA7267 | 2050-02-01      | 4.5000%  | 0.0000% | $5000.00           | $888.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA4903 | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.60             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  | 0.0000% | $18000.00          | $10050.77          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4595 | 2044-12-01      | 3.0000%  | 0.0000% | $13000.00          | $1407.26           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1456 | 2040-01-01      | 5.5000%  | 0.0000% | $25000.00          | $16593.22          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  | 0.0000% | $355000.00         | $26118.44          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1579 | 2037-09-01      | 5.5000%  | 0.0000% | $12819552.00       | $75423.84          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4639 | 2045-11-01      | 4.0000%  | 0.0000% | $104000.00         | $9454.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $2262000.00        | $1534265.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $60000.00          | $43930.44          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  | 0.0000% | $205661.00         | $30099.45          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1047 | 2052-07-01      | 4.5000%  | 0.0000% | $9601290.00        | $6678940.11        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB1018 | 2038-10-01      | 4.5000%  | 0.0000% | $5435000.00        | $3311278.65        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1368 | 2052-08-01      | 4.5000%  | 0.0000% | $2631000.00        | $1768027.99        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0662 | 2051-07-01      | 3.0000%  | 0.0000% | $427328.00         | $244391.46         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2389 | 2035-09-01      | 3.5000%  | 0.0000% | $100000.00         | $10080.43          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8693 | 2033-04-01      | 3.0000%  | 0.0000% | $70000.00          | $6798.72           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2384 | 2035-06-01      | 3.5000%  | 0.0000% | $150000.00         | $18928.69          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZT1652 | 2034-01-01      | 3.0000%  | 0.0000% | $200000.00         | $24798.59          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  | 0.0000% | $33000.00          | $7293.63           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9913 | 2040-04-01      | 4.5000%  | 0.0000% | $17500000.00       | $790357.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $600000.00         | $49272.13          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4709 | 2047-02-01      | 4.5000%  | 0.0000% | $19803.00          | $1839.24           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZK3343 | 2026-06-25      | 4.5000%  | 0.0000% | $1441792.00        | $236.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3830 | 2030-09-01      | 2.5000%  | 0.0000% | $305023.00         | $23020.92          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA4914 | 2038-02-01      | 4.5000%  | 0.0000% | $160000.00         | $88117.75          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $4000.00           | $3039.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $14906000.00       | $7833135.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $235900.00         | $172647.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL4760 | 2050-10-01      | 2.5000%  | 0.0000% | $3978332.00        | $3358906.67        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL3957 | 2052-08-01      | 2.0000%  | 0.0000% | $18966368.00       | $15042781.75       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL2679 | 2052-03-01      | 2.5000%  | 0.0000% | $10215248.00       | $8301780.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFA0193 | 2039-12-01      | 5.0000%  | 0.0000% | $7000.00           | $5326.16           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA0977 | 2052-04-01      | 2.5000%  | 0.0000% | $5843392.00        | $4452664.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0727 | 2039-08-01      | 6.0000%  | 0.0000% | $160000.00         | $3192.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $95000.00          | $65170.58          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $150000.00         | $96202.00          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8888 | 2054-07-01      | 7.0000%  | 0.0000% | $25536000.00       | $18195299.27       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686 | 2053-01-01      | 5.0000%  | 0.0000% | $23000.00          | $16605.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $157000.00         | $111717.86         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7848 | 2052-06-01      | 3.0000%  | 0.0000% | $246000.00         | $173913.35         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $9000.00           | $6832.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6239 | 2053-07-01      | 5.0000%  | 0.0000% | $165000.00         | $105976.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $75758.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $63582.08          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3315 | 2028-03-01      | 3.0000%  | 0.0000% | $1195000.00        | $46191.52          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  | 0.0000% | $24000.00          | $2133.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $47000.00          | $4093.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $3000.00           | $754.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  | 0.0000% | $2539000.00        | $1466866.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5792 | 2056-01-01      | 5.5000%  | 0.0000% | $25319936.00       | $24690791.03       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL0865 | 2052-02-01      | 2.0000%  | 0.0000% | $20108000.00       | $14925813.26       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3449 | 2055-09-01      | 5.0000%  | 0.0000% | $22000.00          | $21276.42          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $23017920.00       | $13661505.20       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5449 | 2039-08-01      | 5.5000%  | 0.0000% | $81140.00          | $42536.36          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  | 0.0000% | $2000.00           | $648.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA4849 | 2037-11-01      | 4.5000%  | 0.0000% | $43000.00          | $23071.22          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA4823 | 2037-10-01      | 4.5000%  | 0.0000% | $19000.00          | $9399.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | 0.0000% | $1846000.00        | $1291267.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1292 | 2055-11-01      | 5.0000%  | 0.0000% | $1400230.00        | $1375001.45        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  | 0.0000% | $23000.00          | $20334.84          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA6227 | 2056-01-01      | 5.5000%  | 0.0000% | $1082080.00        | $1088253.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2244 | 2054-08-01      | 6.0000%  | 0.0000% | $100000.00         | $80490.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $132000.00         | $125919.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ5655 | 2056-01-01      | 5.0000%  | 0.0000% | $1395000.00        | $1370639.92        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ0335 | 2053-11-01      | 7.0000%  | 0.0000% | $22208000.00       | $10134582.28       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ6308 | 2056-01-01      | 4.5000%  | 0.0000% | $2002680.00        | $1922570.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM4742 | 2035-03-01      | 4.0000%  | 0.0000% | $1203000.00        | $284195.54         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1268 | 2054-04-01      | 5.5000%  | 0.0000% | $10923088.00       | $9864483.66        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | 0.0000% | $500000.00         | $244551.87         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5884 | 2056-03-01      | 5.5000%  | 0.0000% | $6632536.00        | $6276120.52        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZLFP0012 | 2051-08-25      | 3.0000%  | 0.0000% | $15000.00          | $9292.36           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $3244324.00        | $2102296.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $486000.00         | $341590.47         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $5321000.00        | $4084955.47        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  | 0.0000% | $103000.00         | $77640.83          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $136000.00         | $96907.79          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1253 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $854.82            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFA3110 | 2040-10-01      | 4.5000%  | 0.0000% | $54000.00          | $49376.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  | 0.0000% | $96000.00          | $67718.55          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $3015140.00        | $2216053.33        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3574 | 2051-07-01      | 2.5000%  | 0.0000% | $33000.00          | $20463.76          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $66000.00          | $30051.05          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAE0188 | 2037-08-01      | 5.5000%  | 0.0000% | $231000.00         | $4100.39           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0090 | 2041-05-01      | 4.5000%  | 0.0000% | $6083648.00        | $6038422.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2522.78           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  | 0.0000% | $50000.00          | $29573.53          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1082 | 2052-03-01      | 2.5000%  | 0.0000% | $14000.00          | $8475.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3645 | 2055-03-01      | 6.0000%  | 0.0000% | $650711.00         | $580526.69         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1211.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8088 | 2055-11-01      | 5.5000%  | 0.0000% | $27161824.00       | $26896017.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2681 | 2053-05-01      | 5.5000%  | 0.0000% | $8048416.00        | $6965545.72        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | 0.0000% | $10194096.00       | $9749004.35        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA5165 | 2050-11-01      | 2.5000%  | 0.0000% | $33742720.00       | $28153388.26       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  | 0.0000% | $39000.00          | $10231.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $9988.00           | $1.74              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7294 | 2044-05-01      | 5.5000%  | 0.0000% | $400000.00         | $296155.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9605 | 2054-07-01      | 6.0000%  | 0.0000% | $361282.00         | $313758.05         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4616 | 2055-06-01      | 6.0000%  | 0.0000% | $243229.00         | $209316.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5175 | 2052-03-01      | 3.0000%  | 0.0000% | $10506592.00       | $9091550.64        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAU3736 | 2043-08-01      | 3.0000%  | 0.0000% | $63000.00          | $9493.00           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $3000.00           | $2110.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS7601 | 2046-07-01      | 4.0000%  | 0.0000% | $8000.00           | $957.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5950 | 2053-03-01      | 4.5000%  | 0.0000% | $14000.00          | $10056.31          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAR6322 | 2043-02-01      | 2.5000%  | 0.0000% | $176000.00         | $31351.88          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $75000.00          | $6246.13           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD9187 | 2052-03-01      | 3.0000%  | 0.0000% | $360000.00         | $212681.45         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1152 | 2055-06-01      | 6.0000%  | 0.0000% | $5290952.00        | $4600120.67        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $207000.00         | $140208.54         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  | 0.0000% | $110000.00         | $61628.01          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA0508 | 2053-10-01      | 6.0000%  | 0.0000% | $37855232.00       | $18182209.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF7590 | 2056-02-01      | 5.5000%  | 0.0000% | $621518.00         | $627118.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $4042000.00        | $3382402.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $1071788.00        | $816273.88         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA5178 | 2049-09-01      | 4.5000%  | 0.0000% | $4735488.00        | $4553421.83        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $400000.00         | $325448.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA5174 | 2052-04-01      | 3.0000%  | 0.0000% | $4844616.00        | $4208699.84        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK4689 | 2048-07-01      | 4.5000%  | 0.0000% | $149228.00         | $44253.94          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3846 | 2048-04-01      | 4.5000%  | 0.0000% | $349898.00         | $99274.68          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | 0.0000% | $6000.00           | $4602.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  | 0.0000% | $8000.00           | $1955.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1626 | 2052-10-01      | 5.0000%  | 0.0000% | $260000.00         | $182971.76         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0942 | 2052-03-01      | 2.5000%  | 0.0000% | $26000.00          | $16112.39          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1909 | 2038-02-01      | 5.5000%  | 0.0000% | $10000000.00       | $96498.61          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $815000.00         | $536371.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0800 | 2033-07-01      | 5.5000%  | 0.0000% | $575000.00         | $2255.25           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0491 | 2049-08-01      | 3.5000%  | 0.0000% | $542701.00         | $231833.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0702 | 2051-05-01      | 2.5000%  | 0.0000% | $470470.00         | $257090.69         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2452 | 2053-02-01      | 6.5000%  | 0.0000% | $1300000.00        | $830594.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6646 | 2054-10-01      | 6.0000%  | 0.0000% | $3105000.00        | $2135311.56        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6542 | 2052-04-01      | 2.5000%  | 0.0000% | $99000.00          | $73921.60          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  | 0.0000% | $540000.00         | $400145.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2349 | 2038-09-01      | 5.5000%  | 0.0000% | $11500880.00       | $69324.95          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  | 0.0000% | $17000.00          | $12385.65          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  | 0.0000% | $133000.00         | $77899.52          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2718 | 2037-05-01      | 5.5000%  | 0.0000% | $186000.00         | $2211.19           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS2393 | 2032-09-01      | 7.5000%  | 0.0000% | $150000.00         | $3394.64           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1643.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  | 0.0000% | $23000000.00       | $15052746.63       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1803 | 2052-09-01      | 5.5000%  | 0.0000% | $4151000.00        | $2696094.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4094.34           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZA2380 | 2035-06-01      | 3.5000%  | 0.0000% | $30995.00          | $3554.99           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC8184 | 2051-10-01      | 3.0000%  | 0.0000% | $15171328.00       | $8905712.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  | 0.0000% | $285000.00         | $206274.97         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | 0.0000% | $224000.00         | $120938.90         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8278 | 2039-01-01      | 5.5000%  | 0.0000% | $36000.00          | $15537.19          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1547 | 2048-12-01      | 5.0000%  | 0.0000% | $575000.00         | $41677.12          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $1390000.00        | $1192931.62        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  | 0.0000% | $26000.00          | $20018.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3394 | 2053-07-01      | 5.5000%  | 0.0000% | $40000.00          | $30662.87          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  | 0.0000% | $30000.00          | $23402.77          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2443 | 2052-10-01      | 4.5000%  | 0.0000% | $500000.00         | $381299.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8052 | 2053-02-01      | 5.5000%  | 0.0000% | $970000.00         | $707365.43         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD0229 | 2051-11-01      | 2.5000%  | 0.0000% | $1625000.00        | $943658.81         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH0851 | 2053-09-01      | 6.0000%  | 0.0000% | $1891874.00        | $1249215.43        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6604 | 2052-01-01      | 3.0000%  | 0.0000% | $325000.00         | $199228.41         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $3332600.00        | $2453871.37        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  | 0.0000% | $250000.00         | $119820.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | 0.0000% | $587640.00         | $402729.55         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL3454 | 2043-04-01      | 3.0000%  | 0.0000% | $390000.00         | $66844.72          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  | 0.0000% | $285000.00         | $9253.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $771632.00         | $575914.55         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $273000.00         | $178464.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL4778 | 2032-10-01      | 4.0000%  | 0.0000% | $214998.00         | $9148.78           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $61000.00          | $37678.74          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5200 | 2038-11-01      | 5.0000%  | 0.0000% | $54000.00          | $32324.41          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0110 | 2054-12-01      | 5.5000%  | 0.0000% | $599733.00         | $532081.44         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $3180564.00        | $2141484.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2672 | 2053-01-01      | 5.0000%  | 0.0000% | $17280256.00       | $15990356.90       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3832 | 2054-06-01      | 5.5000%  | 0.0000% | $6940390.00        | $6533211.32        | Agency Mortgage-Backed Securities         |

### Security 712: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.620000%
- **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: ARP1I9TZ5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1I9TZ5
- **C.18 - Value (incl. sponsor support):** $972000000.00
- **C.18.a - Value (excl. sponsor support):** $972000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 694133 X         | 2038-09-15      | 5.5000%  | 0.0000% | $6127.00           | $439.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6672     | 2056-05-01      | 5.5000%  | 0.0000% | $10460100.00       | $10560535.56       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB2698     | 2056-05-01      | 5.5000%  | 0.0000% | $1518570.00        | $1544118.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA2947     | 2055-12-01      | 6.5000%  | 0.0000% | $243860.00         | $257774.58         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA5188     | 2056-02-01      | 6.0000%  | 0.0000% | $6872296.00        | $6491908.35        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2480     | 2050-07-01      | 2.5000%  | 0.0000% | $575664.00         | $204664.82         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2041-02-11      | 5.1400%  | 0.0000% | $10991000.00       | $10920327.87       | Agency Debentures and Agency Strips       |
| FEPC 06.000 CLSD5691     | 2054-06-01      | 6.0000%  | 0.0000% | $98998.00          | $78961.27          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ2469     | 2032-02-01      | 4.8800%  | 0.0000% | $1716640.00        | $1747106.16        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICA3162     | 2034-02-01      | 4.5000%  | 0.0000% | $651997.00         | $62360.07          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6427     | 2055-12-01      | 6.0000%  | 0.0000% | $1540918.00        | $845460.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4322     | 2055-10-01      | 3.0000%  | 0.0000% | $7923752.00        | $6835692.99        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG1079     | 2056-01-01      | 3.2870%  | 0.0000% | $14242071.00       | $13351716.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0605     | 2055-12-01      | 5.5000%  | 0.0000% | $5721160.00        | $5843528.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6438     | 2056-04-01      | 5.5000%  | 0.0000% | $7089968.00        | $7130836.65        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9639     | 2051-01-01      | 4.5000%  | 0.0000% | $30000.00          | $25148.04          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6051     | 2053-04-01      | 4.5000%  | 0.0000% | $146000.00         | $114034.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0143     | 2055-03-01      | 6.5000%  | 0.0000% | $4477992.00        | $3750503.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB1942     | 2054-09-01      | 5.0000%  | 0.0000% | $330957.00         | $313867.72         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4317     | 2056-03-01      | 6.5000%  | 0.0000% | $358827.00         | $375391.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 GLCB5339     | 2052-11-01      | 5.0000%  | 0.0000% | $497000.00         | $370146.40         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9482     | 2054-11-01      | 5.5000%  | 0.0000% | $11896896.00       | $10496402.68       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2469     | 2048-10-01      | 4.0000%  | 0.0000% | $4508037.00        | $322516.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6033     | 2055-01-01      | 5.5000%  | 0.0000% | $209695.00         | $208394.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG3796     | 2056-03-01      | 6.5000%  | 0.0000% | $2278015.00        | $2401633.92        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS8864     | 2053-02-01      | 4.0000%  | 0.0000% | $98998.00          | $80647.86          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942     | 2053-12-01      | 6.5000%  | 0.0000% | $41569088.00       | $24899088.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL5556     | 2056-06-01      | 5.0000%  | 0.0000% | $701344.00         | $694208.45         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6388     | 2056-04-01      | 5.0000%  | 0.0000% | $5245420.00        | $5155325.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLTA8153     | 2056-03-01      | 6.5000%  | 0.0000% | $1038624.00        | $1086042.80        | Agency Mortgage-Backed Securities         |
| GNII SF MA7706 M         | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $574.38            | Agency Mortgage-Backed Securities         |
| GNRA 2023-170 FB         | 2053-11-20      | 5.0751%  | 0.0000% | $3190988.00        | $1206335.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-148 FA         | 2053-10-20      | 5.0751%  | 0.0000% | $2582524.00        | $954280.29         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.71             | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLTB0352     | 2056-04-01      | 5.0000%  | 0.0000% | $3550140.00        | $3508813.71        | Agency Mortgage-Backed Securities         |
| GNII SF MA2936 M         | 2030-07-20      | 3.5000%  | 0.0000% | $1008.00           | $47.36             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2052-02-15      | 2.2500%  | 0.0000% | $300.00            | $180.68            | U.S. Treasuries (including strips)        |
| GNII SF MA8725 M         | 2053-03-20      | 5.0000%  | 0.0000% | $189351936.00      | $136194859.78      | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3389     | 2038-06-01      | 4.0000%  | 0.0000% | $847000.00         | $82326.85          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV7101     | 2052-04-01      | 4.0000%  | 0.0000% | $142460.00         | $112818.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2783     | 2055-04-01      | 6.5000%  | 0.0000% | $6888464.00        | $5897038.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9798     | 2054-11-01      | 5.0000%  | 0.0000% | $1513990.00        | $1360861.63        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492     | 2051-12-01      | 2.0000%  | 0.0000% | $823000.00         | $505875.90         | Agency Mortgage-Backed Securities         |
| GNMI SF 736520 X         | 2040-04-15      | 4.5000%  | 0.0000% | $1002.00           | $19.96             | Agency Mortgage-Backed Securities         |
| GNII SP 786483 C         | 2052-11-20      | 3.5000%  | 0.0000% | $1000.00           | $601.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640     | 2052-09-01      | 4.0000%  | 0.0000% | $84999.00          | $60402.90          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0612     | 2050-11-01      | 2.5000%  | 0.0000% | $633986.00         | $308160.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL6570     | 2045-03-01      | 4.5000%  | 0.0000% | $2654072.00        | $321769.08         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5527     | 2055-12-01      | 6.5000%  | 0.0000% | $5000.00           | $5363.42           | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2056-04-25      | 4.9121%  | 0.0000% | $6423.00           | $6010.89           | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC Q53212 G     | 2047-12-01      | 4.0000%  | 0.0000% | $26281248.00       | $5510855.66        | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WNWN4016     | 2033-12-01      | 4.5000%  | 0.0000% | $6427980.00        | $6394554.50        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6207     | 2045-11-01      | 3.5000%  | 0.0000% | $248583680.00      | $19123835.07       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9135     | 2053-04-01      | 5.0000%  | 0.0000% | $99062.00          | $71315.29          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745942     | 2034-04-01      | 6.0000%  | 0.0000% | $8035630.00        | $149944.34         | Agency Mortgage-Backed Securities         |
| MNRA CL001A2 R22M001     | 2031-10-25      | 1.6685%  | 0.0000% | $49995000.00       | $43426323.58       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD7563     | 2053-05-01      | 4.5000%  | 0.0000% | $7033700.00        | $5047458.87        | Agency Mortgage-Backed Securities         |
| MNRA CL02SA2 R22M02S     | 2032-09-25      | 3.7557%  | 0.0000% | $4716512.00        | $4454843.24        | Agency Collateralized Mortgage Obligation |
| MNRA CL010A2 R22M010     | 2032-01-25      | 1.9269%  | 0.0000% | $20631600.00       | $17365073.40       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2042-08-15      | 2.7500%  | 0.0000% | $8518800.00        | $6530832.26        | U.S. Treasuries (including strips)        |
| Freddie Mac              | 2055-12-25      | 4.8121%  | 0.0000% | $389632.00         | $372025.38         | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX AM462412     | 2033-10-01      | 6.0150%  | 0.0000% | $716128.00         | $107188.32         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT2641     | 2051-05-01      | 2.0000%  | 0.0000% | $971018.00         | $534730.69         | Agency Mortgage-Backed Securities         |
| GNMI SF 737796 X         | 2040-12-15      | 3.5000%  | 0.0000% | $1008.00           | $42.82             | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0608     | 2055-07-01      | 7.0000%  | 0.0000% | $1746416.00        | $1755008.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0864     | 2055-08-01      | 6.0000%  | 0.0000% | $47812224.00       | $46871227.19       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6730     | 2051-03-01      | 2.0000%  | 0.0000% | $17300032.00       | $9232198.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1240     | 2055-10-01      | 6.0000%  | 0.0000% | $329120.00         | $327036.11         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDG1986     | 2056-02-01      | 7.0000%  | 0.0000% | $1112612.00        | $1185073.21        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB2125     | 2056-05-01      | 5.5000%  | 0.0000% | $2029350.00        | $2064424.83        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438     | 2051-10-01      | 2.5000%  | 0.0000% | $1944984.00        | $1136868.63        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3321     | 2042-07-01      | 3.5000%  | 0.0000% | $17552055.00       | $2012110.77        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2032-02-29      | 4.1250%  | 0.0000% | $4672000.00        | $4696155.71        | U.S. Treasuries (including strips)        |
| GNII SF MB0092 M         | 2054-12-20      | 5.5000%  | 0.0000% | $1024.00           | $779.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7578     | 2055-04-01      | 6.0000%  | 0.0000% | $14809546.00       | $13239205.80       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5276     | 2051-05-01      | 2.5000%  | 0.0000% | $26341056.00       | $14158043.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918     | 2053-02-01      | 5.0000%  | 0.0000% | $13648000.00       | $10042135.60       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG9943     | 2056-05-01      | 6.5000%  | 0.0000% | $6379518.00        | $6684666.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDH2329     | 2056-06-01      | 6.0000%  | 0.0000% | $346975.00         | $360689.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3577     | 2055-03-01      | 5.5000%  | 0.0000% | $20996064.00       | $19237260.04       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0015     | 2055-06-01      | 6.5000%  | 0.0000% | $8416400.00        | $5362205.66        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2627     | 2052-01-01      | 2.5000%  | 0.0000% | $29881888.00       | $18287566.78       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDG5537     | 2056-03-01      | 7.0000%  | 0.0000% | $229420.00         | $244004.46         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ3136     | 2050-10-01      | 2.5000%  | 0.0000% | $298375.00         | $125035.13         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2246     | 2053-09-01      | 4.5000%  | 0.0000% | $909998.00         | $841521.87         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1552     | 2047-12-01      | 3.0000%  | 0.0000% | $51455710.00       | $10418802.97       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4658     | 2056-02-01      | 5.0000%  | 0.0000% | $9948256.00        | $9687515.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2900     | 2055-09-01      | 6.0000%  | 0.0000% | $20258720.00       | $19409183.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2224     | 2055-07-01      | 5.0000%  | 0.0000% | $500367.00         | $473219.45         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3451     | 2044-09-01      | 3.0100%  | 0.0000% | $798347.00         | $575775.01         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV9884     | 2052-06-01      | 3.5000%  | 0.0000% | $60412310.00       | $44793427.36       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5315     | 2032-01-01      | 2.4400%  | 0.0000% | $20732960.00       | $18674752.99       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6219     | 2040-03-01      | 2.4000%  | 0.0000% | $1000000.00        | $659027.84         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1109     | 2044-10-01      | 4.0000%  | 0.0000% | $4827330.00        | $1152219.16        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2041-03-04      | 5.1500%  | 0.0000% | $24944000.00       | $24705777.87       | Agency Debentures and Agency Strips       |
| FEPC 05.000 CLSD4977     | 2053-11-01      | 5.0000%  | 0.0000% | $6273350.00        | $5157683.92        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4518     | 2053-08-01      | 3.5000%  | 0.0000% | $46000.00          | $35394.53          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2069     | 2050-11-01      | 2.5000%  | 0.0000% | $24539.00          | $16231.98          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6342     | 2045-12-01      | 3.5000%  | 0.0000% | $678680.00         | $155528.14         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF3213     | 2055-10-01      | 7.0000%  | 0.0000% | $256610.00         | $271961.11         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2032-08-11      | 4.9800%  | 0.0000% | $8940000.00        | $9042595.44        | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLTB5126     | 2056-06-01      | 5.5000%  | 0.0000% | $297329.00         | $301966.37         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF9463     | 2056-01-01      | 7.0000%  | 0.0000% | $1039746.00        | $1103783.47        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ6964     | 2032-07-01      | 4.7900%  | 0.0000% | $6000000.00        | $6069555.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3873     | 2055-12-01      | 5.0000%  | 0.0000% | $7370584.00        | $7256112.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA5398 M         | 2048-08-20      | 4.0000%  | 0.0000% | $1000.00           | $88.01             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDH1019     | 2056-05-01      | 5.0000%  | 0.0000% | $8918880.00        | $8829378.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2525     | 2055-08-01      | 5.0000%  | 0.0000% | $35345880.00       | $33509834.42       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4181     | 2055-05-01      | 6.5000%  | 0.0000% | $10158768.00       | $8546350.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1956     | 2054-07-01      | 5.5000%  | 0.0000% | $910831.00         | $863751.41         | Agency Mortgage-Backed Securities         |
| GNII SF MA7192 M         | 2051-02-20      | 2.0000%  | 0.0000% | $1024.00           | $486.24            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2040-11-15      | 1.3750%  | 0.0000% | $28472000.00       | $18262171.36       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2046-02-15      | 4.6250%  | 0.0000% | $500.00            | $483.63            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLSL3313     | 2055-11-01      | 6.5000%  | 0.0000% | $2370427.00        | $2165813.71        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX4666     | 2055-01-01      | 7.0000%  | 0.0000% | $3175241.00        | $2444429.93        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5996     | 2056-03-01      | 4.5000%  | 0.0000% | $31443680.00       | $29965029.14       | Agency Mortgage-Backed Securities         |
| GNII SF MA8345 M         | 2052-10-20      | 3.5000%  | 0.0000% | $1024.00           | $706.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3495     | 2048-10-01      | 4.0000%  | 0.0000% | $4901016.00        | $341647.94         | Agency Mortgage-Backed Securities         |
| GNII JM MA6922 M         | 2050-10-20      | 2.5000%  | 0.0000% | $1000.00           | $346.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA9608 M         | 2054-04-20      | 7.0000%  | 0.0000% | $1002.00           | $310.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M         | 2047-12-20      | 3.5000%  | 0.0000% | $1000.00           | $115.67            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0443     | 2055-01-01      | 5.5000%  | 0.0000% | $1357116.00        | $1311379.47        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN0955     | 2048-10-01      | 4.0000%  | 0.0000% | $25646304.00       | $5971273.41        | Agency Mortgage-Backed Securities         |
| MNRA CL0042A2 R22M00     | 2030-12-25      | 1.2079%  | 0.0000% | $77000000.00       | $66622136.81       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAS6352     | 2045-12-01      | 4.0000%  | 0.0000% | $593960.00         | $64264.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4252     | 2055-11-01      | 6.5000%  | 0.0000% | $289849.00         | $305028.53         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0670     | 2051-09-01      | 3.0000%  | 0.0000% | $98933.00          | $56450.11          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF5397     | 2055-12-01      | 6.5000%  | 0.0000% | $305610.00         | $144179.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0201     | 2051-04-01      | 3.0000%  | 0.0000% | $2724456.00        | $1698348.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6096     | 2055-08-01      | 6.0000%  | 0.0000% | $27860096.00       | $22618306.06       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT5564     | 2051-07-01      | 2.0000%  | 0.0000% | $19899000.00       | $11465686.81       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7193     | 2055-01-01      | 5.5000%  | 0.0000% | $31434268.00       | $28029870.64       | Agency Mortgage-Backed Securities         |
| GNRA 2024-167 F          | 2054-10-20      | 4.7251%  | 0.0000% | $961514.00         | $696585.68         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2030-07-31      | 3.8750%  | 0.0000% | $800.00            | $802.12            | U.S. Treasuries (including strips)        |
| GNII ET DM5591 C         | 2065-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1042.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTB3603     | 2056-05-01      | 5.5000%  | 0.0000% | $1298450.00        | $1318701.64        | Agency Mortgage-Backed Securities         |
| GNRA 2026-063 KF         | 2056-04-20      | 4.7951%  | 0.0000% | $5970000.00        | $5745264.72        | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLTA6148     | 2056-02-01      | 7.0000%  | 0.0000% | $856187.00         | $919839.11         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ6150     | 2056-03-01      | 6.5000%  | 0.0000% | $1369914.00        | $1443474.54        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN5315     | 2047-05-01      | 3.8500%  | 0.0000% | $1048196.00        | $799642.48         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN6434     | 2047-10-01      | 3.4900%  | 0.0000% | $250000.00         | $182830.38         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5928     | 2051-02-01      | 2.5000%  | 0.0000% | $17573600.00       | $9402748.22        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5325     | 2030-10-01      | 4.2900%  | 0.0000% | $1847210.00        | $1843363.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1905     | 2048-06-01      | 4.5000%  | 0.0000% | $526599.00         | $154492.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8456     | 2051-04-01      | 2.5000%  | 0.0000% | $39560320.00       | $20917177.65       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9268     | 2056-01-01      | 6.0000%  | 0.0000% | $1786281.00        | $1834810.42        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW5054     | 2044-07-01      | 3.5000%  | 0.0000% | $40365376.00       | $5264934.69        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2983     | 2049-05-01      | 4.0000%  | 0.0000% | $15852608.00       | $4046886.35        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 ZLFP0072     | 2050-07-25      | 4.5000%  | 0.0000% | $2610000.00        | $1862909.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1202     | 2055-10-01      | 5.0000%  | 0.0000% | $10940928.00       | $10594388.55       | Agency Mortgage-Backed Securities         |

### Security 713: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.630000%
- **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: ARP1I9U67, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1I9U67
- **C.18 - Value (incl. sponsor support):** $201000000.00
- **C.18.a - Value (excl. sponsor support):** $201000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 CLAS8654 | 2047-01-01      | 3.5000%  | 0.0000% | $50463903.00       | $6541505.08        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $73282652.00       | $37627947.58       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP8078 | 2050-08-01      | 2.0000%  | 0.0000% | $87218876.00       | $40685293.44       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7731 | 2046-08-01      | 3.0000%  | 0.0000% | $199972899.00      | $40943408.79       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP8083 | 2050-08-01      | 2.0000%  | 0.0000% | $86823462.00       | $40263501.05       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  | 0.0000% | $201406182.00      | $40968344.30       | Agency Mortgage-Backed Securities |

### Security 714: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22JD43, C.3 - LEI: N/A, C.5 - Other ID: ATD22JD43
- **C.18 - Value (incl. sponsor support):** $494000000.00
- **C.18.a - Value (excl. sponsor support):** $494000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 715: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22JD50, C.3 - LEI: N/A, C.5 - Other ID: ATD22JD50
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 716: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22JD76, C.3 - LEI: N/A, C.5 - Other ID: ATD22JD76
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 717: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22KC90, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD22KC90
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 718: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22KCA7, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD22KCA7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 719: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22KCB5, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD22KCB5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 720: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22KCC3, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD22KCC3
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 721: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22KCD1, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD22KCD1
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 722: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22KCE9, C.3 - LEI: N/A, C.5 - Other ID: ATD22KCE9
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 723: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22KCF6, C.3 - LEI: N/A, C.5 - Other ID: ATD22KCF6
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 724: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22L6W4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD22L6W4
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 725: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22L6Y0, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD22L6Y0
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 726: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22L6Z7, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD22L6Z7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 727: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22L729, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD22L729
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 728: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22L737, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD22L737
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 729: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22L745, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD22L745
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 730: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22L8Q5, C.3 - LEI: N/A, C.5 - Other ID: ATD22L8Q5
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 731: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22M3Q8, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD22M3Q8
- **C.18 - Value (incl. sponsor support):** $5200000000.00
- **C.18.a - Value (excl. sponsor support):** $5200000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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 BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22M3R6, C.3 - LEI: N/A, C.5 - Other ID: ATD22M3R6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 733: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22M3S4, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD22M3S4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 734: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22M3T2, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD22M3T2
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 735: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD22M3U9, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD22M3U9
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **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? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-06-05

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO